basis_rolling_change_carry_long

not live
68
closed trades
40%
win rate
-142.90
total pnl ($)
0.750
weight
7d window — n=20 wr=40% pnl=-49.43  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 68 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 01:33BTCBuy62884.1→64189.8+9.95timeout
06-20 23:29BTCBuy62835.1→64231.8+10.58timeout
06-20 21:24BTCBuy62995.1→63912.8+6.80timeout
06-20 19:22BTCBuy62718.1→63892.8+8.94timeout
06-20 17:30BTCBuy62565.1→63952.8+10.67timeout
06-18 15:57BTCBuy63909.2→62320.7-12.75stop_loss
06-18 15:40BTCBuy64296.2→62712.5-12.56stop_loss
06-18 15:40BTCBuy64300.2→62718.5-12.51stop_loss
06-18 15:37BTCBuy64598.2→63008.3-12.39stop_loss
06-18 15:16BTCBuy65024.3→63421.1-12.42stop_loss
06-18 04:11BTCBuy65410.3→63801.9-12.76stop_loss
06-17 19:50BTCBuy65623.3→64009.8-12.72stop_loss
06-17 19:29BTCBuy65943.3→64314.6-12.80stop_loss
06-17 10:55BTCBuy66394.3→64760.4-12.88stop_loss
06-17 08:40BTCBuy66533.3→64897.3-12.86stop_loss
06-17 08:39BTCBuy66570.3→64922.3-12.96stop_loss
06-17 08:31BTCBuy66789.3→65145.2-12.85stop_loss
06-16 11:44BTCBuy64594.2→66358.7+13.05timeout
06-15 15:47BTCBuy64232.2→67077.6+21.59take_profit
06-15 15:46BTCBuy64132.2→66954.7+21.44take_profit
06-15 13:21BTCBuy64038.2→66850.7+21.53take_profit
06-15 13:19BTCBuy63993.2→66804.7+21.55take_profit
06-14 13:31BTCBuy63305.2→64237.8+6.92timeout
06-14 11:12BTCBuy63791.2→64509.8+5.19timeout
06-13 20:09BTCBuy63553.2→64225.8+4.84timeout
06-13 18:04BTCBuy63546.2→63983.8+2.95timeout
06-13 15:45BTCBuy62576.1→64195.8+12.45timeout
06-12 09:34BTCBuy61236.1→63924.8+21.32take_profit
06-12 07:51BTCBuy61657.1→62989.9+10.28timeout
06-11 18:43BTCBuy61657.1→63480.8+14.09timeout
06-11 16:39BTCBuy60818→62676.9+14.70timeout
06-11 14:37BTCBuy61461.1→62950.9+11.47timeout
06-09 16:05BTCBuy62490.1→60948.5-12.95stop_loss
06-09 14:47BTCBuy62653.1→61111.4-12.76stop_loss
06-09 14:29BTCBuy63084.2→61529.1-12.79stop_loss
06-09 14:29BTCBuy63104.2→61552.1-12.76stop_loss
06-09 14:20BTCBuy63220.2→61660.1-12.79stop_loss
06-09 09:58BTCBuy62542.1→62688.9+0.78timeout
06-07 22:15BTCBuy61179.1→63864.8+21.52take_profit
06-07 22:14BTCBuy60969→63645.8+21.52take_profit
06-07 22:14BTCBuy60829→63499.8+21.53take_profit
06-07 22:14BTCBuy60738→63404.8+21.52take_profit
06-07 08:38BTCBuy60009→62643.9+21.54take_profit
06-06 04:27BTCBuy61315.1→59804.1-12.77stop_loss
06-06 04:13BTCBuy61640.1→60123.9-12.75stop_loss
06-06 04:12BTCBuy61752.1→60233.9-12.75stop_loss
06-05 21:04BTCBuy59355→61961.9+21.51take_profit
06-05 18:52BTCBuy60706→59213.4-12.75stop_loss
06-05 18:43BTCBuy61401.1→59891-12.75stop_loss
06-05 15:39BTCBuy61672.1→60154.9-12.74stop_loss
06-05 14:26BTCBuy61898.1→60372.8-12.77stop_loss
06-05 13:51BTCBuy62627.1→61083.4-12.78stop_loss
06-05 06:23BTCBuy62745.1→61185.3-12.82stop_loss
06-05 06:21BTCBuy63095.2→61537.1-12.71stop_loss
06-05 06:20BTCBuy63178.2→61614.1-12.78stop_loss
06-05 06:17BTCBuy63417.2→61854-12.77stop_loss
06-05 06:03BTCBuy63587.2→62009.9-12.79stop_loss
06-05 02:22BTCBuy64293.2→62708.5-12.77stop_loss
06-04 09:29BTCBuy64332.2→62750.5-12.74stop_loss
06-04 01:16BTCBuy64445.2→62860.4-12.74stop_loss
06-04 00:29BTCBuy65078.3→63478.1-12.74stop_loss
06-03 20:55BTCBuy66367.3→64735.4-12.79stop_loss
06-03 20:45BTCBuy66742.3→65100.2-12.77stop_loss
06-03 19:55BTCBuy66829.3→65168.1-12.93stop_loss
06-03 19:55BTCBuy66870.3→65226.1-12.81stop_loss
06-03 19:54BTCBuy67043.4→65390-12.80stop_loss
06-03 03:44BTCBuy67358.4→65701.8-12.75stop_loss
06-02 15:25BTCBuy69121.5→67409.9-12.83stop_loss

Paper vs Live

Paper (trades.jsonl)
68
closed
40%
win rate
-142.90
total pnl ($)
-41.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6840%-41.9-142.90

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems