cross_asset_basis_div_eth_btc_48h

not live
141
closed trades
29%
win rate
-653.69
total pnl ($)
0.250
weight
7d window — n=18 wr=11% pnl=-174.35  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 22:49BTCBuy59727→60156+3.24timeout
06-26 12:42BTCBuy60550→59058.5-12.78stop_loss
06-26 02:13ETHBuy1562.36→1523.49-12.83stop_loss
06-26 02:13ETHBuy1566.06→1526.68-12.98stop_loss
06-25 13:54BTCBuy59994→58518.8-12.64stop_loss
06-25 13:51BTCBuy60636→59144.5-12.66stop_loss
06-25 13:49BTCBuy60721→59227.4-12.70stop_loss
06-25 13:48BTCBuy61024.1→59523.2-12.68stop_loss
06-24 15:47ETHBuy1658.67→1617.63-12.61stop_loss
06-24 15:32BTCBuy62214.1→60683.6-12.55stop_loss
06-24 14:17BTCBuy62601.1→61060.4-12.54stop_loss
06-24 13:48BTCBuy62800.1→61255.3-12.64stop_loss
06-23 08:24BTCBuy63864.2→62293.7-12.68stop_loss
06-23 08:13ETHBuy1719.17→1676.69-12.78stop_loss
06-23 06:13ETHBuy1733.07→1705.43-7.97timeout
06-23 02:53ETHBuy1736.17→1733.43-1.12timeout
06-22 23:35ETHBuy1740.67→1725.33-4.83timeout
06-22 19:40ETHBuy1727.57→1733.83+1.41timeout
06-21 02:34ETHBuy1704.07→1735.13+8.58timeout
06-20 23:20BTCBuy62794.1→64236.8+10.93timeout
06-20 20:17ETHBuy1710.37→1728.83+4.73timeout
06-20 17:24BTCBuy62357.1→63874.8+11.74timeout
06-18 15:57BTCBuy63899.2→62320.7-12.67stop_loss
06-18 15:51BTCBuy64143.2→62565.6-12.54stop_loss
06-18 15:36ETHBuy1758.98→1715.47-12.72stop_loss
06-18 15:36BTCBuy64674.2→63083.3-12.56stop_loss
06-17 22:03ETHBuy1769.68→1725.96-12.81stop_loss
06-17 19:29BTCBuy65882.3→64253.6-12.81stop_loss
06-17 19:29BTCBuy65944.3→64313.6-12.81stop_loss
06-17 11:02BTCBuy66319.3→64683.4-12.87stop_loss
06-17 08:49BTCBuy66463.3→64828.3-12.90stop_loss
06-17 08:31BTCBuy66761.3→65119.2-12.84stop_loss
06-16 02:57BTCBuy64474.2→65711.7+9.23timeout
06-16 02:28ETHBuy1815.98→1770.94-12.85stop_loss
06-15 15:52BTCBuy64393.2→67221.6+21.39take_profit
06-15 13:24BTCBuy64067.2→66879.7+21.51take_profit
06-15 11:19ETHBuy1674.87→1748.23+21.34take_profit
06-14 11:41BTCBuy63701.2→64591.8+6.56timeout
06-14 00:31ETHBuy1671.17→1680.63+2.25timeout
06-13 21:13ETHBuy1680.47→1674.03-2.24timeout
06-13 18:04ETHBuy1681.87→1674.33-2.66timeout
06-12 08:41BTCBuy61278.1→63407.8+16.77timeout
06-11 19:32BTCBuy62014.1→63800.8+13.69timeout
06-11 17:49ETHBuy1620.46→1691.83+21.46take_profit
06-11 15:51BTCBuy61233.1→62615.9+10.65timeout
06-09 16:06ETHBuy1667.07→1625.72-12.65stop_loss
06-09 15:55BTCBuy62608.1→61066.4-12.80stop_loss
06-09 14:30BTCBuy63001.1→61425.2-12.97stop_loss
06-09 14:29BTCBuy63090.2→61531.1-12.82stop_loss
06-07 22:14ETHBuy1632.76→1705.73+21.97take_profit
06-07 22:14ETHBuy1623.66→1694.83+21.51take_profit
06-07 22:14BTCBuy60783→63451.8+21.52take_profit
06-07 22:14ETHBuy1617.56→1688.43+21.52take_profit
06-07 08:48BTCBuy60238→62913.9+21.79take_profit
06-07 08:48BTCBuy60151→62793.9+21.55take_profit
06-07 08:46BTCBuy60038→62674.9+21.53take_profit
06-06 04:08ETHBuy1583.76→1544.47-12.83stop_loss
06-06 03:32ETHBuy1597.16→1557.66-12.79stop_loss
06-05 18:52BTCBuy60809→59313.4-12.75stop_loss
06-05 13:57ETHBuy1660.07→1619.03-12.78stop_loss
06-05 13:56ETHBuy1664.17→1622.93-12.81stop_loss
06-05 13:56ETHBuy1664.77→1623.63-12.80stop_loss
06-05 13:48ETHBuy1683.37→1641.81-12.77stop_loss
06-05 06:20BTCBuy63268.2→61710-12.71stop_loss
06-05 06:18ETHBuy1699.17→1657.01-12.86stop_loss
06-05 06:16BTCBuy63461.2→61900.9-12.70stop_loss
06-05 05:47ETHBuy1732.87→1689.99-12.82stop_loss
06-05 03:01ETHBuy1768.78→1725.06-12.70stop_loss
06-05 02:43ETHBuy1774.38→1730.56-12.73stop_loss
06-04 09:26ETHBuy1791.58→1747.35-12.78stop_loss
06-04 02:03ETHBuy1767.58→1722.97-13.07stop_loss
06-04 02:03ETHBuy1779.58→1735.36-12.89stop_loss
06-04 00:27BTCBuy65195.3→63592-12.74stop_loss
06-03 20:55BTCBuy66365.3→64733.4-12.79stop_loss
06-03 19:54BTCBuy66998.3→65332-12.94stop_loss
06-03 16:24ETHBuy1862.39→1816.41-12.79stop_loss
06-03 16:01ETHBuy1878.69→1832.2-12.82stop_loss
06-03 03:48BTCBuy67326.4→65670.9-12.75stop_loss
06-02 22:52ETHBuy1916.69→1869.18-12.84stop_loss
06-02 14:27ETHBuy1979.7→1930.74-12.82stop_loss
06-02 14:23ETHBuy1985→1935.94-12.81stop_loss
06-02 13:13BTCBuy70586.5→68851.1-12.81stop_loss
06-02 08:56BTCBuy71417.6→69661.7-12.81stop_loss
06-02 07:03BTCBuy71459.6→69700.6-12.83stop_loss
06-01 22:22BTCBuy74093.7→71137.9-20.65stop_loss
06-01 12:11ETHBuy2019.2→1969.02-13.04stop_loss
06-01 09:41ETHBuy2015→1987.5-7.57timeout
06-01 07:49ETHBuy2020→1970.12-13.00stop_loss
05-30 13:03BTCBuy73473.7→73713.3+1.05timeout
05-30 10:34ETHBuy1991.5→2019+6.29timeout
05-30 07:23ETHBuy1990.5→2014.2+5.27timeout
05-30 06:45ETHBuy1980.3→2018.6+8.98timeout
05-30 04:09ETHBuy1983.5→2009+5.74timeout
05-28 04:02BTCBuy74606.7→72772-12.75stop_loss
05-28 03:18BTCBuy75309.8→73443.6-12.84stop_loss
05-28 03:18ETHBuy2026.9→1976.81-12.79stop_loss
05-28 01:17BTCBuy75966.8→74095.2-12.78stop_loss
05-27 21:44ETHBuy2075.11→2023.79-12.89stop_loss
05-27 21:40ETHBuy2079.41→2027.38-13.00stop_loss
05-27 21:40ETHBuy2078.91→2027.38-12.90stop_loss

Paper vs Live

Paper (trades.jsonl)
141
closed
29%
win rate
-653.69
total pnl ($)
-92.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH8127%-105.6-430.12
BTC6032%-74.1-223.57

Recent bounces (last 20 of 1)

timesymsidereason
06-28 01:26ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems