btc_basis_fear_gated_mean_rev_long · strategy

closed trades

44%

win rate

-280.66

total pnl ($)

0.596

weight

7d window — n=23 wr=39% pnl=-102.15 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 02:27	BTC	Buy	60602→60103	-4.57	timeout
06-27 19:55	BTC	Buy	60543→60129	-3.84	timeout
06-26 23:31	BTC	Buy	59414→59904	+3.67	timeout
06-26 17:17	BTC	Buy	59930→60040	+0.42	timeout
06-26 10:40	BTC	Buy	59762→59446	-3.12	timeout
06-26 04:35	BTC	Buy	59391→59892	+3.78	timeout
06-25 13:54	BTC	Buy	61019.1→58535.8	-20.76	stop_loss
06-25 13:53	BTC	Buy	61273.1→58767.7	-20.88	stop_loss
06-25 10:26	BTC	Buy	60890→61550.9	+4.96	timeout
06-25 04:24	BTC	Buy	60632→60880	+1.60	timeout
06-24 16:47	BTC	Buy	62554.1→60013	-20.71	stop_loss
06-24 15:58	BTC	Buy	62766.1→60218.9	-20.70	stop_loss
06-24 10:36	BTC	Buy	62515.1→62543.9	-0.24	timeout
06-24 04:27	BTC	Buy	62549.1→62557.9	-0.41	timeout
06-23 22:12	BTC	Buy	62424.1→62711.9	+1.86	timeout
06-23 16:49	BTC	Buy	63792.2→62540.9	-10.25	timeout
06-23 10:43	BTC	Buy	63889.2→62210.9	-13.49	timeout
06-23 03:22	BTC	Buy	64939.2→64021.8	-7.51	timeout
06-22 20:26	BTC	Buy	64243.2→64367.8	+0.51	timeout
06-22 14:13	BTC	Buy	64532.2→65269.7	+5.20	timeout
06-22 08:03	BTC	Buy	64151.2→64121.8	-0.72	timeout
06-22 01:55	BTC	Buy	64090.2→64626.8	+3.70	timeout
06-21 19:24	BTC	Buy	64197.2→64171.8	-0.63	timeout
06-20 20:15	BTC	Buy	63542.2→63921.8	+2.55	timeout
06-20 13:31	BTC	Buy	63484.2→63342.8	-1.59	timeout
06-20 07:30	BTC	Buy	62974.1→63762.8	+5.81	timeout
06-20 01:26	BTC	Buy	62728.1→63391.8	+4.84	timeout
06-19 19:23	BTC	Buy	62731.1→62965.9	+1.41	timeout
06-19 13:21	BTC	Buy	63043.2→62657.9	-3.46	timeout
06-19 07:18	BTC	Buy	62627.1→62705.9	+0.20	timeout
06-19 01:24	BTC	Buy	64310.2→63001.8	-10.57	timeout
06-18 19:18	BTC	Buy	64119.2→62639.9	-11.88	timeout
06-18 13:19	BTC	Buy	64613.2→64316.8	-2.75	timeout
06-18 07:18	BTC	Buy	65010.3→64111.8	-7.36	timeout
06-18 01:12	BTC	Buy	65017.3→64755.8	-2.50	timeout
06-17 19:09	BTC	Buy	65590.3→65283.7	-2.82	timeout
06-17 13:03	BTC	Buy	65764.3→65019.7	-6.14	timeout
06-17 07:02	BTC	Buy	65726.3→65587.7	-1.52	timeout
06-17 01:01	BTC	Buy	66391.3→65714.7	-5.57	timeout
06-16 19:00	BTC	Buy	66398.3→65783.7	-5.11	timeout
06-16 04:17	BTC	Buy	67147.4→66089.7	-8.30	timeout
06-15 22:13	BTC	Buy	65730.3→66400.7	+4.63	timeout
06-15 16:03	BTC	Buy	65821.3→67101.6	+9.26	timeout
06-15 09:20	BTC	Buy	64763.2→65722.7	+6.97	timeout
06-14 18:56	BTC	Buy	64259.2→63777.8	-4.24	timeout
06-14 12:52	BTC	Buy	64511.2→64276.8	-2.27	timeout
06-14 06:29	BTC	Buy	64174.2→64328.8	+0.76	timeout
06-13 23:07	BTC	Buy	63848.2→64425.8	+4.06	timeout
06-13 16:50	BTC	Buy	63626.2→63896.8	+1.67	timeout
06-13 09:13	BTC	Buy	63608.2→63782.8	+0.87	timeout
06-12 23:31	BTC	Buy	63756.2→63448.8	-2.88	timeout
06-12 17:40	BTC	Buy	63348.2→63782.8	+2.97	timeout
06-12 11:39	BTC	Buy	63485.2→63659.8	+0.89	timeout
06-12 05:42	BTC	Buy	63336.2→63343.8	-0.42	timeout
06-11 23:04	BTC	Buy	63158.2→63389.8	+1.32	timeout
06-11 04:02	BTC	Buy	62477.1→62617.9	+0.61	timeout
06-10 20:19	BTC	Buy	61601.1→61816.9	+1.28	timeout
06-10 03:09	BTC	Buy	61627.1→62016.9	+2.77	timeout
06-09 19:43	BTC	Buy	63169.2→61841.9	-11.00	timeout
06-09 08:14	BTC	Buy	63230.2→62881.9	-3.22	timeout
06-09 02:12	BTC	Buy	63843.2→62738.9	-9.09	timeout
06-08 20:05	BTC	Buy	63152.2→63361.8	+1.19	timeout
06-08 14:01	BTC	Buy	63130.2→63762.8	+4.54	timeout
06-08 08:37	BTC	Buy	61741.1→63121.8	+10.68	timeout
06-08 02:21	BTC	Buy	61973.1→63022.8	+7.99	timeout
06-07 19:51	BTC	Buy	62213.1→61315.9	-7.64	timeout
06-07 14:25	BTC	Buy	61279.1→62038.9	+5.74	timeout
06-07 07:52	BTC	Buy	60593→62212.9	+12.97	timeout
06-07 01:34	BTC	Buy	60756→61530.9	+5.89	timeout
06-06 10:16	BTC	Buy	61492.1→60690	-6.99	timeout
06-06 03:26	BTC	Buy	60988→60718	-2.67	timeout
06-05 14:28	BTC	Buy	62854.1→60300.8	-20.76	stop_loss
06-05 14:04	BTC	Buy	63072.2→60511.7	-20.75	stop_loss
06-05 09:19	BTC	Buy	63616.2→62985.9	-5.39	timeout
06-05 03:52	BTC	Buy	63860.2→62761.9	-9.02	timeout
06-04 21:45	BTC	Buy	62939.1→63489.8	+3.94	timeout
06-04 16:59	BTC	Buy	64363.2→63525.8	-7.00	timeout
06-04 01:22	BTC	Buy	65235.3→62587.6	-20.74	stop_loss
06-03 23:54	BTC	Buy	66755.3→64045.8	-20.74	stop_loss
06-03 16:41	BTC	Buy	66373.3→65927.7	-3.84	timeout
06-03 11:53	BTC	Buy	66680.3→67040.6	+2.20	timeout
06-03 04:07	BTC	Buy	67481.4→66349.7	-8.84	timeout
06-02 15:26	BTC	Buy	70167.5→67287	-20.99	stop_loss
06-02 14:22	BTC	Buy	70914.5→68036.6	-20.76	stop_loss
06-02 08:06	BTC	Buy	71519.6→70039.5	-10.87	timeout
06-01 03:52	BTC	Buy	73635.7→73801.3	+0.64	timeout
05-31 19:28	BTC	Buy	73894.7→73455.3	-3.43	timeout
05-31 07:47	BTC	Buy	74028.7→73856.3	-1.69	timeout
05-30 02:53	BTC	Buy	73053.7→73721.3	+4.10	timeout
05-29 19:48	BTC	Buy	73376.7→73619.3	+1.17	timeout
05-29 02:52	BTC	Buy	72881.6→73306.3	+2.40	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-280.66

total pnl ($)

-61.5 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	91	44%	-61.5	-280.66

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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