basis_rolling_drop_fear_cap_long · strategy

closed trades

57%

win rate

-18.11

total pnl ($)

1.486

weight

7d window — n=8 wr=62% pnl=+39.47 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 53 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-20 09:01	BTC	Buy	62597.1→63390.8	+5.78	timeout
06-17 04:37	BTC	Buy	65832.3→65856.7	-0.31	timeout
06-16 22:28	BTC	Buy	66173.3→65708.7	-4.05	timeout
06-16 15:28	BTC	Buy	66652.3→65703.7	-7.65	timeout
06-16 09:26	BTC	Buy	65646.3→66629.7	+7.04	timeout
06-16 03:26	BTC	Buy	65703.3→65912.7	+1.16	timeout
06-15 21:14	BTC	Buy	64063.2→66442.7	+18.06	timeout
06-15 15:09	BTC	Buy	64089.2→66637.7	+19.45	timeout
06-15 08:16	BTC	Buy	64471.2→65710.7	+9.18	timeout
06-15 02:08	BTC	Buy	64592.2→65603.7	+7.34	timeout
06-14 20:02	BTC	Buy	64251.2→63821.8	-3.84	timeout
06-14 13:56	BTC	Buy	64076.2→64294.8	+1.26	timeout
06-14 07:55	BTC	Buy	63831.2→64404.8	+4.01	timeout
06-14 02:04	BTC	Buy	63800.2→64568.8	+5.59	timeout
06-13 20:01	BTC	Buy	63612.2→64253.8	+4.59	timeout
06-13 13:51	BTC	Buy	63225.2→64102.8	+6.44	timeout
06-13 07:43	BTC	Buy	63048.2→63794.8	+5.46	timeout
06-13 00:18	BTC	Buy	63620.2→63539.8	-1.17	timeout
06-12 14:59	BTC	Buy	62725.1→63928.8	+9.06	timeout
06-12 08:44	BTC	Buy	62819.1→63340.8	+3.62	timeout
06-12 02:34	BTC	Buy	61931.1→63477.8	+11.94	timeout
06-11 20:26	BTC	Buy	61888.1→63417.8	+11.77	timeout
06-11 14:24	BTC	Buy	62116.1→62934.9	+6.04	timeout
06-11 08:18	BTC	Buy	61681.1→62791.9	+8.40	timeout
06-10 15:56	BTC	Buy	61167.1→62621.9	+11.44	timeout
06-10 07:43	BTC	Buy	63167.2→62016.9	-9.44	timeout
06-09 16:05	BTC	Buy	63520.2→60935.5	-20.91	stop_loss
06-09 12:26	BTC	Buy	62991.1→62726.9	-2.49	timeout
06-09 06:19	BTC	Buy	63084.2→63395.8	+1.97	timeout
06-08 22:45	BTC	Buy	63145.2→63283.8	+0.62	timeout
06-08 16:55	BTC	Buy	62127.1→63507.8	+10.57	timeout
06-08 10:48	BTC	Buy	62306.1→63108.8	+6.00	timeout
06-08 04:35	BTC	Buy	61640.1→62766.9	+8.68	timeout
06-07 22:35	BTC	Buy	60515→63014.8	+20.21	timeout
06-07 16:26	BTC	Buy	60746→62243.9	+11.82	timeout
06-07 10:26	BTC	Buy	60619→62495.9	+15.05	timeout
06-07 04:22	BTC	Buy	60006→61544.9	+12.37	timeout
06-06 17:58	BTC	Buy	60772→60548	-2.24	timeout
06-05 18:44	BTC	Buy	62186.1→59662.2	-20.76	stop_loss
06-05 16:10	BTC	Buy	62410.1→59876.1	-20.72	stop_loss
06-05 13:56	BTC	Buy	63480.2→60901.5	-20.77	stop_loss
06-05 11:39	BTC	Buy	62326.1→62249.9	-1.09	timeout
06-05 06:22	BTC	Buy	63882.2→61282.3	-20.78	stop_loss
06-05 05:14	BTC	Buy	63926.2→63360.8	-4.81	timeout
06-04 01:50	BTC	Buy	64997.2→62359.7	-20.74	stop_loss
06-04 00:26	BTC	Buy	66353.3→63661	-20.72	stop_loss
06-03 23:51	BTC	Buy	66858.3→64136.7	-20.80	stop_loss
06-03 22:25	BTC	Buy	67356.4→65198.7	-16.46	timeout
06-03 03:50	BTC	Buy	68222.4→65452	-20.76	stop_loss
06-02 14:22	BTC	Buy	70975.5→68095.5	-20.76	stop_loss
05-31 23:48	BTC	Buy	73811.7→73649.3	-1.52	timeout
05-31 20:14	BTC	Buy	73933.7→73646.3	-2.38	timeout
05-31 09:48	BTC	Buy	73541.7→73949.3	+2.17	timeout

Paper vs Live

Paper (trades.jsonl)

closed

57%

win rate

-18.11

total pnl ($)

-6.3 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	53	57%	-6.3	-18.11

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…