basis_discount_fear_fee_long_zscore · strategy

closed trades

49%

win rate

-192.27

total pnl ($)

1.022

weight

7d window — n=15 wr=53% pnl=-35.27 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 63 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:17	BTC	Buy	60447→60236	-2.17	timeout
06-27 07:40	BTC	Buy	59920→60417	+3.70	timeout
06-26 20:21	BTC	Buy	60182→59726	-4.29	timeout
06-26 08:04	BTC	Buy	59675→60342	+5.17	timeout
06-25 13:30	BTC	Buy	60822→61287.9	+3.41	timeout
06-25 06:39	BTC	Buy	59540→61670.9	+17.46	timeout
06-24 15:56	BTC	Buy	62794.1→60245.8	-20.73	stop_loss
06-24 04:04	BTC	Buy	62434.1→62640.9	+1.17	timeout
06-23 21:43	BTC	Buy	62315.1→62564.9	+1.56	timeout
06-23 15:59	BTC	Buy	64038.2→62430.9	-12.98	timeout
06-23 08:23	BTC	Buy	64451.2→62388.9	-16.42	timeout
06-23 02:00	BTC	Buy	65569.3→64128.8	-11.43	timeout
06-21 15:33	BTC	Buy	64330.2→64171.8	-1.65	timeout
06-21 09:31	BTC	Buy	63909.2→64043.8	+0.53	timeout
06-21 03:28	BTC	Buy	64153.2→64389.8	+1.39	timeout
06-20 05:25	BTC	Buy	62906.1→63687.8	+5.77	timeout
06-19 20:50	BTC	Buy	62639.1→63140.8	+3.53	timeout
06-19 15:06	BTC	Buy	62924.1→63119.8	+1.16	timeout
06-19 08:54	BTC	Buy	63095.2→62581.9	-4.45	timeout
06-18 18:40	BTC	Buy	64029.2→62691.9	-10.77	timeout
06-18 04:04	BTC	Buy	65817.3→64219.8	-12.60	timeout
06-17 21:16	BTC	Buy	64963.2→64298.8	-5.55	timeout
06-16 03:42	BTC	Buy	66838.3→66076.7	-6.12	timeout
06-15 21:11	BTC	Buy	65648.3→66410.7	+5.33	timeout
06-15 09:19	BTC	Buy	64794.2→65751.7	+6.95	timeout
06-14 19:21	BTC	Buy	64305.2→63795.8	-4.44	timeout
06-14 11:15	BTC	Buy	64430.2→64542.8	+0.42	timeout
06-14 05:13	BTC	Buy	63944.2→64314.8	+2.46	timeout
06-13 23:07	BTC	Buy	63853.2→64424.8	+4.01	timeout
06-13 16:43	BTC	Buy	63594.2→64031.8	+2.99	timeout
06-13 10:26	BTC	Buy	63605.2→63751.8	+0.66	timeout
06-12 21:23	BTC	Buy	63638.2→63543.8	-1.21	timeout
06-12 15:39	BTC	Buy	63447.2→63939.8	+3.39	timeout
06-12 08:32	BTC	Buy	63337.2→63436.8	+0.29	timeout
06-12 01:56	BTC	Buy	63074.2→63390.8	+2.00	timeout
06-11 02:58	BTC	Buy	61968.1→62181.9	+1.24	timeout
06-10 20:51	BTC	Buy	61262.1→61738.9	+3.42	timeout
06-10 04:34	BTC	Buy	61116.1→62016.9	+6.98	timeout
06-09 22:46	BTC	Buy	62682.1→62016.9	-5.70	timeout
06-09 14:51	BTC	Buy	62632.1→61219.9	-11.73	timeout
06-09 08:35	BTC	Buy	63274.2→62881.9	-3.54	timeout
06-09 00:27	BTC	Buy	62982.1→62822.9	-1.74	timeout
06-08 16:12	BTC	Buy	62895.1→63841.8	+7.02	timeout
06-08 10:07	BTC	Buy	61809.1→63454.8	+12.86	timeout
06-07 11:18	BTC	Buy	60699→62489.9	+14.31	timeout
06-06 18:42	BTC	Buy	60920→60573	-3.27	timeout
06-06 05:12	BTC	Buy	60921→60065	-7.46	timeout
06-05 16:10	BTC	Buy	62478.1→59943	-20.72	stop_loss
06-05 13:57	BTC	Buy	63454.2→60878.5	-20.75	stop_loss
06-05 06:24	BTC	Buy	63727.2→61139.4	-20.73	stop_loss
06-05 04:53	BTC	Buy	63727.2→63108.8	-5.27	timeout
06-04 21:58	BTC	Buy	63157.2→63277.8	+0.52	timeout
06-04 17:23	BTC	Buy	63796.2→63191.8	-5.23	timeout
06-04 01:51	BTC	Buy	64958.2→62321.7	-20.74	stop_loss
06-04 00:24	BTC	Buy	66654.3→63948.8	-20.73	stop_loss
06-03 16:38	BTC	Buy	66353.3→65836.7	-4.37	timeout
06-03 11:22	BTC	Buy	66547.3→67291.6	+5.07	timeout
06-03 03:53	BTC	Buy	67175.4→65778.7	-10.85	timeout
06-02 15:30	BTC	Buy	70036.5→67194	-20.75	stop_loss
06-02 14:23	BTC	Buy	70893.5→68007.6	-20.82	stop_loss
05-31 03:10	BTC	Buy	73875.7→74045.3	+0.67	timeout
05-29 20:03	BTC	Buy	73635.7→73491.3	-1.46	timeout
05-29 02:39	BTC	Buy	72935.6→73443.3	+2.97	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-192.27

total pnl ($)

-61.0 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	63	49%	-61.0	-192.27

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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