vix_fear_lag_long

not live
62
closed trades
42%
win rate
-217.32
total pnl ($)
1.060
weight
7d window — n=2 wr=0% pnl=-25.63  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 62 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 13:34BTCBuy59729→58241-12.91stop_loss
06-25 13:41BTCBuy61860.1→60338.8-12.72stop_loss
06-23 06:22BTCBuy64079.2→62502.6-12.59stop_loss
06-23 06:20BTCBuy64444.2→62837.4-12.84stop_loss
06-22 21:20BTCBuy63607.2→64330.8+5.23timeout
06-22 09:18BTCBuy63947.2→64153.8+1.02timeout
06-21 20:43BTCBuy63852.2→63938.8+0.25timeout
06-21 08:15BTCBuy63541.2→64080.8+3.75timeout
06-20 19:36BTCBuy62948.1→63848.8+6.72timeout
06-20 06:29BTCBuy62805.1→63669.8+6.38timeout
06-19 19:01BTCBuy62688.1→63051.8+2.42timeout
06-18 15:40BTCBuy64251.2→62665.5-12.68stop_loss
06-18 09:56BTCBuy64821.2→64152.8-5.68timeout
06-17 19:41BTCBuy65751.3→64134.7-12.73stop_loss
06-17 08:37BTCBuy66691.3→65050.2-12.82stop_loss
06-16 21:21BTCBuy66509.3→65714.7-6.51timeout
06-16 08:42BTCBuy65738.3→66535.7+5.62timeout
06-15 13:20BTCBuy64037.2→66848.7+21.51take_profit
06-15 08:31BTCBuy64443.2→65642.7+8.87timeout
06-14 20:11BTCBuy64269.2→63794.8-4.18timeout
06-14 08:04BTCBuy63784.2→64382.8+4.22timeout
06-13 20:06BTCBuy63639.2→64223.8+4.14timeout
06-09 16:05BTCBuy62503.1→60966.5-12.77stop_loss
06-06 04:27BTCBuy61403.1→59890-12.77stop_loss
06-05 13:57BTCBuy62395.1→60859.5-12.76stop_loss
06-05 06:18BTCBuy63346.2→61788-12.69stop_loss
06-05 06:03BTCBuy63535.2→61971.9-12.73stop_loss
06-04 00:26BTCBuy65305.3→63698.9-12.75stop_loss
06-03 20:55BTCBuy66550.3→64908.3-12.84stop_loss
06-03 19:53BTCBuy67101.4→65451-12.78stop_loss
06-02 14:10BTCBuy69986.5→68262.4-12.78stop_loss
06-02 07:01BTCBuy71612.6→69851.6-12.81stop_loss
06-01 15:24BTCBuy73383.7→71161.8-15.65stop_loss
05-31 23:44BTCBuy73778.7→73561.3-1.89timeout
05-31 09:41BTCBuy73529.7→73978.3+2.45timeout
05-31 04:28BTCBuy73335.7→74171.3+5.18timeout
05-30 09:18BTCBuy73813.7→73516.3-2.51timeout
05-29 21:04BTCBuy73545.7→73656.3+0.26timeout
05-29 09:03BTCBuy73348.7→73643.3+1.48timeout
05-28 03:18BTCBuy75249.8→73377.6-12.89stop_loss
05-28 03:17BTCBuy75837.8→73971.3-12.76stop_loss
05-27 20:55BTCBuy76045.8→75225.2-5.91timeout
05-27 08:55BTCBuy76732.8→75830.2-6.15timeout
05-26 20:54BTCBuy77258.9→76034.2-8.44timeout
05-26 08:54BTCBuy77381.9→76720.2-4.71timeout
05-25 20:53BTCBuy76617.8→77267.1+3.68timeout
05-25 08:53BTCBuy76784.8→77366.1+3.19timeout
05-24 20:52BTCBuy76737.8→76612.2-1.30timeout
05-24 08:53BTCBuy74635.7→76778.2+13.75timeout
05-23 20:52BTCBuy76013.8→76738.2+4.27timeout
05-22 23:48BTCBuy77283.9→75387.5-12.76stop_loss
05-22 19:30BTCBuy77721.9→75801.3-12.86stop_loss
05-22 08:51BTCBuy77862.9→77275.1-4.36timeout
05-21 20:51BTCBuy77729.9→77747.1-0.46timeout
05-21 08:50BTCBuy77481.9→77866.1+1.92timeout
05-20 08:05BTCBuy77135.9→77269.1+0.26timeout
05-19 20:05BTCBuy76900.8→76805.2-1.22timeout
05-12 22:43BTCBuy81724.1→81715.9-0.56timeout
05-10 17:01BTCBuy80604→81317.9+3.91timeout
05-10 05:02BTCBuy80337→80692+1.71timeout
05-09 17:02BTCBuy79832→80596+4.29timeout
05-09 05:01BTCBuy79632→80329+3.94timeout

Paper vs Live

Paper (trades.jsonl)
62
closed
42%
win rate
-217.32
total pnl ($)
-69.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6242%-69.5-217.32

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 05:02BTCBuy+1.71BTC was trading in a narrow range with low volatility, showing slight positive momentum over 24h and 7d. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time.
05-09 17:02BTCBuy+4.29The market was in a mild downtrend with BTC declining 1.61% over 24 hours and negative momentum across major assets. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed t…
05-09 05:01BTCBuy+3.94The market was in a mild downtrend over 24h and 7d, with BTC consolidating near $79,877 and low funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed time.