fee_vol_gated_basis_zscore_short · strategy

101

closed trades

45%

win rate

+130.01

total pnl ($)

1.488

weight

7d window — n=26 wr=42% pnl=+43.79 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 07:53	BTC	Sell	59867→60463	-5.43	timeout
06-27 01:51	BTC	Sell	59536→59948	-3.90	timeout
06-26 19:50	BTC	Sell	60497→59835	+5.08	timeout
06-26 13:32	BTC	Sell	59213→59007	+1.31	timeout
06-26 07:03	BTC	Sell	59335→60282	-8.58	timeout
06-26 01:43	BTC	Sell	60242→59290	+7.44	timeout
06-25 13:54	BTC	Sell	61801.9→58713.9	+24.51	take_profit
06-25 13:11	BTC	Sell	60733→61270.1	-4.90	timeout
06-25 04:56	BTC	Sell	59508→61337.7	-15.83	stop_loss
06-24 17:46	BTC	Sell	62369.9→59236	+24.64	take_profit
06-24 17:20	BTC	Sell	62646.9→59515	+24.48	take_profit
06-24 13:07	BTC	Sell	62851.9→62226.1	+4.53	timeout
06-24 07:04	BTC	Sell	62314.9→62715.1	-3.62	timeout
06-23 23:07	BTC	Sell	62332.9→62503.1	-1.83	timeout
06-23 10:08	BTC	Sell	64274.8→62478.1	+13.42	timeout
06-23 04:04	BTC	Sell	64663.8→64038.2	+4.38	timeout
06-22 22:03	BTC	Sell	64151.8→64378.2	-2.21	timeout
06-22 15:49	BTC	Sell	64142.8→64905.2	-6.43	timeout
06-22 09:37	BTC	Sell	63693.8→64088.2	-3.51	timeout
06-22 03:34	BTC	Sell	64163.8→64226.2	-0.90	timeout
06-21 21:27	BTC	Sell	64055.8→63680.2	+2.48	timeout
06-21 15:25	BTC	Sell	64399.8→64156.2	+1.41	timeout
06-21 09:21	BTC	Sell	63924.8→63985.2	-0.85	timeout
06-21 03:24	BTC	Sell	64177.8→64422.2	-2.35	timeout
06-20 21:19	BTC	Sell	63486.8→63943.2	-4.05	timeout
06-20 15:17	BTC	Sell	63348.8→63991.2	-5.49	timeout
06-20 09:14	BTC	Sell	63235.8→63498.2	-2.47	timeout
06-20 03:14	BTC	Sell	63150.8→63325.2	-1.83	timeout
06-19 21:08	BTC	Sell	62497.9→63185.2	-5.92	timeout
06-19 15:29	BTC	Sell	62801.9→63034.2	-2.35	timeout
06-19 09:16	BTC	Sell	62893.9→62436.1	+3.11	timeout
06-19 03:59	BTC	Sell	62319.9→62755.1	-3.96	timeout
06-18 21:56	BTC	Sell	64165.8→62969.1	+8.83	timeout
06-18 15:35	BTC	Sell	64300.8→63173.2	+8.14	timeout
06-18 09:30	BTC	Sell	64241.8→64245.2	-0.42	timeout
06-18 03:45	BTC	Sell	65476.7→64269.2	+8.78	timeout
06-17 21:29	BTC	Sell	65020.7→64236.2	+5.57	timeout
06-17 15:17	BTC	Sell	65734.7→65196.3	+3.63	timeout
06-17 09:16	BTC	Sell	65862.7→64964.2	+6.41	timeout
06-17 03:06	BTC	Sell	65787.7→65848.3	-0.89	timeout
06-16 21:22	BTC	Sell	66607.7→65719.3	+6.27	timeout
06-16 15:11	BTC	Sell	65761.7→65806.3	-0.75	timeout
06-16 03:23	BTC	Sell	66638.7→65713.3	+6.47	timeout
06-15 19:51	BTC	Sell	65700.7→66579.3	-7.10	timeout
06-15 12:48	BTC	Sell	65583.7→66473.3	-7.24	timeout
06-15 04:38	BTC	Sell	64134.8→65647.3	-12.23	timeout
06-14 20:59	BTC	Sell	64424.8→63999.2	+2.87	timeout
06-14 14:43	BTC	Sell	64475.8→63882.2	+4.16	timeout
06-14 08:41	BTC	Sell	64228.8→64455.2	-2.19	timeout
06-14 02:34	BTC	Sell	64130.8→64526.2	-3.54	timeout
06-13 20:28	BTC	Sell	63785.8→64232.2	-3.95	timeout
06-13 14:36	BTC	Sell	63682.8→64174.2	-4.29	timeout
06-13 08:31	BTC	Sell	63529.8→63824.2	-2.72	timeout
06-13 01:01	BTC	Sell	63398.8→63622.2	-2.17	timeout
06-12 18:36	BTC	Sell	62902.9→63741.2	-7.10	timeout
06-12 12:35	BTC	Sell	63622.8→63496.2	+0.58	timeout
06-12 06:30	BTC	Sell	63362.8→63103.2	+1.62	timeout
06-12 00:28	BTC	Sell	62716.9→63573.2	-7.23	timeout
06-11 15:10	BTC	Sell	62050.9→62705.1	-5.67	timeout
06-11 09:02	BTC	Sell	61723.9→62918.1	-10.07	timeout
06-11 02:47	BTC	Sell	61948.9→62008.1	-0.90	timeout
06-10 20:48	BTC	Sell	61194.9→61750.1	-4.96	timeout
06-10 04:11	BTC	Sell	61073.9→62023.1	-8.29	timeout
06-09 22:10	BTC	Sell	62639.9→62023.1	+4.40	timeout
06-09 16:06	BTC	Sell	62769.9→60937	+14.22	timeout
06-09 10:06	BTC	Sell	63482.8→62767.1	+5.17	timeout
06-09 04:02	BTC	Sell	63700.8→62813.1	+6.51	timeout
06-08 21:58	BTC	Sell	63445.8→63755.2	-2.87	timeout
06-08 14:39	BTC	Sell	63077.8→63863.2	-6.66	timeout
06-07 23:02	BTC	Sell	62401.9→62996.1	-5.21	timeout
06-07 22:15	BTC	Sell	62219.9→64125.3	-15.76	stop_loss
06-07 17:06	BTC	Sell	61791.9→62173.1	-3.52	timeout
06-07 08:27	BTC	Sell	60669→62527.4	-15.79	stop_loss
06-07 04:49	BTC	Sell	60810→61788.1	-8.50	timeout
06-06 22:41	BTC	Sell	60301→60554	-2.59	timeout
06-06 10:19	BTC	Sell	61604.9→60508	+8.47	timeout
06-05 21:03	BTC	Sell	60048→61887	-15.76	stop_loss
06-05 18:44	BTC	Sell	62784.9→59651	+24.53	take_profit
06-05 16:10	BTC	Sell	63079.8→59931	+24.47	take_profit
06-05 09:56	BTC	Sell	63283.8→62816.1	+3.24	timeout
06-05 03:48	BTC	Sell	63705.8→62784.1	+6.75	timeout
06-04 21:45	BTC	Sell	63082.8→63427.2	-3.19	timeout
06-04 16:59	BTC	Sell	64348.8→63555.2	+5.76	timeout
06-04 02:01	BTC	Sell	65324.7→62064.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66914.7→63575.2	+24.49	take_profit
06-03 16:40	BTC	Sell	66373.7→65891.3	+3.21	timeout
06-03 11:34	BTC	Sell	66555.7→67191.4	-5.16	timeout
06-03 04:07	BTC	Sell	67398.6→66371.3	+7.18	timeout
06-02 18:30	BTC	Sell	70406.5→67278.4	+21.76	timeout
06-02 11:27	BTC	Sell	71267.4→69451.5	+12.37	timeout
06-02 02:14	BTC	Sell	71656.4→70296.5	+9.11	timeout
06-01 18:17	BTC	Sell	73254.3→71386.6	+12.37	timeout
06-01 02:23	BTC	Sell	73621.3→73489.7	+0.49	timeout
05-31 17:59	BTC	Sell	74034.3→73680.7	+1.97	timeout
05-31 03:12	BTC	Sell	73912.3→74085.7	-1.59	timeout
05-30 17:31	BTC	Sell	73503.3→73835.7	-2.65	timeout
05-30 04:33	BTC	Sell	73887.3→73271.7	+3.74	timeout
05-29 20:24	BTC	Sell	73747.3→73702.7	-0.13	timeout
05-29 15:12	BTC	Sell	73405.3→73685.7	-2.33	timeout
05-29 08:39	BTC	Sell	73652.3→73775.7	-1.28	timeout

Paper vs Live

Paper (trades.jsonl)

101

closed

45%

win rate

+130.01

total pnl ($)

+25.6 bps

avg bps net

Live (dry_run=0)

closed

50%

win rate

+6.18

total pnl ($)

+41.6 bps

avg bps net

Live WR is 112% of paper WR (50% vs 45%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	101	45%	+25.6	+130.01

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…