basis_funding_convergence_long · strategy

closed trades

52%

win rate

-86.61

total pnl ($)

1.135

weight

7d window — n=5 wr=40% pnl=-14.40 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 56 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-19 20:43	BTC	Buy	62584.1→63044.8	+3.21	timeout
06-18 06:32	BTC	Buy	65420.3→64031.8	-11.07	timeout
06-16 23:32	BTC	Buy	66419.3→65719.7	-5.76	timeout
06-16 15:54	BTC	Buy	66071.3→65911.7	-1.66	timeout
06-16 09:48	BTC	Buy	66387.3→66563.7	+0.88	timeout
06-16 03:44	BTC	Buy	66880.3→66090.7	-6.34	timeout
06-15 21:38	BTC	Buy	65547.3→66420.7	+6.18	timeout
06-15 15:31	BTC	Buy	65702.3→66653.7	+6.80	timeout
06-15 09:25	BTC	Buy	64885.2→65638.7	+5.36	timeout
06-15 03:14	BTC	Buy	64083.2→65682.7	+12.01	timeout
06-14 21:10	BTC	Buy	64437.2→63993.8	-3.90	timeout
06-14 15:07	BTC	Buy	64477.2→64083.8	-3.51	timeout
06-14 09:07	BTC	Buy	64288.2→64430.8	+0.63	timeout
06-14 03:03	BTC	Buy	64189.2→64474.8	+1.79	timeout
06-13 20:57	BTC	Buy	63793.2→64250.8	+3.13	timeout
06-13 14:53	BTC	Buy	63558.2→64191.8	+4.51	timeout
06-13 08:51	BTC	Buy	63423.2→63825.8	+2.69	timeout
06-13 02:52	BTC	Buy	63560.2→63545.8	-0.56	timeout
06-12 20:49	BTC	Buy	63397.2→63419.8	-0.28	timeout
06-12 14:58	BTC	Buy	63552.2→63896.8	+2.22	timeout
06-12 09:07	BTC	Buy	63446.2→63466.8	-0.32	timeout
06-12 03:00	BTC	Buy	62723.1→63600.8	+6.50	timeout
06-11 20:51	BTC	Buy	62967.1→63248.8	+1.72	timeout
06-11 14:46	BTC	Buy	62007.1→62839.9	+6.22	timeout
06-11 08:44	BTC	Buy	61825.1→62826.9	+7.60	timeout
06-11 02:31	BTC	Buy	61989.1→62014.9	-0.27	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.27	timeout
06-10 05:53	BTC	Buy	61688.1→62016.9	+2.27	timeout
06-09 23:55	BTC	Buy	62599.1→62016.9	-5.05	timeout
06-09 14:47	BTC	Buy	63412.2→61155.3	-18.25	stop_loss
06-09 11:54	BTC	Buy	63016.2→62602.9	-3.70	timeout
06-09 05:48	BTC	Buy	63437.2→63406.8	-0.70	timeout
06-08 23:45	BTC	Buy	63629.2→63006.8	-5.35	timeout
06-08 17:41	BTC	Buy	62399.1→63277.8	+6.54	timeout
06-08 11:35	BTC	Buy	63192.2→63582.8	+2.63	timeout
06-08 06:08	BTC	Buy	62183.1→62854.9	+4.95	timeout
06-07 23:53	BTC	Buy	62617.1→63162.8	+3.90	timeout
06-07 17:31	BTC	Buy	61677.1→62243.9	+4.16	timeout
06-07 11:28	BTC	Buy	60678→62514.9	+14.70	timeout
06-07 05:29	BTC	Buy	60641→61707.9	+8.36	timeout
06-06 23:12	BTC	Buy	60662→60706	-0.05	timeout
06-06 17:07	BTC	Buy	59771→60656	+6.96	timeout
06-06 04:34	BTC	Buy	61740.1→59543.2	-18.24	stop_loss
06-06 03:20	BTC	Buy	60656→60830	+0.98	timeout
06-05 14:26	BTC	Buy	62585.1→60357.8	-18.24	stop_loss
06-05 13:57	BTC	Buy	63040.2→60795.5	-18.25	stop_loss
06-05 06:22	BTC	Buy	63717.2→61450.2	-18.21	stop_loss
06-05 03:47	BTC	Buy	63765.2→62734.9	-8.50	timeout
06-04 21:43	BTC	Buy	62876.1→63376.8	+3.54	timeout
06-04 16:58	BTC	Buy	64315.2→63519.8	-6.68	timeout
06-04 01:22	BTC	Buy	64982.2→62669.5	-18.25	stop_loss
06-03 23:38	BTC	Buy	66607.3→64236.7	-18.25	stop_loss
06-03 17:36	BTC	Buy	66876.3→66136.7	-6.01	timeout
06-03 13:48	BTC	Buy	66549.3→66659.7	+0.36	timeout
06-03 05:51	BTC	Buy	67400.4→67195.6	-1.99	timeout
06-02 14:09	BTC	Buy	70989.5→68463.3	-18.27	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

52%

win rate

-86.61

total pnl ($)

-30.7 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	56	52%	-30.7	-86.61

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…