basis_funding_agreement_breakout · strategy

closed trades

42%

win rate

-194.35

total pnl ($)

0.727

weight

7d window — n=13 wr=31% pnl=-82.37 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 52 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 07:46	BTC	Buy	60532→60466	-1.00	timeout
06-26 18:00	BTC	Buy	59648→59987	+2.31	timeout
06-25 17:35	BTC	Buy	59618→59502	-1.37	timeout
06-25 13:51	BTC	Buy	61630.1→59120.5	-20.79	stop_loss
06-24 16:47	BTC	Buy	62549.1→60010	-20.65	stop_loss
06-24 15:56	BTC	Buy	62358.1→60350	-16.47	timeout
06-23 22:50	BTC	Buy	63932.2→62522.9	-11.45	timeout
06-23 10:48	BTC	Buy	64098.2→62236.9	-14.78	timeout
06-22 22:45	BTC	Buy	63658.2→63846.8	+1.03	timeout
06-22 10:43	BTC	Buy	64357.2→64070.8	-2.77	timeout
06-21 22:37	BTC	Buy	64243.2→63586.8	-5.54	timeout
06-21 09:35	BTC	Buy	63594.2→64087.8	+3.30	timeout
06-20 21:33	BTC	Buy	63122.2→63909.8	+5.80	timeout
06-20 09:28	BTC	Buy	62348.1→63510.8	+8.77	timeout
06-19 21:18	BTC	Buy	62996.1→63227.8	+1.34	timeout
06-19 09:21	BTC	Buy	64423.2→62356.9	-16.33	timeout
06-18 21:17	BTC	Buy	64272.2→62951.9	-10.59	timeout
06-18 08:10	BTC	Buy	65379.3→64561.8	-6.74	timeout
06-17 20:07	BTC	Buy	65628.3→64356.8	-10.15	timeout
06-17 08:05	BTC	Buy	66349.3→65439.7	-7.26	timeout
06-16 18:35	BTC	Buy	66801.3→65892.7	-7.32	timeout
06-16 06:35	BTC	Buy	65787.3→66317.7	+3.65	timeout
06-15 18:05	BTC	Buy	63757.2→66787.7	+23.20	timeout
06-15 06:02	BTC	Buy	64416.2→65791.7	+10.21	timeout
06-14 17:51	BTC	Buy	64004.2→63732.8	-2.65	timeout
06-14 01:23	BTC	Buy	63636.2→64648.8	+7.56	timeout
06-13 13:15	BTC	Buy	63459.2→64145.8	+4.89	timeout
06-13 00:43	BTC	Buy	63675.2→63566.8	-1.39	timeout
06-12 11:44	BTC	Buy	63093.2→63756.8	+4.73	timeout
06-11 23:29	BTC	Buy	61542.1→63351.8	+14.12	timeout
06-11 11:18	BTC	Buy	61095.1→63136.8	+16.12	timeout
06-10 08:58	BTC	Buy	62828.1→61234.9	-13.00	timeout
06-09 16:19	BTC	Buy	63409.2→60835.5	-20.87	stop_loss
06-09 08:42	BTC	Buy	63122.2→62953.9	-1.78	timeout
06-08 21:18	BTC	Buy	61897.1→63599.8	+13.27	timeout
06-08 08:40	BTC	Buy	62495.1→63112.8	+4.41	timeout
06-07 20:32	BTC	Buy	60582→61774.9	+9.42	timeout
06-07 08:08	BTC	Buy	60965→62280.9	+10.43	timeout
06-06 19:57	BTC	Buy	60185→60647	+3.45	timeout
06-05 13:56	BTC	Buy	63528.2→60937.5	-20.84	stop_loss
06-05 06:22	BTC	Buy	63973.2→61367.2	-20.77	stop_loss
06-05 02:40	BTC	Buy	63341.2→62853.9	-4.26	timeout
06-04 00:38	BTC	Buy	65865.3→63192.2	-20.73	stop_loss
06-04 00:29	BTC	Buy	66046.3→63366.1	-20.73	stop_loss
06-02 15:30	BTC	Buy	70062.5→67216	-20.77	stop_loss
06-02 14:10	BTC	Buy	71208.6→68312.4	-20.82	stop_loss
06-02 02:07	BTC	Buy	73095.7→70128.4	-20.87	stop_loss
06-01 00:10	BTC	Buy	73861.7→73742.3	-1.25	timeout
05-31 13:32	BTC	Buy	73697.7→73935.3	+1.16	timeout
05-31 08:51	BTC	Buy	73492.7→73812.3	+1.57	timeout
05-30 11:56	BTC	Buy	73428.7→73561.3	+0.39	timeout
05-29 23:57	BTC	Buy	73587.7→73432.3	-1.54	timeout

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

-194.35

total pnl ($)

-74.5 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	52	42%	-74.5	-194.35

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…