btc_basis_fear_threshold_long

not live
76
closed trades
50%
win rate
-124.51
total pnl ($)
0.783
weight
7d window — n=19 wr=37% pnl=-67.11  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 15:10BTCBuy59986→59192-7.10timeout
06-28 07:02BTCBuy60233→60128-1.32timeout
06-28 00:57BTCBuy60763→60125-5.70timeout
06-27 13:45BTCBuy60198→60574+2.67timeout
06-27 07:21BTCBuy60000→60342+2.39timeout
06-27 01:10BTCBuy60240→59933-3.00timeout
06-26 19:48BTCBuy59419→59838+3.05timeout
06-26 13:04BTCBuy59841→59159-6.16timeout
06-26 06:28BTCBuy59808→59892+0.27timeout
06-26 00:20BTCBuy59811→59754-0.93timeout
06-25 13:53BTCBuy61206.1→59027.5-18.24stop_loss
06-25 13:48BTCBuy61563.1→59372.3-18.20stop_loss
06-25 07:18BTCBuy60887→61817.9+7.19timeout
06-25 01:08BTCBuy59768→60735+7.65timeout
06-24 15:43BTCBuy62768.1→60534.7-18.22stop_loss
06-24 14:17BTCBuy62767.1→61084.9-13.77timeout
06-24 07:39BTCBuy62577.1→62613.9-0.17timeout
06-24 00:56BTCBuy62477.1→62937.9+3.22timeout
06-23 18:34BTCBuy62290.1→62254.9-0.73timeout
06-23 14:25BTCBuy62603.1→62504.9-1.23timeout
06-19 16:45BTCBuy62625.1→63198.8+4.13timeout
06-18 02:32BTCBuy65486.3→64702.8-6.44timeout
06-16 19:04BTCBuy66568.3→65677.7-7.17timeout
06-16 12:37BTCBuy65828.3→66627.7+5.59timeout
06-16 06:28BTCBuy66159.3→66256.7+0.31timeout
06-16 00:12BTCBuy67190.4→66354.7-6.66timeout
06-15 18:00BTCBuy65578.3→66801.7+8.84timeout
06-15 11:56BTCBuy65942.3→66205.7+1.55timeout
06-15 05:50BTCBuy65534.3→65746.7+1.17timeout
06-14 23:47BTCBuy64009.2→65590.7+11.90timeout
06-14 17:41BTCBuy64482.2→63786.8-5.88timeout
06-14 11:32BTCBuy64502.2→64558.8-0.01timeout
06-14 05:18BTCBuy64240.2→64318.8+0.17timeout
06-13 23:04BTCBuy64218.2→64428.8+1.18timeout
06-13 16:59BTCBuy63784.2→63974.8+1.04timeout
06-13 10:47BTCBuy63622.2→63857.8+1.37timeout
06-13 04:45BTCBuy63502.2→63597.8+0.31timeout
06-12 22:51BTCBuy63605.2→63497.8-1.31timeout
06-12 16:43BTCBuy63370.2→63804.8+2.97timeout
06-12 10:40BTCBuy63574.2→63687.8+0.42timeout
06-12 04:49BTCBuy63247.2→63691.8+3.04timeout
06-11 22:43BTCBuy62856.1→63487.8+4.53timeout
06-11 16:34BTCBuy62929.1→62676.9-2.48timeout
06-11 10:33BTCBuy61960.1→62862.9+6.79timeout
06-11 04:30BTCBuy61830.1→62605.9+5.77timeout
06-10 22:28BTCBuy62113.1→61284.9-7.12timeout
06-10 16:19BTCBuy61597.1→62294.9+5.19timeout
06-10 01:54BTCBuy61684.1→62016.9+2.28timeout
06-09 19:55BTCBuy62600.1→62016.9-5.07timeout
06-09 13:55BTCBuy63319.2→62321.9-8.32timeout
06-09 07:55BTCBuy63002.1→63177.8+0.93timeout
06-09 01:49BTCBuy63440.2→62763.9-5.78timeout
06-08 19:45BTCBuy63639.2→63460.8-1.87timeout
06-08 13:41BTCBuy62401.1→63479.8+8.18timeout
06-08 07:35BTCBuy63134.2→63159.8-0.26timeout
06-08 01:35BTCBuy62244.1→63057.8+6.06timeout
06-07 19:32BTCBuy62541.1→61335.9-10.07timeout
06-07 13:37BTCBuy61755.1→61676.9-1.09timeout
06-07 07:36BTCBuy60709→62235.9+12.14timeout
06-07 01:32BTCBuy60683→61480.9+6.10timeout
06-06 19:13BTCBuy60603→60717+0.51timeout
06-06 13:05BTCBuy59815→61014.9+9.60timeout
06-06 04:34BTCBuy61710.1→59513.3-18.25stop_loss
06-05 23:22BTCBuy60679→61151.9+3.43timeout
06-05 13:56BTCBuy63136.2→60889.5-18.24stop_loss
06-05 12:06BTCBuy62622.1→61782.9-7.16timeout
06-05 05:19BTCBuy63614.2→63292.8-2.96timeout
06-04 23:50BTCBuy63713.2→63745.8-0.18timeout
06-04 17:43BTCBuy62870.1→62937.9+0.07timeout
06-04 13:00BTCBuy64263.2→63628.8-5.36timeout
06-04 00:39BTCBuy65358.3→63032.3-18.24stop_loss
06-03 23:02BTCBuy66798.3→64740.8-15.85timeout
06-03 13:36BTCBuy66890.3→66972.7+0.15timeout
06-03 09:50BTCBuy66589.3→67025.6+2.78timeout
06-03 01:42BTCBuy67537.4→66564.7-7.65timeout
06-02 11:46BTCBuy70978.5→69453.5-11.24timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
50%
win rate
-124.51
total pnl ($)
-32.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7650%-32.7-124.51

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems