basis_annualized_threshold_fear_long · strategy

closed trades

50%

win rate

-114.39

total pnl ($)

1.141

weight

7d window — n=11 wr=55% pnl=+4.43 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 56 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-20 08:45	BTC	Buy	62635.1→63420.8	+5.71	timeout
06-18 15:40	BTC	Buy	65357.3→62702.5	-20.73	stop_loss
06-17 11:32	BTC	Buy	66406.3→64702.8	-13.37	timeout
06-17 03:54	BTC	Buy	66071.3→65819.7	-2.40	timeout
06-16 21:49	BTC	Buy	66374.3→65745.7	-5.28	timeout
06-16 15:45	BTC	Buy	66896.3→65737.7	-9.19	timeout
06-16 09:37	BTC	Buy	65542.3→66565.7	+7.35	timeout
06-16 03:32	BTC	Buy	65701.3→65952.7	+1.49	timeout
06-15 21:25	BTC	Buy	64846.2→66518.7	+12.39	timeout
06-15 15:14	BTC	Buy	64083.2→66602.7	+19.22	timeout
06-15 09:10	BTC	Buy	64437.2→65683.7	+9.23	timeout
06-15 03:07	BTC	Buy	64477.2→65548.7	+7.82	timeout
06-14 21:06	BTC	Buy	64289.2→63993.8	-2.77	timeout
06-14 15:03	BTC	Buy	64188.2→64086.8	-1.25	timeout
06-14 08:58	BTC	Buy	63800.2→64424.8	+4.39	timeout
06-14 02:53	BTC	Buy	63558.2→64457.8	+6.65	timeout
06-13 20:51	BTC	Buy	63423.2→64259.8	+6.13	timeout
06-13 14:52	BTC	Buy	63560.2→64192.8	+4.48	timeout
06-13 08:49	BTC	Buy	63397.2→63834.8	+2.93	timeout
06-13 03:08	BTC	Buy	63547.2→63658.8	+0.42	timeout
06-12 21:08	BTC	Buy	63466.2→63507.8	-0.15	timeout
06-12 14:59	BTC	Buy	62725.1→63928.8	+9.06	timeout
06-12 08:44	BTC	Buy	62819.1→63340.8	+3.63	timeout
06-12 02:35	BTC	Buy	61969.1→63492.8	+11.75	timeout
06-11 20:26	BTC	Buy	61888.1→63417.8	+11.77	timeout
06-11 14:24	BTC	Buy	62116.1→62934.9	+6.04	timeout
06-11 08:17	BTC	Buy	61681.1→62778.9	+8.30	timeout
06-10 17:54	BTC	Buy	61662.1→61886.9	+1.33	timeout
06-10 11:55	BTC	Buy	62599.1→61033.9	-12.91	timeout
06-09 23:54	BTC	Buy	63016.2→62016.9	-8.27	timeout
06-09 16:19	BTC	Buy	63412.2→60838.5	-20.81	stop_loss
06-09 16:19	BTC	Buy	63440.2→60855.5	-20.96	stop_loss
06-09 11:45	BTC	Buy	63629.2→62608.9	-8.41	timeout
06-09 05:41	BTC	Buy	62399.1→63382.8	+7.41	timeout
06-08 23:35	BTC	Buy	63192.2→63064.8	-1.48	timeout
06-08 18:08	BTC	Buy	62183.1→63497.8	+10.04	timeout
06-08 11:53	BTC	Buy	62617.1→63459.8	+6.26	timeout
06-08 05:32	BTC	Buy	61684.1→62587.9	+6.88	timeout
06-07 23:29	BTC	Buy	60655→63208.8	+20.60	timeout
06-07 17:31	BTC	Buy	60678→62227.9	+12.36	timeout
06-07 11:13	BTC	Buy	60626→62424.9	+14.41	timeout
06-07 05:08	BTC	Buy	59936→61766.9	+14.85	timeout
06-06 21:20	BTC	Buy	61724.1→60853	-7.43	timeout
06-06 15:25	BTC	Buy	60895→60503	-3.66	timeout
06-05 14:26	BTC	Buy	62890.1→60332.8	-20.78	stop_loss
06-05 14:04	BTC	Buy	63072.2→60511.7	-20.75	stop_loss
06-05 13:55	BTC	Buy	63616.2→61034.4	-20.75	stop_loss
06-05 09:44	BTC	Buy	62874.1→62771.9	-1.24	timeout
06-05 06:23	BTC	Buy	63799.2→61208.3	-20.71	stop_loss
06-05 04:55	BTC	Buy	64416.2→63222.8	-9.66	timeout
06-04 01:51	BTC	Buy	64958.2→62321.7	-20.74	stop_loss
06-04 00:24	BTC	Buy	66709.3→64001.8	-20.74	stop_loss
06-03 23:51	BTC	Buy	66842.3→64129.7	-20.74	stop_loss
06-03 23:38	BTC	Buy	66947.3→64228.7	-20.76	stop_loss
06-03 17:44	BTC	Buy	67470.4→66108.7	-10.60	timeout
06-02 14:22	BTC	Buy	70977.5→68097.5	-20.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

-114.39

total pnl ($)

-40.4 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	56	50%	-40.4	-114.39

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…