basis_annualized_discount_fade_long · strategy

closed trades

49%

win rate

-216.69

total pnl ($)

0.642

weight

7d window — n=16 wr=38% pnl=-95.68 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 14:59	BTC	Buy	59585→60580	+7.90	timeout
06-26 18:33	BTC	Buy	59520→59806	+1.85	timeout
06-26 17:34	BTC	Buy	59496→60109	+4.60	timeout
06-26 16:30	BTC	Buy	59464→60145	+5.20	timeout
06-26 15:27	BTC	Buy	59310→60251	+7.43	timeout
06-26 14:24	BTC	Buy	59282→59973	+5.33	timeout
06-25 13:59	BTC	Buy	59554→58088	-12.69	stop_loss
06-25 13:58	BTC	Buy	59627→58160	-12.69	stop_loss
06-25 13:55	BTC	Buy	59880→58399.9	-12.75	stop_loss
06-25 13:53	BTC	Buy	60472→58967.6	-12.82	stop_loss
06-25 13:48	BTC	Buy	60844→59346.3	-12.72	stop_loss
06-24 17:46	BTC	Buy	60715→59201.4	-12.90	stop_loss
06-24 16:51	BTC	Buy	61295.1→59739.1	-13.12	stop_loss
06-24 15:56	BTC	Buy	61757.1→60236.9	-12.75	stop_loss
06-24 13:57	BTC	Buy	62754.1→61208.3	-12.77	stop_loss
06-24 13:57	BTC	Buy	62769.1→61220.3	-12.79	stop_loss
06-18 04:11	BTC	Buy	65371.3→63739.9	-12.94	stop_loss
06-16 14:24	BTC	Buy	66462.3→65562.7	-7.30	timeout
06-16 13:25	BTC	Buy	66889.3→66088.7	-6.51	timeout
06-16 12:20	BTC	Buy	66256.3→66632.7	+2.30	timeout
06-16 11:15	BTC	Buy	65963.3→66476.7	+3.38	timeout
06-16 10:10	BTC	Buy	65698.3→66556.7	+6.07	timeout
06-15 12:50	BTC	Buy	63751.2→66549.7	+21.51	take_profit
06-15 12:47	BTC	Buy	64324.2→66434.7	+15.97	timeout
06-15 11:43	BTC	Buy	64597.2→66179.7	+11.80	timeout
06-15 10:42	BTC	Buy	64592.2→65721.7	+8.29	timeout
06-15 09:37	BTC	Buy	64442.2→65536.7	+8.06	timeout
06-14 18:50	BTC	Buy	64043.2→63750.8	-2.82	timeout
06-14 12:37	BTC	Buy	64003.2→64297.8	+1.86	timeout
06-14 11:34	BTC	Buy	63903.2→64581.8	+4.86	timeout
06-14 10:30	BTC	Buy	63751.2→64567.8	+5.92	timeout
06-14 09:26	BTC	Buy	63785.2→64307.8	+3.59	timeout
06-13 18:42	BTC	Buy	63880.2→64246.8	+2.41	timeout
06-13 12:00	BTC	Buy	63650.2→63938.8	+1.73	timeout
06-13 11:00	BTC	Buy	63681.2→63818.8	+0.53	timeout
06-13 09:55	BTC	Buy	63755.2→63728.8	-0.73	timeout
06-13 08:53	BTC	Buy	63454.2→63774.8	+1.99	timeout
06-12 18:19	BTC	Buy	63483.2→63708.8	+1.32	timeout
06-12 11:55	BTC	Buy	63141.2→63801.8	+4.71	timeout
06-12 10:49	BTC	Buy	62929.1→63687.8	+5.50	timeout
06-12 09:44	BTC	Buy	62882.1→63861.8	+7.25	timeout
06-12 08:43	BTC	Buy	62843.1→63354.8	+3.55	timeout
06-11 17:38	BTC	Buy	61738.1→63170.8	+11.07	timeout
06-11 11:22	BTC	Buy	61181.1→63130.8	+15.35	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.65	timeout
06-11 09:17	BTC	Buy	61054.1→62767.9	+13.47	timeout
06-11 08:16	BTC	Buy	61626.1→62781.9	+8.81	timeout
06-10 16:41	BTC	Buy	60883→62317.9	+11.24	timeout
06-09 14:46	BTC	Buy	62771.1→61227.3	-12.76	stop_loss
06-09 14:19	BTC	Buy	63269.2→61713	-12.75	stop_loss
06-09 14:16	BTC	Buy	63428.2→61868	-12.75	stop_loss
06-09 14:11	BTC	Buy	63544.2→61978.9	-12.77	stop_loss
06-09 13:23	BTC	Buy	63803.2→62233.8	-12.72	stop_loss
06-09 06:48	BTC	Buy	62958.1→63364.8	+2.73	timeout
06-09 00:48	BTC	Buy	64019.2→62440.6	-12.79	stop_loss
06-08 17:55	BTC	Buy	62153.1→63444.8	+9.84	timeout
06-08 16:56	BTC	Buy	61993.1→63468.8	+11.36	timeout
06-08 14:55	BTC	Buy	61887.1→63847.8	+15.35	timeout
06-08 13:54	BTC	Buy	61761.1→63770.8	+15.77	timeout
06-08 06:30	BTC	Buy	62002.1→63035.8	+7.87	timeout
06-07 16:57	BTC	Buy	60700→61977.9	+10.05	timeout
06-07 15:51	BTC	Buy	60803→62055.9	+9.90	timeout
06-07 14:47	BTC	Buy	60918→61816.9	+6.91	timeout
06-07 13:32	BTC	Buy	60694→61865.9	+9.18	timeout
06-07 06:06	BTC	Buy	61081.1→61620.9	+4.02	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:27	BTC	Buy	61341.1→59832.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59278→61880.9	+21.51	take_profit
06-05 18:54	BTC	Buy	60622→59131.5	-12.75	stop_loss
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60753→59259.4	-12.74	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:57	BTC	Buy	62331.1→60795.5	-12.77	stop_loss
06-05 13:56	BTC	Buy	62500.1→60963.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62947.1→61399.2	-12.75	stop_loss
06-05 11:49	BTC	Buy	62473.1→62107.9	-3.40	timeout
06-05 10:29	BTC	Buy	62478.1→62553.9	+0.15	timeout
06-05 06:23	BTC	Buy	62774.1→61213.3	-12.87	stop_loss
06-05 06:23	BTC	Buy	62800.1→61246.3	-12.81	stop_loss
06-05 06:03	BTC	Buy	63504.2→61936.9	-12.74	stop_loss
06-05 02:43	BTC	Buy	63367.2→62560.9	-6.78	timeout
06-05 01:23	BTC	Buy	62644.1→63148.8	+3.62	timeout
06-04 10:49	BTC	Buy	63842.2→62268.7	-12.75	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:22	BTC	Buy	64593.2→63004.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66721.3→65058.2	-12.97	stop_loss
06-03 19:54	BTC	Buy	67041.4→65381	-12.85	stop_loss
06-03 19:54	BTC	Buy	67049.4→65398	-12.80	stop_loss
06-03 19:53	BTC	Buy	67065.4→65408	-12.84	stop_loss
06-03 16:26	BTC	Buy	67227.4→65572.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67292.4→65637.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67420.4→65757.8	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-216.69

total pnl ($)

-44.2 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	97	49%	-44.2	-216.69

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…