funding_basis_divergence_mean_reversion

not live
24
closed trades
38%
win rate
-12.19
total pnl ($)
1.361
weight
7d window — n=5 wr=60% pnl=+22.55  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:43BTCSell59897→60425-4.86timeout
06-26 20:21BTCSell60176→59718+3.42timeout
06-24 16:47BTCSell62793.9→60035+21.48take_profit
06-23 06:03BTCSell64655.8→63365.2+9.55timeout
06-21 02:38BTCSell63401.8→64238.2-7.04timeout
06-17 17:35BTCSell65832.7→65877.3-0.74timeout
06-17 11:21BTCSell65631.7→64676.2+6.87timeout
06-17 05:04BTCSell65752.7→65882.3-1.42timeout
06-16 22:55BTCSell66539.7→65706.3+5.86timeout
06-16 16:38BTCSell65852.7→65748.3+0.39timeout
06-15 09:19BTCSell64783.8→65757.3-7.97timeout
06-15 01:36BTCSell64238.8→65445.3-9.83timeout
06-14 19:21BTCSell64298.8→63803.2+3.44timeout
06-13 21:28BTCSell63787.8→64236.2-3.95timeout
06-13 15:00BTCSell63617.8→64221.2-5.17timeout
06-13 08:47BTCSell63460.8→63853.2-3.50timeout
06-13 02:19BTCSell63395.8→63774.2-3.43timeout
06-12 18:54BTCSell62937.9→63778.2-7.12timeout
06-09 19:44BTCSell63160.8→61861.1+9.89timeout
06-08 17:50BTCSell62505.9→63472.2-8.13timeout
06-08 10:09BTCSell61833.9→63420.2-13.27timeout
06-07 09:57BTCSell60747→62520.1-15.04timeout
06-07 02:33BTCSell60917→61244.1-3.09timeout
06-05 15:41BTCSell62780.9→60024+21.49take_profit

Paper vs Live

Paper (trades.jsonl)
24
closed
38%
win rate
-12.19
total pnl ($)
-10.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2438%-10.6-12.19

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems