basis_discount_fear_long · strategy

closed trades

49%

win rate

-139.83

total pnl ($)

1.464

weight

7d window — n=9 wr=67% pnl=+35.06 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 81 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-17 22:03	BTC	Buy	65570.3→63956.8	-12.75	stop_loss
06-16 14:23	BTC	Buy	66497.3→65559.7	-7.58	timeout
06-16 13:24	BTC	Buy	66887.3→66148.7	-6.05	timeout
06-16 12:21	BTC	Buy	66205.3→66630.7	+2.67	timeout
06-16 11:17	BTC	Buy	66003.3→66518.7	+3.39	timeout
06-16 10:10	BTC	Buy	65701.3→66545.7	+5.96	timeout
06-15 13:00	BTC	Buy	63795.2→66596.7	+21.52	take_profit
06-15 12:47	BTC	Buy	64324.2→66434.7	+15.97	timeout
06-15 11:42	BTC	Buy	64598.2→66196.7	+11.93	timeout
06-15 10:41	BTC	Buy	64593.2→65714.7	+8.23	timeout
06-15 09:37	BTC	Buy	64441.2→65539.7	+8.09	timeout
06-14 19:54	BTC	Buy	64291.2→63750.8	-4.70	timeout
06-14 12:31	BTC	Buy	63960.2→64437.8	+3.30	timeout
06-14 11:28	BTC	Buy	63944.2→64546.8	+4.26	timeout
06-14 10:24	BTC	Buy	63747.2→64601.8	+6.22	timeout
06-14 09:20	BTC	Buy	63814.2→64299.8	+3.30	timeout
06-13 18:53	BTC	Buy	63784.2→64087.8	+1.93	timeout
06-13 12:03	BTC	Buy	63740.2→63925.8	+0.93	timeout
06-13 11:02	BTC	Buy	63737.2→63814.8	+0.06	timeout
06-13 09:54	BTC	Buy	63770.2→63729.8	-0.84	timeout
06-13 08:53	BTC	Buy	63436.2→63776.8	+2.15	timeout
06-12 18:11	BTC	Buy	63363.2→63844.8	+3.34	timeout
06-12 11:55	BTC	Buy	63148.2→63780.8	+4.48	timeout
06-12 10:50	BTC	Buy	62935.1→63681.8	+5.40	timeout
06-12 09:44	BTC	Buy	62883.1→63862.8	+7.25	timeout
06-12 08:42	BTC	Buy	62887.1→63363.8	+3.26	timeout
06-11 17:13	BTC	Buy	62079.1→62422.9	+2.23	timeout
06-11 11:22	BTC	Buy	61151.1→63116.8	+15.49	timeout
06-11 10:19	BTC	Buy	61152.1→62771.9	+12.65	timeout
06-11 09:17	BTC	Buy	61054.1→62759.9	+13.39	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 16:40	BTC	Buy	60809→62319.9	+11.90	timeout
06-09 16:06	BTC	Buy	62416.1→60881.5	-12.84	stop_loss
06-09 14:36	BTC	Buy	62914.1→61363.2	-12.78	stop_loss
06-09 14:16	BTC	Buy	63457.2→61892.9	-12.78	stop_loss
06-09 14:11	BTC	Buy	63535.2→61969.9	-12.77	stop_loss
06-09 13:23	BTC	Buy	63835.2→62265.7	-12.72	stop_loss
06-09 07:52	BTC	Buy	63237.2→63171.8	-1.05	timeout
06-09 00:31	BTC	Buy	64169.2→62585.6	-12.80	stop_loss
06-08 17:32	BTC	Buy	62266.1→63383.8	+8.43	timeout
06-08 16:27	BTC	Buy	62191.1→63924.8	+13.41	timeout
06-08 15:25	BTC	Buy	61847.1→64069.8	+17.47	timeout
06-08 14:22	BTC	Buy	61952.1→63735.8	+13.91	timeout
06-08 06:51	BTC	Buy	62111.1→62945.9	+6.25	timeout
06-07 17:11	BTC	Buy	60629→62218.9	+12.64	timeout
06-07 16:00	BTC	Buy	60728→62057.9	+10.40	timeout
06-07 14:56	BTC	Buy	60872→61904.9	+8.02	timeout
06-07 13:54	BTC	Buy	60756→61757.9	+7.77	timeout
06-07 06:06	BTC	Buy	61084.1→61631.9	+4.08	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60497→60523	-0.23	timeout
06-06 04:27	BTC	Buy	61373.1→59855.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59271→61872.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60449.7	-12.76	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:53	BTC	Buy	62575.1→61036.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62813.1→61268.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62913.1→61366.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62805.1→61260.3	-12.74	stop_loss
06-05 06:22	BTC	Buy	62867.1→61312.3	-12.76	stop_loss
06-05 06:21	BTC	Buy	63082.2→61531.1	-12.74	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.72	stop_loss
06-05 03:11	BTC	Buy	63836.2→62265.7	-12.72	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-5.69	timeout
06-05 01:25	BTC	Buy	62772.1→63245.8	+3.36	timeout
06-04 10:49	BTC	Buy	63820.2→62250.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64185.2→62606.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64931.2→63334.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65042.3→63443.1	-12.74	stop_loss
06-03 20:45	BTC	Buy	66737.3→65096.2	-12.80	stop_loss
06-03 19:53	BTC	Buy	67069.4→65412	-12.83	stop_loss
06-03 19:53	BTC	Buy	67073.4→65412	-12.87	stop_loss
06-03 19:53	BTC	Buy	67099.4→65449	-12.78	stop_loss
06-03 16:27	BTC	Buy	67183.4→65530.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67314.4→65654.9	-12.78	stop_loss
06-03 03:34	BTC	Buy	67592.4→65927.7	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-139.83

total pnl ($)

-34.0 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	81	49%	-34.0	-139.83

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…