perp_funding_spread_zscore_mean_rev

not live
83
closed trades
43%
win rate
-187.38
total pnl ($)
0.893
weight
7d window — n=22 wr=41% pnl=-55.54  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 83 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 13:04BTCBuy59473→60064+4.46timeout
06-29 03:38BTCBuy59902→59909-0.40timeout
06-28 12:49BTCBuy60138→60250+0.47timeout
06-28 06:34BTCBuy60506→59940-5.12timeout
06-28 00:50BTCBuy60312→60120-2.03timeout
06-27 16:51BTCBuy60289→60785+3.65timeout
06-27 09:07BTCBuy59682→60450+5.97timeout
06-27 03:02BTCBuy59649→60240+4.50timeout
06-26 20:24BTCBuy60292→59751-4.99timeout
06-26 13:13BTCBuy59564→59114-4.25timeout
06-26 06:53BTCBuy59534→60231+5.41timeout
06-25 13:48BTCBuy61311.1→59435.3-15.75stop_loss
06-25 13:45BTCBuy61744.1→59855.1-15.72stop_loss
06-25 10:09BTCBuy61030.1→61639.9+4.54timeout
06-25 04:08BTCBuy60369→60804+3.16timeout
06-24 15:30BTCBuy62673.1→60749.6-15.78stop_loss
06-24 09:49BTCBuy62623.1→62648.9-0.28timeout
06-24 02:27BTCBuy62493.1→62687.9+1.08timeout
06-23 20:11BTCBuy62827.1→62474.9-3.26timeout
06-23 08:17BTCBuy64335.2→62365.7-15.76stop_loss
06-23 04:05BTCBuy64678.2→64034.8-5.42timeout
06-22 21:45BTCBuy64097.2→64152.8-0.02timeout
06-22 05:03BTCBuy64122.2→64068.8-0.87timeout
06-21 23:02BTCBuy64430.2→63633.8-6.62timeout
06-21 15:34BTCBuy64331.2→64163.8-1.72timeout
06-21 09:20BTCBuy63935.2→63936.8-0.51timeout
06-21 03:23BTCBuy64189.2→64390.8+1.12timeout
06-20 21:19BTCBuy63493.2→63935.8+3.04timeout
06-20 04:53BTCBuy63069.2→63549.8+3.37timeout
06-19 21:25BTCBuy62413.1→63159.8+5.51timeout
06-19 11:42BTCBuy62899.1→62626.9-2.57timeout
06-19 03:32BTCBuy63156.2→62758.9-3.55timeout
06-18 18:48BTCBuy64079.2→62714.9-10.97timeout
06-18 04:11BTCBuy65806.3→63743.9-16.13stop_loss
06-17 23:48BTCBuy64841.2→64421.8-3.68timeout
06-17 07:41BTCBuy65611.3→65513.7-1.21timeout
06-17 00:23BTCBuy66541.3→65691.7-6.88timeout
06-16 16:05BTCBuy66246.3→65850.7-3.44timeout
06-16 04:21BTCBuy67102.4→66076.7-8.07timeout
06-15 22:18BTCBuy65686.3→66348.7+4.57timeout
06-15 09:13BTCBuy64000.2→65657.7+12.51timeout
06-14 22:26BTCBuy64586.2→65168.7+4.04timeout
06-14 09:07BTCBuy64288.2→64429.8+0.62timeout
06-14 02:19BTCBuy64152.2→64585.8+2.94timeout
06-13 16:50BTCBuy63625.2→63901.8+1.72timeout
06-13 08:38BTCBuy63519.2→63834.8+1.99timeout
06-13 02:06BTCBuy63334.2→63758.8+2.89timeout
06-12 19:59BTCBuy63085.2→63571.8+3.41timeout
06-12 13:45BTCBuy63377.2→63105.8-2.63timeout
06-12 07:46BTCBuy63663.2→62996.8-5.70timeout
06-12 01:39BTCBuy62772.1→63315.8+3.83timeout
06-11 18:58BTCBuy62754.1→63471.8+5.20timeout
06-11 09:13BTCBuy61492.1→62827.9+10.36timeout
06-11 03:04BTCBuy62184.1→62128.9-0.93timeout
06-10 04:33BTCBuy61164.1→62016.9+6.58timeout
06-09 16:19BTCBuy62771.1→60846.5-15.81stop_loss
06-09 12:00BTCBuy63053.2→62680.9-3.38timeout
06-09 05:08BTCBuy63496.2→63085.8-3.69timeout
06-08 23:01BTCBuy63051.2→63455.8+2.75timeout
06-08 16:00BTCBuy63136.2→63671.8+3.74timeout
06-08 04:08BTCBuy61969.1→62909.9+7.13timeout
06-07 14:57BTCBuy61511.1→61901.9+2.72timeout
06-07 08:21BTCBuy60560→62370.9+14.53timeout
06-07 02:19BTCBuy60907→61274.9+2.53timeout
06-06 04:21BTCBuy61794.1→59901-15.77stop_loss
06-06 03:17BTCBuy60609→60798+1.10timeout
06-05 13:56BTCBuy62874.1→60937.5-15.85stop_loss
06-05 06:22BTCBuy63318.2→61359.2-15.89stop_loss
06-05 02:09BTCBuy64317.2→63178.8-9.30timeout
06-04 19:03BTCBuy63958.2→63688.8-2.56timeout
06-04 00:53BTCBuy64982.2→62994.3-15.74stop_loss
06-03 20:55BTCBuy66803.3→64747.4-15.85stop_loss
06-03 17:16BTCBuy67211.4→65714.7-11.61timeout
06-03 12:48BTCBuy66996.3→66994.7-0.46timeout
06-03 03:50BTCBuy67586.4→65518.9-15.75stop_loss
06-02 14:26BTCBuy69984.5→67843.7-15.76stop_loss
06-02 05:59BTCBuy71651.6→70292.5-10.01timeout
06-01 04:40BTCBuy73486.7→73432.3-0.83timeout
05-31 19:58BTCBuy73853.7→73540.3-2.57timeout
05-31 13:03BTCBuy74099.7→73880.3-1.98timeout
05-30 22:19BTCBuy73631.7→73896.3+1.29timeout
05-30 02:53BTCBuy73067.7→73729.3+4.06timeout
05-29 02:39BTCBuy72935.6→73443.3+2.97timeout

Paper vs Live

Paper (trades.jsonl)
83
closed
43%
win rate
-187.38
total pnl ($)
-44.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8343%-44.9-187.38

Recent bounces (last 20 of 1)

timesymsidereason
06-29 08:22BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems