perp_basis_convergence_vol_fear_gate

not live
49
closed trades
49%
win rate
-96.17
total pnl ($)
0.946
weight
7d window — n=17 wr=53% pnl=-17.71  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 49 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 09:50ETHBuy1720.57→1745.53+6.73timeout
06-22 03:44ETHBuy1730.07→1733.53+0.51timeout
06-21 21:08ETHBuy1727.47→1718.43-3.06timeout
06-21 15:06ETHBuy1734.07→1730.73-1.40timeout
06-20 17:10ETHBuy1717.87→1728.83+2.74timeout
06-20 09:51ETHBuy1703.77→1728.43+6.73timeout
06-19 13:17ETHBuy1716.87→1692.23-7.63timeout
06-19 05:32ETHBuy1683.87→1694.23+2.63timeout
06-18 17:27ETHBuy1740.67→1669.7-20.82stop_loss
06-18 16:32ETHBuy1734.57→1683.33-15.17timeout
06-17 20:48ETHBuy1765.18→1738.93-7.89timeout
06-17 14:45ETHBuy1794.58→1754.82-11.52timeout
06-17 08:48ETHBuy1797.18→1762.52-10.04timeout
06-17 02:25ETHBuy1778.98→1806.42+7.20timeout
06-16 18:59ETHBuy1771.18→1798.82+7.28timeout
06-16 12:42ETHBuy1799.38→1817.62+4.55timeout
06-15 13:13ETHBuy1721.07→1796.52+21.45take_profit
06-15 09:48ETHBuy1718.57→1714.43-1.68timeout
06-14 21:50ETHBuy1655.47→1728.03+21.43take_profit
06-14 19:02ETHBuy1676.07→1661.43-4.86timeout
06-14 06:34ETHBuy1679.27→1677.53-0.97timeout
06-13 19:48ETHBuy1674.67→1678.13+0.62timeout
06-13 08:14ETHBuy1666.37→1674.93+2.07timeout
06-12 23:25ETHBuy1677.87→1661.53-5.31timeout
06-12 17:22ETHBuy1668.67→1667.33-0.82timeout
06-11 20:15ETHBuy1657.17→1677.73+5.71timeout
06-11 14:02ETHBuy1643.96→1653.73+2.49timeout
06-10 21:26ETHBuy1614.86→1619.64+1.09timeout
06-10 02:17ETHBuy1647.66→1655.63+1.93timeout
06-09 16:39ETHBuy1679.87→1610.33-21.07stop_loss
06-08 22:06ETHBuy1669.37→1695.83+7.55timeout
06-08 12:35ETHBuy1695.97→1679.83-5.23timeout
06-07 22:14ETHBuy1630.86→1702.83+21.64take_profit
06-07 22:14ETHBuy1630.56→1702.83+21.78take_profit
06-07 17:50ETHBuy1603.96→1631.34+8.19timeout
06-07 08:46ETHBuy1563.26→1631.74+21.44take_profit
06-06 22:37ETHBuy1541.05→1555.94+4.44timeout
06-06 04:38ETHBuy1573.76→1509.49-20.84stop_loss
06-06 04:27ETHBuy1597.36→1532.38-20.70stop_loss
06-05 14:04ETHBuy1672.27→1604.24-20.78stop_loss
06-05 06:18ETHBuy1733.37→1662.8-20.80stop_loss
06-04 10:50ETHBuy1807.98→1734.36-20.79stop_loss
06-03 19:10ETHBuy1874.69→1826.82-13.20timeout
06-02 15:30ETHBuy1983.1→1902.36-20.81stop_loss
06-02 15:20ETHBuy1997.6→1916.05-20.87stop_loss
05-31 12:36ETHBuy2025.5→2022.9-1.08timeout
05-31 03:34ETHBuy2026.2→2035.3+1.73timeout
05-29 20:20ETHBuy2009.1→2019.4+2.07timeout
05-29 09:25ETHBuy2022.5→2013.2-2.83timeout

Paper vs Live

Paper (trades.jsonl)
49
closed
49%
win rate
-96.17
total pnl ($)
-39.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH4949%-39.2-96.17

Recent bounces (last 20 of 3)

timesymsidereason
06-22 10:55ETHBuystale_intent
06-22 04:46ETHBuystale_intent
06-21 22:07ETHBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems