basis_momentum_btc_dom_gate_long · strategy

112

closed trades

48%

win rate

-222.36

total pnl ($)

0.778

weight

7d window — n=27 wr=37% pnl=-73.61 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 15:16	BTC	Buy	60203→60005	-2.11	timeout
06-28 08:37	BTC	Buy	60232→60268	-0.15	timeout
06-28 02:34	BTC	Buy	60585→60092	-4.52	timeout
06-27 21:45	BTC	Buy	60402→60235	-1.80	timeout
06-27 15:30	BTC	Buy	60295→60785	+3.62	timeout
06-27 09:15	BTC	Buy	59720→60264	+4.09	timeout
06-27 03:05	BTC	Buy	59633→60237	+4.62	timeout
06-26 21:03	BTC	Buy	60150→59667	-4.50	timeout
06-26 14:50	BTC	Buy	58653.9→59722	+8.63	timeout
06-26 08:20	BTC	Buy	59570→60163	+4.55	timeout
06-26 02:37	BTC	Buy	59626→58779.1	-7.52	timeout
06-25 13:51	BTC	Buy	60887→59224	-14.06	timeout
06-25 13:46	BTC	Buy	61769.1→59568.2	-18.24	stop_loss
06-25 07:35	BTC	Buy	59874→61829.9	+15.88	timeout
06-24 16:51	BTC	Buy	62114.1→59875.1	-18.44	stop_loss
06-24 15:45	BTC	Buy	62625.1→60396.8	-18.22	stop_loss
06-24 13:07	BTC	Buy	62858.1→62219.9	-5.53	timeout
06-24 07:03	BTC	Buy	62268.1→62696.9	+2.96	timeout
06-24 00:30	BTC	Buy	62446.1→62821.9	+2.55	timeout
06-23 18:17	BTC	Buy	63154.2→62293.9	-7.27	timeout
06-23 11:22	BTC	Buy	63950.2→62527.9	-11.47	timeout
06-23 04:52	BTC	Buy	64613.2→63700.8	-7.52	timeout
06-22 22:32	BTC	Buy	64157.2→63919.8	-2.30	timeout
06-22 16:23	BTC	Buy	63957.2→64730.8	+5.60	timeout
06-22 10:10	BTC	Buy	63603.2→64227.8	+4.41	timeout
06-22 04:02	BTC	Buy	64203.2→63916.8	-2.70	timeout
06-21 22:00	BTC	Buy	64178.2→63703.8	-4.14	timeout
06-21 15:59	BTC	Buy	64408.2→64197.8	-2.08	timeout
06-21 09:57	BTC	Buy	64008.2→64188.8	+0.91	timeout
06-21 03:54	BTC	Buy	64081.2→64396.8	+2.02	timeout
06-20 21:45	BTC	Buy	63662.2→63994.8	+2.17	timeout
06-20 15:12	BTC	Buy	63341.2→63865.8	+3.66	timeout
06-20 08:46	BTC	Buy	63073.2→63419.8	+2.24	timeout
06-20 02:14	BTC	Buy	63068.2→63449.8	+2.58	timeout
06-19 19:17	BTC	Buy	62742.1→63031.8	+1.85	timeout
06-19 14:09	BTC	Buy	63017.2→63111.8	+0.35	timeout
06-19 07:57	BTC	Buy	62932.1→62576.9	-3.17	timeout
06-19 02:59	BTC	Buy	63855.2→62971.9	-7.34	timeout
06-18 15:58	BTC	Buy	64518.2→62219.8	-18.17	stop_loss
06-18 14:02	BTC	Buy	64566.2→63892.8	-5.65	timeout
06-18 08:06	BTC	Buy	64335.2→64393.8	-0.03	timeout
06-18 02:17	BTC	Buy	65330.3→64463.8	-7.10	timeout
06-17 20:18	BTC	Buy	65250.3→64257.8	-8.05	timeout
06-17 14:14	BTC	Buy	65881.3→65331.7	-4.63	timeout
06-17 08:03	BTC	Buy	65602.3→65428.7	-1.79	timeout
06-17 01:43	BTC	Buy	66101.3→65738.7	-3.21	timeout
06-16 19:38	BTC	Buy	66348.3→65605.7	-6.09	timeout
06-16 13:36	BTC	Buy	66339.3→65987.7	-3.14	timeout
06-16 07:22	BTC	Buy	66531.3→66354.7	-1.75	timeout
06-16 01:12	BTC	Buy	66592.3→66265.7	-2.90	timeout
06-15 18:31	BTC	Buy	65934.3→66757.7	+5.75	timeout
06-15 12:23	BTC	Buy	65679.3→66246.7	+3.88	timeout
06-15 06:05	BTC	Buy	63750.2→65837.7	+15.91	timeout
06-15 00:04	BTC	Buy	64528.2→65641.7	+8.17	timeout
06-14 17:45	BTC	Buy	64346.2→63806.8	-4.69	timeout
06-14 11:35	BTC	Buy	64433.2→64613.8	+0.96	timeout
06-14 04:53	BTC	Buy	63929.2→64319.8	+2.62	timeout
06-13 22:45	BTC	Buy	63840.2→64486.8	+4.60	timeout
06-13 16:36	BTC	Buy	63588.2→63956.8	+2.45	timeout
06-13 10:33	BTC	Buy	63516.2→63785.8	+1.63	timeout
06-13 04:32	BTC	Buy	63887.2→63536.8	-3.19	timeout
06-12 22:29	BTC	Buy	63555.2→63588.8	-0.21	timeout
06-12 15:53	BTC	Buy	63479.2→63811.8	+2.10	timeout
06-12 09:48	BTC	Buy	63537.2→63815.8	+1.70	timeout
06-12 03:46	BTC	Buy	62623.1→63432.8	+5.97	timeout
06-11 21:26	BTC	Buy	62776.1→63445.8	+4.81	timeout
06-11 14:49	BTC	Buy	61973.1→62890.9	+6.91	timeout
06-11 08:45	BTC	Buy	61801.1→62843.9	+7.92	timeout
06-11 02:43	BTC	Buy	62029.1→62047.9	-0.33	timeout
06-10 20:39	BTC	Buy	61397.1→61860.9	+3.30	timeout
06-10 06:36	BTC	Buy	61756.1→62016.9	+1.72	timeout
06-10 00:37	BTC	Buy	62624.1→62016.9	-5.24	timeout
06-09 14:47	BTC	Buy	63404.2→61143.4	-18.29	stop_loss
06-09 12:35	BTC	Buy	62657.1→62521.9	-1.50	timeout
06-09 06:32	BTC	Buy	63530.2→63361.8	-1.80	timeout
06-08 23:32	BTC	Buy	63614.2→63042.8	-4.95	timeout
06-08 17:28	BTC	Buy	62679.1→63587.8	+6.76	timeout
06-08 11:23	BTC	Buy	62890.1→63583.8	+5.06	timeout
06-08 05:21	BTC	Buy	62234.1→62624.9	+2.69	timeout
06-07 23:19	BTC	Buy	62452.1→62796.9	+2.31	timeout
06-07 17:19	BTC	Buy	61989.1→62245.9	+1.62	timeout
06-07 10:12	BTC	Buy	60617→62410.9	+14.35	timeout
06-07 04:07	BTC	Buy	60786→61571.9	+6.01	timeout
06-06 22:07	BTC	Buy	60753→60614	-1.56	timeout
06-06 16:06	BTC	Buy	60513→60826	+2.14	timeout
06-06 10:03	BTC	Buy	61509.1→60701	-7.05	timeout
06-06 04:01	BTC	Buy	60174→60774	+4.52	timeout
06-05 14:04	BTC	Buy	62760.1→60525.7	-18.25	stop_loss
06-05 13:57	BTC	Buy	63040.2→60795.5	-18.26	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 21:44	BTC	Buy	62864.1→63462.8	+4.32	timeout
06-04 17:17	BTC	Buy	63922.2→63240.8	-5.83	timeout
06-04 01:22	BTC	Buy	64958.2→62646.5	-18.24	stop_loss
06-03 23:03	BTC	Buy	66814.3→64436.5	-18.24	stop_loss
06-03 16:47	BTC	Buy	66459.3→66023.7	-3.76	timeout
06-03 12:51	BTC	Buy	66952.3→67070.6	+0.45	timeout
06-03 05:00	BTC	Buy	67374.4→66539.7	-6.65	timeout
06-02 14:27	BTC	Buy	70035.5→67485.9	-18.67	stop_loss
06-02 14:10	BTC	Buy	70815.5→68295.4	-18.26	stop_loss

Paper vs Live

Paper (trades.jsonl)

112

closed

48%

win rate

-222.36

total pnl ($)

-39.5 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	112	48%	-39.5	-222.36

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 15:48	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…