btc_perp_spot_discount_stablecoin_slope_rv_chop_long · strategy

155

closed trades

50%

win rate

-172.04

total pnl ($)

0.300

weight

7d window — n=71 wr=46% pnl=-148.36 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 04:48	BTC	Buy	60776→60146	-5.07	timeout
06-28 02:44	BTC	Buy	60625→60085	-4.42	timeout
06-28 00:43	BTC	Buy	60300→60113	-1.77	timeout
06-27 22:33	BTC	Buy	60384→60120	-2.35	timeout
06-27 18:30	BTC	Buy	60178→60478	+1.85	timeout
06-27 16:28	BTC	Buy	60400→60682	+1.71	timeout
06-27 14:22	BTC	Buy	60275→60595	+1.98	timeout
06-27 12:24	BTC	Buy	60007→60284	+1.66	timeout
06-27 10:14	BTC	Buy	59888→60433	+3.67	timeout
06-27 06:14	BTC	Buy	60045→60103	+0.03	timeout
06-27 04:16	BTC	Buy	60196→60356	+0.79	timeout
06-27 02:11	BTC	Buy	59966→60008	-0.10	timeout
06-26 23:59	BTC	Buy	59381→60093	+4.92	timeout
06-26 22:07	BTC	Buy	59757→59793	-0.17	timeout
06-26 17:42	BTC	Buy	59882→59961	+0.15	timeout
06-26 15:38	BTC	Buy	59261→60309	+7.53	timeout
06-26 12:42	BTC	Buy	60534→59045.5	-11.48	stop_loss
06-26 09:21	BTC	Buy	59560→60112	+3.78	timeout
06-26 07:21	BTC	Buy	59224→60477	+9.12	timeout
06-26 05:19	BTC	Buy	59483→59923	+2.93	timeout
06-26 03:14	BTC	Buy	59058→58831.1	-2.11	timeout
06-26 02:13	BTC	Buy	60114→58620.7	-11.58	stop_loss
06-25 13:46	BTC	Buy	61062.1→59558.2	-11.48	stop_loss
06-25 13:46	BTC	Buy	61227.1→59717.1	-11.50	stop_loss
06-25 13:44	BTC	Buy	61544.1→60028	-11.48	stop_loss
06-25 13:43	BTC	Buy	61694.1→60176.9	-11.47	stop_loss
06-25 13:42	BTC	Buy	61707.1→60188.9	-11.47	stop_loss
06-25 12:58	BTC	Buy	60766→61140.9	+2.37	timeout
06-25 10:54	BTC	Buy	60824→61311.9	+3.19	timeout
06-25 08:52	BTC	Buy	61120.1→61745.9	+4.20	timeout
06-25 06:50	BTC	Buy	59393→61748.9	+17.46	timeout
06-25 04:49	BTC	Buy	60046→61013.9	+6.85	timeout
06-24 16:51	BTC	Buy	61064.1→59557.2	-11.49	stop_loss
06-24 14:17	BTC	Buy	62604.1→61061.4	-11.49	stop_loss
06-24 14:02	BTC	Buy	62692.1→61150.4	-11.47	stop_loss
06-24 14:02	BTC	Buy	62694.1→61152.3	-11.47	stop_loss
06-24 13:48	BTC	Buy	62808.1→61262.3	-11.48	stop_loss
06-24 13:47	BTC	Buy	62813.1→61267.3	-11.48	stop_loss
06-24 12:34	BTC	Buy	62790.1→62813.9	-0.24	timeout
06-24 10:27	BTC	Buy	62579.1→62528.9	-0.79	timeout
06-24 08:25	BTC	Buy	62406.1→62661.9	+1.40	timeout
06-24 06:34	BTC	Buy	62261.1→62796.9	+3.44	timeout
06-24 02:23	BTC	Buy	62610.1→62681.9	+0.09	timeout
06-24 00:22	BTC	Buy	62352.1→62827.9	+3.03	timeout
06-23 22:22	BTC	Buy	62385.1→62681.9	+1.74	timeout
06-23 20:23	BTC	Buy	62362.1→62449.9	+0.22	timeout
06-23 18:24	BTC	Buy	62590.1→62339.9	-2.21	timeout
06-23 08:17	BTC	Buy	63919.2→62340.7	-11.54	stop_loss
06-23 06:21	BTC	Buy	64153.2→62565.6	-11.55	stop_loss
06-23 06:21	BTC	Buy	64315.2→62729.5	-11.51	stop_loss
06-23 06:20	BTC	Buy	64518.2→62930.4	-11.49	stop_loss
06-23 06:10	BTC	Buy	64653.2→63158.8	-10.82	timeout
06-22 23:40	BTC	Buy	64590.2→63985.8	-4.62	timeout
06-22 22:44	BTC	Buy	65410.3→63801.9	-11.47	stop_loss
06-22 21:44	BTC	Buy	64079.2→64165.8	+0.20	timeout
06-22 19:39	BTC	Buy	64306.2→64428.8	+0.43	timeout
06-22 17:32	BTC	Buy	64168.2→64422.8	+1.37	timeout
06-22 13:28	BTC	Buy	64632.2→64943.8	+1.70	timeout
06-22 11:23	BTC	Buy	63697.2→64225.8	+3.28	timeout
06-22 09:20	BTC	Buy	63543.2→64122.8	+3.66	timeout
06-22 07:15	BTC	Buy	64186.2→64218.8	-0.19	timeout
06-22 05:15	BTC	Buy	64165.2→64213.8	-0.07	timeout
06-22 01:10	BTC	Buy	64127.2→63844.8	-2.41	timeout
06-21 23:05	BTC	Buy	64355.2→63647.8	-5.34	timeout
06-21 21:04	BTC	Buy	63973.2→63800.8	-1.62	timeout
06-21 19:02	BTC	Buy	64226.2→64228.8	-0.37	timeout
06-21 17:00	BTC	Buy	64255.2→64103.8	-1.44	timeout
06-21 12:55	BTC	Buy	64258.2→64113.8	-1.39	timeout
06-21 10:51	BTC	Buy	64275.2→64378.8	+0.30	timeout
06-21 08:49	BTC	Buy	63875.2→63886.8	-0.38	timeout
06-21 06:48	BTC	Buy	63796.2→64279.8	+3.01	timeout
06-21 04:46	BTC	Buy	63937.2→64454.8	+3.24	timeout
06-21 00:40	BTC	Buy	63595.2→64255.8	+4.24	timeout
06-20 22:37	BTC	Buy	63595.2→64246.8	+4.20	timeout
06-20 20:37	BTC	Buy	63451.2→63833.8	+2.32	timeout
06-20 18:34	BTC	Buy	63678.2→63824.8	+0.63	timeout
06-20 16:31	BTC	Buy	63510.2→63905.8	+2.37	timeout
06-20 12:27	BTC	Buy	63521.2→63719.8	+0.98	timeout
06-20 10:24	BTC	Buy	63263.2→63626.8	+2.15	timeout
06-20 08:24	BTC	Buy	62970.1→63476.8	+3.18	timeout
06-20 06:21	BTC	Buy	63123.2→63635.8	+3.25	timeout
06-20 04:20	BTC	Buy	63250.2→63473.8	+1.19	timeout
06-20 00:19	BTC	Buy	62497.1→63474.8	+6.63	timeout
06-19 22:14	BTC	Buy	62492.1→63065.8	+3.71	timeout
06-19 20:13	BTC	Buy	62626.1→63038.8	+2.55	timeout
06-19 18:12	BTC	Buy	62766.1→63110.8	+2.07	timeout
06-19 16:10	BTC	Buy	62771.1→63072.8	+1.77	timeout
06-19 12:03	BTC	Buy	62910.1→62622.9	-2.42	timeout
06-19 09:59	BTC	Buy	62953.1→62365.9	-4.55	timeout
06-19 07:57	BTC	Buy	62931.1→62582.9	-2.77	timeout
06-19 05:55	BTC	Buy	62583.1→62702.9	+0.48	timeout
06-19 04:00	BTC	Buy	62441.1→62742.9	+1.80	timeout
06-18 15:57	BTC	Buy	63923.2→62343.7	-11.50	stop_loss
06-18 15:56	BTC	Buy	63955.2→62381.7	-11.43	stop_loss
06-18 15:40	BTC	Buy	64254.2→62667.5	-11.51	stop_loss
06-18 15:39	BTC	Buy	64381.2→62795.4	-11.48	stop_loss
06-18 15:27	BTC	Buy	64317.2→63355.8	-7.12	timeout
06-18 13:29	BTC	Buy	64642.2→64333.8	-2.55	timeout
06-18 11:25	BTC	Buy	64472.2→63886.8	-4.53	timeout
06-18 09:21	BTC	Buy	64274.2→64424.8	+0.63	timeout

Paper vs Live

Paper (trades.jsonl)

155

closed

50%

win rate

-172.04

total pnl ($)

-24.5 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	155	50%	-24.5	-172.04

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 05:10	BTC	Buy	circuit_breaker
06-28 01:00	BTC	Buy	circuit_breaker
06-27 23:00	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…