basis_momentum_cross_long · strategy

162

closed trades

46%

win rate

-386.18

total pnl ($)

0.863

weight

7d window — n=36 wr=61% pnl=-60.33 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 16:41	BTC	Buy	59308→60143	+6.48	timeout
06-26 16:08	BTC	Buy	59551→60271	+5.51	timeout
06-26 15:35	BTC	Buy	59305→60142	+6.51	timeout
06-26 15:05	BTC	Buy	59355→59597	+1.54	timeout
06-26 14:26	BTC	Buy	59441→60004	+4.23	timeout
06-25 13:51	BTC	Buy	60653→59160.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60852→59351.3	-12.73	stop_loss
06-25 13:48	BTC	Buy	60863→59364.3	-12.71	stop_loss
06-25 13:48	BTC	Buy	60925→59420.3	-12.74	stop_loss
06-25 13:48	BTC	Buy	61047.1→59541.2	-12.73	stop_loss
06-24 12:38	BTC	Buy	62319.1→62861.9	+3.90	timeout
06-24 12:07	BTC	Buy	62427.1→62808.9	+2.60	timeout
06-24 11:34	BTC	Buy	62559.1→62432.9	-1.48	timeout
06-24 11:03	BTC	Buy	62372.1→62405.9	-0.21	timeout
06-24 10:33	BTC	Buy	62310.1→62550.9	+1.42	timeout
06-23 08:17	BTC	Buy	63932.2→62341.7	-12.91	stop_loss
06-23 08:17	BTC	Buy	63949.2→62369.7	-12.82	stop_loss
06-23 06:20	BTC	Buy	64397.2→62812.4	-12.77	stop_loss
06-23 06:20	BTC	Buy	64500.2→62910.4	-12.79	stop_loss
06-23 06:08	BTC	Buy	64655.2→63065.3	-12.76	stop_loss
06-22 23:29	BTC	Buy	63608.2→64027.8	+2.84	timeout
06-22 22:54	BTC	Buy	63754.2→63942.8	+1.03	timeout
06-22 18:26	BTC	Buy	64016.2→64576.8	+3.86	timeout
06-22 17:51	BTC	Buy	64154.2→64487.8	+2.10	timeout
06-22 17:16	BTC	Buy	64153.2→64655.8	+3.46	timeout
06-21 23:07	BTC	Buy	64264.2→63679.8	-4.97	timeout
06-21 22:36	BTC	Buy	64275.2→63598.8	-5.69	timeout
06-21 18:17	BTC	Buy	63832.2→63989.8	+0.87	timeout
06-21 17:44	BTC	Buy	63841.2→64084.8	+1.54	timeout
06-21 17:14	BTC	Buy	63924.2→64168.8	+1.52	timeout
06-20 22:41	BTC	Buy	63308.2→64222.8	+6.77	timeout
06-20 22:09	BTC	Buy	63051.2→63986.8	+6.97	timeout
06-20 17:48	BTC	Buy	63178.2→63825.8	+4.66	timeout
06-20 17:15	BTC	Buy	62962.1→63893.8	+6.91	timeout
06-20 16:42	BTC	Buy	63256.2→63967.8	+5.10	timeout
06-19 18:11	BTC	Buy	62686.1→63093.8	+2.80	timeout
06-19 17:39	BTC	Buy	62526.1→63023.8	+3.53	timeout
06-19 17:09	BTC	Buy	62548.1→62963.9	+2.87	timeout
06-19 16:30	BTC	Buy	62569.1→63296.8	+5.37	timeout
06-19 15:38	BTC	Buy	62970.1→63108.8	+0.75	timeout
06-18 15:57	BTC	Buy	63913.2→62341.7	-12.59	stop_loss
06-18 15:40	BTC	Buy	64297.2→62707.5	-12.52	stop_loss
06-18 15:40	BTC	Buy	64324.2→62742.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64325.2→62742.5	-12.47	stop_loss
06-18 14:58	BTC	Buy	65105.3→63795.8	-10.49	timeout
06-18 05:04	BTC	Buy	65305.3→63695.9	-12.78	stop_loss
06-17 19:40	BTC	Buy	65812.3→64191.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65873.3→64250.6	-12.77	stop_loss
06-17 19:29	BTC	Buy	65934.3→64310.6	-12.77	stop_loss
06-17 16:29	BTC	Buy	65766.3→66235.7	+3.15	timeout
06-17 15:59	BTC	Buy	65867.3→65713.7	-1.53	timeout
06-17 15:29	BTC	Buy	65760.3→65301.7	-3.95	timeout
06-17 14:59	BTC	Buy	65584.3→65098.7	-4.16	timeout
06-17 14:27	BTC	Buy	65674.3→65148.7	-4.46	timeout
06-16 15:25	BTC	Buy	66637.3→65772.7	-7.02	timeout
06-16 14:49	BTC	Buy	66633.3→65595.7	-8.32	timeout
06-16 14:31	BTC	Buy	67062.4→65413	-12.82	stop_loss
06-16 14:23	BTC	Buy	67124.4→65473	-12.83	stop_loss
06-16 14:18	BTC	Buy	66495.3→65812.7	-5.66	timeout
06-15 13:16	BTC	Buy	63954.2→66762.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63802.2→66603.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63801.2→66602.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63770.2→66571.7	+21.53	take_profit
06-15 12:50	BTC	Buy	63712.2→66516.7	+21.57	take_profit
06-14 19:58	BTC	Buy	64295.2→63773.8	-4.55	timeout
06-14 18:56	BTC	Buy	64095.2→63771.8	-3.05	timeout
06-14 17:54	BTC	Buy	63973.2→63739.8	-2.36	timeout
06-14 17:22	BTC	Buy	64029.2→63908.8	-1.46	timeout
06-14 16:48	BTC	Buy	63977.2→64058.8	+0.14	timeout
06-13 19:50	BTC	Buy	63623.2→64310.8	+4.95	timeout
06-13 18:45	BTC	Buy	63846.2→64246.8	+2.69	timeout
06-13 17:09	BTC	Buy	64011.2→63986.8	-0.64	timeout
06-13 16:37	BTC	Buy	63814.2→63969.8	+0.78	timeout
06-13 15:33	BTC	Buy	63986.2→64278.8	+1.81	timeout
06-12 17:45	BTC	Buy	63313.2→63836.8	+3.68	timeout
06-12 17:12	BTC	Buy	62480.1→63897.8	+10.85	timeout
06-12 16:36	BTC	Buy	62711.1→63794.8	+8.15	timeout
06-12 16:00	BTC	Buy	62762.1→63643.8	+6.49	timeout
06-12 14:47	BTC	Buy	62849.1→63508.8	+4.72	timeout
06-11 17:05	BTC	Buy	62258.1→62447.9	+1.00	timeout
06-11 16:35	BTC	Buy	62331.1→62665.9	+2.15	timeout
06-11 16:03	BTC	Buy	62495.1→62721.9	+1.24	timeout
06-11 15:31	BTC	Buy	62292.1→62633.9	+2.14	timeout
06-11 14:22	BTC	Buy	61925.1→62797.9	+6.49	timeout
06-10 16:49	BTC	Buy	61336.1→61946.9	+4.46	timeout
06-10 16:19	BTC	Buy	60920→62301.9	+10.82	timeout
06-10 15:48	BTC	Buy	61235.1→62286.9	+8.08	timeout
06-10 15:14	BTC	Buy	61674.1→61948.9	+1.73	timeout
06-10 14:17	BTC	Buy	61855.1→61992.9	+0.64	timeout
06-09 14:19	BTC	Buy	63288.2→61732	-12.75	stop_loss
06-09 14:17	BTC	Buy	63344.2→61786	-12.75	stop_loss
06-09 14:16	BTC	Buy	63419.2→61860	-12.74	stop_loss
06-09 13:36	BTC	Buy	63711.2→62144.8	-12.73	stop_loss
06-09 13:36	BTC	Buy	63767.2→62195.8	-12.76	stop_loss
06-08 22:23	BTC	Buy	63025.2→63369.8	+2.25	timeout
06-08 21:20	BTC	Buy	61815.1→63657.8	+14.42	timeout
06-08 20:48	BTC	Buy	61786.1→63337.8	+12.06	timeout
06-08 16:19	BTC	Buy	62181.1→63922.8	+13.44	timeout
06-08 15:10	BTC	Buy	61752.1→64010.8	+17.79	timeout
06-07 22:15	BTC	Buy	61473.1→64171.8	+21.50	take_profit

Paper vs Live

Paper (trades.jsonl)

162

closed

46%

win rate

-386.18

total pnl ($)

-47.3 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	162	46%	-47.3	-386.18

Recent bounces (last 20 of 13)

time	sym	side	reason
06-26 17:12	BTC	Buy	stale_intent
06-26 16:10	BTC	Buy	stale_intent
06-26 15:38	BTC	Buy	trigger_already_opened
06-25 16:23	BTC	Buy	stale_intent
06-25 16:23	BTC	Buy	stale_intent
06-25 15:44	BTC	Buy	below_min_notional_skip
06-25 15:17	BTC	Buy	below_min_notional_skip
06-25 15:14	BTC	Buy	trigger_already_opened
06-25 14:37	BTC	Buy	below_min_notional_skip
06-24 23:02	BTC	Buy	below_min_notional_skip
06-24 21:59	BTC	Buy	below_min_notional_skip
06-24 21:02	BTC	Buy	trigger_already_opened
06-24 20:37	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…