eth_perp_spot_basis_divergence_compression

not live
194
closed trades
39%
win rate
-80.54
total pnl ($)
1.111
weight
7d window — n=33 wr=36% pnl=-19.14  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 18:32BTCSell60623→60494+0.40timeout
06-27 14:34BTCBuy60425→60595+0.62timeout
06-27 08:50BTCBuy60347→60377-0.13timeout
06-27 02:01BTCSell59937→59910-0.15timeout
06-26 19:05BTCSell60071→59678+1.84timeout
06-26 13:57BTCSell59400→60179.1-4.55stop_loss
06-26 08:15BTCBuy60279→60214-0.64timeout
06-26 03:45BTCBuy58591.9→59613+5.37take_profit
06-25 21:11BTCBuy59343→59555+0.87timeout
06-25 16:09BTCSell59053→59831.9-4.58stop_loss
06-25 12:43BTCBuy61152.1→61306.9+0.53timeout
06-25 06:56BTCBuy61622.1→61746.9+0.37timeout
06-25 00:16BTCSell60866→61050.1-1.27timeout
06-24 19:53BTCBuy59803→59836-0.11timeout
06-24 15:45BTCBuy61272.1→60469.7-4.55stop_loss
06-24 12:04BTCSell62553.9→62942.1-2.31timeout
06-24 07:08BTCSell63048.8→62675.1+1.64timeout
06-24 01:45BTCSell62881.9→62939.1-0.59timeout
06-23 20:20BTCBuy62185.1→62459.9+1.14timeout
06-23 15:52BTCBuy62589.1→62284.9-1.88timeout
06-23 11:31BTCBuy62385.1→62531.9+0.48timeout
06-23 06:21BTCBuy63498.2→62665.5-4.55stop_loss
06-23 00:02BTCBuy63939.2→63958.8-0.19timeout
06-22 19:39BTCSell64681.8→64434.2+0.95timeout
06-22 14:57BTCSell65004.7→64896.2+0.25timeout
06-22 10:24BTCSell64121.8→64163.2-0.50timeout
06-22 01:26BTCSell63908.8→64751.6-4.58stop_loss
06-21 22:21BTCBuy63679.2→63699.8-0.19timeout
06-21 18:15BTCBuy64082.2→63968.8-0.86timeout
06-21 14:04BTCBuy64013.2→64059.8-0.05timeout
06-21 09:50BTCSell64035.8→64125.2-0.74timeout
06-21 04:52BTCBuy64431.2→64318.8-0.86timeout
06-21 00:31BTCBuy64233.2→64225.8-0.33timeout
06-20 17:54BTCSell64002.8→63830.2+0.58timeout
06-20 13:24BTCSell63679.8→63338.2+1.45timeout
06-20 08:47BTCBuy63653.2→63414.8-1.51timeout
06-20 02:58BTCSell63409.8→63329.2+0.12timeout
06-19 18:51BTCSell63052.8→63041.2-0.23timeout
06-19 14:21BTCBuy62679.1→63010.8+1.43timeout
06-19 09:15BTCBuy62514.1→62434.9-0.70timeout
06-19 04:49BTCBuy62367.1→62615.9+1.01timeout
06-19 00:44BTCSell62722.9→63031.2-1.89timeout
06-18 20:00BTCSell62810.9→62953.1-1.04timeout
06-18 15:40BTCSell63925.8→62813.1+5.36take_profit
06-18 10:58BTCSell64225.8→64087.2+0.41timeout
06-18 05:36BTCBuy64224.2→63964.8-1.61timeout
06-17 18:04BTCBuy66045.3→65177.1-4.57stop_loss
06-17 14:51BTCSell65009.7→65100.3-0.74timeout
06-17 09:05BTCBuy65537.3→64921.8-3.35timeout
06-17 02:46BTCSell65687.7→65829.3-0.99timeout
06-16 19:04BTCBuy65790.3→65688.7-0.80timeout
06-16 14:01BTCBuy66670.3→66114.7-3.00timeout
06-16 09:51BTCSell66382.7→66478.3-0.76timeout
06-16 04:37BTCSell65769.7→65827.3-0.58timeout
06-16 00:05BTCBuy66265.3→66267.7-0.28timeout
06-15 17:53BTCSell67117.6→66872.3+0.90timeout
06-15 13:40BTCBuy66268.3→66458.7+0.64timeout
06-15 09:33BTCBuy65717.3→65610.7-0.82timeout
06-15 05:26BTCSell65945.7→65803.3+0.41timeout
06-14 21:11BTCBuy63754.2→63993.8+0.93timeout
06-14 16:01BTCSell64075.8→64032.2-0.07timeout
06-14 11:52BTCBuy64591.2→64594.8-0.27timeout
06-14 06:07BTCBuy64420.2→64409.8-0.34timeout
06-14 00:12BTCBuy64490.2→64394.8-0.77timeout
06-13 19:17BTCBuy64015.2→64126.8+0.27timeout
06-13 15:16BTCSell64100.8→64267.2-1.13timeout
06-13 07:00BTCBuy63551.2→63686.8+0.40timeout
06-13 01:04BTCSell63450.8→63613.2-1.12timeout
06-12 15:11BTCSell63456.8→64302.3-4.62stop_loss
06-12 11:14BTCSell63876.8→63807.2+0.06timeout
06-12 05:46BTCBuy63654.2→63348.8-1.85timeout
06-11 16:23BTCBuy62943.1→62622.9-1.95timeout
06-11 12:17BTCBuy62929.1→63118.8+0.68timeout
06-11 01:15BTCSell61481.9→62048.1-3.28timeout
06-10 20:58BTCBuy61753.1→61700.9-0.57timeout
06-10 15:53BTCSell61855.9→62692.5-4.69stop_loss
06-10 10:49BTCSell61047.9→61286.1-1.56timeout
06-09 18:20BTCBuy61377.1→61912.9+2.54timeout
06-09 14:06BTCSell62571.9→62147.1+1.91timeout
06-09 09:07BTCSell63056.8→62766.1+1.21timeout
06-08 21:32BTCBuy63356.2→63624.8+1.08timeout
06-08 17:37BTCSell63809.8→63371.2+1.95timeout
06-08 12:41BTCBuy63386.2→63418.8-0.13timeout
06-08 06:54BTCSell62580.9→62988.1-2.41timeout
06-08 01:53BTCBuy63228.2→63087.8-1.02timeout
06-07 21:51BTCBuy61610.1→61651.9-0.07timeout
06-07 16:46BTCSell61871.9→62192.1-1.97timeout
06-07 12:03BTCBuy62372.1→62618.9+0.99timeout
06-07 07:15BTCSell61799.9→62132.1-2.04timeout
06-07 03:07BTCBuy61522.1→61473.9-0.55timeout
06-06 22:50BTCBuy60851→60622-1.51timeout
06-06 16:25BTCSell60880→60687+0.74timeout
06-06 11:20BTCBuy60873→60641-1.53timeout
06-06 05:22BTCSell59997→60783.4-4.55stop_loss
06-06 02:15BTCBuy61211.1→60891-1.99timeout
06-05 21:03BTCBuy60770→61828.9+5.37take_profit
06-05 16:21BTCBuy60413→61464.9+5.37take_profit
06-05 13:55BTCBuy61829.1→61019.4-4.55stop_loss
06-05 07:36BTCBuy61580.1→62652.9+5.37take_profit
06-05 04:59BTCSell62810.9→63635-4.56stop_loss

Paper vs Live

Paper (trades.jsonl)
194
closed
39%
win rate
-80.54
total pnl ($)
-12.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC19439%-12.8-80.54

Recent bounces (last 20 of 2)

timesymsidereason
06-27 17:12BTCSellcircuit_breaker
06-27 13:10BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 02:41BTCBuy+0.04BTC was in a mild uptrend across all timeframes with slightly negative funding, suggesting cautious bullish momentum. The thesis failed because the trade was closed due to timeout, likely from a lack of sufficient price movement to trigger the exit within t…
05-09 16:58BTCBuy+0.59BTC was in a mild downtrend across all timeframes with low funding, indicating weak momentum. The thesis failed because the trade was closed by timeout before price reached the target, as the sideways drift never triggered the intended move.
05-09 03:18BTCBuy-0.04The market was in a mild downtrend across the board, with BTC and ETH both declining over the past 24 hours and week. The thesis failed because the trade was not executed before the timeout, resulting in a negligible loss from an unfilled order.
05-08 19:50BTCBuy-0.85The market was in a short-term bounce within a broader downtrend, with BTC up 0.54% on the hour but still down over 2% on the day and week. The thesis failed because the trade was not filled before the timeout, resulting in a small negative PnL from the ord…