cross_asset_basis_div_eth_btc_4h · strategy

332

closed trades

40%

win rate

-352.46

total pnl ($)

1.000

weight

7d window — n=52 wr=40% pnl=-38.86 · 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 03:13	ETH	Buy	1575.36→1574.54	-0.70	timeout
06-28 00:07	BTC	Buy	60235→60075	-1.77	timeout
06-27 20:59	BTC	Buy	60771→60241	-4.80	timeout
06-27 17:44	ETH	Buy	1589.46→1593.14	+0.71	timeout
06-27 16:39	BTC	Buy	60297→60738	+3.21	timeout
06-27 13:32	BTC	Buy	60384→60418	-0.17	timeout
06-27 10:15	BTC	Buy	60126→60437	+2.13	timeout
06-27 06:44	ETH	Buy	1582.96→1581.94	-0.77	timeout
06-27 03:33	BTC	Buy	59949→60279	+2.30	timeout
06-26 23:03	BTC	Buy	59665→60063	+2.86	timeout
06-26 18:57	BTC	Buy	60330→59509.3	-7.27	stop_loss
06-26 16:00	BTC	Buy	59230→60527	+10.49	take_profit
06-26 12:40	ETH	Buy	1553.16→1531.38	-7.45	stop_loss
06-26 10:00	ETH	Buy	1554.36→1550.34	-1.73	timeout
06-26 03:56	ETH	Buy	1528.05→1561.44	+10.48	take_profit
06-26 02:12	BTC	Buy	59783→58967.6	-7.27	stop_loss
06-25 23:10	ETH	Buy	1561.36→1567.94	+1.66	timeout
06-25 20:09	BTC	Buy	59803→59626	-1.93	timeout
06-25 13:44	BTC	Buy	60826→59998	-7.26	stop_loss
06-25 13:32	ETH	Buy	1643.16→1620.43	-7.36	stop_loss
06-25 10:50	BTC	Buy	61744.1→61309.9	-3.97	timeout
06-25 07:21	BTC	Buy	60761→61793.9	+8.05	timeout
06-25 03:55	BTC	Buy	61010.1→60818	-2.02	timeout
06-25 00:50	ETH	Buy	1618.96→1618.44	-0.63	timeout
06-24 20:06	BTC	Buy	59114→60413	+10.56	take_profit
06-24 15:45	ETH	Buy	1644.66→1622.13	-7.30	stop_loss
06-24 13:22	BTC	Buy	62713.1→61856	-7.28	stop_loss
06-24 12:54	BTC	Buy	62766.1→62662.9	-1.27	timeout
06-24 09:05	ETH	Buy	1669.27→1669.43	-0.41	timeout
06-24 06:00	BTC	Buy	62942.1→62835.9	-1.30	timeout
06-24 02:43	BTC	Buy	62553.1→62710.9	+0.80	timeout
06-23 23:38	ETH	Buy	1659.47→1662.03	+0.34	timeout
06-23 19:55	BTC	Buy	62320.1→62344.9	-0.25	timeout
06-23 16:41	ETH	Buy	1657.87→1660.83	+0.44	timeout
06-23 13:39	BTC	Buy	62419.1→62338.9	-1.08	timeout
06-23 08:27	BTC	Buy	62904.1→62046.9	-7.26	stop_loss
06-23 06:08	BTC	Buy	64012.2→63134.3	-7.31	stop_loss
06-23 04:49	ETH	Buy	1729.17→1721.93	-2.54	timeout
06-23 01:16	ETH	Buy	1734.67→1732.23	-1.15	timeout
06-22 22:09	ETH	Buy	1744.77→1733.03	-3.81	timeout
06-22 18:38	ETH	Buy	1752.28→1741.03	-3.67	timeout
06-22 15:25	ETH	Buy	1750.68→1752.42	+0.03	timeout
06-22 11:34	ETH	Buy	1748.17→1759.82	+2.86	timeout
06-22 08:24	BTC	Buy	63974.2→64235.8	+1.59	timeout
06-22 04:56	BTC	Buy	63798.2→64048.8	+1.51	timeout
06-22 01:32	BTC	Buy	63725.2→64559.8	+6.09	timeout
06-21 21:09	ETH	Buy	1732.97→1708.97	-7.37	stop_loss
06-21 19:23	ETH	Buy	1729.07→1733.43	+0.81	timeout
06-21 16:23	BTC	Buy	63953.2→64193.8	+1.43	timeout
06-21 13:19	ETH	Buy	1725.77→1725.73	-0.45	timeout
06-21 10:13	ETH	Buy	1733.17→1733.53	-0.34	timeout
06-21 07:08	ETH	Buy	1733.97→1733.83	-0.49	timeout
06-21 04:04	BTC	Buy	64232.2→64354.8	+0.51	timeout
06-21 01:01	ETH	Buy	1730.27→1736.23	+1.25	timeout
06-20 22:00	ETH	Buy	1726.57→1734.23	+1.75	timeout
06-20 18:47	BTC	Buy	63843.2→63799.8	-0.79	timeout
06-20 15:43	ETH	Buy	1727.57→1738.03	+2.56	timeout
06-20 12:39	ETH	Buy	1722.97→1724.73	+0.04	timeout
06-20 09:24	BTC	Buy	63703.2→63541.8	-1.74	timeout
06-20 06:08	ETH	Buy	1707.97→1726.13	+4.85	timeout
06-20 02:57	BTC	Buy	63310.2→63321.8	-0.36	timeout
06-19 23:48	ETH	Buy	1701.27→1706.43	+1.07	timeout
06-19 20:13	BTC	Buy	63249.2→63038.8	-2.12	timeout
06-19 16:45	ETH	Buy	1685.57→1704.03	+5.03	timeout
06-19 13:32	ETH	Buy	1693.57→1690.53	-1.35	timeout
06-19 10:29	ETH	Buy	1700.97→1689.43	-3.85	timeout
06-19 09:50	ETH	Buy	1695.67→1690.23	-2.06	timeout
06-19 06:36	ETH	Buy	1703.67→1697.63	-2.22	timeout
06-19 03:32	BTC	Buy	62894.1→62763.9	-1.47	timeout
06-19 00:30	ETH	Buy	1713.07→1713.83	-0.25	timeout
06-18 21:28	BTC	Buy	62333.1→62917.9	+4.26	timeout
06-18 15:36	BTC	Buy	63954.2→63084.3	-7.25	stop_loss
06-18 15:18	BTC	Buy	63984.2→63191.8	-6.64	timeout
06-18 12:10	ETH	Buy	1751.78→1745.13	-2.36	timeout
06-18 09:02	ETH	Buy	1726.57→1744.63	+4.75	timeout
06-18 05:04	BTC	Buy	64566.2→63681	-7.31	stop_loss
06-18 02:44	ETH	Buy	1743.07→1757.12	+3.56	timeout
06-17 23:41	ETH	Buy	1735.07→1746.93	+2.96	timeout
06-17 18:05	BTC	Buy	65900.3→64997.2	-7.31	stop_loss
06-17 17:13	ETH	Buy	1761.38→1772.32	+2.64	timeout
06-17 12:23	ETH	Buy	1770.98→1746.25	-7.43	stop_loss
06-17 11:02	BTC	Buy	65597.3→64703.4	-7.28	stop_loss
06-17 07:17	ETH	Buy	1791.28→1789.72	-0.90	timeout
06-17 04:12	BTC	Buy	65743.3→65861.7	+0.44	timeout
06-17 01:08	ETH	Buy	1796.58→1794.62	-1.01	timeout
06-16 22:05	BTC	Buy	66098.3→65724.7	-3.29	timeout
06-16 18:58	ETH	Buy	1779.68→1799.92	+5.21	timeout
06-16 14:23	BTC	Buy	66355.3→65438	-7.37	stop_loss
06-16 12:25	BTC	Buy	66493.3→66551.7	-0.03	timeout
06-16 08:53	ETH	Buy	1761.18→1799.82	+10.51	take_profit
06-16 05:49	BTC	Buy	66368.3→66024.7	-3.03	timeout
06-16 02:34	ETH	Buy	1794.48→1769.84	-7.31	stop_loss
06-15 22:24	ETH	Buy	1824.28→1797.12	-7.90	stop_loss
06-15 20:23	BTC	Buy	67124.4→66529.7	-4.89	timeout
06-15 17:21	BTC	Buy	66829.3→66770.7	-0.91	timeout
06-15 14:07	BTC	Buy	65662.3→66353.7	+4.82	timeout
06-15 11:07	ETH	Buy	1720.27→1739.33	+5.08	timeout
06-15 07:56	BTC	Buy	65952.3→65638.7	-2.83	timeout
06-15 04:46	BTC	Buy	65500.3→65660.7	+0.77	timeout
06-15 01:39	ETH	Buy	1709.37→1717.63	+1.96	timeout

Paper vs Live

Paper (trades.jsonl)

332

closed

40%

win rate

-352.46

total pnl ($)

-21.1 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	167	41%	-18.1	-152.34
ETH	165	39%	-24.2	-200.12

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 02:21	BTC	Buy	circuit_breaker
06-27 23:19	ETH	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…