cross_asset_basis_div_eth_btc_extreme

not live
107
closed trades
34%
win rate
-646.92
total pnl ($)
0.250
weight
7d window — n=16 wr=25% pnl=-182.64  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 02:36BTCBuy58812.9→60099+15.70timeout
06-25 15:15BTCBuy60310→58826.6-19.12stop_loss
06-25 13:48ETHBuy1618.96→1578.85-19.15stop_loss
06-25 13:45BTCBuy61329.1→59817.1-19.15stop_loss
06-25 13:43ETHBuy1633.46→1593.04-19.18stop_loss
06-24 16:51ETHBuy1627.06→1586.85-19.21stop_loss
06-24 15:41ETHBuy1670.07→1628.72-19.25stop_loss
06-24 15:33BTCBuy62165.1→60636.6-19.10stop_loss
06-24 13:46BTCBuy62851.1→61304.3-19.12stop_loss
06-23 08:17BTCBuy63931.2→62339.7-19.52stop_loss
06-23 05:23ETHBuy1754.68→1711.27-19.19stop_loss
06-23 01:07ETHBuy1736.07→1730.83-2.78timeout
06-22 21:44BTCBuy64005.2→64159.8+1.12timeout
06-22 21:39ETHBuy1769.48→1725.66-19.23stop_loss
06-22 14:47BTCBuy63843.2→64907.8+11.53timeout
06-21 22:41BTCBuy63313.2→63618.8+3.01timeout
06-21 02:36ETHBuy1703.67→1736.03+13.38timeout
06-20 21:02ETHBuy1711.47→1730.23+7.44timeout
06-18 15:40BTCBuy64199.2→62618.5-19.14stop_loss
06-18 15:29ETHBuy1761.38→1717.87-19.20stop_loss
06-17 22:03ETHBuy1767.78→1723.97-19.26stop_loss
06-17 19:51ETHBuy1771.88→1727.96-19.27stop_loss
06-17 19:41BTCBuy65743.3→64126.7-19.16stop_loss
06-17 19:29BTCBuy65988.3→64365.6-19.19stop_loss
06-16 14:23BTCBuy67156.4→65502-19.27stop_loss
06-16 14:18ETHBuy1829.48→1784.23-19.24stop_loss
06-16 00:23BTCBuy64466.2→66270.7+20.54timeout
06-15 15:47BTCBuy64349.2→67178.6+32.32take_profit
06-15 13:19BTCBuy63993.2→66802.7+32.30take_profit
06-15 13:12ETHBuy1719.57→1794.92+32.17take_profit
06-15 12:24BTCBuy63940.2→66263.7+26.61timeout
06-15 07:51ETHBuy1676.67→1716.83+17.22timeout
06-14 15:00BTCBuy64049.2→64032.8-0.90timeout
06-13 15:01BTCBuy62532.1→64192.8+19.12timeout
06-11 16:47BTCBuy61284.1→62591.9+15.16timeout
06-09 15:56BTCBuy62546.1→61006.4-19.14stop_loss
06-09 14:29BTCBuy63090.2→61535.1-19.20stop_loss
06-09 14:18ETHBuy1684.57→1642.91-19.21stop_loss
06-07 22:14ETHBuy1634.06→1705.73+32.33take_profit
06-07 22:14ETHBuy1628.36→1699.83+32.32take_profit
06-07 22:14ETHBuy1611.96→1682.83+32.45take_profit
06-07 22:14BTCBuy60482→63137.8+32.29take_profit
06-06 04:31ETHBuy1561.06→1522.49-19.00stop_loss
06-06 03:35ETHBuy1593.86→1554.27-19.26stop_loss
06-05 15:39ETHBuy1613.26→1573.36-19.22stop_loss
06-05 13:56BTCBuy62541.1→60996.4-19.20stop_loss
06-05 05:46ETHBuy1733.67→1690.79-19.22stop_loss
06-04 03:31BTCBuy61450.1→64155.8+32.35take_profit
06-04 00:25BTCBuy65503.3→63892.8-19.11stop_loss
06-03 20:54ETHBuy1825.98→1780.53-19.34stop_loss
06-03 15:46ETHBuy1884.39→1837.8-19.21stop_loss
06-02 23:00ETHBuy1903.69→1856.09-19.42stop_loss
06-02 19:33BTCBuy68002.4→66330.5-19.12stop_loss
06-02 12:31BTCBuy70886.5→69142-19.23stop_loss
06-02 07:03BTCBuy71482.6→69716.6-19.30stop_loss
06-01 15:31BTCBuy73675.7→71235.8-25.75stop_loss
06-01 15:31BTCBuy74063.7→71235.8-29.63stop_loss
06-01 12:11ETHBuy2019.3→1969.32-19.48stop_loss
06-01 10:36ETHBuy2019.5→1981.4-15.27timeout
06-01 07:47ETHBuy2024.7→1974.61-19.52stop_loss
05-31 06:34BTCBuy73684.7→74042.3+2.81timeout
05-30 21:46ETHBuy2020.8→2029.4+2.06timeout
05-30 17:44BTCBuy73453.7→73912.3+3.67timeout
05-30 14:09ETHBuy1976.1→2021.9+16.50timeout
05-30 03:12BTCBuy74114.7→73738.3-4.61timeout
05-28 03:18BTCBuy75701.8→73840.4-19.12stop_loss
05-28 03:17BTCBuy75810.8→73944.3-19.14stop_loss
05-28 03:17ETHBuy2056.21→2005.2-19.20stop_loss
05-28 03:16BTCBuy75885.8→74017.3-19.15stop_loss
05-27 21:47ETHBuy2073.11→2021.09-19.57stop_loss
05-27 13:38BTCBuy76805.8→74918.8-18.98stop_loss
05-27 04:30BTCBuy77152.9→75259.6-18.89stop_loss
05-26 22:13BTCBuy77571.9→75668.4-19.14stop_loss
05-26 17:30ETHBuy2107.81→2055.87-19.04stop_loss
05-26 17:26ETHBuy2116.81→2064.76-18.95stop_loss
05-26 00:01BTCBuy76698.8→77301.1+5.16timeout
05-25 20:10ETHBuy2078.21→2120.69+14.21timeout
05-25 15:35BTCBuy75402.8→77631.1+21.18timeout
05-25 07:46BTCBuy75206.8→77282.1+19.67timeout
05-25 04:20BTCBuy75552.8→77027.1+13.80timeout
05-23 20:38ETHBuy2029.9→2119.19+32.23take_profit
05-23 07:50ETHBuy2062.21→2011.49-19.13stop_loss
05-23 07:50ETHBuy2078.31→2023.69-20.41stop_loss
05-22 23:48BTCBuy77224.9→75322.6-19.21stop_loss
05-22 19:30BTCBuy77763.9→75849.3-19.27stop_loss
05-22 19:30ETHBuy2127.01→2074.65-19.22stop_loss
05-22 18:46BTCBuy77957.9→76044.2-19.32stop_loss
05-22 18:45ETHBuy2136.31→2083.75-19.32stop_loss
05-22 07:45BTCBuy77318.9→77438.1+0.43timeout
05-21 01:42ETHBuy2129.11→2142.39+3.55timeout
05-20 22:00BTCBuy77071.9→77445.1+2.77timeout
05-20 19:01ETHBuy2083.91→2131.69+16.42timeout
05-20 14:45ETHBuy2108.21→2136.79+9.20timeout
05-20 07:45BTCBuy76983.8→77311.1+2.09timeout
05-18 15:03ETHBuy2148.81→2095.94-19.13stop_loss
05-17 23:40BTCBuy79057→77095.6-19.57stop_loss
05-17 21:46BTCBuy79055→79051-1.01timeout
05-17 14:00BTCBuy78660.9→78657-1.01timeout
05-16 16:41ETHBuy2226.42→2171.6-19.18stop_loss
05-16 07:13ETHBuy2244.92→2189.69-19.20stop_loss

Paper vs Live

Paper (trades.jsonl)
107
closed
34%
win rate
-646.92
total pnl ($)
-79.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5838%-61.3-272.21
ETH4929%-101.2-374.71

Recent bounces (last 20 of 1)

timesymsidereason
06-28 02:21BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems