basis_discount_mean_reversion_fear_gated · strategy

143

closed trades

41%

win rate

-516.53

total pnl ($)

0.518

weight

7d window — n=35 wr=49% pnl=-117.49 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 02:37	BTC	Buy	58784.9→60218	+11.71	timeout
06-26 19:49	BTC	Buy	59184→59832	+4.90	timeout
06-26 16:47	BTC	Buy	59214→60076	+6.75	timeout
06-26 15:18	BTC	Buy	59212→59850	+4.89	timeout
06-26 14:15	BTC	Buy	59333→59941	+4.63	timeout
06-26 02:13	BTC	Buy	60188→58687.7	-12.91	stop_loss
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:58	BTC	Buy	59612→58144	-12.71	stop_loss
06-25 13:54	BTC	Buy	60004→58519.8	-12.76	stop_loss
06-25 13:53	BTC	Buy	60274→58775.7	-12.82	stop_loss
06-25 13:49	BTC	Buy	60727→59233.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60975→59472.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61325.1→59817.1	-12.72	stop_loss
06-24 14:17	BTC	Buy	62576.1→61035.4	-12.76	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 10:53	BTC	Buy	62254.1→62450.9	+1.08	timeout
06-24 09:53	BTC	Buy	62380.1→62673.9	+1.83	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 06:26	BTC	Buy	64065.2→62595.9	-11.95	timeout
06-23 06:21	BTC	Buy	64148.2→62567.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64146.2→62567.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64310.2→62722.5	-12.83	stop_loss
06-23 06:18	BTC	Buy	64647.2→63043.3	-12.88	stop_loss
06-22 08:31	BTC	Buy	64030.2→64157.8	+0.49	timeout
06-22 07:28	BTC	Buy	64166.2→64252.8	+0.20	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:05	BTC	Buy	64231.2→64068.8	-1.73	timeout
06-22 03:36	BTC	Buy	64290.2→64190.8	-1.30	timeout
06-21 05:54	BTC	Buy	63676.2→64202.8	+3.68	timeout
06-21 04:51	BTC	Buy	63584.2→64360.8	+5.67	timeout
06-21 03:46	BTC	Buy	63446.2→64393.8	+7.02	timeout
06-21 02:10	BTC	Buy	63477.2→64222.8	+5.38	timeout
06-20 22:25	BTC	Buy	63272.2→64152.8	+6.51	timeout
06-20 01:39	BTC	Buy	62885.1→63571.8	+5.00	timeout
06-20 00:35	BTC	Buy	62992.1→63732.8	+5.39	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 15:51	BTC	Buy	62590.1→63184.8	+4.15	timeout
06-18 15:54	BTC	Buy	63996.2→62422.7	-12.77	stop_loss
06-18 15:51	BTC	Buy	64129.2→62550.6	-12.75	stop_loss
06-18 15:40	BTC	Buy	64280.2→62698.5	-12.73	stop_loss
06-18 15:37	BTC	Buy	64445.2→62843.4	-12.85	stop_loss
06-18 14:52	BTC	Buy	65175.3→63572	-12.74	stop_loss
06-18 11:13	BTC	Buy	64636.2→63997.8	-5.47	timeout
06-18 09:22	BTC	Buy	64923.2→64427.8	-4.30	timeout
06-17 19:29	BTC	Buy	66041.3→64414.6	-12.77	stop_loss
06-17 16:27	BTC	Buy	65717.3→66214.7	+3.38	timeout
06-17 11:05	BTC	Buy	66219.3→64588.5	-12.84	stop_loss
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.74	stop_loss
06-17 08:20	BTC	Buy	66818.3→65174.1	-12.73	stop_loss
06-17 06:57	BTC	Buy	66412.3→65576.7	-6.77	timeout
06-16 15:44	BTC	Buy	66837.3→65823.7	-8.11	timeout
06-16 12:13	BTC	Buy	66272.3→66475.7	+1.00	timeout
06-16 09:16	BTC	Buy	65691.3→66681.7	+7.11	timeout
06-16 08:06	BTC	Buy	65720.3→66312.7	+4.10	timeout
06-16 06:10	BTC	Buy	65849.3→66142.7	+1.83	timeout
06-15 12:30	BTC	Buy	64447.2→66270.7	+13.71	timeout
06-15 11:04	BTC	Buy	64457.2→65930.7	+10.98	timeout
06-15 08:07	BTC	Buy	64410.2→65702.7	+9.59	timeout
06-15 07:00	BTC	Buy	64261.2→65734.7	+11.00	timeout
06-15 03:34	BTC	Buy	64506.2→65695.7	+8.73	timeout
06-14 09:44	BTC	Buy	63788.2→64526.8	+5.29	timeout
06-14 08:37	BTC	Buy	63843.2→64469.8	+4.43	timeout
06-14 07:34	BTC	Buy	63741.2→64322.8	+4.11	timeout
06-14 06:10	BTC	Buy	63569.2→64424.8	+6.29	timeout
06-14 01:47	BTC	Buy	63813.2→64598.8	+5.74	timeout
06-13 09:33	BTC	Buy	63868.2→63796.8	-1.10	timeout
06-13 08:25	BTC	Buy	63466.2→63746.8	+1.66	timeout
06-13 07:25	BTC	Buy	62996.1→63705.8	+5.17	timeout
06-13 05:18	BTC	Buy	63494.2→63528.8	-0.16	timeout
06-12 15:18	BTC	Buy	62661.1→64305.8	+12.60	timeout
06-12 09:20	BTC	Buy	62790.1→63586.8	+5.81	timeout
06-12 08:18	BTC	Buy	62792.1→63362.8	+3.98	timeout
06-12 06:48	BTC	Buy	62817.1→62969.9	+0.72	timeout
06-12 02:03	BTC	Buy	62177.1→63466.8	+9.81	timeout
06-11 14:49	BTC	Buy	61865.1→62898.9	+7.81	timeout
06-10 22:18	BTC	Buy	62595.1→61055.4	-12.75	stop_loss
06-10 19:00	BTC	Buy	61758.1→61849.9	+0.24	timeout
06-10 16:57	BTC	Buy	61350.1→62072.9	+5.38	timeout
06-10 15:56	BTC	Buy	61140.1→62641.9	+11.83	timeout
06-10 15:01	BTC	Buy	61403.1→62388.9	+7.54	timeout
06-10 14:06	BTC	Buy	62098.1→62194.9	+0.30	timeout
06-09 15:55	BTC	Buy	62627.1→61087.4	-12.76	stop_loss
06-09 14:46	BTC	Buy	62780.1→61236.3	-12.75	stop_loss
06-09 14:35	BTC	Buy	62952.1→61404.2	-12.75	stop_loss
06-09 14:21	BTC	Buy	63159.2→61606.1	-12.75	stop_loss
06-09 12:30	BTC	Buy	63132.2→62602.9	-4.61	timeout
06-09 03:00	BTC	Buy	63097.2→62883.9	-2.13	timeout
06-09 01:52	BTC	Buy	63120.2→62745.9	-3.40	timeout
06-08 22:38	BTC	Buy	63312.2→63325.8	-0.37	timeout
06-08 21:30	BTC	Buy	61756.1→63691.8	+15.19	timeout
06-08 05:28	BTC	Buy	61799.1→62671.9	+6.61	timeout
06-07 21:04	BTC	Buy	60711→61756.9	+8.18	timeout
06-07 14:37	BTC	Buy	60956→62216.9	+9.88	timeout
06-07 13:32	BTC	Buy	60691→61849.9	+9.08	timeout
06-07 12:32	BTC	Buy	60715→61893.9	+9.24	timeout
06-07 04:29	BTC	Buy	59891→61513.9	+13.10	timeout
06-06 20:11	BTC	Buy	60703→60543	-1.70	timeout

Paper vs Live

Paper (trades.jsonl)

143

closed

41%

win rate

-516.53

total pnl ($)

-71.8 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	143	41%	-71.8	-516.53

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…