basis_roc_carry_long_feargate · strategy

118

closed trades

42%

win rate

-295.43

total pnl ($)

0.533

weight

7d window — n=32 wr=38% pnl=-113.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-23 06:22	BTC	Buy	64084.2→62508.6	-12.75	stop_loss
06-23 06:21	BTC	Buy	64123.2→62533.6	-12.87	stop_loss
06-23 06:21	BTC	Buy	64301.2→62715.5	-12.80	stop_loss
06-23 06:08	BTC	Buy	64692.2→63077.3	-12.95	stop_loss
06-22 17:04	BTC	Buy	64141.2→64719.8	+4.05	timeout
06-22 15:40	BTC	Buy	64224.2→65021.7	+5.77	timeout
06-22 12:40	BTC	Buy	63957.2→65103.7	+8.36	timeout
06-22 07:46	BTC	Buy	64215.2→64230.8	-0.29	timeout
06-22 03:37	BTC	Buy	64291.2→64179.8	-1.39	timeout
06-21 09:38	BTC	Buy	63623.2→64152.8	+3.58	timeout
06-21 08:17	BTC	Buy	63530.2→64061.8	+3.64	timeout
06-21 05:15	BTC	Buy	63812.2→64206.8	+2.65	timeout
06-21 02:14	BTC	Buy	63461.2→64211.8	+5.43	timeout
06-20 22:25	BTC	Buy	63272.2→64152.8	+6.51	timeout
06-20 04:59	BTC	Buy	62440.1→63536.8	+8.34	timeout
06-20 03:38	BTC	Buy	62651.1→63405.8	+5.58	timeout
06-20 01:38	BTC	Buy	62891.1→63560.8	+4.87	timeout
06-19 23:29	BTC	Buy	62844.1→63280.8	+3.00	timeout
06-19 20:24	BTC	Buy	63103.2→62979.9	-1.46	timeout
06-18 15:51	BTC	Buy	64128.2→62550.6	-12.78	stop_loss
06-18 15:40	BTC	Buy	64305.2→62720.5	-12.76	stop_loss
06-18 15:40	BTC	Buy	64305.2→62720.5	-12.75	stop_loss
06-18 15:37	BTC	Buy	64445.2→62845.4	-12.85	stop_loss
06-18 15:18	BTC	Buy	64759.2→63161.2	-12.77	stop_loss
06-18 04:11	BTC	Buy	65376.3→63743.9	-12.94	stop_loss
06-17 19:50	BTC	Buy	65653.3→64029.8	-12.83	stop_loss
06-17 19:44	BTC	Buy	65627.3→64117.8	-11.98	timeout
06-17 02:14	BTC	Buy	66034.3→65873.7	-1.71	timeout
06-17 00:38	BTC	Buy	66357.3→65789.7	-4.79	timeout
06-16 23:41	BTC	Buy	66176.3→65705.7	-4.09	timeout
06-16 21:52	BTC	Buy	66402.3→65746.7	-5.48	timeout
06-16 13:48	BTC	Buy	66516.3→66127.7	-3.45	timeout
06-16 01:24	BTC	Buy	65406.3→66315.7	+6.51	timeout
06-16 00:18	BTC	Buy	65732.3→66331.7	+4.18	timeout
06-15 23:01	BTC	Buy	65367.3→66164.7	+5.60	timeout
06-15 21:39	BTC	Buy	64963.2→66403.7	+10.58	timeout
06-15 13:16	BTC	Buy	63952.2→66761.7	+21.53	take_profit
06-15 00:06	BTC	Buy	64452.2→65636.7	+8.73	timeout
06-14 23:00	BTC	Buy	64428.2→65382.7	+6.91	timeout
06-14 21:44	BTC	Buy	64566.2→65261.7	+4.90	timeout
06-14 20:41	BTC	Buy	64226.2→64021.8	-2.08	timeout
06-14 19:34	BTC	Buy	64164.2→63805.8	-3.30	timeout
06-13 22:48	BTC	Buy	63503.2→64462.8	+7.08	timeout
06-13 21:30	BTC	Buy	63496.2→64238.8	+5.38	timeout
06-13 20:30	BTC	Buy	63510.2→64220.8	+5.14	timeout
06-13 19:26	BTC	Buy	63757.2→64136.8	+2.52	timeout
06-13 18:22	BTC	Buy	63679.2→64076.8	+2.65	timeout
06-12 22:08	BTC	Buy	63604.2→63518.8	-1.17	timeout
06-12 21:08	BTC	Buy	63466.2→63507.8	-0.15	timeout
06-12 20:08	BTC	Buy	63556.2→63669.8	+0.44	timeout
06-12 18:57	BTC	Buy	63502.2→63709.8	+1.17	timeout
06-12 17:52	BTC	Buy	63535.2→63844.8	+1.98	timeout
06-11 21:02	BTC	Buy	61741.1→63376.8	+12.66	timeout
06-11 19:30	BTC	Buy	61162.1→63848.8	+21.40	take_profit
06-11 19:24	BTC	Buy	61727.1→63654.8	+15.04	timeout
06-11 18:18	BTC	Buy	61890.1→63527.8	+12.66	timeout
06-11 17:02	BTC	Buy	62228.1→62538.9	+1.99	timeout
06-10 21:58	BTC	Buy	62686.1→61142.4	-12.77	stop_loss
06-10 19:32	BTC	Buy	62017.1→61809.9	-2.19	timeout
06-10 18:19	BTC	Buy	61915.1→61896.9	-0.64	timeout
06-10 17:18	BTC	Buy	61769.1→62088.9	+2.08	timeout
06-10 16:02	BTC	Buy	61128.1→62486.9	+10.63	timeout
06-10 14:38	BTC	Buy	61450.1→61829.9	+2.61	timeout
06-09 14:47	BTC	Buy	62729.1→61186.3	-12.75	stop_loss
06-09 14:43	BTC	Buy	62851.1→61301.3	-12.78	stop_loss
06-09 14:29	BTC	Buy	63131.2→61578.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63500.2→61938.9	-12.74	stop_loss
06-09 14:10	BTC	Buy	63610.2→62045.9	-12.74	stop_loss
06-09 05:37	BTC	Buy	62524.1→63430.8	+6.78	timeout
06-08 22:57	BTC	Buy	62960.1→63370.8	+2.78	timeout
06-08 20:47	BTC	Buy	61772.1→63358.8	+12.35	timeout
06-08 18:21	BTC	Buy	62167.1→63505.8	+10.24	timeout
06-08 16:17	BTC	Buy	62146.1→63894.8	+13.51	timeout
06-08 04:44	BTC	Buy	61705.1→62692.9	+7.54	timeout
06-07 22:07	BTC	Buy	60614→61801.9	+9.36	timeout
06-07 19:10	BTC	Buy	60720→61562.9	+6.55	timeout
06-07 18:06	BTC	Buy	60497→62159.9	+13.33	timeout
06-07 16:05	BTC	Buy	60845→61959.9	+8.61	timeout
06-07 04:25	BTC	Buy	60142→61477.9	+10.66	timeout
06-06 20:19	BTC	Buy	60867→60610	-2.49	timeout
06-06 18:16	BTC	Buy	60551→60430	-1.40	timeout
06-06 16:12	BTC	Buy	59765→60742	+7.77	timeout
06-06 15:16	BTC	Buy	60496→60538	-0.10	timeout
06-06 04:11	BTC	Buy	61765.1→60245.8	-12.75	stop_loss
06-05 21:03	BTC	Buy	59246→61846.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60703→59210.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	60999→59499.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61595.1→60067.9	-12.83	stop_loss
06-05 14:28	BTC	Buy	61824.1→60299.8	-12.77	stop_loss
06-05 14:26	BTC	Buy	61871.1→60349.8	-12.74	stop_loss
06-05 13:49	BTC	Buy	62798.1→61249.3	-12.79	stop_loss
06-05 13:49	BTC	Buy	63020.2→61466.2	-12.78	stop_loss
06-05 11:43	BTC	Buy	62212.1→62150.9	-0.97	timeout
06-05 06:24	BTC	Buy	62709.1→61155.3	-12.83	stop_loss
06-05 06:23	BTC	Buy	62758.1→61214.3	-12.74	stop_loss
06-05 06:20	BTC	Buy	63220.2→61662.1	-12.72	stop_loss
06-05 05:59	BTC	Buy	63777.2→62208.8	-12.71	stop_loss
06-05 03:06	BTC	Buy	63882.2→62310.7	-12.72	stop_loss
06-05 02:09	BTC	Buy	62068.1→63201.8	+8.69	timeout
06-04 10:48	BTC	Buy	63885.2→62313.7	-12.73	stop_loss

Paper vs Live

Paper (trades.jsonl)

118

closed

42%

win rate

-295.43

total pnl ($)

-49.7 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	118	42%	-49.7	-295.43

Recent bounces (last 20 of 6)

time	sym	side	reason
06-23 09:01	BTC	Buy	stale_intent
06-23 07:55	BTC	Buy	stale_intent
06-22 22:52	BTC	Buy	stale_intent
06-22 16:28	BTC	Buy	stale_intent
06-22 11:25	BTC	Buy	stale_intent
06-22 08:57	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…