btc_basis_fear_gate_long · strategy

120

closed trades

47%

win rate

-289.73

total pnl ($)

0.909

weight

7d window — n=38 wr=55% pnl=-18.20 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-21 20:40	BTC	Buy	63850.2→63965.8	+0.45	timeout
06-21 19:37	BTC	Buy	63855.2→64167.8	+2.01	timeout
06-21 18:37	BTC	Buy	63829.2→64124.8	+1.90	timeout
06-21 17:33	BTC	Buy	63996.2→64049.8	+0.05	timeout
06-21 16:25	BTC	Buy	64043.2→64186.8	+0.72	timeout
06-20 20:21	BTC	Buy	62974.1→63922.8	+7.11	timeout
06-20 19:14	BTC	Buy	63039.2→63868.8	+6.15	timeout
06-20 18:12	BTC	Buy	63117.2→63830.8	+5.20	timeout
06-20 17:13	BTC	Buy	62951.1→63899.8	+7.07	timeout
06-20 16:11	BTC	Buy	63096.2→64000.8	+6.62	timeout
06-19 19:39	BTC	Buy	62856.1→62952.9	+0.29	timeout
06-19 18:39	BTC	Buy	62693.1→62960.9	+1.67	timeout
06-19 17:37	BTC	Buy	62606.1→62976.9	+2.51	timeout
06-19 16:37	BTC	Buy	62612.1→63283.8	+4.94	timeout
06-19 15:52	BTC	Buy	62545.1→63200.8	+4.85	timeout
06-18 15:53	BTC	Buy	64039.2→62463.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64287.2→62706.5	-12.86	stop_loss
06-18 15:40	BTC	Buy	64319.2→62733.5	-12.90	stop_loss
06-18 15:39	BTC	Buy	64375.2→62792.4	-12.85	stop_loss
06-18 14:45	BTC	Buy	65109.3→63868.8	-9.97	timeout
06-17 19:50	BTC	Buy	65612.3→63964.8	-13.01	stop_loss
06-17 19:42	BTC	Buy	65704.3→64085.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65908.3→64252.6	-13.01	stop_loss
06-17 19:29	BTC	Buy	66002.3→64374.6	-12.78	stop_loss
06-17 16:44	BTC	Buy	65791.3→65944.7	+0.67	timeout
06-17 15:43	BTC	Buy	65834.3→65495.7	-2.92	timeout
06-17 14:42	BTC	Buy	65673.3→65092.7	-4.88	timeout
06-17 13:38	BTC	Buy	66016.3→65209.7	-6.59	timeout
06-16 22:44	BTC	Buy	66252.3→65685.7	-4.82	timeout
06-16 15:32	BTC	Buy	66614.3→65792.7	-6.69	timeout
06-16 14:24	BTC	Buy	66460.3→65532.7	-7.51	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 13:25	BTC	Buy	66889.3→66089.7	-6.51	timeout
06-15 22:17	BTC	Buy	65117.3→66339.7	+8.89	timeout
06-15 13:19	BTC	Buy	63999.2→66810.7	+21.53	take_profit
06-15 13:16	BTC	Buy	63931.2→66739.7	+21.53	take_profit
06-15 12:54	BTC	Buy	63768.2→66567.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63750.2→66549.7	+21.52	take_profit
06-14 22:02	BTC	Buy	64396.2→65412.7	+7.40	timeout
06-14 20:59	BTC	Buy	64267.2→63978.8	-2.72	timeout
06-14 18:50	BTC	Buy	64067.2→63769.8	-2.86	timeout
06-14 17:49	BTC	Buy	64068.2→63768.8	-2.86	timeout
06-14 16:42	BTC	Buy	64042.2→64130.8	+0.20	timeout
06-13 21:37	BTC	Buy	63536.2→64267.8	+5.28	timeout
06-13 20:34	BTC	Buy	63502.2→64232.8	+5.29	timeout
06-13 18:25	BTC	Buy	63716.2→64107.8	+2.60	timeout
06-13 17:24	BTC	Buy	63761.2→64013.8	+1.53	timeout
06-13 16:21	BTC	Buy	63803.2→64008.8	+1.21	timeout
06-12 20:31	BTC	Buy	63364.2→63525.8	+0.81	timeout
06-12 19:28	BTC	Buy	63597.2→63713.8	+0.46	timeout
06-12 18:22	BTC	Buy	63347.2→63682.8	+2.19	timeout
06-12 17:17	BTC	Buy	62460.1→63863.8	+10.74	timeout
06-12 16:16	BTC	Buy	62796.1→63944.8	+8.63	timeout
06-11 19:46	BTC	Buy	61974.1→63644.8	+12.90	timeout
06-11 18:42	BTC	Buy	61787.1→63472.8	+13.06	timeout
06-11 17:38	BTC	Buy	61753.1→63156.8	+10.83	timeout
06-11 16:37	BTC	Buy	62363.1→62760.9	+2.64	timeout
06-11 15:35	BTC	Buy	62291.1→62781.9	+3.39	timeout
06-10 18:34	BTC	Buy	61732.1→61914.9	+0.98	timeout
06-10 17:33	BTC	Buy	61778.1→61766.9	-0.59	timeout
06-10 16:30	BTC	Buy	61016.1→62247.9	+9.56	timeout
06-10 15:27	BTC	Buy	61356.1→62239.9	+6.70	timeout
06-10 14:30	BTC	Buy	61547.1→62001.9	+3.22	timeout
06-09 14:21	BTC	Buy	63192.2→61638.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63341.2→61783	-12.75	stop_loss
06-09 14:17	BTC	Buy	63369.2→61809	-12.76	stop_loss
06-09 14:16	BTC	Buy	63410.2→61849	-12.76	stop_loss
06-09 13:23	BTC	Buy	63809.2→62239.8	-12.72	stop_loss
06-09 06:03	BTC	Buy	62889.1→63286.8	+2.67	timeout
06-09 04:59	BTC	Buy	62744.1→63235.8	+3.47	timeout
06-08 20:37	BTC	Buy	61740.1→63260.8	+11.82	timeout
06-08 17:25	BTC	Buy	62228.1→63576.8	+10.29	timeout
06-08 16:18	BTC	Buy	62160.1→63922.8	+13.62	timeout
06-08 05:47	BTC	Buy	61763.1→62498.9	+5.50	timeout
06-08 04:50	BTC	Buy	61813.1→62804.9	+7.56	timeout
06-07 20:19	BTC	Buy	60609→61583.9	+7.63	timeout
06-07 17:09	BTC	Buy	60625→62264.9	+13.05	timeout
06-07 15:56	BTC	Buy	60753→62002.9	+9.82	timeout
06-07 05:33	BTC	Buy	60622→61636.9	+7.95	timeout
06-07 04:32	BTC	Buy	59697→61541.9	+15.01	timeout
06-06 20:09	BTC	Buy	60736→60538	-2.01	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.83	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:27	BTC	Buy	61319.1→59809.1	-12.77	stop_loss
06-06 04:11	BTC	Buy	61790.1→60269.8	-12.76	stop_loss
06-05 21:04	BTC	Buy	59296→61898.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60763→59268.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60808→59312.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61289.1→59781.1	-12.76	stop_loss
06-05 14:06	BTC	Buy	61951.1→60426.7	-12.75	stop_loss
06-05 14:01	BTC	Buy	62149.1→60619.6	-12.76	stop_loss
06-05 13:56	BTC	Buy	62492.1→60954.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62897.1→61349.2	-12.76	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 11:49	BTC	Buy	62463.1→62117.9	-3.24	timeout
06-05 06:23	BTC	Buy	62720.1→61174.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62727.1→61174.3	-12.77	stop_loss
06-05 06:20	BTC	Buy	63180.2→61616.1	-12.78	stop_loss
06-05 06:03	BTC	Buy	63622.2→62056.9	-12.69	stop_loss
06-05 02:35	BTC	Buy	63231.2→62820.9	-3.67	timeout

Paper vs Live

Paper (trades.jsonl)

120

closed

47%

win rate

-289.73

total pnl ($)

-48.0 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	120	47%	-48.0	-289.73

Recent bounces (last 20 of 1)

time	sym	side	reason
06-21 22:07	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…