basis_ema_crossover_long_greed_filter · strategy

102

closed trades

42%

win rate

-334.99

total pnl ($)

0.823

weight

7d window — n=22 wr=55% pnl=-66.93 · 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 16:29	BTC	Buy	59715→60005	+1.87	timeout
06-26 15:21	BTC	Buy	59188→59925	+5.70	timeout
06-26 02:16	BTC	Buy	59977→58487.8	-12.84	stop_loss
06-25 13:42	BTC	Buy	61700.1→60182.9	-12.72	stop_loss
06-25 13:42	BTC	Buy	61742.1→60223.9	-12.73	stop_loss
06-25 13:41	BTC	Buy	61844.1→60321.8	-12.74	stop_loss
06-24 13:57	BTC	Buy	62738.1→61194.3	-12.75	stop_loss
06-24 09:16	BTC	Buy	62440.1→62720.9	+1.72	timeout
06-24 08:14	BTC	Buy	62629.1→62623.9	-0.58	timeout
06-24 07:21	BTC	Buy	63040.2→62675.9	-3.32	timeout
06-23 06:21	BTC	Buy	64157.2→62565.6	-12.86	stop_loss
06-23 06:21	BTC	Buy	64260.2→62677.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64474.2→62887.4	-12.77	stop_loss
06-22 20:42	BTC	Buy	63945.2→64472.8	+3.66	timeout
06-22 19:43	BTC	Buy	64201.2→64401.8	+1.08	timeout
06-22 18:39	BTC	Buy	64186.2→64508.8	+2.01	timeout
06-21 19:29	BTC	Buy	63832.2→64182.8	+2.31	timeout
06-21 18:30	BTC	Buy	63848.2→64001.8	+0.80	timeout
06-21 17:28	BTC	Buy	63879.2→64108.8	+1.43	timeout
06-20 19:09	BTC	Buy	63018.2→63817.8	+5.91	timeout
06-20 18:05	BTC	Buy	63116.2→63840.8	+5.28	timeout
06-20 17:05	BTC	Buy	62919.1→63907.8	+7.38	timeout
06-19 17:59	BTC	Buy	62582.1→63184.8	+4.37	timeout
06-19 16:54	BTC	Buy	62662.1→63057.8	+2.74	timeout
06-19 16:13	BTC	Buy	62632.1→63241.8	+4.41	timeout
06-18 15:57	BTC	Buy	63903.2→62293.7	-12.87	stop_loss
06-18 15:40	BTC	Buy	64242.2→62662.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64286.2→62702.5	-12.50	stop_loss
06-18 05:03	BTC	Buy	65318.3→63711.9	-12.76	stop_loss
06-17 19:42	BTC	Buy	65728.3→64111.7	-12.75	stop_loss
06-17 19:40	BTC	Buy	65817.3→64196.7	-12.76	stop_loss
06-17 16:55	BTC	Buy	65716.3→65921.7	+1.05	timeout
06-17 15:52	BTC	Buy	65869.3→65757.7	-1.24	timeout
06-17 14:51	BTC	Buy	65651.3→65143.7	-4.32	timeout
06-16 14:45	BTC	Buy	66551.3→65726.7	-6.73	timeout
06-16 14:23	BTC	Buy	67124.4→65473	-12.83	stop_loss
06-16 13:46	BTC	Buy	66536.3→66095.7	-3.84	timeout
06-15 13:20	BTC	Buy	64020.2→66830.7	+21.51	take_profit
06-15 13:16	BTC	Buy	63922.2→66729.7	+21.53	take_profit
06-15 12:46	BTC	Buy	63680.2→66475.7	+21.51	take_profit
06-14 19:55	BTC	Buy	64302.2→63751.8	-4.78	timeout
06-14 17:50	BTC	Buy	63988.2→63745.8	-2.42	timeout
06-14 16:44	BTC	Buy	64021.2→64129.8	+0.35	timeout
06-13 19:28	BTC	Buy	63726.2→64118.8	+2.63	timeout
06-13 17:28	BTC	Buy	63769.2→64047.8	+1.72	timeout
06-13 16:25	BTC	Buy	63792.2→63948.8	+0.82	timeout
06-12 18:23	BTC	Buy	63364.2→63670.8	+1.96	timeout
06-12 17:19	BTC	Buy	62378.1→63846.8	+11.28	timeout
06-12 16:18	BTC	Buy	62778.1→63810.8	+7.73	timeout
06-11 17:39	BTC	Buy	61715.1→63207.8	+11.55	timeout
06-11 16:39	BTC	Buy	62268.1→62676.9	+2.73	timeout
06-11 15:37	BTC	Buy	62315.1→62823.9	+3.54	timeout
06-10 16:40	BTC	Buy	60819→62317.9	+11.78	timeout
06-10 15:38	BTC	Buy	61244.1→62289.9	+8.03	timeout
06-10 14:39	BTC	Buy	61379.1→61855.9	+3.40	timeout
06-09 14:36	BTC	Buy	62916.1→61369.2	-12.75	stop_loss
06-09 14:18	BTC	Buy	63298.2→61741	-12.75	stop_loss
06-09 14:11	BTC	Buy	63500.2→61938.9	-12.74	stop_loss
06-09 07:26	BTC	Buy	63188.2→63235.8	-0.13	timeout
06-09 06:23	BTC	Buy	63027.2→63467.8	+2.99	timeout
06-08 16:40	BTC	Buy	62226.1→63659.8	+10.98	timeout
06-08 06:19	BTC	Buy	61801.1→63071.8	+9.82	timeout
06-08 05:18	BTC	Buy	61966.1→62634.9	+4.94	timeout
06-07 16:31	BTC	Buy	60635→62203.9	+12.41	timeout
06-07 06:06	BTC	Buy	61053.1→61618.9	+4.23	timeout
06-07 05:04	BTC	Buy	59805→61791.9	+16.19	timeout
06-06 16:06	BTC	Buy	60168→60835	+5.11	timeout
06-06 04:27	BTC	Buy	61303.1→59795.1	-12.75	stop_loss
06-06 04:11	BTC	Buy	61811.1→60290.8	-12.75	stop_loss
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 14:06	BTC	Buy	61975.1→60450.7	-12.75	stop_loss
06-05 13:57	BTC	Buy	62314.1→60781.6	-12.75	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 10:27	BTC	Buy	62593.1→62539.9	-0.89	timeout
06-05 06:19	BTC	Buy	63290.2→61733	-12.70	stop_loss
06-05 06:16	BTC	Buy	63469.2→61906.9	-12.69	stop_loss
06-04 11:10	BTC	Buy	63777.2→62208.8	-12.73	stop_loss
06-04 09:29	BTC	Buy	64350.2→62765.5	-12.76	stop_loss
06-03 20:55	BTC	Buy	66386.3→64748.4	-12.83	stop_loss
06-03 16:27	BTC	Buy	67164.4→65512.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67300.4→65643.9	-12.79	stop_loss
06-03 03:49	BTC	Buy	67286.4→65630.9	-12.76	stop_loss
06-03 03:28	BTC	Buy	67725.4→66059.6	-12.75	stop_loss
06-02 22:59	BTC	Buy	67932.4→66261.5	-12.75	stop_loss
06-02 14:23	BTC	Buy	69680.5→67962.6	-12.79	stop_loss
06-02 14:09	BTC	Buy	70185.5→68459.3	-12.77	stop_loss
06-02 12:17	BTC	Buy	70963.5→69216.9	-12.81	stop_loss
06-02 09:02	BTC	Buy	71340.6→69584.7	-12.80	stop_loss
06-01 15:25	BTC	Buy	73910.7→71111.9	-19.49	stop_loss
06-01 15:25	BTC	Buy	73508.7→71111.9	-16.88	stop_loss
06-01 15:25	BTC	Buy	73528.7→71111.9	-17.03	stop_loss
05-31 16:55	BTC	Buy	73896.7→73517.3	-3.08	timeout
05-31 15:06	BTC	Buy	73856.7→73637.3	-1.95	timeout
05-31 13:22	BTC	Buy	73793.7→73962.3	+0.59	timeout
05-31 11:28	BTC	Buy	73568.7→73935.3	+1.90	timeout
05-31 09:45	BTC	Buy	73539.7→73938.3	+2.11	timeout
05-30 11:28	BTC	Buy	73536.7→73561.3	-0.34	timeout
05-30 10:16	BTC	Buy	73650.7→73609.3	-0.77	timeout
05-30 08:59	BTC	Buy	73617.7→73480.3	-1.42	timeout

Paper vs Live

Paper (trades.jsonl)

102

closed

42%

win rate

-334.99

total pnl ($)

-65.3 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	102	42%	-65.3	-334.99

Recent bounces (last 20 of 5)

time	sym	side	reason
06-26 18:08	BTC	Buy	stale_intent
06-26 03:26	BTC	Buy	below_min_notional_skip
06-25 15:32	BTC	Buy	below_min_notional_skip
06-25 14:49	BTC	Buy	stale_intent
06-25 06:38	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…