basis_rolling_change_momentum_with_sentiment_filter

not live
21
closed trades
43%
win rate
-38.41
total pnl ($)
1.301
weight
7d window — n=3 wr=67% pnl=+7.75  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 18:29BTCBuy59694→60484+6.20timeout
06-25 13:55BTCBuy59886→58388.9-12.89stop_loss
06-21 10:23BTCBuy62433.1→64309.8+14.43timeout
06-18 15:53BTCBuy64019.2→62441.6-12.70stop_loss
06-18 15:36BTCBuy64654.2→63063.3-12.34stop_loss
06-17 10:40BTCBuy65707.3→64893.8-6.83timeout
06-17 08:45BTCBuy66482.3→64847.3-12.79stop_loss
06-15 16:10BTCBuy64442.2→67272.6+21.42take_profit
06-15 09:28BTCBuy63795.2→65644.7+14.05timeout
06-14 08:54BTCBuy63427.2→64427.8+7.35timeout
06-13 08:35BTCBuy62916.1→63886.8+7.06timeout
06-12 08:16BTCBuy61661.1→63357.8+13.09timeout
06-09 14:29BTCBuy63053.2→61502.2-12.76stop_loss
06-09 14:20BTCBuy63210.2→61656.1-12.75stop_loss
06-07 22:14BTCBuy60591→63250.8+21.51take_profit
06-06 04:13BTCBuy61633.1→60115.9-12.76stop_loss
06-05 06:18BTCBuy63359.2→61799-12.74stop_loss
06-04 00:24BTCBuy65528.3→63916.8-12.74stop_loss
06-03 03:44BTCBuy67331.4→65675.9-12.75stop_loss
06-02 12:17BTCBuy70963.5→69217.9-12.80stop_loss
05-30 13:27BTCBuy73164.7→73749.3+3.33timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
43%
win rate
-38.41
total pnl ($)
-36.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2143%-36.0-38.41

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems