basis_carry_momentum_long

not live
73
closed trades
49%
win rate
-198.09
total pnl ($)
0.727
weight
7d window — n=18 wr=44% pnl=-82.65  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 73 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:44BTCBuy59481→59557+0.14timeout
06-26 13:52BTCBuy59329→59597+1.77timeout
06-25 13:44BTCBuy61621.1→60103.9-12.75stop_loss
06-25 13:44BTCBuy61646.1→60128.9-12.75stop_loss
06-24 17:47BTCBuy60636→59142.5-12.75stop_loss
06-24 16:51BTCBuy61296.1→59732.1-13.19stop_loss
06-24 14:13BTCBuy62678.1→61136.4-12.75stop_loss
06-24 14:02BTCBuy62687.1→61142.4-12.77stop_loss
06-24 08:14BTCBuy62620.1→62622.9-0.50timeout
06-24 07:12BTCBuy63000.1→62754.9-2.45timeout
06-23 06:20BTCBuy64436.2→62836.4-12.88stop_loss
06-23 06:20BTCBuy64461.2→62865.4-12.85stop_loss
06-22 20:25BTCBuy64088.2→64379.8+1.80timeout
06-22 17:17BTCBuy64148.2→64621.8+3.24timeout
06-21 19:22BTCBuy63895.2→64169.8+1.73timeout
06-21 17:13BTCBuy63906.2→64169.8+1.67timeout
06-20 19:02BTCBuy63051.2→63784.8+5.38timeout
06-20 16:57BTCBuy62986.1→63964.8+7.26timeout
06-19 17:55BTCBuy62582.1→63154.8+4.12timeout
06-19 16:54BTCBuy62661.1→63057.8+2.74timeout
06-18 15:56BTCBuy63965.2→62389.7-12.80stop_loss
06-18 15:55BTCBuy63982.2→62408.7-12.77stop_loss
06-18 10:35BTCBuy64913.2→63997.8-7.61timeout
06-18 09:34BTCBuy64989.2→64258.8-6.11timeout
06-17 08:49BTCBuy66457.3→64816.3-12.80stop_loss
06-17 08:39BTCBuy66621.3→64983.2-12.73stop_loss
06-16 11:35BTCBuy66221.3→66374.7+0.63timeout
06-16 10:30BTCBuy65696.3→66570.7+6.17timeout
06-15 10:53BTCBuy64538.2→65736.7+8.84timeout
06-15 09:49BTCBuy64553.2→65521.7+7.06timeout
06-13 18:59BTCBuy63678.2→64136.8+3.15timeout
06-13 16:55BTCBuy63892.2→63977.8+0.22timeout
06-12 18:44BTCBuy63512.2→63839.8+2.11timeout
06-12 16:39BTCBuy62697.1→63963.8+9.60timeout
06-11 17:39BTCBuy61738.1→63198.8+11.28timeout
06-11 15:39BTCBuy62230.1→62797.9+3.96timeout
06-10 16:54BTCBuy61237.1→62163.9+7.05timeout
06-10 14:49BTCBuy61207.1→61907.9+5.24timeout
06-09 16:06BTCBuy62427.1→60888.5-12.79stop_loss
06-09 14:16BTCBuy63404.2→61845-12.75stop_loss
06-09 13:36BTCBuy63685.2→62117.8-12.74stop_loss
06-09 05:34BTCBuy62636.1→63395.8+5.60timeout
06-08 21:09BTCBuy61716.1→63727.8+15.81timeout
06-08 05:29BTCBuy61721.1→62672.9+7.26timeout
06-07 21:05BTCBuy60711→61677.9+7.54timeout
06-07 04:29BTCBuy59891→61513.9+13.10timeout
06-06 20:17BTCBuy60718→60529-1.93timeout
06-06 04:12BTCBuy61725.1→60205.9-12.76stop_loss
06-05 21:04BTCBuy59293→61895.9+21.50take_profit
06-05 14:06BTCBuy61949.1→60425.7-12.75stop_loss
06-05 13:56BTCBuy62522.1→60981.4-12.77stop_loss
06-05 06:23BTCBuy62787.1→61216.3-12.90stop_loss
06-05 05:22BTCBuy63628.2→63339.8-2.66timeout
06-04 09:29BTCBuy64346.2→62759.5-12.77stop_loss
06-04 00:25BTCBuy65516.3→63904.8-12.75stop_loss
06-03 03:49BTCBuy67324.4→65668.9-12.75stop_loss
06-03 03:33BTCBuy67621.4→65956.7-12.76stop_loss
06-02 14:22BTCBuy69875.5→68157.5-12.75stop_loss
06-02 14:10BTCBuy69987.5→68264.4-12.77stop_loss
06-02 02:05BTCBuy72205.6→70426.2-12.86stop_loss
06-01 22:26BTCBuy73133.7→71240.8-13.49stop_loss
06-01 03:56BTCBuy74138.7→73710.3-3.40timeout
05-31 23:47BTCBuy73791.7→73588.3-1.80timeout
05-31 13:48BTCBuy73751.7→73858.3+0.25timeout
05-31 11:39BTCBuy73593.7→73919.3+1.62timeout
05-31 09:44BTCBuy73529.7→73952.3+2.27timeout
05-31 01:20BTCBuy73549.7→74145.3+3.53timeout
05-30 23:29BTCBuy73351.7→73822.3+2.64timeout
05-30 03:29BTCBuy73366.7→73643.3+1.39timeout
05-30 02:03BTCBuy73582.7→73674.3+0.13timeout
05-30 00:50BTCBuy73774.7→73491.3-2.41timeout
05-29 19:28BTCBuy73522.7→73299.3-2.02timeout
05-29 18:16BTCBuy73680.7→73933.3+1.15timeout

Paper vs Live

Paper (trades.jsonl)
73
closed
49%
win rate
-198.09
total pnl ($)
-53.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7349%-53.8-198.09

Recent bounces (last 20 of 8)

timesymsidereason
06-26 16:03BTCBuystale_intent
06-25 15:00BTCBuystale_intent
06-25 06:25BTCBuybelow_min_notional_skip
06-25 05:22BTCBuybelow_min_notional_skip
06-24 15:52BTCBuybelow_min_notional_skip
06-24 15:00BTCBuystale_intent
06-24 08:39BTCBuystale_intent
06-24 07:30BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems