btc_funding_basis_divergence_short · strategy

closed trades

46%

win rate

+149.04

total pnl ($)

1.719

weight

7d window — n=11 wr=55% pnl=+73.69 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 56 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 17:53	BTC	Sell	59989→60583	-5.41	timeout
06-27 09:11	BTC	Sell	60107→60379	-2.67	timeout
06-27 02:17	BTC	Sell	58743.1→60089	-11.91	timeout
06-26 16:13	BTC	Sell	59779→60163	-3.57	timeout
06-25 16:49	BTC	Sell	60050→59316	+5.63	timeout
06-25 13:58	BTC	Sell	61570.9→58188.9	+27.00	take_profit
06-24 17:47	BTC	Sell	62574.9→59138	+26.89	take_profit
06-24 17:47	BTC	Sell	62598.9→59161	+26.95	take_profit
06-24 15:15	BTC	Sell	62304.9→60867	+10.90	timeout
06-24 08:23	BTC	Sell	62396.9→62645.1	-2.42	timeout
06-22 01:09	BTC	Sell	64244.8→63896.2	+2.31	timeout
06-20 17:18	BTC	Sell	63023.8→63898.2	-7.40	timeout
06-20 09:23	BTC	Sell	62309.9→63534.2	-10.22	timeout
06-18 18:07	BTC	Sell	65282.7→62679.1	+19.22	timeout
06-17 19:40	BTC	Sell	65603.7→64223.2	+10.08	timeout
06-16 16:18	BTC	Sell	67100.6→65782.3	+9.48	timeout
06-16 10:18	BTC	Sell	65689.7→66593.3	-7.29	timeout
06-15 11:23	BTC	Sell	64068.8→66351.5	-18.27	stop_loss
06-15 10:26	BTC	Sell	64588.8→65714.3	-9.17	timeout
06-14 23:14	BTC	Sell	64423.8→65538.3	-9.06	timeout
06-14 17:15	BTC	Sell	63936.8→63936.2	-0.37	timeout
06-14 10:58	BTC	Sell	63809.8→64502.2	-5.87	timeout
06-14 03:17	BTC	Sell	63640.8→64496.2	-7.20	timeout
06-13 21:15	BTC	Sell	63601.8→64210.2	-5.21	timeout
06-13 15:06	BTC	Sell	64010.8→64250.2	-2.28	timeout
06-13 07:58	BTC	Sell	63082.8→63794.2	-5.98	timeout
06-13 01:45	BTC	Sell	63364.8→63745.2	-3.45	timeout
06-12 19:41	BTC	Sell	63744.8→63704.2	-0.12	timeout
06-12 13:39	BTC	Sell	62835.9→63310.2	-4.16	timeout
06-12 07:03	BTC	Sell	62682.9→63034.2	-3.21	timeout
06-11 18:01	BTC	Sell	61557.9→63752	-18.19	stop_loss
06-11 15:05	BTC	Sell	62021.9→62628.1	-5.24	timeout
06-10 19:13	BTC	Sell	61785.9→61769.1	-0.25	timeout
06-10 13:03	BTC	Sell	62576.9→61482.1	+8.27	timeout
06-10 06:41	BTC	Sell	63307.8→62023.1	+9.63	timeout
06-10 00:01	BTC	Sell	63047.8→62023.1	+7.61	timeout
06-09 17:07	BTC	Sell	63548.8→61520.1	+15.58	timeout
06-09 11:03	BTC	Sell	63043.8→62660.1	+2.53	timeout
06-09 04:00	BTC	Sell	63118.8→62852.1	+1.66	timeout
06-08 14:35	BTC	Sell	62190.9→63829.2	-13.58	timeout
06-07 22:15	BTC	Sell	61647.9→63844.1	-18.27	stop_loss
06-07 21:29	BTC	Sell	60860→61747.1	-7.76	timeout
06-07 09:04	BTC	Sell	61131.9→62830.1	-14.38	timeout
06-07 08:47	BTC	Sell	60657→62822.5	-18.32	stop_loss
06-06 12:53	BTC	Sell	62018.9→61064.1	+7.19	timeout
06-05 20:50	BTC	Sell	59603→61726.9	-18.27	stop_loss
06-05 18:54	BTC	Sell	62595.9→59159	+27.03	take_profit
06-05 16:09	BTC	Sell	63483.8→59997	+27.05	take_profit
06-05 13:59	BTC	Sell	64137.8→60710	+26.27	timeout
06-05 06:54	BTC	Sell	64095.8→61991.1	+15.90	timeout
06-04 02:04	BTC	Sell	64971.8→61404.1	+27.01	take_profit
06-04 00:38	BTC	Sell	66793.7→63126.2	+27.00	take_profit
06-04 00:29	BTC	Sell	67028.6→63348.2	+26.99	take_profit
06-03 23:04	BTC	Sell	66244.7→64610.2	+11.89	timeout
06-03 15:26	BTC	Sell	67465.6→66454.3	+7.13	timeout
05-30 17:22	BTC	Sell	74197.3→73945.7	+1.36	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+149.04

total pnl ($)

+53.2 bps

avg bps net

Live (dry_run=0)

closed

33%

win rate

-0.39

total pnl ($)

-9.9 bps

avg bps net

Live: 3 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	56	46%	+53.2	+149.04

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…