basis_mean_reversion_range_bound

not live
90
closed trades
43%
win rate
-43.33
total pnl ($)
1.418
weight
7d window — n=11 wr=73% pnl=+25.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 90 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 00:59BTCSell63969.8→63877.2+0.31timeout
06-22 00:19BTCSell64052.8→63612.2+3.04timeout
06-21 23:45BTCSell64219.8→63288.2+6.86timeout
06-20 00:46BTCBuy62631.1→63522.8+6.67timeout
06-19 18:48BTCSell62904.9→63030.2-1.42timeout
06-17 00:39BTCSell66499.7→65788.3+4.93timeout
06-17 00:06BTCSell66312.7→65679.3+4.37timeout
06-16 23:28BTCBuy66338.3→65688.7-5.39timeout
06-16 02:59BTCBuy65891.3→65667.7-2.12timeout
06-16 00:07BTCBuy65722.3→66328.7+4.18timeout
06-15 22:12BTCBuy65865.3→66416.7+3.70timeout
06-12 23:22BTCSell62980.9→63422.2-3.92timeout
06-12 16:37BTCSell63657.8→63822.2-1.71timeout
06-12 13:15BTCSell63517.8→63421.2+0.36timeout
06-12 07:01BTCBuy62532.1→63060.8+3.75timeout
06-11 23:09BTCBuy62626.1→63333.8+5.11timeout
06-11 01:44BTCBuy61259.1→62218.9+7.37timeout
06-10 07:24BTCSell61403.9→62023.1-5.54timeout
06-10 05:59BTCSell62341.9→62023.1+2.06timeout
06-10 04:21BTCSell62717.9→62023.1+5.04timeout
06-09 08:22BTCBuy63920.2→62860.9-8.75timeout
06-09 07:45BTCBuy63849.2→63160.8-5.88timeout
06-09 00:31BTCBuy64163.2→62585.6-12.76stop_loss
06-06 14:30BTCSell61536.9→60840+5.21timeout
06-05 18:52BTCBuy60786→59291.4-12.75stop_loss
06-05 14:04BTCBuy62041.1→60510.7-12.78stop_loss
06-04 18:22BTCBuy62781.1→63403.8+4.49timeout
06-03 19:53BTCBuy67062.4→65413-12.78stop_loss
06-03 19:53BTCBuy67101.4→65451-12.78stop_loss
06-03 03:43BTCBuy67488.4→65828.8-12.75stop_loss
06-03 03:43BTCBuy67528.4→65865.8-12.77stop_loss
06-03 03:34BTCBuy67606.4→65929.7-12.85stop_loss
06-02 06:57BTCSell71417.4→69989.5+9.65timeout
06-02 01:28BTCSell72996.4→71263.6+11.52timeout
06-02 00:45BTCSell72772.4→71147.6+10.81timeout
05-30 00:57BTCSell73615.3→73510.7+0.29timeout
05-30 00:20BTCSell73693.3→73502.7+0.87timeout
05-29 23:49BTCSell73370.3→73403.7-0.66timeout
05-28 07:04BTCSell75018.2→73148.7+12.03timeout
05-28 06:34BTCSell74895.3→72795.6+13.58timeout
05-28 05:02BTCSell75649.2→73109.7+16.36timeout
05-28 04:31BTCSell75899.2→72982.6+18.79timeout
05-27 10:46BTCSell75889.2→75865.8-0.39timeout
05-26 17:48BTCSell76700.2→76009.8+4.08timeout
05-24 08:59BTCBuy75409.8→76787.2+8.58timeout
05-23 12:16BTCSell75926.2→74710.7+7.55timeout
05-20 01:59BTCBuy76789.8→76780.2-0.61timeout
05-16 11:02BTCBuy79194→79190-0.54timeout
05-16 09:33BTCBuy79423→79419-0.54timeout
05-16 09:02BTCBuy79224→79220-0.54timeout
05-16 07:33BTCBuy79170→79166-0.54timeout
05-16 07:02BTCBuy79159→78543.1-4.32timeout
05-15 13:51BTCBuy80559→78581.8-12.72stop_loss
05-15 13:51BTCBuy80650→78670.7-12.71stop_loss
05-12 14:43BTCBuy81724.1→81715.9-0.60timeout
05-10 01:33BTCSell80228→80588-2.71timeout
05-10 01:02BTCSell80367→80562-1.72timeout
05-10 00:32BTCSell80399→80639-1.97timeout
05-10 00:02BTCSell80212→80669-3.30timeout
05-09 09:22BTCSell79946→80250-2.40timeout
05-09 08:32BTCSell79826→80402-4.09timeout
05-09 08:01BTCSell80135→80220-0.94timeout
05-09 06:35BTCSell80097→80313-1.81timeout
05-09 06:04BTCSell79784→80389-4.24timeout
05-08 17:20BTCSell79735→79954-1.79timeout
05-08 12:32BTCSell80086→80200-1.14timeout
05-08 12:01BTCSell80151→80250-1.05timeout
05-08 08:33BTCSell79964→79743+0.93timeout
05-08 08:01BTCSell79855→79659+0.78timeout
05-08 01:17BTCSell81121.9→79661+8.59timeout
05-07 19:33BTCSell80913→80000+5.25timeout
05-07 19:02BTCSell81045.9→80111+5.38timeout
05-07 11:33BTCSell81277.9→80933+1.72timeout
05-07 11:03BTCSell81306.9→80923+1.95timeout
05-07 06:29BTCSell81670.9→81004.1+3.65timeout
05-06 13:18BTCBuy79953→82098.9+12.89timeout
05-06 13:18BTCBuy79937→82098.9+12.99timeout
05-05 00:04BTCSell79633→79891-2.11timeout
05-04 23:32BTCSell79806→79813-0.56timeout
05-04 23:02BTCSell79836→79938-1.16timeout
05-04 14:33BTCSell78953.1→79303-2.70timeout
05-04 14:02BTCSell78886.1→78711.9+0.63timeout
05-04 02:41BTCSell78395.1→80321.2-12.73stop_loss
05-04 02:41BTCSell78396.1→80322.2-12.73stop_loss
05-04 02:41BTCSell78337.1→80262.1-12.73stop_loss
05-02 02:37BTCSell77242.1→78272.9-7.20timeout
05-02 02:07BTCSell77179.1→78310.9-7.88timeout
05-02 01:36BTCSell77272.1→78342.9-7.47timeout
05-02 01:05BTCSell77244.1→78264.9-7.17timeout
05-02 00:16BTCSell77190.1→78164.9-6.93timeout

Paper vs Live

Paper (trades.jsonl)
90
closed
43%
win rate
-43.33
total pnl ($)
-9.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9043%-9.4-43.33

Recent bounces (last 20 of 1)

timesymsidereason
06-22 13:50BTCSellstale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 01:33BTCSell-2.71The market was in a mild uptrend with BTC gaining 2% over 24 hours and positive funding. The short thesis failed because the trade expired without a significant pullback, as the bullish momentum persisted through the timeout period.
05-10 01:02BTCSell-1.72BTC rallied 1.53% in the hour and 1.59% over 24 hours, maintaining a bullish short-term trend. The short thesis failed because the market continued its upward momentum, and the trade was closed by timeout before a reversal materialized.
05-10 00:32BTCSell-1.97BTC was trading in a narrow range with low volatility, showing minimal directional movement across timeframes. The short thesis failed because the market did not decline within the trade's time limit, resulting in a timeout exit with a small loss.
05-10 00:02BTCSell-3.30BTC traded in a narrow range with low volatility, showing slight intraday gains but no clear directional momentum. The short thesis failed because the market did not decline within the timeout period, and the position was closed at a small loss due to the t…
05-09 09:22BTCSell-2.40The market was in a mild downtrend with BTC down 1.71% over 24 hours and negative momentum across major coins. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the slow, grinding decline did not trigg…
05-09 08:32BTCSell-4.09The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected move did not materialize within the time horizon.
05-09 08:01BTCSell-0.94BTC traded in a narrow range with low volatility, showing a slight 1-hour gain but a broader weekly decline. The sell thesis failed because the market lacked directional momentum, and the trade expired via timeout without reaching the target or stop.
05-09 06:35BTCSell-1.81The market was in a mild downtrend with BTC down over 1% in 24 hours and negative funding, suggesting bearish pressure. The short thesis failed because the trade expired via timeout without reaching a profitable exit, as the price did not decline sufficient…
05-09 06:04BTCSell-4.24The market was in a mild downtrend with BTC down across all timeframes and low funding. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient volatility or a range-bound regime.
05-08 17:20BTCSell-1.79The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the timeout close_reason indicates the trade was exited without a price trigger, likely due to a lack of movement or a missed entry, result…