basis_convergence_fade_discount_long

not live
71
closed trades
48%
win rate
-94.97
total pnl ($)
1.569
weight
7d window — n=10 wr=50% pnl=+49.60  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 71 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-16 22:37BTCBuy66249.3→65697.7-4.70timeout
06-16 20:34BTCBuy66604.3→65699.7-7.34timeout
06-16 18:32BTCBuy66806.3→65929.7-7.08timeout
06-16 14:29BTCBuy66516.3→65619.7-7.27timeout
06-16 14:23BTCBuy67203.4→65549.9-12.83stop_loss
06-15 21:57BTCBuy65416.3→66353.7+6.66timeout
06-15 13:51BTCBuy64278.2→66595.7+17.60timeout
06-15 13:20BTCBuy64022.2→66832.7+21.52take_profit
06-15 12:54BTCBuy63769.2→66569.7+21.52take_profit
06-15 12:50BTCBuy63758.2→66559.7+21.53take_profit
06-14 21:33BTCBuy64253.2→64827.8+3.99timeout
06-14 19:28BTCBuy64142.2→63756.8-3.52timeout
06-14 17:23BTCBuy64020.2→63918.8-1.31timeout
06-14 15:20BTCBuy64251.2→64014.8-2.30timeout
06-14 13:18BTCBuy64126.2→64364.8+1.41timeout
06-13 20:27BTCBuy63495.2→64225.8+5.30timeout
06-13 18:31BTCBuy63726.2→64193.8+3.21timeout
06-13 16:23BTCBuy63809.2→63961.8+0.80timeout
06-13 14:11BTCBuy63389.2→64146.8+5.48timeout
06-13 11:49BTCBuy63805.2→63874.8+0.01timeout
06-12 18:24BTCBuy63362.2→63687.8+2.10timeout
06-12 16:23BTCBuy62613.1→63774.8+8.78timeout
06-12 14:16BTCBuy62818.1→63458.8+4.58timeout
06-12 12:08BTCBuy62997.1→63636.8+4.56timeout
06-12 09:56BTCBuy62897.1→63771.8+6.41timeout
06-11 17:09BTCBuy62150.1→62482.9+2.14timeout
06-11 15:08BTCBuy61933.1→62748.9+6.04timeout
06-11 12:24BTCBuy61058.1→62763.9+13.40timeout
06-11 10:19BTCBuy61179.1→62791.9+12.58timeout
06-11 08:15BTCBuy61601.1→62781.9+8.99timeout
06-10 16:40BTCBuy60819→62317.9+11.81timeout
06-09 14:47BTCBuy62652.1→61109.4-12.77stop_loss
06-09 14:46BTCBuy62736.1→61193.3-12.76stop_loss
06-09 14:15BTCBuy63483.2→61920.9-12.75stop_loss
06-09 14:11BTCBuy63503.2→61938.9-12.77stop_loss
06-09 13:36BTCBuy63710.2→62143.8-12.73stop_loss
06-09 08:57BTCBuy63055.2→62805.9-2.42timeout
06-09 00:49BTCBuy63960.2→62380.7-12.81stop_loss
06-08 20:34BTCBuy61788.1→63210.8+11.02timeout
06-08 18:29BTCBuy62215.1→63604.8+10.64timeout
06-08 16:32BTCBuy62270.1→63797.8+11.74timeout
06-08 14:30BTCBuy62200.1→63816.8+12.51timeout
06-08 08:13BTCBuy62299.1→63133.8+6.16timeout
06-07 19:50BTCBuy60600→61338.9+5.69timeout
06-07 17:49BTCBuy60581→62196.9+12.91timeout
06-07 15:36BTCBuy60688→62031.9+10.61timeout
06-07 13:32BTCBuy60688→61830.9+8.95timeout
06-07 06:06BTCBuy61041.1→61618.9+4.33timeout
06-06 18:58BTCBuy59479→60657+9.51timeout
06-06 04:27BTCBuy61341.1→59830.1-12.77stop_loss
06-05 18:52BTCBuy60919→59421.3-12.75stop_loss
06-05 18:42BTCBuy61416.1→59906-12.75stop_loss
06-05 14:26BTCBuy61909.1→60386.8-12.74stop_loss
06-05 14:06BTCBuy61936.1→60412.8-12.75stop_loss
06-05 13:57BTCBuy62379.1→60844.5-12.75stop_loss
06-05 13:57BTCBuy62408.1→60873.5-12.75stop_loss
06-05 06:23BTCBuy62764.1→61213.3-12.75stop_loss
06-05 06:21BTCBuy63082.2→61512.2-12.89stop_loss
06-05 06:16BTCBuy63462.2→61900.9-12.70stop_loss
06-05 06:01BTCBuy63688.2→62120.8-12.69stop_loss
06-05 05:22BTCBuy63628.2→63341.8-2.64timeout
06-05 02:48BTCBuy63427.2→62681.9-6.28timeout
06-04 01:22BTCBuy64241.2→62659.5-12.76stop_loss
06-04 00:29BTCBuy64932.2→63335.1-12.75stop_loss
06-03 23:54BTCBuy65652.3→64037.8-12.74stop_loss
06-03 23:03BTCBuy66071.3→64441.5-12.78stop_loss
06-03 19:55BTCBuy66941.3→65295.1-12.76stop_loss
06-03 19:53BTCBuy67086.4→65435-12.79stop_loss
06-03 16:27BTCBuy67183.4→65530.9-12.76stop_loss
06-03 03:50BTCBuy67240.4→65581.9-12.79stop_loss
06-03 03:43BTCBuy67423.4→65764.8-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
71
closed
48%
win rate
-94.97
total pnl ($)
-26.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7148%-26.3-94.97

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems