basis_annualized_zscore_long_v5

not live
11
closed trades
36%
win rate
-35.04
total pnl ($)
0.997
weight
7d window — n=11 wr=36% pnl=-35.04  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 11 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:06BTCBuy60422→58930.6-12.78stop_loss
06-30 07:03BTCBuy59957→59604-3.37timeout
06-30 00:58BTCBuy59574→59818+1.66timeout
06-29 23:48BTCBuy59732→60256+3.96timeout
06-29 19:55BTCBuy59416→60455+8.14timeout
06-29 18:20BTCBuy59599→60416+6.25timeout
06-28 21:09BTCBuy60332→59663-6.01timeout
06-28 20:08BTCBuy60233→59502-6.49timeout
06-28 19:06BTCBuy60572→59479-9.46timeout
06-28 18:02BTCBuy60475→59625-7.46timeout
06-28 16:57BTCBuy60758→59657-9.49timeout

Paper vs Live

Paper (trades.jsonl)
11
closed
36%
win rate
-35.04
total pnl ($)
-63.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1136%-63.5-35.04

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems