perp_basis_funding_divergence_long · strategy

closed trades

46%

win rate

-398.65

total pnl ($)

0.250

weight

7d window — n=20 wr=30% pnl=-199.55 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 83 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 08:06	BTC	Buy	60434→60145	-3.43	timeout
06-27 03:51	BTC	Buy	59720→60279	+5.09	timeout
06-26 20:53	BTC	Buy	59383→59761	+3.18	timeout
06-26 14:51	BTC	Buy	59566→59714	+0.89	timeout
06-25 13:54	BTC	Buy	60646→58467.8	-22.01	stop_loss
06-25 13:53	BTC	Buy	60871→58702.7	-21.86	stop_loss
06-25 13:53	BTC	Buy	61090.1→58912.6	-21.82	stop_loss
06-25 13:48	BTC	Buy	61729.1→59529.2	-21.90	stop_loss
06-24 16:43	BTC	Buy	62357.1→60137.9	-21.68	stop_loss
06-24 15:45	BTC	Buy	62681.1→60450.7	-21.83	stop_loss
06-24 15:44	BTC	Buy	62731.1→60496.7	-21.88	stop_loss
06-24 11:31	BTC	Buy	62538.1→62403.9	-1.85	timeout
06-24 06:09	BTC	Buy	63116.2→62813.9	-3.48	timeout
06-23 23:27	BTC	Buy	64028.2→62648.9	-13.44	timeout
06-23 08:28	BTC	Buy	64159.2→61872	-21.85	stop_loss
06-23 08:17	BTC	Buy	64665.2→62362.7	-21.93	stop_loss
06-23 03:54	BTC	Buy	64093.2→64024.8	-1.18	timeout
06-22 21:41	BTC	Buy	63898.2→64196.8	+2.26	timeout
06-22 14:51	BTC	Buy	64052.2→64957.8	+7.84	timeout
06-22 08:24	BTC	Buy	64035.2→64242.8	+1.34	timeout
06-21 16:35	BTC	Buy	63920.2→64037.8	+0.61	timeout
06-21 07:59	BTC	Buy	63626.2→64157.8	+4.46	timeout
06-21 01:56	BTC	Buy	63557.2→64228.8	+5.74	timeout
06-20 18:50	BTC	Buy	63026.2→63792.8	+6.77	timeout
06-20 09:02	BTC	Buy	62606.1→63410.8	+7.04	timeout
06-20 03:19	BTC	Buy	62379.1→63375.8	+9.06	timeout
06-19 21:09	BTC	Buy	63109.2→63181.8	+0.09	timeout
06-19 15:54	BTC	Buy	62490.1→63199.8	+6.35	timeout
06-19 06:40	BTC	Buy	64029.2→62712.9	-12.82	timeout
06-18 15:18	BTC	Buy	65495.3→63163.2	-21.48	stop_loss
06-17 19:28	BTC	Buy	65681.3→64668.8	-9.80	timeout
06-17 13:21	BTC	Buy	66167.3→65008.7	-11.07	timeout
06-17 07:25	BTC	Buy	66350.3→65496.7	-8.19	timeout
06-17 00:15	BTC	Buy	66369.3→65690.7	-6.76	timeout
06-16 16:08	BTC	Buy	67076.4→65805.7	-12.03	timeout
06-16 10:12	BTC	Buy	65731.3→66504.7	+6.46	timeout
06-16 03:55	BTC	Buy	65908.3→66064.7	+0.94	timeout
06-15 21:19	BTC	Buy	64794.2→66491.7	+15.11	timeout
06-15 11:17	BTC	Buy	64529.2→65995.7	+13.10	timeout
06-15 05:19	BTC	Buy	64330.2→65674.7	+11.98	timeout
06-14 23:15	BTC	Buy	64430.2→65583.7	+10.16	timeout
06-14 17:13	BTC	Buy	63944.2→63934.8	-0.71	timeout
06-14 10:38	BTC	Buy	63812.2→64616.8	+6.99	timeout
06-14 04:37	BTC	Buy	63578.2→64426.8	+7.53	timeout
06-13 22:25	BTC	Buy	63602.2→64425.8	+7.19	timeout
06-13 10:31	BTC	Buy	63628.2→63752.8	+0.54	timeout
06-13 04:28	BTC	Buy	63764.2→63516.8	-2.86	timeout
06-12 17:43	BTC	Buy	63315.2→63820.8	+4.23	timeout
06-12 10:05	BTC	Buy	62831.1→63666.8	+7.32	timeout
06-11 16:01	BTC	Buy	62478.1→62727.9	+1.69	timeout
06-11 08:17	BTC	Buy	61681.1→62778.9	+9.99	timeout
06-10 15:10	BTC	Buy	61678.1→61935.9	+1.92	timeout
06-09 16:05	BTC	Buy	63168.2→60918.5	-21.97	stop_loss
06-09 14:47	BTC	Buy	63392.2→61136.4	-21.92	stop_loss
06-09 13:47	BTC	Buy	63565.2→62362.9	-11.89	timeout
06-09 07:27	BTC	Buy	63209.2→63117.8	-1.45	timeout
06-09 01:24	BTC	Buy	62865.1→62757.9	-1.56	timeout
06-08 19:42	BTC	Buy	61271.1→63457.8	+20.83	timeout
06-08 13:23	BTC	Buy	61697.1→63819.8	+20.05	timeout
06-08 06:54	BTC	Buy	62035.1→62970.9	+8.49	timeout
06-07 22:15	BTC	Buy	60810→63846.8	+29.43	take_profit
06-07 18:38	BTC	Buy	60556→62157.9	+15.40	timeout
06-07 12:33	BTC	Buy	60750→61789.9	+9.70	timeout
06-06 15:32	BTC	Buy	60678→60618	-1.13	timeout
06-05 13:57	BTC	Buy	63074.2→60827.5	-21.91	stop_loss
06-05 09:41	BTC	Buy	62806.1→62791.9	-0.65	timeout
06-05 06:23	BTC	Buy	63472.2→61213.3	-21.86	stop_loss
06-05 06:21	BTC	Buy	63753.2→61479.2	-21.89	stop_loss
06-05 04:54	BTC	Buy	64383.2→63186.8	-11.62	timeout
06-04 01:22	BTC	Buy	64997.2→62684.5	-21.89	stop_loss
06-04 00:24	BTC	Buy	66353.3→63991.8	-21.88	stop_loss
06-03 23:38	BTC	Buy	66653.3→64278.6	-21.92	stop_loss
06-03 23:10	BTC	Buy	66729.3→64336.6	-22.08	stop_loss
06-03 15:46	BTC	Buy	67435.4→66177.7	-11.82	timeout
06-02 14:27	BTC	Buy	70036.5→67491.9	-22.36	stop_loss
06-02 14:26	BTC	Buy	70352.5→67846.7	-21.93	stop_loss
06-02 13:58	BTC	Buy	71248.6→68712.2	-21.93	stop_loss
06-02 12:57	BTC	Buy	71526.6→68981	-22.06	stop_loss
06-02 02:05	BTC	Buy	73055.7→70456.2	-22.03	stop_loss
06-01 15:29	BTC	Buy	73663.7→71040.9	-22.02	stop_loss
05-31 10:18	BTC	Buy	73629.7→73781.3	+0.54	timeout
05-30 14:52	BTC	Buy	73014.7→73905.3	+6.60	timeout
05-30 07:47	BTC	Buy	73372.7→73455.3	+0.08	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-398.65

total pnl ($)

-79.8 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	83	46%	-79.8	-398.65

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…