macro_dxy_strength_risk_off_short · strategy

295

closed trades

40%

win rate

-147.62

total pnl ($)

0.884

weight

7d window — n=156 wr=42% pnl=-56.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 13:28	BTC	Sell	60275→60451	-1.91	timeout
06-27 12:24	BTC	Sell	60306→60290	-0.32	timeout
06-27 11:21	BTC	Sell	60446→60311	+0.67	timeout
06-27 10:21	BTC	Sell	60320→60453	-1.55	timeout
06-27 09:23	BTC	Sell	60437→60296	+0.72	timeout
06-27 08:16	BTC	Sell	60318→60469	-1.70	timeout
06-27 07:12	BTC	Sell	60081→60268	-2.01	timeout
06-27 06:07	BTC	Sell	60204→60176	-0.22	timeout
06-27 05:04	BTC	Sell	60312→60193	+0.54	timeout
06-27 04:01	BTC	Sell	60245→60324	-1.11	timeout
06-27 02:59	BTC	Sell	59938→60283	-3.33	timeout
06-27 01:55	BTC	Sell	60032→59921	+0.48	timeout
06-27 00:50	BTC	Sell	60046→60018	-0.22	timeout
06-26 23:48	BTC	Sell	59929→60056	-1.51	timeout
06-26 22:46	BTC	Sell	59957→59910	-0.06	timeout
06-26 21:45	BTC	Sell	59622→59998	-3.60	timeout
06-26 20:45	BTC	Sell	59866→59625	+1.57	timeout
06-26 19:42	BTC	Sell	59740→59921	-1.96	timeout
06-26 18:39	BTC	Sell	59967→59730	+1.53	timeout
06-26 17:34	BTC	Sell	60122→60127	-0.49	timeout
06-26 16:32	BTC	Sell	60177→60091	+0.27	timeout
06-26 15:31	BTC	Sell	59977→60213	-2.42	timeout
06-26 13:43	BTC	Sell	58895.1→59522.7	-5.78	stop_loss
06-26 13:26	BTC	Sell	59594→58864.9	+5.67	timeout
06-26 12:22	BTC	Sell	59383→59506	-1.48	timeout
06-26 11:22	BTC	Sell	59733→59440	+2.01	timeout
06-26 10:16	BTC	Sell	60103→59792	+2.14	timeout
06-26 09:12	BTC	Sell	60292→60114	+1.02	timeout
06-26 08:09	BTC	Sell	60300→60238	+0.06	timeout
06-26 06:44	BTC	Sell	59768→60403.2	-5.76	stop_loss
06-26 06:03	BTC	Sell	59861→59767	+0.34	timeout
06-26 04:59	BTC	Sell	60011→59885	+0.60	timeout
06-26 03:27	BTC	Sell	58403.1→59030.5	-5.82	stop_loss
06-26 02:57	BTC	Sell	59368→58507.9	+6.79	timeout
06-26 01:55	BTC	Sell	59617→59358	+1.72	timeout
06-26 00:54	BTC	Sell	59782→59689	+0.33	timeout
06-25 23:54	BTC	Sell	59768→59795	-0.67	timeout
06-25 22:53	BTC	Sell	60002→59776	+1.43	timeout
06-25 21:50	BTC	Sell	59390→59954	-5.20	timeout
06-25 20:48	BTC	Sell	59157→59460	-3.01	timeout
06-25 19:48	BTC	Sell	59403→59170	+1.51	timeout
06-25 18:46	BTC	Sell	59433→59395	-0.13	timeout
06-25 17:44	BTC	Sell	59231→59574	-3.35	timeout
06-25 16:09	BTC	Sell	59221→59853.9	-5.79	stop_loss
06-25 15:39	BTC	Sell	59731→59270	+3.40	timeout
06-25 13:53	BTC	Sell	60241→59039	+9.53	take_profit
06-25 13:38	BTC	Sell	61367.9→60871	+3.60	timeout
06-25 12:33	BTC	Sell	61222.9→61304.1	-1.11	timeout
06-25 11:30	BTC	Sell	61545.9→61258.1	+1.89	timeout
06-25 10:27	BTC	Sell	61627.9→61558.1	+0.12	timeout
06-25 09:21	BTC	Sell	61705.9→61686.1	-0.29	timeout
06-25 08:20	BTC	Sell	61802.9→61717.1	+0.24	timeout
06-25 07:14	BTC	Sell	61726.9→61784.1	-0.91	timeout
06-25 06:12	BTC	Sell	61611.9→61739.1	-1.48	timeout
06-25 05:02	BTC	Sell	60805→61452.8	-5.78	stop_loss
06-25 04:07	BTC	Sell	60747→60837	-1.19	timeout
06-25 03:05	BTC	Sell	60861→60737	+0.57	timeout
06-25 02:02	BTC	Sell	60777→60892	-1.40	timeout
06-25 00:59	BTC	Sell	61036.9→60713	+2.20	timeout
06-24 23:55	BTC	Sell	60835→61010.1	-1.89	timeout
06-24 22:50	BTC	Sell	61013.9→60801	+1.29	timeout
06-24 21:49	BTC	Sell	60977→61042.1	-0.99	timeout
06-24 20:05	BTC	Sell	59748→60383.2	-5.77	stop_loss
06-24 19:45	BTC	Sell	59543→59831	-2.88	timeout
06-24 18:43	BTC	Sell	59333→59506	-1.92	timeout
06-24 17:43	BTC	Sell	60137→59395	+5.71	timeout
06-24 16:42	BTC	Sell	60588→60239	+2.42	timeout
06-24 15:39	BTC	Sell	61173.9→60634	+3.96	timeout
06-24 14:36	BTC	Sell	61901.9→61297.1	+4.43	timeout
06-24 13:35	BTC	Sell	62787.9→61954.1	+6.19	timeout
06-24 11:49	BTC	Sell	62426.9→63089.7	-5.76	stop_loss
06-24 11:30	BTC	Sell	62516.9→62413.1	+0.38	timeout
06-24 10:30	BTC	Sell	62659.9→62496.1	+0.86	timeout
06-24 09:28	BTC	Sell	62673.9→62673.1	-0.44	timeout
06-24 08:25	BTC	Sell	62692.9→62672.1	-0.28	timeout
06-24 07:21	BTC	Sell	62766.9→62684.1	+0.21	timeout
06-24 06:18	BTC	Sell	62830.9→62776.1	-0.01	timeout
06-24 05:13	BTC	Sell	62640.9→62777.1	-1.53	timeout
06-24 04:11	BTC	Sell	62609.9→62631.1	-0.62	timeout
06-24 03:10	BTC	Sell	62841.9→62606.1	+1.43	timeout
06-24 02:07	BTC	Sell	62873.9→62809.1	+0.07	timeout
06-24 01:06	BTC	Sell	62742.9→62842.1	-1.24	timeout
06-24 00:04	BTC	Sell	62513.9→62747.1	-2.32	timeout
06-23 23:02	BTC	Sell	62582.9→62564.1	-0.30	timeout
06-23 21:57	BTC	Sell	62424.9→62585.1	-1.73	timeout
06-23 20:54	BTC	Sell	62350.9→62372.1	-0.62	timeout
06-23 19:52	BTC	Sell	62191.9→62319.1	-1.47	timeout
06-23 18:53	BTC	Sell	62407.9→62179.1	+1.38	timeout
06-23 17:50	BTC	Sell	62517.9→62459.1	+0.02	timeout
06-23 16:48	BTC	Sell	62216.9→62592.1	-3.47	timeout
06-23 15:41	BTC	Sell	62490.9→62302.1	+1.06	timeout
06-23 14:39	BTC	Sell	62298.9→62621.1	-3.04	timeout
06-23 13:38	BTC	Sell	62312.9→62275.1	-0.15	timeout
06-23 12:36	BTC	Sell	62531.9→62361.1	+0.91	timeout
06-23 11:35	BTC	Sell	62266.9→62537.1	-2.63	timeout
06-23 10:33	BTC	Sell	62440.9→62303.1	+0.64	timeout
06-23 09:32	BTC	Sell	62187.9→62460.1	-2.65	timeout
06-23 08:29	BTC	Sell	62971.9→62023.1	+7.08	timeout
06-23 07:29	BTC	Sell	62735.9→62979.1	-2.39	timeout
06-23 06:21	BTC	Sell	63542.8→62828.1	+5.18	timeout

Paper vs Live

Paper (trades.jsonl)

295

closed

40%

win rate

-147.62

total pnl ($)

-10.0 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	295	40%	-10.0	-147.62

Recent bounces (last 20 of 5)

time	sym	side	reason
06-27 13:44	BTC	Sell	circuit_breaker
06-27 12:34	BTC	Sell	circuit_breaker
06-27 11:34	BTC	Sell	circuit_breaker
06-27 10:31	BTC	Sell	trigger_already_opened
06-27 08:38	BTC	Sell	trigger_already_opened

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…