basis_discount_fear_fee_long_roll

not live
48
closed trades
54%
win rate
-82.29
total pnl ($)
1.125
weight
7d window — n=5 wr=40% pnl=-9.42  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 48 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-19 20:51BTCBuy62629.1→63159.8+3.76timeout
06-18 06:32BTCBuy65291.3→64043.8-10.00timeout
06-16 16:36BTCBuy65809.3→65708.7-1.27timeout
06-16 10:39BTCBuy66276.3→66593.7+1.92timeout
06-16 01:34BTCBuy66799.3→66346.7-3.84timeout
06-15 17:56BTCBuy65818.3→66828.7+7.17timeout
06-15 04:40BTCBuy64135.2→65651.7+11.36timeout
06-14 22:37BTCBuy64618.2→65394.7+5.54timeout
06-14 16:36BTCBuy64434.2→64151.8-2.66timeout
06-14 10:12BTCBuy64367.2→64479.8+0.41timeout
06-14 04:02BTCBuy64257.2→64506.8+1.51timeout
06-13 22:01BTCBuy63728.2→64382.8+4.67timeout
06-13 14:40BTCBuy63683.2→64185.8+3.47timeout
06-13 08:36BTCBuy63521.2→63874.8+2.29timeout
06-13 02:08BTCBuy63450.2→63763.8+2.00timeout
06-12 19:43BTCBuy63052.2→63641.8+4.22timeout
06-12 04:05BTCBuy62658.1→63472.8+6.01timeout
06-11 21:48BTCBuy62881.1→63519.8+4.56timeout
06-11 15:18BTCBuy62092.1→62592.9+3.53timeout
06-11 09:06BTCBuy61668.1→62840.9+9.00timeout
06-11 03:04BTCBuy62238.1→62131.9-1.34timeout
06-10 20:30BTCBuy61536.1→61810.9+1.76timeout
06-10 04:34BTCBuy61116.1→62016.9+6.98timeout
06-09 19:43BTCBuy63180.2→61839.9-11.10timeout
06-09 02:34BTCBuy63845.2→62749.9-9.02timeout
06-08 19:58BTCBuy63285.2→63360.8+0.13timeout
06-08 08:11BTCBuy61624.1→63102.8+11.51timeout
06-08 01:59BTCBuy61727.1→63125.8+10.85timeout
06-07 19:14BTCBuy62114.1→61655.9-4.11timeout
06-07 13:37BTCBuy61522.1→61709.9+1.07timeout
06-07 07:14BTCBuy60709→62107.9+11.09timeout
06-07 00:33BTCBuy60750→60913+0.87timeout
06-06 18:07BTCBuy61018.1→60466-4.95timeout
06-06 05:08BTCBuy61358.1→59933-12.05timeout
06-05 16:10BTCBuy62447.1→59909-20.76stop_loss
06-05 13:56BTCBuy63485.2→60901.5-20.80stop_loss
06-05 06:24BTCBuy63719.2→61126.4-20.78stop_loss
06-05 04:53BTCBuy63738.2→63109.8-5.35timeout
06-04 21:53BTCBuy62964.1→63337.8+2.53timeout
06-04 16:58BTCBuy64315.2→63519.8-6.68timeout
06-04 01:51BTCBuy64960.2→62323.7-20.74stop_loss
06-03 23:51BTCBuy66841.3→64128.7-20.74stop_loss
06-03 16:39BTCBuy66353.3→65830.7-4.42timeout
06-03 14:02BTCBuy66709.3→66801.7+0.22timeout
06-03 05:50BTCBuy67433.4→67066.6-3.19timeout
06-02 21:26BTCBuy69413.5→67798.6-12.10timeout
05-30 03:38BTCBuy74080.7→73563.3-3.96timeout
05-29 05:20BTCBuy73438.7→73387.3-0.86timeout

Paper vs Live

Paper (trades.jsonl)
48
closed
54%
win rate
-82.29
total pnl ($)
-34.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4854%-34.0-82.29

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems