Analysis
Market regime analysis and conditional performance
Showing simulated data. Live Supabase integration coming soon.
Live Mathematical Analysis
Real-time price analysis via Coinbase — computing 30+ math features
Disconnected
BTC / USD
Spot--
Ticks
0
Window
0 / 500
Session Return
+0.0000%
Waiting for price data...
Connecting to Coinbase WebSocket + REST fallback
Performance by Volatility
How the bot performs in different volatility environments
| Regime | Win Rate | Avg PnL | Trades | Health |
|---|---|---|---|---|
| Low Vol | 42.8% | +0.4 bps | 108 | |
| Med Vol | 39.5% | +-2.1 bps | 134 | |
| High Vol | 37.2% | +-4.3 bps | 70 |
Low Vol
+0.4
Med Vol
+-2.1
High Vol
+-4.3
Trend vs Range
Performance when BTC is trending vs consolidating
| Regime | Win Rate | Avg PnL | Trades | Health |
|---|---|---|---|---|
| Strong Trend | 43.1% | +1.2 bps | 82 | |
| Weak Trend | 39.8% | +-2.4 bps | 128 | |
| Ranging | 37.9% | +-3.1 bps | 102 |
Strong Trend
+1.2
Weak Trend
+-2.4
Ranging
+-3.1
BTC Correlation
r = 0.73 High -- Correlated
Bot returns vs BTC price movement -- lower correlation = more independent alpha
Volume Regime Performance
How trade volume conditions affect bot profitability
Low volume weakness: Only +8.4 bps avg PnL during low-volume periods (72.1% WR). Consider reducing position size or filtering entries during low-volume hours.