basis_crossover_fear_gated_long · strategy

165

closed trades

38%

win rate

-577.86

total pnl ($)

0.825

weight

7d window — n=31 wr=48% pnl=-65.82 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 19:12	BTC	Buy	59267→59963	+5.31	timeout
06-26 18:14	BTC	Buy	59400→60054	+4.93	timeout
06-26 17:08	BTC	Buy	59140→60135	+7.85	timeout
06-26 15:55	BTC	Buy	59458→60265	+6.23	timeout
06-26 15:14	BTC	Buy	59049→59792	+5.76	timeout
06-25 13:57	BTC	Buy	59806→58334.9	-12.66	stop_loss
06-25 13:48	BTC	Buy	60849→59352.3	-12.68	stop_loss
06-25 13:48	BTC	Buy	60924→59425.3	-12.67	stop_loss
06-25 13:46	BTC	Buy	61067.1→59565.2	-12.68	stop_loss
06-25 13:46	BTC	Buy	61074.1→59572.2	-12.67	stop_loss
06-24 15:46	BTC	Buy	61894.1→60369.8	-12.75	stop_loss
06-24 12:46	BTC	Buy	62285.1→62793.9	+3.70	timeout
06-24 11:40	BTC	Buy	62598.1→62597.9	-0.43	timeout
06-24 10:40	BTC	Buy	62265.1→62566.9	+1.98	timeout
06-24 09:50	BTC	Buy	62365.1→62647.9	+1.81	timeout
06-24 09:13	BTC	Buy	62419.1→62720.9	+1.96	timeout
06-23 06:27	BTC	Buy	64067.2→62638.9	-11.40	timeout
06-23 06:23	BTC	Buy	64073.2→62497.6	-12.58	stop_loss
06-23 06:21	BTC	Buy	64187.2→62605.5	-12.60	stop_loss
06-23 06:21	BTC	Buy	64272.2→62691.5	-12.57	stop_loss
06-23 04:16	BTC	Buy	63955.2→63986.8	-0.23	timeout
06-22 05:46	BTC	Buy	64239.2→64200.8	-0.82	timeout
06-22 04:45	BTC	Buy	64447.2→63960.8	-4.17	timeout
06-22 03:43	BTC	Buy	64388.2→64170.8	-2.15	timeout
06-22 02:40	BTC	Buy	64211.2→64524.8	+1.98	timeout
06-22 00:26	BTC	Buy	64228.2→63660.8	-4.95	timeout
06-21 02:16	BTC	Buy	63422.2→64201.8	+5.71	timeout
06-21 01:11	BTC	Buy	63407.2→64242.8	+6.15	timeout
06-21 00:03	BTC	Buy	63567.2→64212.8	+4.61	timeout
06-20 22:57	BTC	Buy	63306.2→64278.8	+7.18	timeout
06-20 21:51	BTC	Buy	63098.2→64047.8	+7.04	timeout
06-19 21:14	BTC	Buy	62912.1→63243.8	+2.14	timeout
06-19 20:15	BTC	Buy	63140.2→63046.8	-1.24	timeout
06-19 19:12	BTC	Buy	62618.1→62993.9	+2.51	timeout
06-19 18:09	BTC	Buy	62677.1→63083.8	+2.77	timeout
06-19 17:20	BTC	Buy	62565.1→63057.8	+3.48	timeout
06-18 15:51	BTC	Buy	64157.2→62573.6	-12.57	stop_loss
06-18 15:40	BTC	Buy	64359.2→62775.5	-12.55	stop_loss
06-18 15:37	BTC	Buy	64436.2→62840.4	-12.65	stop_loss
06-18 15:37	BTC	Buy	64474.2→62876.4	-12.65	stop_loss
06-18 15:37	BTC	Buy	64581.2→62991.3	-12.59	stop_loss
06-17 22:03	BTC	Buy	65545.3→63928.8	-12.78	stop_loss
06-17 19:42	BTC	Buy	65736.3→64117.7	-12.75	stop_loss
06-17 19:40	BTC	Buy	65799.3→64175.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65818.3→64198.7	-12.75	stop_loss
06-17 19:39	BTC	Buy	65833.3→64214.7	-12.74	stop_loss
06-17 16:29	BTC	Buy	65750.3→66318.7	+3.78	timeout
06-17 15:23	BTC	Buy	65733.3→65278.7	-3.93	timeout
06-17 04:54	BTC	Buy	65834.3→65916.7	+0.15	timeout
06-17 01:41	BTC	Buy	66366.3→65725.7	-5.30	timeout
06-17 00:41	BTC	Buy	66393.3→65793.7	-5.01	timeout
06-16 14:56	BTC	Buy	66628.3→65650.7	-7.73	timeout
06-16 13:57	BTC	Buy	66438.3→66050.7	-3.45	timeout
06-16 03:20	BTC	Buy	67238.4→65582.9	-12.74	stop_loss
06-15 23:47	BTC	Buy	65595.3→66232.7	+4.46	timeout
06-15 22:39	BTC	Buy	65321.3→66267.7	+6.75	timeout
06-15 13:16	BTC	Buy	63899.2→66704.7	+21.51	take_profit
06-15 13:06	BTC	Buy	63835.2→66637.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63713.2→66515.7	+21.56	take_profit
06-14 22:57	BTC	Buy	64448.2→65399.7	+6.89	timeout
06-14 21:51	BTC	Buy	64443.2→65433.7	+7.19	timeout
06-14 19:43	BTC	Buy	64247.2→63724.8	-4.56	timeout
06-14 18:38	BTC	Buy	64238.2→63744.8	-4.37	timeout
06-14 17:31	BTC	Buy	64054.2→63872.8	-1.96	timeout
06-13 21:44	BTC	Buy	63517.2→64507.8	+7.32	timeout
06-13 20:42	BTC	Buy	63535.2→64215.8	+4.88	timeout
06-13 19:05	BTC	Buy	63720.2→64156.8	+2.97	timeout
06-13 18:03	BTC	Buy	63885.2→63988.8	+0.33	timeout
06-13 17:01	BTC	Buy	63980.2→63975.8	-0.49	timeout
06-12 20:13	BTC	Buy	63495.2→63551.8	-0.01	timeout
06-12 19:08	BTC	Buy	63375.2→63709.8	+2.17	timeout
06-12 18:03	BTC	Buy	63634.2→63883.8	+1.50	timeout
06-12 17:03	BTC	Buy	62408.1→63926.8	+11.67	timeout
06-12 15:59	BTC	Buy	62720.1→63550.8	+6.09	timeout
06-11 19:55	BTC	Buy	61935.1→63619.8	+13.02	timeout
06-11 18:45	BTC	Buy	61729.1→63489.8	+13.69	timeout
06-11 17:42	BTC	Buy	61646.1→63336.8	+13.17	timeout
06-11 16:44	BTC	Buy	62197.1→62622.9	+2.91	timeout
06-11 15:40	BTC	Buy	62215.1→62831.9	+4.41	timeout
06-10 18:52	BTC	Buy	61720.1→61714.9	-0.54	timeout
06-10 17:49	BTC	Buy	61587.1→61962.9	+2.56	timeout
06-10 16:47	BTC	Buy	61334.1→62063.9	+5.43	timeout
06-10 15:45	BTC	Buy	61318.1→62331.9	+7.76	timeout
06-10 14:43	BTC	Buy	61334.1→62019.9	+5.11	timeout
06-09 16:19	BTC	Buy	62357.1→60822.5	-12.77	stop_loss
06-09 15:56	BTC	Buy	62602.1→61062.4	-12.75	stop_loss
06-09 15:56	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-09 14:47	BTC	Buy	62663.1→61119.4	-12.77	stop_loss
06-09 14:29	BTC	Buy	63126.2→61573.1	-12.76	stop_loss
06-09 13:36	BTC	Buy	63720.2→62148.8	-12.77	stop_loss
06-09 10:58	BTC	Buy	63098.2→62761.9	-3.05	timeout
06-09 09:55	BTC	Buy	63411.2→62639.9	-6.51	timeout
06-09 08:53	BTC	Buy	63054.2→62900.9	-1.66	timeout
06-08 22:26	BTC	Buy	63047.2→63296.8	+1.49	timeout
06-08 20:10	BTC	Buy	61592.1→63279.8	+13.22	timeout
06-08 10:44	BTC	Buy	62343.1→63189.8	+6.35	timeout
06-08 09:43	BTC	Buy	62553.1→63276.8	+5.32	timeout
06-08 08:41	BTC	Buy	62413.1→63085.8	+4.86	timeout
06-07 21:22	BTC	Buy	60921→61730.9	+6.22	timeout
06-07 19:40	BTC	Buy	62745.1→61199.3	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

165

closed

38%

win rate

-577.86

total pnl ($)

-69.8 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	165	38%	-69.8	-577.86

Recent bounces (last 20 of 9)

time	sym	side	reason
06-26 22:13	BTC	Buy	stale_intent
06-26 21:07	BTC	Buy	stale_intent
06-26 21:07	BTC	Buy	stale_intent
06-26 17:55	BTC	Buy	stale_intent
06-25 18:19	BTC	Buy	below_min_notional_skip
06-25 00:23	BTC	Buy	below_min_notional_skip
06-24 22:10	BTC	Buy	below_min_notional_skip
06-24 19:48	BTC	Buy	below_min_notional_skip
06-24 13:48	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…