basis_vol_fear_regime_short · strategy

closed trades

55%

win rate

+69.47

total pnl ($)

1.271

weight

7d window — n=15 wr=53% pnl=+10.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 51 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 19:49	BTC	Sell	60475→59831	+4.92	timeout
06-23 13:06	BTC	Sell	64174.8→62165.1	+15.17	timeout
06-23 06:20	BTC	Sell	64637.8→63009.2	+12.06	timeout
06-23 00:53	BTC	Sell	65164.7→64093.2	+7.77	timeout
06-22 19:23	BTC	Sell	64220.8→64382.2	-1.70	timeout
06-22 13:13	BTC	Sell	63837.8→65145.3	-10.64	timeout
06-22 06:39	BTC	Sell	64163.8→64034.2	+0.60	timeout
06-22 00:32	BTC	Sell	63983.8→63748.2	+1.43	timeout
06-21 18:37	BTC	Sell	64274.8→64130.2	+0.68	timeout
06-21 12:23	BTC	Sell	64242.8→63959.2	+1.73	timeout
06-21 05:43	BTC	Sell	63847.8→64325.2	-4.13	timeout
06-20 22:46	BTC	Sell	63585.8→64239.2	-5.56	timeout
06-20 15:24	BTC	Sell	63396.8→64179.2	-6.61	timeout
06-20 09:02	BTC	Sell	63147.8→63438.2	-2.72	timeout
06-20 02:04	BTC	Sell	63196.8→63495.2	-2.82	timeout
06-19 19:07	BTC	Sell	62782.9→63032.2	-2.42	timeout
06-19 13:06	BTC	Sell	63046.8→62947.1	+0.29	timeout
06-19 07:02	BTC	Sell	62690.9→62877.1	-1.96	timeout
06-19 01:06	BTC	Sell	64343.8→63054.2	+9.52	timeout
06-18 18:56	BTC	Sell	64047.8→62664.1	+10.23	timeout
06-18 12:52	BTC	Sell	64500.8→64260.2	+1.43	timeout
06-18 06:57	BTC	Sell	65633.7→64077.2	+11.41	timeout
06-17 18:37	BTC	Sell	65648.7→65438.3	+1.21	timeout
06-17 16:28	BTC	Sell	64818.8→66414.5	-12.77	stop_loss
06-17 06:41	BTC	Sell	65802.7→65602.3	+1.09	timeout
06-17 00:10	BTC	Sell	66529.7→65723.3	+5.65	timeout
06-15 09:20	BTC	Sell	64756.8→65729.3	-7.97	timeout
06-12 18:36	BTC	Sell	62902.9→63757.2	-7.24	timeout
06-12 12:35	BTC	Sell	63622.8→63496.2	+0.58	timeout
06-10 01:24	BTC	Sell	62301.9→62023.1	+1.72	timeout
06-06 21:57	BTC	Sell	60985→60749	+1.45	timeout
06-06 14:50	BTC	Sell	61096.9→60953	+0.73	timeout
06-06 08:47	BTC	Sell	61320.9→61357.1	-0.70	timeout
06-05 05:21	BTC	Sell	63283.8→63420.2	-1.55	timeout
06-04 02:01	BTC	Sell	64868.8→62020.1	+21.51	take_profit
06-03 13:32	BTC	Sell	66959.7→67154.4	-1.89	timeout
06-03 04:02	BTC	Sell	67224.6→66115.3	+7.81	timeout
06-02 15:37	BTC	Sell	70160.5→67077.4	+21.54	take_profit
06-02 13:47	BTC	Sell	70815.5→68893.4	+13.14	timeout
06-01 01:53	BTC	Sell	73799.3→73413.7	+2.21	timeout
05-31 17:48	BTC	Sell	74047.3→73698.7	+1.94	timeout
05-31 11:53	BTC	Sell	73804.3→73889.7	-0.96	timeout
05-31 09:16	BTC	Sell	73955.3→73872.7	+0.18	timeout
05-30 21:50	BTC	Sell	73560.3→73904.7	-2.73	timeout
05-30 11:57	BTC	Sell	73433.3→73569.7	-1.35	timeout
05-30 01:15	BTC	Sell	73086.3→73527.7	-3.45	timeout
05-29 18:45	BTC	Sell	73668.3→73728.7	-0.81	timeout
05-29 13:30	BTC	Sell	73548.3→72984.6	+3.39	timeout
05-29 07:24	BTC	Sell	73489.3→73786.7	-2.41	timeout
05-29 00:39	BTC	Sell	73415.3→73819.7	-3.13	timeout
05-28 18:36	BTC	Sell	72727.4→73599.7	-6.37	timeout

Paper vs Live

Paper (trades.jsonl)

closed

55%

win rate

+69.47

total pnl ($)

+27.0 bps

avg bps net

Live (dry_run=0)

closed

50%

win rate

+0.03

total pnl ($)

+3.4 bps

avg bps net

Live: 2 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	51	55%	+27.0	+69.47

Recent bounces (last 20 of 2)

time	sym	side	reason
06-26 19:53	BTC	Sell	below_min_notional_skip
06-26 08:04	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…