put_call_ratio_skew_extreme_fade

not live
75
closed trades
52%
win rate
-115.54
total pnl ($)
1.093
weight
7d window — n=16 wr=62% pnl=-21.63  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 00:00BTCBuy59420→60077+5.08timeout
06-26 17:31BTCBuy59936→60137+1.17timeout
06-26 04:47BTCBuy59268→59894+4.83timeout
06-26 00:28BTCBuy61054.1→59726-11.33timeout
06-25 11:37BTCBuy61008.1→61282.9+1.84timeout
06-25 05:24BTCBuy59530→61673.9+17.57timeout
06-24 16:51BTCBuy62840.1→59662.2-25.65stop_loss
06-24 12:00BTCBuy62746.1→62827.9+0.22timeout
06-24 00:59BTCBuy62244.1→62970.9+5.36timeout
06-23 11:11BTCBuy63989.2→62325.9-13.36timeout
06-22 23:42BTCBuy64566.2→63983.8-4.96timeout
06-22 17:10BTCBuy64217.2→64641.8+2.83timeout
06-22 04:23BTCBuy64207.2→63970.8-2.30timeout
06-21 22:17BTCBuy64242.2→63667.8-4.96timeout
06-21 09:51BTCBuy64063.2→64142.8+0.20timeout
06-21 03:14BTCBuy63976.2→64267.8+1.83timeout
06-20 02:25BTCBuy63165.2→63371.8+1.20timeout
06-19 19:36BTCBuy62588.1→62940.9+2.35timeout
06-19 13:29BTCBuy62905.1→62745.9-1.67timeout
06-19 07:24BTCBuy62723.1→62745.9-0.25timeout
06-18 19:24BTCBuy64223.2→62730.9-11.96timeout
06-18 13:25BTCBuy64599.2→64346.8-2.41timeout
06-18 01:17BTCBuy65036.3→64679.8-3.23timeout
06-17 19:14BTCBuy65665.3→65361.7-2.79timeout
06-17 13:09BTCBuy65764.3→64977.8-6.46timeout
06-17 06:54BTCBuy65856.3→65622.7-2.24timeout
06-16 19:00BTCBuy66398.3→65783.7-5.11timeout
06-15 21:25BTCBuy65645.3→66519.7+6.18timeout
06-15 15:25BTCBuy65673.3→66629.7+6.84timeout
06-15 09:20BTCBuy64763.2→65722.7+6.97timeout
06-15 03:15BTCBuy64097.2→65695.7+12.00timeout
06-14 21:11BTCBuy64436.2→63991.8-3.91timeout
06-14 15:08BTCBuy64471.2→64091.8-3.40timeout
06-14 09:02BTCBuy64289.2→64392.8+0.33timeout
06-14 02:58BTCBuy64219.2→64467.8+1.50timeout
06-13 20:52BTCBuy63798.2→64225.8+2.89timeout
06-13 09:37BTCBuy63540.2→63770.8+1.32timeout
06-13 03:35BTCBuy64016.2→63469.8-4.72timeout
06-12 15:03BTCBuy63583.2→63899.8+1.99timeout
06-12 09:02BTCBuy63404.2→63451.8-0.11timeout
06-11 20:42BTCBuy62885.1→63268.8+2.53timeout
06-11 14:35BTCBuy61964.1→62895.9+7.02timeout
06-11 04:14BTCBuy62309.1→62639.9+2.13timeout
06-10 20:20BTCBuy61600.1→61766.9+0.87timeout
06-10 03:09BTCBuy61636.1→62016.9+2.69timeout
06-09 21:12BTCBuy62763.1→62016.9-6.34timeout
06-09 10:53BTCBuy63309.2→62664.9-5.51timeout
06-09 02:09BTCBuy63804.2→62788.9-8.40timeout
06-08 19:59BTCBuy63285.2→63354.8+0.08timeout
06-08 13:01BTCBuy63584.2→63740.8+0.77timeout
06-08 04:56BTCBuy62072.1→62777.9+5.23timeout
06-07 10:42BTCBuy60554→62309.9+14.06timeout
06-06 09:11BTCBuy61733.1→61222.9-4.61timeout
06-06 03:22BTCBuy60679→60820+0.71timeout
06-05 16:06BTCBuy62622.1→60173-20.04timeout
06-05 09:19BTCBuy63614.2→63019.8-5.11timeout
06-04 21:43BTCBuy62870.1→63362.8+3.48timeout
06-04 17:00BTCBuy64258.2→63465.8-6.66timeout
06-04 01:56BTCBuy65389.3→62081.8-25.74stop_loss
06-03 16:41BTCBuy66373.3→65927.7-3.84timeout
06-03 11:29BTCBuy66396.3→67305.6+6.33timeout
06-03 04:02BTCBuy67231.4→66107.7-8.81timeout
06-02 15:37BTCBuy70598.5→67028.1-25.75stop_loss
06-02 10:15BTCBuy70982.5→69676.5-9.72timeout
06-02 02:39BTCBuy71487.6→70722.5-5.88timeout
06-01 01:53BTCBuy73806.7→73406.3-3.21timeout
05-31 17:48BTCBuy74054.7→73691.3-2.94timeout
05-31 11:53BTCBuy73811.7→73882.3-0.04timeout
05-31 09:16BTCBuy73962.7→73865.3-1.18timeout
05-30 21:50BTCBuy73567.7→73897.3+1.73timeout
05-30 12:15BTCBuy73484.7→73564.3+0.07timeout
05-30 01:35BTCBuy72946.6→73598.3+4.00timeout
05-29 18:40BTCBuy73650.7→73803.3+0.53timeout
05-29 09:14BTCBuy73654.7→73777.3+0.35timeout
05-29 02:31BTCBuy73014.7→73379.3+1.98timeout

Paper vs Live

Paper (trades.jsonl)
75
closed
52%
win rate
-115.54
total pnl ($)
-30.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7552%-30.5-115.54

Recent bounces (last 20 of 3)

timesymsidereason
06-27 00:03BTCBuystale_intent
06-26 12:15BTCBuybelow_min_notional_skip
06-24 23:40BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems