perp_basis_divergence_fear_gate_long · strategy

closed trades

48%

win rate

-173.31

total pnl ($)

0.966

weight

7d window — n=19 wr=53% pnl=-28.25 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 56 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 08:33	BTC	Buy	63983.2→64180.8	+1.03	timeout
06-21 01:46	BTC	Buy	63528.2→64223.8	+4.97	timeout
06-20 19:40	BTC	Buy	62959.1→63872.8	+6.83	timeout
06-20 13:19	BTC	Buy	62645.1→63549.8	+6.73	timeout
06-20 07:16	BTC	Buy	62738.1→63644.8	+6.77	timeout
06-20 01:38	BTC	Buy	62885.1→63550.8	+4.83	timeout
06-19 19:09	BTC	Buy	62639.1→63001.8	+2.42	timeout
06-19 07:33	BTC	Buy	64231.2→62705.9	-12.28	timeout
06-19 01:18	BTC	Buy	64628.2→63011.8	-12.85	timeout
06-18 19:34	BTC	Buy	64422.2→62806.9	-12.80	timeout
06-18 13:31	BTC	Buy	64932.2→64319.8	-5.16	timeout
06-18 01:05	BTC	Buy	65773.3→64608.8	-9.36	timeout
06-17 19:02	BTC	Buy	65683.3→65596.7	-1.14	timeout
06-17 12:57	BTC	Buy	66421.3→64992.8	-11.24	timeout
06-17 07:01	BTC	Buy	66379.3→65563.7	-6.62	timeout
06-17 00:16	BTC	Buy	66375.3→65726.7	-5.40	timeout
06-16 11:57	BTC	Buy	66219.3→66424.7	+1.01	timeout
06-16 05:54	BTC	Buy	65818.3→66055.7	+1.42	timeout
06-15 21:19	BTC	Buy	64794.2→66491.7	+12.59	timeout
06-15 11:17	BTC	Buy	64529.2→65995.7	+10.92	timeout
06-15 05:19	BTC	Buy	64330.2→65674.7	+9.99	timeout
06-14 23:15	BTC	Buy	64430.2→65583.7	+8.47	timeout
06-14 17:13	BTC	Buy	63944.2→63934.8	-0.59	timeout
06-14 10:38	BTC	Buy	63812.2→64616.8	+5.83	timeout
06-14 04:37	BTC	Buy	63578.2→64426.8	+6.27	timeout
06-13 22:13	BTC	Buy	63490.2→64364.8	+6.41	timeout
06-13 09:30	BTC	Buy	63752.2→63795.8	-0.20	timeout
06-13 03:38	BTC	Buy	63455.2→63462.8	-0.39	timeout
06-12 20:59	BTC	Buy	63372.2→63438.8	+0.05	timeout
06-12 12:31	BTC	Buy	62627.1→63475.8	+6.25	timeout
06-11 14:52	BTC	Buy	61901.1→62942.9	+7.87	timeout
06-10 13:45	BTC	Buy	62401.1→62240.9	-1.75	timeout
06-10 07:43	BTC	Buy	63168.2→62016.9	-9.45	timeout
06-09 14:29	BTC	Buy	64144.2→61541.1	-20.75	stop_loss
06-08 22:55	BTC	Buy	62921.1→63308.8	+2.60	timeout
06-08 14:26	BTC	Buy	62063.1→63726.8	+12.91	timeout
06-08 08:21	BTC	Buy	62378.1→62983.9	+4.29	timeout
06-07 22:15	BTC	Buy	61380.1→64075.8	+21.52	take_profit
06-07 19:59	BTC	Buy	60574→61296.9	+5.56	timeout
06-07 13:51	BTC	Buy	60763→61770.9	+7.82	timeout
06-06 22:37	BTC	Buy	61641.1→60542	-9.29	timeout
06-05 18:52	BTC	Buy	61805.1→59296.4	-20.76	stop_loss
06-05 15:39	BTC	Buy	62675.1→60129.9	-20.74	stop_loss
06-05 13:59	BTC	Buy	63255.2→60686.6	-20.76	stop_loss
06-05 09:58	BTC	Buy	63157.2→62792.9	-3.32	timeout
06-05 05:23	BTC	Buy	63796.2→63397.8	-3.52	timeout
06-04 01:51	BTC	Buy	64958.2→62321.7	-20.74	stop_loss
06-04 00:26	BTC	Buy	66353.3→63661	-20.72	stop_loss
06-04 00:24	BTC	Buy	66654.3→63948.8	-20.73	stop_loss
06-03 23:51	BTC	Buy	66837.3→64119.7	-20.77	stop_loss
06-03 18:33	BTC	Buy	67252.4→65919.7	-10.42	timeout
06-02 19:31	BTC	Buy	69491.5→66671.3	-20.75	stop_loss
06-02 14:23	BTC	Buy	70805.5→67920.6	-20.85	stop_loss
06-01 16:12	BTC	Buy	73712.7→70719.1	-20.88	stop_loss
05-30 14:52	BTC	Buy	73014.7→73905.3	+5.50	timeout
05-30 07:47	BTC	Buy	73372.7→73455.3	+0.07	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-173.31

total pnl ($)

-61.6 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	56	48%	-61.6	-173.31

Recent bounces (last 20 of 2)

time	sym	side	reason
06-22 13:21	BTC	Buy	stale_intent
06-21 22:36	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…