cross_asset_basis_rank_regime_asymmetric

not live
387
closed trades
42%
win rate
-754.26
total pnl ($)
0.435
weight
7d window — n=51 wr=41% pnl=-124.04  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 22:00XRPBuy1.06387→1.05044-10.04timeout
06-27 22:00ADABuy0.147177→0.144372-14.86stop_loss
06-27 19:31SOLBuy72.2408→70.8819-14.78stop_loss
06-27 18:53ADABuy0.147127→0.146613-3.08timeout
06-27 16:32DOGEBuy0.0755819→0.076051+3.90timeout
06-27 12:19ADABuy0.148727→0.146743-10.62timeout
06-27 05:35ADABuy0.147497→0.147583-0.30timeout
06-26 20:16XRPBuy1.02636→1.04754+14.77timeout
06-26 15:39ADABuy0.143626→0.148153+22.95take_profit
06-26 14:28SOLBuy69.6574→71.8892+23.35take_profit
06-26 07:39BTCBuy58817.9→60696+23.27take_profit
06-26 06:22SOLBuy67.0171→69.1426+23.09take_profit
06-26 02:12ADABuy0.143316→0.140565-14.96stop_loss
06-26 02:12ETHBuy1574.76→1545.27-14.68stop_loss
06-25 22:10SOLBuy65.9629→67.1099+12.36timeout
06-25 13:44DOGEBuy0.076153→0.0747039-14.94stop_loss
06-25 13:44XRPBuy1.07557→1.05511-14.93stop_loss
06-25 13:42ETHBuy1629.06→1598.54-14.72stop_loss
06-25 12:50SOLBuy68.1142→68.4117+2.64timeout
06-25 03:08BTCBuy59649→60772+13.46timeout
06-25 00:52XRPBuy1.05566→1.07493+13.07timeout
06-24 20:49ADABuy0.140775→0.145234+23.15take_profit
06-24 15:37BTCBuy61754.1→60600.7-14.66stop_loss
06-24 15:33XRPBuy1.08397→1.063-15.11stop_loss
06-24 14:01DOGEBuy0.0780135→0.0765196-15.03stop_loss
06-24 13:48ETHBuy1672.67→1641.31-14.61stop_loss
06-24 13:43BTCBuy62676.1→61505.2-14.65stop_loss
06-24 10:10ADABuy0.150588→0.147609-15.50stop_loss
06-24 07:34XRPBuy1.10818→1.09913-6.80timeout
06-24 07:16BTCBuy62536.1→62754.9+1.92timeout
06-23 23:24ADABuy0.150458→0.151052+2.21timeout
06-23 16:41BTCBuy62379.1→62578.9+1.72timeout
06-23 16:18ETHBuy1653.67→1663.93+4.00timeout
06-23 16:15SOLBuy68.9533→69.2106+2.23timeout
06-23 06:21XRPBuy1.12948→1.10797-14.91stop_loss
06-23 06:08DOGEBuy0.0822636→0.0806375-15.39stop_loss
06-23 04:42ADABuy0.15914→0.15845-3.84timeout
06-22 22:28SOLBuy72.7609→71.3836-14.80stop_loss
06-22 16:41XRPBuy1.15769→1.13565-14.95stop_loss
06-22 16:32BTCBuy64217.2→64638.8+4.22timeout
06-22 16:32DOGEBuy0.0835649→0.0833092-2.99timeout
06-22 16:01ETHBuy1770.08→1736.96-14.72stop_loss
06-22 15:06ADABuy0.16091→0.15977-5.72timeout
06-22 09:10SOLBuy73.354→73.8979+4.83timeout
06-22 05:41XRPBuy1.13518→1.13632+0.04timeout
06-21 19:11XRPBuy1.14959→1.14471-3.83timeout
06-21 18:39BTCBuy64358.2→64180.8-2.74timeout
06-21 18:09ETHBuy1732.97→1722.13-5.37timeout
06-21 17:04SOLBuy73.177→74.3848+11.63timeout
06-21 15:51ADABuy0.16173→0.162139+1.24timeout
06-21 06:26ADABuy0.162811→0.16063-10.55timeout
06-20 19:04ETHBuy1727.67→1726.63-1.15timeout
06-20 18:25SOLBuy71.5757→71.7052+0.61timeout
06-20 14:25XRPBuy1.15059→1.13582-10.38timeout
06-20 14:11ADABuy0.162921→0.15978-15.18stop_loss
06-20 12:55DOGEBuy0.0834429→0.0837151+1.74timeout
06-20 08:26ADABuy0.162961→0.162839-1.24timeout
06-20 07:57BTCBuy63515.2→63660.8+0.99timeout
06-20 06:20DOGEBuy0.0830618→0.083919+7.17timeout
06-20 02:54XRPBuy1.13118→1.13882+4.41timeout
06-19 22:48ETHBuy1708.07→1708.83-0.37timeout
06-19 15:45BTCBuy62510.1→63220.8+7.86timeout
06-19 12:07ADABuy0.16135→0.15982-7.68timeout
06-19 02:11XRPBuy1.14149→1.14981+4.76timeout
06-19 01:27ETHBuy1673.57→1711.73+16.39timeout
06-18 15:25ADABuy0.165231→0.162068-15.02stop_loss
06-18 12:05ADABuy0.166132→0.164889-6.32timeout
06-18 05:48SOLBuy71.4127→70.9264-5.71timeout
06-17 22:03ADABuy0.167082→0.163877-15.06stop_loss
06-17 21:46DOGEBuy0.0865156→0.0856196-8.49timeout
06-17 21:45SOLBuy72.6219→71.5853-11.37timeout
06-17 18:05BTCBuy65912.3→64668.4-14.83stop_loss
06-17 18:05XRPBuy1.2198→1.1966-14.94stop_loss
06-17 16:56ETHBuy1766.58→1772.02+1.58timeout
06-17 08:31XRPBuy1.22101→1.1978-14.88stop_loss
06-17 08:19DOGEBuy0.088051→0.0863582-15.10stop_loss
06-17 08:11SOLBuy74.1811→72.7847-14.74stop_loss
06-17 07:19ADABuy0.172173→0.171707-2.78timeout
06-17 00:40ADABuy0.173213→0.172457-3.99timeout
06-16 21:09BTCBuy66158.3→65896.7-3.69timeout
06-16 14:23DOGEBuy0.0883871→0.0866889-15.09stop_loss
06-16 14:16ADABuy0.179735→0.176318-14.92stop_loss
06-16 13:52XRPBuy1.24881→1.22498-14.99stop_loss
06-16 12:33ETHBuy1782.38→1839.12+23.18take_profit
06-16 11:50ADABuy0.177144→0.178305+4.24timeout
06-16 04:55ETHBuy1790.98→1757.05-14.88stop_loss
06-15 20:00ADABuy0.188517→0.184921-14.98stop_loss
06-15 19:20DOGEBuy0.0897764→0.0888228-8.54timeout
06-15 13:16SOLBuy71.4727→73.7459+23.17take_profit
06-15 13:16ETHBuy1748.67→1804.52+23.27take_profit
06-15 12:35ETHBuy1717.97→1763.62+19.22timeout
06-15 12:24ADABuy0.180705→0.186403+22.94take_profit
06-15 05:48ETHBuy1718.77→1717.83-1.11timeout
06-15 05:20BTCBuy64808.2→65695.7+9.59timeout
06-15 01:46XRPBuy1.15379→1.1903+23.04take_profit
06-15 01:04ADABuy0.184346→0.180794-15.12stop_loss
06-14 21:34ADABuy0.166982→0.172247+22.94take_profit
06-14 19:09SOLBuy68.1132→67.3929-8.48timeout
06-14 18:51BTCBuy64538.2→63769.8-9.64timeout
06-14 17:31XRPBuy1.14379→1.13602-5.62timeout

Paper vs Live

Paper (trades.jsonl)
387
closed
42%
win rate
-754.26
total pnl ($)
-25.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA8938%-26.1-172.85
BTC7347%-10.5-58.59
ETH7044%-13.8-72.99
XRP5838%-45.4-197.36
SOL5044%-34.8-131.01
DOGE4738%-34.3-121.46

Recent bounces (last 20 of 2)

timesymsidereason
06-27 22:08BTCBuycircuit_breaker
06-27 21:53DOGEBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 06:20BTCBuy-1.32The market was in a neutral to slightly bearish regime with negative funding and moderate open interest. The thesis failed because the trade did not reach its target within the allotted time, resulting in a timeout close and a small loss.
05-10 00:00BTCBuy+0.80BTC was in a mild uptrend with low volatility and neutral funding, showing no strong directional conviction. The thesis failed because the trade expired without hitting any target or stop, as the market remained range-bound and indecisive during the timeout…
05-09 23:49ETHBuy+3.14ETH traded in a narrow range with low volatility, showing a slight hourly gain but remaining flat over 24 hours. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period.
05-09 17:39ADABuy-3.87ADA was declining across all timeframes in a risk-off environment with negative momentum in both BTC and ETH. The thesis failed because the timeout closed the trade before any recovery materialized, locking in a small loss as the downtrend persisted.
05-09 16:13BTCBuy+1.03BTC was in a mild downtrend across all timeframes with low funding and declining open interest. The thesis failed because the trade was closed by timeout without reaching target or stop, as the sideways-to-bearish regime offered no directional catalyst to t…
05-09 10:23ADABuy-13.00ADA was declining over multiple timeframes with negative 24h and 7d performance, while BTC and ETH also showed weakness. The thesis failed because the timeout closed the trade before a favorable move materialized, as the persistent bearish momentum prevente…
05-09 07:33BTCBuy+0.25BTC was in a mild downtrend across multiple timeframes with low funding and declining open interest. The trade timed out without triggering, as the thesis for a long entry failed to materialize in the prevailing bearish regime.
05-09 03:08ADABuy+11.61ADA was in a mild downtrend across all timeframes with negative 24h and 7d performance, while funding remained slightly positive. The thesis failed because the trade was closed by timeout without reaching a profit target or stop, as the persistent bearish m…
05-09 02:17ETHBuy+0.84The market was in a mild downtrend with ETH and BTC both declining over multiple timeframes, while funding rates remained neutral. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within…
05-09 01:07BTCBuy+2.15BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The thesis failed because the trade expired via timeout without reaching a target, as the short-term bounce lacked sufficient momentum to overcome the prevailing bearish …