perp_perp_basis_agreement_long · strategy

closed trades

45%

win rate

-347.20

total pnl ($)

0.260

weight

7d window — n=25 wr=44% pnl=-161.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 05:38	BTC	Buy	59974→60185	+1.31	timeout
06-26 23:11	BTC	Buy	59830→60040	+1.29	timeout
06-26 17:00	BTC	Buy	59300→59988	+5.26	timeout
06-25 16:44	BTC	Buy	60166→59197	-8.48	timeout
06-25 13:55	BTC	Buy	60909→58436.8	-20.68	stop_loss
06-25 13:53	BTC	Buy	61268.1→58779.7	-20.75	stop_loss
06-25 13:53	BTC	Buy	61508.1→59009.5	-20.73	stop_loss
06-24 16:51	BTC	Buy	62319.1→59742.1	-21.07	stop_loss
06-24 16:47	BTC	Buy	62507.1→59969	-20.54	stop_loss
06-24 15:56	BTC	Buy	62838.1→60287.8	-20.68	stop_loss
06-24 10:26	BTC	Buy	62336.1→62537.9	+1.13	timeout
06-24 04:39	BTC	Buy	63824.2→62656.9	-9.66	timeout
06-23 22:33	BTC	Buy	64016.2→62596.9	-11.51	timeout
06-23 09:04	BTC	Buy	64209.2→62377.9	-14.47	timeout
06-23 08:17	BTC	Buy	64976.2→62337.7	-20.78	stop_loss
06-23 02:47	BTC	Buy	64411.2→64139.8	-2.56	timeout
06-22 20:40	BTC	Buy	63972.2→64478.8	+3.49	timeout
06-22 14:28	BTC	Buy	64012.2→65001.7	+7.17	timeout
06-22 07:44	BTC	Buy	64185.2→64230.8	-0.09	timeout
06-21 22:44	BTC	Buy	64230.2→63640.8	-5.02	timeout
06-21 15:54	BTC	Buy	64081.2→64207.8	+0.46	timeout
06-21 08:35	BTC	Buy	63447.2→63890.8	+2.90	timeout
06-21 02:31	BTC	Buy	63418.2→64197.8	+5.68	timeout
06-20 20:28	BTC	Buy	63050.2→63894.8	+6.28	timeout
06-20 14:27	BTC	Buy	63244.2→63323.8	+0.11	timeout
06-20 08:00	BTC	Buy	62593.1→63619.8	+7.69	timeout
06-20 02:07	BTC	Buy	63014.2→63483.8	+3.28	timeout
06-19 19:57	BTC	Buy	62939.1→63017.8	+0.14	timeout
06-19 10:03	BTC	Buy	64106.2→62363.9	-13.93	timeout
06-19 03:25	BTC	Buy	64337.2→62768.9	-12.56	timeout
06-18 15:40	BTC	Buy	65388.3→62733.5	-20.46	stop_loss
06-18 11:06	BTC	Buy	64648.2→64075.8	-4.97	timeout
06-17 18:21	BTC	Buy	65978.3→65442.7	-4.62	timeout
06-17 12:10	BTC	Buy	66536.3→64836.8	-13.30	timeout
06-17 04:34	BTC	Buy	65875.3→65877.7	-0.48	timeout
06-16 22:37	BTC	Buy	66228.3→65694.7	-4.57	timeout
06-16 16:23	BTC	Buy	67164.4→65749.7	-11.06	timeout
06-16 10:21	BTC	Buy	65693.3→66683.7	+7.06	timeout
06-16 04:18	BTC	Buy	65748.3→66089.7	+2.20	timeout
06-15 22:13	BTC	Buy	65187.3→66349.7	+8.42	timeout
06-15 16:10	BTC	Buy	64023.2→67178.6	+24.19	timeout
06-15 10:09	BTC	Buy	64511.2→65656.7	+8.43	timeout
06-15 04:06	BTC	Buy	64504.2→65775.7	+9.37	timeout
06-14 22:04	BTC	Buy	64414.2→65422.7	+7.33	timeout
06-14 15:59	BTC	Buy	64303.2→63992.8	-2.90	timeout
06-14 09:58	BTC	Buy	63734.2→64596.8	+6.27	timeout
06-14 03:52	BTC	Buy	63519.2→64492.8	+7.25	timeout
06-13 21:40	BTC	Buy	63565.2→64304.8	+5.34	timeout
06-13 15:42	BTC	Buy	63826.2→64300.8	+3.25	timeout
06-13 09:29	BTC	Buy	63738.2→63791.8	-0.12	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
06-12 06:14	BTC	Buy	62751.1→63254.8	+3.51	timeout
06-11 21:54	BTC	Buy	61222.1→63496.8	+17.99	timeout
06-11 14:52	BTC	Buy	61901.1→62942.9	+7.87	timeout
06-11 08:17	BTC	Buy	61681.1→62778.9	+8.32	timeout
06-10 19:45	BTC	Buy	61824.1→62014.9	+1.02	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 16:19	BTC	Buy	63411.2→60837.5	-20.88	stop_loss
06-09 12:32	BTC	Buy	63177.2→62619.9	-4.81	timeout
06-09 06:25	BTC	Buy	62980.1→63421.8	+3.00	timeout
06-08 22:28	BTC	Buy	62948.1→63306.8	+2.36	timeout
06-08 16:32	BTC	Buy	62257.1→63795.8	+11.82	timeout
06-08 10:27	BTC	Buy	62481.1→63096.8	+4.49	timeout
06-08 04:21	BTC	Buy	61583.1→62829.9	+9.66	timeout
06-07 22:19	BTC	Buy	60726→63319.8	+20.92	timeout
06-07 16:13	BTC	Buy	60788→62113.9	+10.37	timeout
06-07 06:07	BTC	Buy	61024.1→61649.9	+4.73	timeout
06-06 22:16	BTC	Buy	61489.1→60649	-7.21	timeout
06-06 15:18	BTC	Buy	60827→60440	-3.63	timeout
06-05 15:39	BTC	Buy	62742.1→60194.9	-20.74	stop_loss
06-05 09:42	BTC	Buy	62820.1→62782.9	-0.73	timeout
06-05 06:24	BTC	Buy	63693.2→61107.4	-20.72	stop_loss
06-05 06:24	BTC	Buy	63748.2→61153.3	-20.76	stop_loss
06-05 04:59	BTC	Buy	64367.2→63575.8	-6.54	timeout
06-04 01:51	BTC	Buy	64973.2→62336.7	-20.74	stop_loss
06-04 00:26	BTC	Buy	66354.3→63661	-20.73	stop_loss
06-03 23:38	BTC	Buy	66965.3→64247.6	-20.75	stop_loss
06-03 23:33	BTC	Buy	66500.3→64515.8	-15.36	timeout
06-03 16:07	BTC	Buy	67479.4→66129.7	-10.51	timeout
06-02 15:30	BTC	Buy	70015.5→67163	-20.83	stop_loss
06-02 14:09	BTC	Buy	71336.6→68441.3	-20.78	stop_loss
06-02 14:01	BTC	Buy	71503.6→68602.2	-20.78	stop_loss
06-02 02:07	BTC	Buy	73163.7→70182.4	-20.94	stop_loss
06-01 23:47	BTC	Buy	73598.7→71532.4	-14.64	timeout
06-01 05:19	BTC	Buy	74167.7→73440.3	-5.39	timeout
05-31 16:57	BTC	Buy	73895.7→73495.3	-3.21	timeout
05-30 14:51	BTC	Buy	72788.6→73913.3	+7.13	timeout
05-30 07:49	BTC	Buy	73378.7→73479.3	+0.19	timeout
05-29 21:42	BTC	Buy	73860.7→73560.3	-2.54	timeout
05-29 14:34	BTC	Buy	72948.6→72825.4	-1.42	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-347.20

total pnl ($)

-74.3 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	93	45%	-74.3	-347.20

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…