basis_carry_zscore_fear_gate_long

not live
130
closed trades
36%
win rate
-561.80
total pnl ($)
0.270
weight
7d window — n=30 wr=37% pnl=-160.29  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 17:36BTCBuy59637→59965+2.20timeout
06-26 16:29BTCBuy59715→60005+1.87timeout
06-26 15:21BTCBuy59188→59925+5.70timeout
06-26 02:16BTCBuy59977→58487.8-12.84stop_loss
06-25 13:58BTCBuy59562→58096-12.67stop_loss
06-25 13:57BTCBuy59789→58297.9-12.84stop_loss
06-25 13:55BTCBuy59878→58395.9-12.75stop_loss
06-25 13:53BTCBuy60440→58948.6-12.70stop_loss
06-24 17:44BTCBuy60761→59264.4-12.75stop_loss
06-24 16:51BTCBuy61315.1→59803.1-12.76stop_loss
06-24 14:19BTCBuy62515.1→60964.5-12.85stop_loss
06-24 14:13BTCBuy62678.1→61136.4-12.74stop_loss
06-24 14:02BTCBuy62683.1→61140.4-12.75stop_loss
06-24 13:57BTCBuy62770.1→61219.3-12.80stop_loss
06-24 09:34BTCBuy62445.1→62666.9+1.25timeout
06-24 08:33BTCBuy62195.1→62756.9+4.02timeout
06-24 07:33BTCBuy62895.1→62682.9-2.22timeout
06-24 06:50BTCBuy62876.1→62714.9-1.78timeout
06-23 06:36BTCBuy63972.2→62833.9-9.37timeout
06-23 06:21BTCBuy64114.2→62534.6-12.79stop_loss
06-23 06:21BTCBuy64141.2→62561.6-12.79stop_loss
06-23 06:21BTCBuy64249.2→62665.5-12.80stop_loss
06-22 09:16BTCBuy63942.2→64136.8+0.99timeout
06-22 08:10BTCBuy64084.2→64227.8+0.62timeout
06-22 07:06BTCBuy64235.2→64086.8-1.63timeout
06-22 06:00BTCBuy64221.2→64201.8-0.62timeout
06-21 07:58BTCBuy63647.2→64156.8+3.53timeout
06-21 06:55BTCBuy63718.2→64257.8+3.78timeout
06-21 05:53BTCBuy63618.2→64203.8+4.15timeout
06-21 04:50BTCBuy63563.2→64389.8+6.07timeout
06-19 19:55BTCBuy62975.1→63072.8+0.29timeout
06-19 18:54BTCBuy62727.1→62990.9+1.63timeout
06-19 17:47BTCBuy62658.1→63071.8+2.85timeout
06-19 16:57BTCBuy62675.1→62967.9+1.90timeout
06-18 15:55BTCBuy63977.2→62398.7-12.73stop_loss
06-18 15:53BTCBuy64045.2→62469.6-12.62stop_loss
06-18 15:51BTCBuy64081.2→62505.6-12.67stop_loss
06-18 15:38BTCBuy64406.2→62822.4-12.47stop_loss
06-18 10:13BTCBuy64874.2→63974.8-7.47timeout
06-18 09:18BTCBuy64929.2→64422.8-4.45timeout
06-18 05:03BTCBuy65321.3→63710.9-12.80stop_loss
06-17 19:29BTCBuy65894.3→64247.6-12.96stop_loss
06-17 08:31BTCBuy66738.3→65089.2-12.84stop_loss
06-17 08:02BTCBuy66362.3→65422.7-7.55timeout
06-17 06:58BTCBuy66411.3→65576.7-6.69timeout
06-17 00:42BTCBuy66428.3→65788.7-5.33timeout
06-16 05:48BTCBuy65753.3→66034.7+1.76timeout
06-16 04:00BTCBuy65866.3→66136.7+1.65timeout
06-15 22:27BTCBuy65122.3→66128.7+7.23timeout
06-15 21:22BTCBuy64650.2→66502.7+13.82timeout
06-15 04:13BTCBuy64484.2→65681.7+8.81timeout
06-15 02:05BTCBuy64575.2→65567.7+7.20timeout
06-14 21:48BTCBuy64481.2→65331.7+6.10timeout
06-14 20:25BTCBuy64222.2→63891.8-3.06timeout
06-14 03:28BTCBuy63449.2→64510.8+7.94timeout
06-14 01:49BTCBuy63789.2→64606.8+5.99timeout
06-13 21:41BTCBuy63535.2→64617.8+8.04timeout
06-13 19:42BTCBuy63684.2→64249.8+3.99timeout
06-13 01:23BTCBuy63376.2→63611.8+1.36timeout
06-12 22:01BTCBuy63537.2→63518.8-0.65timeout
06-12 20:59BTCBuy63373.2→63435.8+0.01timeout
06-12 17:33BTCBuy63285.2→63788.8+3.52timeout
06-12 00:05BTCBuy61601.1→63583.8+15.53timeout
06-11 19:30BTCBuy61185.1→63873.8+21.41take_profit
06-11 17:33BTCBuy61791.1→63290.8+11.59timeout
06-11 14:49BTCBuy61910.1→62884.9+7.33timeout
06-10 22:17BTCBuy62601.1→61060.4-12.76stop_loss
06-10 18:59BTCBuy61792.1→61844.9-0.09timeout
06-10 16:08BTCBuy60931→62407.9+11.62timeout
06-10 15:07BTCBuy61505.1→61957.9+3.18timeout
06-10 14:14BTCBuy62005.1→62074.9+0.08timeout
06-09 14:46BTCBuy62755.1→61208.3-12.78stop_loss
06-09 14:21BTCBuy63181.2→61623.1-12.78stop_loss
06-09 13:36BTCBuy63751.2→62183.8-12.73stop_loss
06-09 13:25BTCBuy63797.2→62227.8-12.73stop_loss
06-09 00:19BTCBuy63169.2→62977.9-2.01timeout
06-08 23:16BTCBuy62907.1→63422.8+3.63timeout
06-08 14:58BTCBuy61877.1→63938.8+16.17timeout
06-08 12:55BTCBuy61832.1→63583.8+13.69timeout
06-07 22:15BTCBuy61519.1→64219.8+21.50take_profit
06-07 22:14BTCBuy60816→63485.8+21.51take_profit
06-07 19:43BTCBuy62722.1→61179.3-12.73stop_loss
06-07 14:38BTCBuy60897→62229.9+10.48timeout
06-07 12:32BTCBuy60711→61920.9+9.50timeout
06-07 10:43BTCBuy60376→62319.9+15.67timeout
06-06 23:56BTCBuy60904→60874-0.80timeout
06-06 14:34BTCBuy60540→60913+2.63timeout
06-06 04:27BTCBuy61277.1→59770.1-12.75stop_loss
06-06 04:27BTCBuy61341.1→59832.1-12.75stop_loss
06-05 18:52BTCBuy60776→59280.4-12.76stop_loss
06-05 18:52BTCBuy60785→59290.4-12.75stop_loss
06-05 18:52BTCBuy60923→59424.3-12.76stop_loss
06-05 15:39BTCBuy61570.1→60054-12.75stop_loss
06-05 14:26BTCBuy61842.1→60318.8-12.76stop_loss
06-05 13:56BTCBuy62487.1→60937.5-12.85stop_loss
06-05 13:49BTCBuy62742.1→61195.3-12.78stop_loss
06-05 12:04BTCBuy63148.2→61595.1-12.75stop_loss
06-05 10:27BTCBuy62593.1→62539.9-0.89timeout
06-05 06:23BTCBuy62729.1→61175.3-12.82stop_loss
06-05 06:23BTCBuy62799.1→61254.3-12.74stop_loss

Paper vs Live

Paper (trades.jsonl)
130
closed
36%
win rate
-561.80
total pnl ($)
-86.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC13036%-86.1-561.80

Recent bounces (last 20 of 10)

timesymsidereason
06-26 21:08BTCBuystale_intent
06-26 19:06BTCBuystale_intent
06-25 15:32BTCBuybelow_min_notional_skip
06-25 14:49BTCBuystale_intent
06-24 19:37BTCBuybelow_min_notional_skip
06-24 15:42BTCBuybelow_min_notional_skip
06-24 15:00BTCBuystale_intent
06-24 09:43BTCBuybelow_min_notional_skip
06-24 08:48BTCBuytrigger_already_opened
06-24 07:43BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems