kimchi_premium_spike_arb_long · strategy

122

closed trades

44%

win rate

-67.68

total pnl ($)

0.939

weight

7d window — n=53 wr=38% pnl=-47.95 · 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 04:35	BTC	Buy	59900→60391	+2.92	timeout
06-27 01:37	BTC	Buy	59875→59927	-0.01	timeout
06-26 22:38	BTC	Buy	60172→59906	-2.14	timeout
06-26 19:40	BTC	Buy	59218→59918	+4.34	timeout
06-26 16:39	BTC	Buy	59591→60157	+3.42	timeout
06-26 10:46	BTC	Buy	60633→59383.3	-8.61	stop_loss
06-26 10:35	BTC	Buy	59874→59743	-1.24	timeout
06-26 07:26	BTC	Buy	59391→60536	+7.35	timeout
06-26 02:13	BTC	Buy	59955→58717.7	-8.61	stop_loss
06-26 01:13	BTC	Buy	59269→59600	+1.88	timeout
06-25 22:10	BTC	Buy	59971→59883	-0.96	timeout
06-25 13:45	BTC	Buy	61252.1→59990	-8.60	stop_loss
06-25 13:41	BTC	Buy	61621.1→60346.8	-8.63	stop_loss
06-25 13:05	BTC	Buy	61707.1→61198.9	-3.65	timeout
06-25 10:07	BTC	Buy	60820→61652.9	+5.12	timeout
06-25 06:57	BTC	Buy	60797→61736.9	+5.83	timeout
06-25 03:54	BTC	Buy	61006.1→60817	-1.60	timeout
06-25 00:49	BTC	Buy	59442→60769	+8.57	timeout
06-24 17:47	BTC	Buy	60368→59121.5	-8.61	stop_loss
06-24 13:44	BTC	Buy	62645.1→61355.2	-8.60	stop_loss
06-24 13:43	BTC	Buy	62737.1→61445.2	-8.60	stop_loss
06-24 12:48	BTC	Buy	62723.1→62799.9	+0.13	timeout
06-24 09:42	BTC	Buy	62794.1→62621.9	-1.47	timeout
06-24 06:39	BTC	Buy	63001.1→62814.9	-1.55	timeout
06-24 03:39	BTC	Buy	62557.1→62788.9	+1.11	timeout
06-24 00:39	BTC	Buy	62228.1→62990.9	+4.55	timeout
06-23 21:28	BTC	Buy	62222.1→62531.9	+1.63	timeout
06-23 18:24	BTC	Buy	62363.1→62340.9	-0.51	timeout
06-23 15:22	BTC	Buy	62463.1→62221.9	-1.89	timeout
06-23 12:30	BTC	Buy	62668.1→62439.9	-1.78	timeout
06-23 06:21	BTC	Buy	63892.2→62565.6	-8.67	stop_loss
06-23 06:21	BTC	Buy	64051.2→62732.5	-8.60	stop_loss
06-23 03:31	BTC	Buy	64266.2→63996.8	-2.04	timeout
06-23 00:31	BTC	Buy	64601.2→63970.8	-4.26	timeout
06-22 21:16	BTC	Buy	65028.3→64365.8	-4.44	timeout
06-22 18:05	BTC	Buy	64727.2→64684.8	-0.64	timeout
06-22 15:04	BTC	Buy	64206.2→65096.7	+5.17	timeout
06-22 11:57	BTC	Buy	64187.2→64616.8	+2.29	timeout
06-22 08:52	BTC	Buy	64263.2→64115.8	-1.29	timeout
06-22 05:45	BTC	Buy	63297.2→64225.8	+5.51	timeout
06-22 02:39	BTC	Buy	63985.2→64481.8	+2.73	timeout
06-21 23:37	BTC	Buy	64056.2→63329.8	-4.89	timeout
06-21 20:36	BTC	Buy	63987.2→64026.8	-0.11	timeout
06-21 17:29	BTC	Buy	64373.2→64070.8	-2.22	timeout
06-21 14:30	BTC	Buy	64019.2→63996.8	-0.49	timeout
06-21 11:28	BTC	Buy	64268.2→64299.8	-0.16	timeout
06-21 08:26	BTC	Buy	64207.2→64022.8	-1.54	timeout
06-21 05:26	BTC	Buy	64254.2→64261.8	-0.31	timeout
06-21 02:25	BTC	Buy	63919.2→64199.8	+1.39	timeout
06-20 23:23	BTC	Buy	63861.2→64240.8	+2.02	timeout
06-20 20:17	BTC	Buy	63244.2→63928.8	+3.98	timeout
06-20 17:15	BTC	Buy	63638.2→63916.8	+1.38	timeout
06-20 14:14	BTC	Buy	63516.2→63172.8	-2.53	timeout
06-20 11:10	BTC	Buy	63791.2→63626.8	-1.40	timeout
06-20 08:06	BTC	Buy	63468.2→63550.8	+0.15	timeout
06-20 05:05	BTC	Buy	63290.2→63531.8	+1.17	timeout
06-20 02:04	BTC	Buy	63005.2→63497.8	+2.77	timeout
06-19 23:01	BTC	Buy	62922.1→63281.8	+1.92	timeout
06-19 19:59	BTC	Buy	63191.2→62990.9	-1.63	timeout
06-19 16:56	BTC	Buy	62562.1→62904.9	+1.83	timeout
06-19 13:50	BTC	Buy	62513.1→63238.8	+4.30	timeout
06-19 12:06	BTC	Buy	62790.1→62606.9	-1.51	timeout
06-19 08:46	BTC	Buy	62867.1→62605.9	-2.00	timeout
06-19 05:35	BTC	Buy	62864.1→62610.9	-1.96	timeout
06-19 02:30	BTC	Buy	63104.2→62919.9	-1.51	timeout
06-18 23:34	BTC	Buy	62713.1→62879.9	+0.71	timeout
06-18 21:27	BTC	Buy	63306.2→62912.9	-2.83	timeout
06-18 15:40	BTC	Buy	64028.2→62707.5	-8.58	stop_loss
06-18 15:06	BTC	Buy	64323.2→63587.8	-4.86	timeout
06-18 11:49	BTC	Buy	63900.2→63851.8	-0.66	timeout
06-18 08:47	BTC	Buy	64681.2→64475.8	-1.65	timeout
06-18 05:35	BTC	Buy	64415.2→63918.8	-3.44	timeout
06-18 02:36	BTC	Buy	64438.2→64659.8	+1.01	timeout
06-17 20:47	BTC	Buy	64778.2→64242.8	-3.66	timeout
06-17 18:05	BTC	Buy	66065.3→64676.4	-8.77	stop_loss
06-17 17:35	BTC	Buy	64698.2→65899.7	+7.05	timeout
06-17 14:43	BTC	Buy	64971.2→65171.7	+0.88	timeout
06-17 11:05	BTC	Buy	65888.3→64527.5	-8.63	stop_loss
06-17 08:34	BTC	Buy	65910.3→65158.7	-4.94	timeout
06-17 05:30	BTC	Buy	65710.3→65811.7	+0.25	timeout
06-17 02:18	BTC	Buy	65749.3→65890.7	+0.49	timeout
06-16 23:05	BTC	Buy	65737.3→65787.7	-0.07	timeout
06-16 19:56	BTC	Buy	66045.3→65573.7	-3.23	timeout
06-16 16:51	BTC	Buy	66556.3→65738.7	-5.29	timeout
06-16 13:45	BTC	Buy	66279.3→66081.7	-1.57	timeout
06-16 10:44	BTC	Buy	65832.3→66589.7	+4.22	timeout
06-16 07:36	BTC	Buy	66339.3→66355.7	-0.26	timeout
06-16 04:28	BTC	Buy	66159.3→65993.7	-1.35	timeout
06-16 01:18	BTC	Buy	66814.3→66237.7	-3.81	timeout
06-15 22:06	BTC	Buy	67114.4→66406.7	-4.59	timeout
06-15 18:58	BTC	Buy	66539.3→66772.7	+1.03	timeout
06-15 15:47	BTC	Buy	65509.3→67026.6	+8.89	timeout
06-15 12:39	BTC	Buy	65793.3→66300.7	+2.73	timeout
06-15 09:34	BTC	Buy	65729.3→65542.7	-1.49	timeout
06-15 06:38	BTC	Buy	65534.3→65793.7	+1.22	timeout
06-15 03:30	BTC	Buy	64840.2→65696.7	+4.92	timeout
06-14 23:28	BTC	Buy	63675.2→65706.7	+12.40	take_profit
06-14 21:26	BTC	Buy	64015.2→64917.8	+5.27	timeout
06-14 18:22	BTC	Buy	64477.2→63653.8	-5.49	timeout
06-14 15:18	BTC	Buy	64345.2→64048.8	-2.21	timeout

Paper vs Live

Paper (trades.jsonl)

122

closed

44%

win rate

-67.68

total pnl ($)

-13.8 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	122	44%	-13.8	-67.68

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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