skew_put_call_ratio_extreme_fade_long

not live
76
closed trades
51%
win rate
-256.03
total pnl ($)
0.502
weight
7d window — n=18 wr=50% pnl=-121.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 01:13BTCBuy59564→59948+2.76timeout
06-26 18:53BTCBuy59534→59626+0.20timeout
06-25 16:08BTCBuy60369→59535-7.32timeout
06-25 13:57BTCBuy61048.1→58255.9-23.25stop_loss
06-25 13:53BTCBuy61744.1→58928.6-23.22stop_loss
06-24 16:51BTCBuy62623.1→59739.1-23.31stop_loss
06-24 16:51BTCBuy62673.1→59814.1-23.20stop_loss
06-24 14:27BTCBuy62493.1→61151.9-11.15timeout
06-23 22:12BTCBuy64332.2→62710.9-13.03timeout
06-23 16:05BTCBuy64678.2→62469.9-17.51timeout
06-23 09:46BTCBuy64078.2→62336.9-13.82timeout
06-22 15:19BTCBuy64207.2→64971.8+5.43timeout
06-22 08:34BTCBuy63933.2→64156.8+1.24timeout
06-22 01:41BTCBuy64201.2→64574.8+2.38timeout
06-21 13:36BTCBuy63360.2→64003.8+4.70timeout
06-21 04:46BTCBuy63570.2→64454.8+6.52timeout
06-20 20:44BTCBuy63069.2→63843.8+5.71timeout
06-20 08:29BTCBuy62640.1→63439.8+5.86timeout
06-20 00:38BTCBuy62994.1→63580.8+4.20timeout
06-19 18:23BTCBuy62883.1→63118.8+1.41timeout
06-19 05:58BTCBuy63965.2→62698.9-10.30timeout
06-18 23:51BTCBuy64456.2→62922.9-12.27timeout
06-18 15:39BTCBuy65794.3→62792.4-22.91stop_loss
06-18 04:52BTCBuy65957.3→63837.8-16.54timeout
06-17 22:43BTCBuy65692.3→64309.8-10.96timeout
06-17 16:21BTCBuy65770.3→65872.7+0.38timeout
06-17 03:55BTCBuy66061.3→65791.7-2.54timeout
06-16 20:49BTCBuy66474.3→65809.7-5.54timeout
06-16 14:36BTCBuy66484.3→65587.7-7.28timeout
06-16 02:13BTCBuy65623.3→66074.7+2.99timeout
06-15 13:37BTCBuy64278.2→66729.7+18.64timeout
06-15 12:55BTCBuy63781.2→66581.7+21.52take_profit
06-14 22:47BTCBuy64489.2→65418.7+6.71timeout
06-14 16:45BTCBuy64035.2→64129.8+0.25timeout
06-14 10:44BTCBuy63848.2→64586.8+5.31timeout
06-13 21:59BTCBuy63501.2→64407.8+6.66timeout
06-13 15:30BTCBuy64099.2→64269.8+0.85timeout
06-13 09:23BTCBuy63634.2→63797.8+0.74timeout
06-12 21:25BTCBuy63460.2→63522.8+0.01timeout
06-12 15:18BTCBuy62655.1→64321.8+12.77timeout
06-12 09:12BTCBuy62822.1→63495.8+4.84timeout
06-11 21:02BTCBuy61741.1→63376.8+12.66timeout
06-11 14:57BTCBuy61796.1→62749.9+7.17timeout
06-11 08:32BTCBuy61498.1→62908.9+10.88timeout
06-10 16:10BTCBuy60939→62350.9+11.08timeout
06-10 10:12BTCBuy62659.1→61167.9-12.27timeout
06-10 02:50BTCBuy62676.1→62016.9-5.60timeout
06-09 14:34BTCBuy63863.2→61567.9-18.44timeout
06-09 07:59BTCBuy63279.2→63173.8-1.32timeout
06-09 00:56BTCBuy63628.2→62568.9-8.78timeout
06-08 12:48BTCBuy61813.1→63555.8+13.64timeout
06-07 22:15BTCBuy61281.1→63971.8+21.51take_profit
06-07 19:58BTCBuy60620→61238.9+4.70timeout
06-07 07:19BTCBuy61009.1→62075.9+8.33timeout
06-07 01:07BTCBuy61335.1→61070.9-2.65timeout
06-06 18:45BTCBuy59941→60580+4.93timeout
06-06 06:20BTCBuy61834.1→61009.9-7.11timeout
06-05 18:54BTCBuy61981.1→59155.4-23.26stop_loss
06-05 15:39BTCBuy63034.2→60158.9-23.22stop_loss
06-05 09:53BTCBuy62936.1→62869.9-0.96timeout
06-05 04:55BTCBuy64416.2→63222.8-9.66timeout
06-04 01:51BTCBuy65236.3→62262.7-23.24stop_loss
06-04 00:29BTCBuy66340.3→63316.2-23.22stop_loss
06-03 23:33BTCBuy66509.3→64481.8-15.69timeout
06-03 15:57BTCBuy67283.4→66147.7-8.97timeout
06-02 19:33BTCBuy70175.5→66480.4-26.76stop_loss
06-02 14:27BTCBuy70908.5→67666.8-23.33stop_loss
06-01 00:12BTCBuy73875.7→73713.3-1.54timeout
05-31 10:20BTCBuy73627.7→73766.3+0.36timeout
05-31 06:08BTCBuy73507.7→73958.3+2.56timeout
05-30 15:12BTCBuy73725.7→73916.3+0.69timeout
05-30 08:04BTCBuy73669.7→73505.3-1.61timeout
05-30 02:42BTCBuy73416.7→73686.3+1.35timeout
05-29 19:40BTCBuy73419.7→73693.3+1.35timeout
05-29 12:53BTCBuy73498.7→73335.3-1.58timeout
05-29 06:52BTCBuy73068.7→73742.3+4.04timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
51%
win rate
-256.03
total pnl ($)
-67.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7651%-67.2-256.03

Recent bounces (last 20 of 7)

timesymsidereason
06-26 08:39BTCBuystale_intent
06-25 18:56BTCBuybelow_min_notional_skip
06-24 22:13BTCBuybelow_min_notional_skip
06-24 16:23BTCBuystale_intent
06-24 16:23BTCBuystale_intent
06-24 10:08BTCBuystale_intent
06-24 10:08BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems