basis_convergence_fear_btcdom_long

not live
71
closed trades
54%
win rate
-132.08
total pnl ($)
0.882
weight
7d window — n=15 wr=47% pnl=-55.95  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 71 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 01:20BTCBuy58872.9→59956+8.74timeout
06-26 13:19BTCBuy60553→58696.7-15.79stop_loss
06-26 12:59BTCBuy59644→59154-4.58timeout
06-26 06:32BTCBuy59533→59995+3.44timeout
06-25 13:48BTCBuy61315.1→59438.3-15.75stop_loss
06-25 13:45BTCBuy61747.1→59857.1-15.73stop_loss
06-25 12:22BTCBuy60957→61135.9+1.03timeout
06-25 05:55BTCBuy59431→61587.9+17.71timeout
06-24 15:08BTCBuy62723.1→60799.5-15.75stop_loss
06-24 14:19BTCBuy62797.1→60875.5-15.75stop_loss
06-24 12:33BTCBuy62794.1→62797.9-0.42timeout
06-24 06:01BTCBuy62407.1→62786.9+2.57timeout
06-23 23:18BTCBuy62379.1→62548.9+0.91timeout
06-23 17:40BTCBuy63447.2→62554.9-7.49timeout
06-20 17:55BTCBuy63651.2→63823.8+0.90timeout
06-19 20:45BTCBuy62636.1→63062.8+2.94timeout
06-18 09:10BTCBuy64325.2→64327.8-0.45timeout
06-16 22:04BTCBuy66499.3→65725.7-6.31timeout
06-16 15:53BTCBuy66085.3→65920.7-1.70timeout
06-16 09:48BTCBuy66386.3→66540.7+0.71timeout
06-16 03:45BTCBuy66894.3→66107.7-6.31timeout
06-15 21:38BTCBuy65542.3→66432.7+6.31timeout
06-15 15:32BTCBuy65700.3→66683.7+7.04timeout
06-15 09:25BTCBuy64822.2→65639.7+5.86timeout
06-15 03:13BTCBuy64077.2→65665.7+11.93timeout
06-14 21:10BTCBuy64437.2→63993.8-3.90timeout
06-14 15:07BTCBuy64477.2→64079.8-3.54timeout
06-14 09:00BTCBuy64267.2→64429.8+0.79timeout
06-14 02:57BTCBuy64216.2→64464.8+1.50timeout
06-13 20:52BTCBuy63805.2→64226.8+2.84timeout
06-13 14:47BTCBuy63622.2→64181.8+3.93timeout
06-13 08:43BTCBuy63520.2→63864.8+2.22timeout
06-13 02:44BTCBuy63508.2→63601.8+0.29timeout
06-12 20:41BTCBuy63404.2→63528.8+0.53timeout
06-12 14:39BTCBuy63567.2→63696.8+0.54timeout
06-12 08:47BTCBuy63262.2→63395.8+0.56timeout
06-12 02:43BTCBuy62856.1→63559.8+5.10timeout
06-11 20:33BTCBuy62921.1→63367.8+3.03timeout
06-11 14:32BTCBuy61941.1→62925.9+7.45timeout
06-11 08:28BTCBuy61880.1→62899.9+7.72timeout
06-11 02:27BTCBuy62096.1→62119.9-0.28timeout
06-10 20:18BTCBuy61682.1→61771.9+0.25timeout
06-10 05:53BTCBuy61683.1→62016.9+2.31timeout
06-09 23:54BTCBuy62609.1→62016.9-5.12timeout
06-09 14:30BTCBuy63410.2→61466.2-15.78stop_loss
06-09 11:53BTCBuy63049.2→62604.9-3.95timeout
06-09 05:48BTCBuy63452.2→63403.8-0.85timeout
06-08 23:44BTCBuy63637.2→63113.8-4.57timeout
06-08 17:40BTCBuy62491.1→63401.8+6.78timeout
06-08 11:33BTCBuy63265.2→63586.8+2.08timeout
06-08 05:41BTCBuy62224.1→62393.9+0.91timeout
06-07 23:37BTCBuy62611.1→63162.8+3.95timeout
06-07 17:32BTCBuy61668.1→62250.9+4.29timeout
06-07 11:29BTCBuy60658→62517.9+14.89timeout
06-07 05:28BTCBuy60651→61805.9+9.09timeout
06-06 23:12BTCBuy60655→60699-0.05timeout
06-06 17:07BTCBuy59791→60660+6.82timeout
06-06 04:33BTCBuy61504.1→59622.2-15.75stop_loss
06-06 03:32BTCBuy60700→60575-1.49timeout
06-05 13:56BTCBuy62834.1→60907.5-15.78stop_loss
06-05 13:51BTCBuy63030.2→61095.4-15.80stop_loss
06-05 06:22BTCBuy63369.2→61431.2-15.72stop_loss
06-05 04:04BTCBuy63710.2→62589.9-9.21timeout
06-04 22:01BTCBuy63110.2→63283.8+0.94timeout
06-04 17:23BTCBuy63796.2→63191.8-5.23timeout
06-04 00:53BTCBuy64978.2→62990.3-15.74stop_loss
06-03 20:55BTCBuy66885.3→64835.3-15.79stop_loss
06-03 17:35BTCBuy66924.3→66145.7-6.30timeout
06-03 13:42BTCBuy66579.3→66842.7+1.51timeout
06-03 03:50BTCBuy67481.4→65417-15.75stop_loss
06-02 13:15BTCBuy70989.5→68803.1-15.85stop_loss

Paper vs Live

Paper (trades.jsonl)
71
closed
54%
win rate
-132.08
total pnl ($)
-37.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7154%-37.1-132.08

Recent bounces (last 20 of 4)

timesymsidereason
06-26 13:31BTCBuybelow_min_notional_skip
06-25 13:16BTCBuybelow_min_notional_skip
06-24 12:56BTCBuystale_intent
06-24 07:00BTCBuytrigger_already_opened

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems