basis_compression_fear_mempool_long · strategy

closed trades

44%

win rate

-187.18

total pnl ($)

0.415

weight

7d window — n=17 wr=41% pnl=-71.06 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 54 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 00:16	BTC	Buy	64224.2→63484.8	-6.23	timeout
06-21 17:22	BTC	Buy	63927.2→64115.8	+1.09	timeout
06-21 03:47	BTC	Buy	63440.2→64392.8	+7.06	timeout
06-20 19:57	BTC	Buy	63028.2→63897.8	+6.48	timeout
06-20 13:56	BTC	Buy	63211.2→63363.8	+0.70	timeout
06-20 01:44	BTC	Buy	62892.1→63527.8	+4.59	timeout
06-19 18:28	BTC	Buy	62920.1→63094.8	+0.92	timeout
06-19 13:02	BTC	Buy	64313.2→62756.9	-12.46	timeout
06-19 00:21	BTC	Buy	64646.2→62873.9	-14.13	timeout
06-18 15:40	BTC	Buy	65266.3→62613.5	-20.42	stop_loss
06-18 11:44	BTC	Buy	64783.2→63894.8	-7.37	timeout
06-17 23:28	BTC	Buy	65704.3→64455.8	-9.94	timeout
06-17 17:16	BTC	Buy	65790.3→65826.7	-0.24	timeout
06-17 10:55	BTC	Buy	66546.3→64796.8	-13.68	timeout
06-16 21:05	BTC	Buy	66476.3→65839.7	-5.33	timeout
06-16 14:51	BTC	Buy	66619.3→65621.7	-8.02	timeout
06-16 08:37	BTC	Buy	65708.3→66537.7	+5.92	timeout
06-15 10:20	BTC	Buy	64523.2→65686.7	+8.57	timeout
06-14 23:02	BTC	Buy	64444.2→65307.7	+6.20	timeout
06-14 10:15	BTC	Buy	63736.2→64494.8	+5.47	timeout
06-14 02:33	BTC	Buy	63675.2→64520.8	+6.21	timeout
06-13 19:28	BTC	Buy	63727.2→64129.8	+2.71	timeout
06-13 06:07	BTC	Buy	63346.2→63539.8	+1.08	timeout
06-12 20:02	BTC	Buy	63586.2→63589.8	-0.43	timeout
06-12 13:43	BTC	Buy	62806.1→63102.8	+1.84	timeout
06-11 21:15	BTC	Buy	61564.1→63517.8	+15.27	timeout
06-11 15:04	BTC	Buy	62238.1→62652.9	+2.79	timeout
06-11 08:35	BTC	Buy	61378.1→62909.9	+11.92	timeout
06-10 17:05	BTC	Buy	61548.1→62255.9	+5.25	timeout
06-10 10:59	BTC	Buy	62772.1→61351.9	-11.73	timeout
06-09 16:19	BTC	Buy	63395.2→60821.5	-20.88	stop_loss
06-09 09:55	BTC	Buy	63426.2→62631.9	-6.69	timeout
06-09 03:51	BTC	Buy	63072.2→62743.9	-3.05	timeout
06-08 15:17	BTC	Buy	61809.1→63989.8	+17.14	timeout
06-07 22:08	BTC	Buy	60602→61826.9	+9.66	timeout
06-07 09:04	BTC	Buy	61138.1→62823.9	+13.38	timeout
06-06 22:51	BTC	Buy	61686.1→60636	-8.89	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-05 15:39	BTC	Buy	62693.1→60146.9	-20.75	stop_loss
06-05 10:26	BTC	Buy	62726.1→62560.9	-1.77	timeout
06-05 06:23	BTC	Buy	63762.2→61174.3	-20.71	stop_loss
06-05 05:24	BTC	Buy	63777.2→63359.8	-3.67	timeout
06-04 01:16	BTC	Buy	65478.3→62821.4	-20.74	stop_loss
06-04 00:24	BTC	Buy	66654.3→63948.8	-20.73	stop_loss
06-03 23:10	BTC	Buy	67060.4→64337.6	-20.74	stop_loss
06-03 17:34	BTC	Buy	67573.4→66096.7	-11.44	timeout
06-02 19:31	BTC	Buy	69423.5→66584.4	-20.90	stop_loss
06-02 14:23	BTC	Buy	70805.5→67920.6	-20.85	stop_loss
06-01 17:05	BTC	Buy	73494.7→71592.4	-13.54	timeout
05-31 16:41	BTC	Buy	73934.7→73484.3	-3.56	timeout
05-30 08:04	BTC	Buy	73671.7→73505.3	-1.62	timeout
05-30 02:00	BTC	Buy	73573.7→73614.3	-0.22	timeout
05-29 19:45	BTC	Buy	73421.7→73651.3	+1.07	timeout
05-29 06:47	BTC	Buy	73089.7→73668.3	+3.39	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-187.18

total pnl ($)

-69.0 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	54	44%	-69.0	-187.18

Recent bounces (last 20 of 2)

time	sym	side	reason
06-21 23:06	BTC	Buy	stale_intent
06-21 23:06	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…