basis_mean_reversion_long_btc · strategy

129

closed trades

54%

win rate

-124.18

total pnl ($)

1.369

weight

7d window — n=17 wr=59% pnl=+28.73 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-18 05:04	BTC	Buy	65302.3→63695.9	-12.76	stop_loss
06-16 19:23	BTC	Buy	66316.3→65675.7	-5.32	timeout
06-16 15:17	BTC	Buy	65721.3→65860.7	+0.57	timeout
06-16 14:16	BTC	Buy	66117.3→65866.7	-2.39	timeout
06-16 12:04	BTC	Buy	66281.3→66378.7	+0.24	timeout
06-16 09:00	BTC	Buy	66484.3→66804.7	+1.98	timeout
06-16 06:57	BTC	Buy	66778.3→66415.7	-3.12	timeout
06-16 02:45	BTC	Buy	66553.3→65845.7	-5.78	timeout
06-16 01:45	BTC	Buy	66503.3→66333.7	-1.72	timeout
06-15 23:36	BTC	Buy	66185.3→66147.7	-0.76	timeout
06-15 20:28	BTC	Buy	65633.3→66535.7	+6.39	timeout
06-15 18:19	BTC	Buy	65867.3→66799.7	+6.57	timeout
06-15 13:57	BTC	Buy	65484.3→66432.7	+6.80	timeout
06-15 12:50	BTC	Buy	65522.3→66486.7	+6.92	timeout
06-15 10:44	BTC	Buy	65451.3→65739.7	+1.75	timeout
06-15 07:33	BTC	Buy	63800.2→65759.7	+14.90	timeout
06-15 05:25	BTC	Buy	63890.2→65796.7	+14.46	timeout
06-15 01:14	BTC	Buy	64342.2→65468.7	+8.29	timeout
06-15 00:09	BTC	Buy	64466.2→65763.7	+9.62	timeout
06-14 22:02	BTC	Buy	64578.2→65413.7	+5.99	timeout
06-14 18:55	BTC	Buy	64257.2→63782.8	-4.18	timeout
06-14 16:47	BTC	Buy	64313.2→64103.8	-2.10	timeout
06-14 12:26	BTC	Buy	64468.2→64472.8	-0.41	timeout
06-14 11:24	BTC	Buy	64528.2→64524.8	-0.48	timeout
06-14 09:17	BTC	Buy	64239.2→64368.8	+0.53	timeout
06-14 06:10	BTC	Buy	64054.2→64437.8	+2.55	timeout
06-14 04:05	BTC	Buy	64012.2→64498.8	+3.37	timeout
06-13 23:53	BTC	Buy	63892.2→64360.8	+3.21	timeout
06-13 22:49	BTC	Buy	63864.2→64484.8	+4.39	timeout
06-13 20:45	BTC	Buy	63864.2→64221.8	+2.34	timeout
06-13 17:34	BTC	Buy	63551.2→64086.8	+3.76	timeout
06-13 15:26	BTC	Buy	63549.2→64255.8	+5.10	timeout
06-13 11:11	BTC	Buy	63454.2→63898.8	+3.00	timeout
06-13 09:53	BTC	Buy	63454.2→63726.8	+1.66	timeout
06-13 08:36	BTC	Buy	63520.2→63874.8	+2.29	timeout
06-13 05:19	BTC	Buy	63818.2→63532.8	-2.68	timeout
06-13 03:15	BTC	Buy	64331.2→63647.8	-5.76	timeout
06-12 21:49	BTC	Buy	63822.2→63459.8	-3.31	timeout
06-12 20:49	BTC	Buy	63406.2→63422.8	-0.33	timeout
06-12 19:43	BTC	Buy	63052.2→63641.8	+4.22	timeout
06-12 16:36	BTC	Buy	63720.2→63815.8	+0.28	timeout
06-12 14:20	BTC	Buy	63611.2→63377.8	-2.32	timeout
06-12 02:07	BTC	Buy	62945.1→63494.8	+3.86	timeout
06-12 01:05	BTC	Buy	62904.1→63472.8	+4.01	timeout
06-11 23:58	BTC	Buy	63087.2→63604.8	+3.60	timeout
06-11 22:51	BTC	Buy	63023.2→63502.8	+3.29	timeout
06-11 21:46	BTC	Buy	62888.1→63504.8	+4.38	timeout
06-11 12:54	BTC	Buy	61806.1→62917.9	+8.49	timeout
06-11 11:50	BTC	Buy	61466.1→63103.8	+12.81	timeout
06-11 10:43	BTC	Buy	61508.1→62897.9	+10.77	timeout
06-11 09:40	BTC	Buy	61592.1→62891.9	+10.03	timeout
06-11 08:39	BTC	Buy	61854.1→62901.9	+7.97	timeout
06-11 00:25	BTC	Buy	61052.1→61813.9	+5.79	timeout
06-10 23:23	BTC	Buy	61161.1→61466.9	+2.06	timeout
06-10 22:20	BTC	Buy	61144.1→61096.9	-0.84	timeout
06-10 21:17	BTC	Buy	61055.1→61658.9	+4.48	timeout
06-10 20:16	BTC	Buy	61661.1→61745.9	+0.21	timeout
06-10 04:40	BTC	Buy	60856→62016.9	+9.14	timeout
06-09 14:35	BTC	Buy	62931.1→61382.2	-12.76	stop_loss
06-09 14:20	BTC	Buy	63258.2→61702	-12.75	stop_loss
06-09 14:17	BTC	Buy	63368.2→61810	-12.74	stop_loss
06-09 14:17	BTC	Buy	63400.2→61841	-12.75	stop_loss
06-09 12:00	BTC	Buy	63055.2→62681.9	-3.38	timeout
06-09 07:51	BTC	Buy	63420.2→63173.8	-2.42	timeout
06-09 06:47	BTC	Buy	63413.2→63350.8	-0.97	timeout
06-09 05:40	BTC	Buy	63370.2→63384.8	-0.35	timeout
06-09 04:34	BTC	Buy	63671.2→63123.8	-4.74	timeout
06-08 23:18	BTC	Buy	63435.2→63226.8	-2.10	timeout
06-08 19:08	BTC	Buy	62851.1→63475.8	+4.49	timeout
06-08 18:05	BTC	Buy	62855.1→63581.8	+5.28	timeout
06-08 17:02	BTC	Buy	62797.1→63363.8	+4.02	timeout
06-08 15:57	BTC	Buy	63131.2→63746.8	+4.35	timeout
06-08 10:44	BTC	Buy	63133.2→63193.8	+0.03	timeout
06-08 06:32	BTC	Buy	62257.1→63039.8	+5.83	timeout
06-08 05:35	BTC	Buy	62247.1→62590.9	+2.31	timeout
06-08 04:29	BTC	Buy	62144.1→62909.9	+5.70	timeout
06-08 03:29	BTC	Buy	61947.1→63141.8	+9.18	timeout
06-07 22:15	BTC	Buy	61311.1→64002.8	+21.50	take_profit
06-07 18:54	BTC	Buy	62023.1→62075.9	+0.00	timeout
06-07 17:49	BTC	Buy	61756.1→62128.9	+2.58	timeout
06-07 16:52	BTC	Buy	61812.1→62186.9	+2.57	timeout
06-07 15:47	BTC	Buy	61616.1→62016.9	+2.83	timeout
06-07 14:43	BTC	Buy	61262.1→61937.9	+5.06	timeout
06-07 06:17	BTC	Buy	60441→61645.9	+9.54	timeout
06-07 05:15	BTC	Buy	60673→61822.9	+9.04	timeout
06-07 03:47	BTC	Buy	60817→61589.9	+5.89	timeout
06-07 02:43	BTC	Buy	60896→61260.9	+2.51	timeout
06-07 01:33	BTC	Buy	60711→61497.9	+6.00	timeout
06-06 18:06	BTC	Buy	61042.1→60490	-4.95	timeout
06-06 04:32	BTC	Buy	61171.1→59666.2	-12.75	stop_loss
06-06 04:20	BTC	Buy	61439.1→59921	-12.81	stop_loss
06-06 04:06	BTC	Buy	60164→60507	+2.39	timeout
06-06 03:15	BTC	Buy	60496→60892	+2.82	timeout
06-05 21:04	BTC	Buy	59256→61857.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60837→59340.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 18:44	BTC	Buy	61197.1→59692.2	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 13:57	BTC	Buy	62402.1→60867.5	-12.75	stop_loss
06-05 13:52	BTC	Buy	62610.1→61068.4	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

129

closed

54%

win rate

-124.18

total pnl ($)

-19.0 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	129	54%	-19.0	-124.18

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…