perp_basis_dvol_gate_convergence_long · strategy

closed trades

56%

win rate

-147.26

total pnl ($)

0.668

weight

7d window — n=25 wr=52% pnl=-62.79 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 81 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 14:38	BTC	Buy	64027.2→64896.8	+6.22	timeout
06-22 11:38	BTC	Buy	64236.2→64650.8	+2.63	timeout
06-22 09:25	BTC	Buy	64039.2→64112.8	+0.04	timeout
06-22 07:24	BTC	Buy	64188.2→64209.8	-0.31	timeout
06-21 08:51	BTC	Buy	63384.2→63904.8	+3.52	timeout
06-21 06:11	BTC	Buy	63637.2→64174.8	+3.77	timeout
06-21 04:08	BTC	Buy	63441.2→64359.8	+6.80	timeout
06-21 02:05	BTC	Buy	63463.2→64214.8	+5.43	timeout
06-20 19:14	BTC	Buy	63034.2→63864.8	+6.15	timeout
06-20 07:38	BTC	Buy	62504.1→63710.8	+9.20	timeout
06-20 02:42	BTC	Buy	62915.1→63338.8	+2.92	timeout
06-20 00:40	BTC	Buy	63007.2→63528.8	+3.67	timeout
06-19 15:55	BTC	Buy	62503.1→63214.8	+5.28	timeout
06-19 12:04	BTC	Buy	63971.2→62643.9	-10.74	timeout
06-19 06:55	BTC	Buy	64052.2→62834.9	-9.91	timeout
06-18 21:17	BTC	Buy	64272.2→62951.9	-10.59	timeout
06-18 15:18	BTC	Buy	65840.3→63162.2	-20.77	stop_loss
06-17 22:19	BTC	Buy	65832.3→64116.8	-13.46	timeout
06-17 20:01	BTC	Buy	65631.3→64220.8	-11.21	timeout
06-17 11:07	BTC	Buy	66445.3→64653.8	-14.02	timeout
06-17 09:02	BTC	Buy	66829.3→64952.8	-14.51	timeout
06-17 06:59	BTC	Buy	66411.3→65592.7	-6.64	timeout
06-16 20:17	BTC	Buy	66509.3→65737.7	-6.35	timeout
06-16 18:12	BTC	Buy	66704.3→66096.7	-5.08	timeout
06-16 08:15	BTC	Buy	65711.3→66441.7	+5.17	timeout
06-15 13:19	BTC	Buy	64001.2→66812.7	+21.53	take_profit
06-15 13:16	BTC	Buy	63885.2→66694.7	+21.56	take_profit
06-15 12:59	BTC	Buy	64302.2→66547.7	+17.03	timeout
06-15 07:01	BTC	Buy	64258.2→65690.7	+10.68	timeout
06-15 03:36	BTC	Buy	64492.2→65682.7	+8.74	timeout
06-14 12:45	BTC	Buy	63994.2→64307.8	+2.01	timeout
06-14 10:20	BTC	Buy	63757.2→64517.8	+5.48	timeout
06-14 08:07	BTC	Buy	63756.2→64383.8	+4.40	timeout
06-14 01:53	BTC	Buy	63806.2→64608.8	+5.86	timeout
06-13 12:20	BTC	Buy	63588.2→63911.8	+2.02	timeout
06-13 10:18	BTC	Buy	63740.2→63726.8	-0.64	timeout
06-13 08:13	BTC	Buy	63322.2→63766.8	+2.98	timeout
06-13 06:30	BTC	Buy	63103.2→63659.8	+3.95	timeout
06-12 17:42	BTC	Buy	63294.2→63788.8	+3.44	timeout
06-12 09:22	BTC	Buy	62774.1→63616.8	+6.18	timeout
06-12 07:06	BTC	Buy	62649.1→63068.8	+2.85	timeout
06-11 16:01	BTC	Buy	62525.1→62766.9	+1.38	timeout
06-11 11:43	BTC	Buy	60949→63103.8	+17.10	timeout
06-11 09:38	BTC	Buy	61277.1→62890.9	+12.58	timeout
06-10 14:21	BTC	Buy	61658.1→61902.9	+1.51	timeout
06-10 12:19	BTC	Buy	62777.1→61044.9	-14.20	timeout
06-09 14:40	BTC	Buy	63811.2→61378.9	-19.52	timeout
06-09 12:32	BTC	Buy	63178.2→62618.9	-4.82	timeout
06-09 04:30	BTC	Buy	62888.1→62796.9	-1.16	timeout
06-09 01:48	BTC	Buy	63085.2→62770.9	-2.93	timeout
06-08 22:33	BTC	Buy	62802.1→63250.8	+3.08	timeout
06-08 08:28	BTC	Buy	62511.1→63026.8	+3.58	timeout
06-08 05:56	BTC	Buy	61729.1→62747.9	+7.80	timeout
06-08 03:53	BTC	Buy	61615.1→63079.8	+11.42	timeout
06-07 22:15	BTC	Buy	61440.1→64137.8	+21.51	take_profit
06-07 16:21	BTC	Buy	60674→62231.9	+12.31	timeout
06-07 02:11	BTC	Buy	60914→61431.9	+3.72	timeout
06-07 00:07	BTC	Buy	61328.1→60805	-4.77	timeout
06-06 22:00	BTC	Buy	61605.1→60676	-7.92	timeout
06-06 19:57	BTC	Buy	60185→60647	+3.45	timeout
06-06 14:27	BTC	Buy	60357→60769	+2.97	timeout
06-05 16:12	BTC	Buy	62247.1→59721.1	-20.73	stop_loss
06-05 16:11	BTC	Buy	62292.1→59760.1	-20.74	stop_loss
06-05 14:26	BTC	Buy	62886.1→60332.8	-20.75	stop_loss
06-05 14:26	BTC	Buy	62930.1→60373.8	-20.76	stop_loss
06-05 14:04	BTC	Buy	63074.2→60510.7	-20.77	stop_loss
06-05 01:57	BTC	Buy	62285.1→63397.8	+8.49	timeout
06-04 00:29	BTC	Buy	66046.3→63366.1	-20.73	stop_loss
06-03 23:48	BTC	Buy	66894.3→64179.7	-20.74	stop_loss
06-03 23:03	BTC	Buy	67176.4→64450.5	-20.81	stop_loss
06-03 23:03	BTC	Buy	67270.4→64540.5	-20.80	stop_loss
06-03 15:43	BTC	Buy	67317.4→66296.7	-8.11	timeout
06-02 15:26	BTC	Buy	70142.5→67289	-20.80	stop_loss
06-02 14:27	BTC	Buy	70661.5→67791.7	-20.78	stop_loss
06-02 14:22	BTC	Buy	70939.5→68050.6	-20.84	stop_loss
05-31 19:21	BTC	Buy	74008.7→73587.3	-3.33	timeout
05-31 15:27	BTC	Buy	73922.7→73714.3	-1.90	timeout
05-30 12:07	BTC	Buy	73349.7→73564.3	+0.97	timeout
05-30 09:50	BTC	Buy	73716.7→73561.3	-1.53	timeout
05-30 07:47	BTC	Buy	73372.7→73455.3	+0.07	timeout
05-29 15:46	BTC	Buy	72999.6→73797.3	+4.96	timeout

Paper vs Live

Paper (trades.jsonl)

closed

56%

win rate

-147.26

total pnl ($)

-35.9 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	81	56%	-35.9	-147.26

Recent bounces (last 20 of 6)

time	sym	side	reason
06-22 13:22	BTC	Buy	stale_intent
06-22 13:21	BTC	Buy	stale_intent
06-22 10:25	BTC	Buy	stale_intent
06-22 08:08	BTC	Buy	stale_intent
06-21 21:43	BTC	Buy	stale_intent
06-21 21:43	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…