DATA / XPL / LONG/SHORT RATIO

XPL Long/Short Ratio

Free XPL long/short account ratio history from our continuous archive. Positioning extremes and 24h shift. No signup.

Percentile vs own historyP52 · Normal
Current3.16
24h change+31.74%
7d change-20.21%
Archive low2.03
Archive high5.36
Archive depth131 days · grows daily

Long/Short Ratio

The long/short ratio shows how retail accounts are positioned. Extreme readings mark crowded trades. Historically, the crowd is worst-positioned exactly at extremes.

What happened after past extremes

This coin · top-10% entriesLast 5 entries → next 24h: median -4.92%, 0% closed higher
This coin · bottom-10% entriesLast 8 entries → next 24h: median -1.19%, 25% closed higher
All 50 coins pooled · top-10%Last 351 entries → next 24h: median +0.41%, 54% closed higher
All 50 coins pooled · bottom-10%Last 356 entries → next 24h: median +0.37%, 53% closed higher

Computed from our own archive · event-study method: non-overlapping entries into the tail bucket, forward 24h price return

Public APIs cap OI/LSR history at 30 days. We log continuously: this archive deepens every day and cannot be reconstructed retroactively.

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FAQ

What is the long/short ratio?

It is the ratio of accounts holding net-long vs net-short positions on Binance Futures. Above 1 = more longs; below 1 = more shorts.

How do traders use the long/short ratio?

Mostly contrarian: extreme crowding on one side historically marks poor risk/reward for the crowd, especially combined with funding extremes.

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