perp_basis_zscore_fade · strategy

103

closed trades

25%

win rate

-81.43

total pnl ($)

1.289

weight

7d window — n=17 wr=47% pnl=+6.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 00:22	BTCUSDT	Sell	59947→60143.5	-2.09	timeout
06-27 23:07	BTCUSDT	Sell	60078.8→60293.9	-2.24	timeout
06-27 21:11	BTCUSDT	Sell	60244.9→60341.1	-1.25	timeout
06-27 20:07	BTCUSDT	Sell	60524.6→60245.1	+1.86	timeout
06-27 19:03	BTCUSDT	Sell	60418.2→60575.1	-1.75	timeout
06-23 08:28	BTCUSDT	Sell	62884.3→61970.1	+6.82	take_profit
06-23 07:54	BTCUSDT	Sell	62915.3→62874.9	-0.13	timeout
06-23 06:54	BTCUSDT	Sell	63338.3→62942.2	+2.68	timeout
06-23 05:52	BTCUSDT	Sell	63698.8→63433.3	+1.64	timeout
06-23 04:50	BTCUSDT	Sell	64032.8→63782.1	+1.51	timeout
06-23 03:51	BTCUSDT	Sell	64179.6→64048.3	+0.57	timeout
06-23 02:46	BTCUSDT	Sell	63923.3→64157.2	-2.28	timeout
06-23 01:43	BTCUSDT	Sell	64003.2→64070	-0.97	timeout
06-23 00:41	BTCUSDT	Sell	63950.8→64006.3	-0.88	timeout
06-22 23:39	BTCUSDT	Sell	63844.8→64003	-1.69	timeout
06-22 22:37	BTCUSDT	Sell	64263.2→63923.9	+2.19	timeout
06-22 21:33	BTCUSDT	Sell	64413.7→64270.6	+0.66	timeout
06-22 20:28	BTCUSDT	Sell	64313.6→64348.8	-0.72	timeout
06-19 23:55	BTCUSDT	Sell	63297.3→63345.3	-0.83	timeout
06-17 20:21	BTCUSDT	Sell	64726.8→64307.5	+2.79	timeout
06-17 18:43	BTCUSDT	Sell	65384.2→66069.3	-5.69	stop_loss
06-17 18:05	BTCUSDT	Sell	65891.4→64930.8	+6.84	take_profit
06-17 16:28	BTCUSDT	Sell	65761→66441.9	-5.63	stop_loss
06-17 15:50	BTCUSDT	Sell	65173.9→65827.8	-5.47	stop_loss
06-17 14:53	BTCUSDT	Sell	65242.3→65194.6	-0.08	timeout
06-17 13:48	BTCUSDT	Sell	64983.7→65294.2	-2.84	timeout
06-15 15:53	BTCUSDT	Sell	66615.2→67283.2	-5.46	stop_loss
06-15 15:17	BTCUSDT	Sell	66460.7→66611.3	-1.58	timeout
06-15 14:14	BTCUSDT	Sell	66577.1→66379.9	+1.03	timeout
06-15 13:11	BTCUSDT	Sell	66219.3→66564	-3.05	timeout
06-15 12:06	BTCUSDT	Sell	65914→66164.5	-2.35	timeout
06-15 11:01	BTCUSDT	Sell	65574.5→65882.5	-2.80	timeout
06-15 09:59	BTCUSDT	Sell	65644.3→65580.2	+0.04	timeout
06-15 08:57	BTCUSDT	Sell	65617→65663.7	-0.81	timeout
06-15 07:52	BTCUSDT	Sell	65803.3→65705.1	+0.30	timeout
06-15 06:46	BTCUSDT	Sell	65664.1→65803.8	-1.51	timeout
06-15 04:49	BTCUSDT	Sell	65880.2→65682	+1.06	timeout
06-15 03:43	BTCUSDT	Sell	65573.3→65809.3	-2.25	timeout
06-14 23:33	BTCUSDT	Sell	65155→65519.8	-3.25	timeout
06-14 21:40	BTCUSDT	Sell	64736.1→65385.5	-5.47	stop_loss
06-14 21:16	BTCUSDT	Sell	63870.8→64519.1	-5.52	stop_loss
06-14 14:11	BTCUSDT	Sell	64274.6→64290.5	-0.57	timeout
06-14 13:06	BTCUSDT	Sell	64472.2→64352.4	+0.48	timeout
06-14 12:02	BTCUSDT	Sell	64452.7→64539.5	-1.12	timeout
06-14 10:59	BTCUSDT	Sell	64566.8→64509.9	-0.01	timeout
06-14 09:55	BTCUSDT	Sell	64433.8→64587.2	-1.64	timeout
06-14 08:53	BTCUSDT	Sell	64372.4→64444.9	-1.01	timeout
06-14 07:52	BTCUSDT	Sell	64224.8→64392.7	-1.76	timeout
06-14 06:47	BTCUSDT	Sell	64312.2→64255.7	-0.01	timeout
06-14 05:44	BTCUSDT	Sell	64341.8→64369.7	-0.67	timeout
06-14 04:39	BTCUSDT	Sell	64436.4→64413.8	-0.28	timeout
06-14 03:33	BTCUSDT	Sell	64491.6→64499.6	-0.51	timeout
06-14 02:28	BTCUSDT	Sell	64574.4→64499	+0.13	timeout
06-14 01:23	BTCUSDT	Sell	64395.3→64646.4	-2.40	timeout
06-14 00:21	BTCUSDT	Sell	64513.1→64393.6	+0.48	timeout
06-13 23:18	BTCUSDT	Sell	64367.1→64564	-1.98	timeout
06-13 22:14	BTCUSDT	Sell	64194.6→64398.8	-2.04	timeout
06-13 21:11	BTCUSDT	Sell	64232.9→64266.2	-0.71	timeout
06-13 20:07	BTCUSDT	Sell	64125.1→64227.2	-1.25	timeout
06-13 19:06	BTCUSDT	Sell	63999.6→64149.6	-1.62	timeout
06-13 18:02	BTCUSDT	Sell	63943.8→63992.1	-0.83	timeout
06-13 17:02	BTCUSDT	Sell	64220.5→63976.1	+1.45	timeout
06-13 15:59	BTCUSDT	Sell	64179.1→64296.6	-1.37	timeout
06-13 14:57	BTCUSDT	Sell	64039.9→64206.6	-1.75	timeout
06-13 13:53	BTCUSDT	Sell	64033.1→64070.2	-0.74	timeout
06-13 12:49	BTCUSDT	Sell	63859.1→64066.8	-2.07	timeout
06-13 11:46	BTCUSDT	Sell	63836.4→63894.6	-0.90	timeout
06-13 10:42	BTCUSDT	Sell	63771.1→63806.3	-0.72	timeout
06-13 09:42	BTCUSDT	Sell	63855.8→63803	-0.03	timeout
06-13 08:38	BTCUSDT	Sell	63771.7→63847.6	-1.04	timeout
06-13 07:33	BTCUSDT	Sell	63644→63736.6	-1.18	timeout
06-13 06:30	BTCUSDT	Sell	63522.8→63660.3	-1.53	timeout
06-13 05:25	BTCUSDT	Sell	63498.4→63542.6	-0.80	timeout
06-13 04:22	BTCUSDT	Sell	63510.4→63558.2	-0.83	timeout
06-13 03:22	BTCUSDT	Sell	63708.1→63542.8	+0.85	timeout
06-13 02:21	BTCUSDT	Sell	63582.1→63734.7	-1.65	timeout
06-13 01:14	BTCUSDT	Sell	63545.9→63645.4	-1.23	timeout
06-13 00:08	BTCUSDT	Sell	63467.5→63559	-1.17	timeout
06-12 23:03	BTCUSDT	Sell	63464.7→63427.5	-0.15	timeout
06-09 18:25	BTCUSDT	Sell	61651.4→61761.2	-1.34	timeout
06-09 17:03	BTCUSDT	Sell	60957.5→61570.1	-5.47	stop_loss
06-09 16:21	BTCUSDT	Sell	61550.7→60894.2	+4.89	timeout
06-08 07:09	BTCUSDT	Sell	62837.3→62941.7	-1.28	timeout
06-08 06:05	BTCUSDT	Sell	62691.1→62849.5	-1.71	timeout
06-08 05:01	BTCUSDT	Sell	63104.6→62772.1	+2.18	timeout
06-08 03:58	BTCUSDT	Sell	63068.4→63126.6	-0.91	timeout
06-08 02:57	BTCUSDT	Sell	63180.1→63065.5	+0.46	timeout
06-08 01:29	BTCUSDT	Sell	63672.8→62748.6	+6.81	take_profit
06-08 00:48	BTCUSDT	Sell	63362→63591.5	-2.26	timeout
06-07 23:47	BTCUSDT	Sell	63184.4→63352.7	-1.78	timeout
06-07 22:13	BTCUSDT	Sell	61711.2→62341.1	-5.55	stop_loss
06-07 21:39	BTCUSDT	Sell	61692.1→61795.3	-1.29	timeout
06-07 20:34	BTCUSDT	Sell	61373.6→61806.6	-3.98	timeout
06-07 19:19	BTCUSDT	Sell	62174→61269	+6.83	take_profit
06-07 18:31	BTCUSDT	Sell	62242.4→62200.5	-0.12	timeout
06-07 17:30	BTCUSDT	Sell	62127.9→62252.6	-1.45	timeout
06-07 16:30	BTCUSDT	Sell	61932.3→62141.1	-2.13	timeout
06-07 15:29	BTCUSDT	Sell	62006.4→61953	-0.02	timeout
06-07 14:27	BTCUSDT	Sell	61721.3→62099.7	-3.51	timeout
06-07 13:26	BTCUSDT	Sell	61909.7→61728.9	+1.01	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

25%

win rate

-81.43

total pnl ($)

-15.8 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 ($)
BTCUSDT	103	25%	-15.8	-81.43

Recent bounces (last 20 of 2)

time	sym	side	reason
06-27 23:25	BTCUSDT	Sell	circuit_breaker
06-27 22:08	BTCUSDT	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…