perp_perp_basis_convergence_btc_dvol_gate

not live
48
closed trades
44%
win rate
-109.73
total pnl ($)
0.668
weight
7d window — n=19 wr=42% pnl=-92.67  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 48 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 10:37ETHBuy1552.16→1582.14+9.27timeout
06-27 03:46ETHBuy1546.25→1579.34+10.24timeout
06-26 02:16ETHBuy1566.96→1518.79-15.78stop_loss
06-25 13:51ETHBuy1618.16→1568.26-15.82stop_loss
06-25 13:42ETHBuy1651.77→1600.94-15.82stop_loss
06-25 06:56ETHBuy1579.86→1658.63+24.44take_profit
06-24 16:51ETHBuy1656.67→1605.44-15.90stop_loss
06-24 16:51ETHBuy1658.77→1607.83-15.69stop_loss
06-24 15:45ETHBuy1671.87→1620.53-15.81stop_loss
06-24 15:44ETHBuy1676.27→1624.62-15.86stop_loss
06-24 12:50ETHBuy1656.87→1673.13+4.42timeout
06-23 08:24ETHBuy1690.37→1636.32-16.42stop_loss
06-23 08:14ETHBuy1725.27→1672.3-15.75stop_loss
06-23 06:20ETHBuy1747.87→1694.18-15.74stop_loss
06-23 02:57ETHBuy1737.77→1734.33-1.49timeout
06-22 20:49ETHBuy1717.97→1735.13+4.55timeout
06-22 14:35ETHBuy1721.67→1756.32+9.46timeout
06-22 07:24ETHBuy1733.07→1744.73+2.86timeout
06-21 05:50ETHBuy1722.97→1732.13+2.18timeout
06-20 01:17ETHBuy1716.87→1707.23-3.30timeout
06-17 14:25ETHBuy1778.98→1755.42-7.06timeout
06-17 12:25ETHBuy1796.68→1741.55-15.78stop_loss
06-17 06:59ETHBuy1771.18→1790.22+4.84timeout
06-15 13:16ETHBuy1718.57→1804.52+24.53take_profit
06-15 11:20ETHBuy1666.97→1750.32+24.51take_profit
06-15 11:20ETHBuy1667.17→1750.32+24.44take_profit
06-15 07:02ETHBuy1676.07→1716.63+11.61timeout
06-14 08:20ETHBuy1674.97→1677.03+0.22timeout
06-12 07:11ETHBuy1653.67→1659.63+1.41timeout
06-11 08:39ETHBuy1625.26→1661.83+10.70timeout
06-09 16:38ETHBuy1669.47→1618.03-15.72stop_loss
06-09 16:03ETHBuy1683.97→1632.22-15.58stop_loss
06-09 05:02ETHBuy1658.57→1684.63+7.57timeout
06-08 23:00ETHBuy1674.17→1702.23+8.08timeout
06-07 22:14ETHBuy1603.96→1683.83+24.55take_profit
06-07 08:57ETHBuy1563.26→1641.24+24.51take_profit
06-06 04:31ETHBuy1573.76→1525.18-15.86stop_loss
06-06 04:07ETHBuy1597.36→1548.17-15.77stop_loss
06-05 13:56ETHBuy1672.27→1620.83-15.82stop_loss
06-05 05:57ETHBuy1733.37→1679.19-16.08stop_loss
06-03 16:21ETHBuy1879.19→1821.51-15.79stop_loss
06-02 14:27ETHBuy1988.1→1927.04-15.82stop_loss
06-02 09:37ETHBuy1984.7→1973.1-3.41timeout
06-02 02:22ETHBuy2004.3→1978.3-6.96timeout
06-01 15:43ETHBuy2008.4→1974.6-8.99timeout
06-01 07:06ETHBuy2027.9→1989.4-10.09timeout
05-30 08:20ETHBuy2009.1→2013+0.40timeout
05-29 21:42ETHBuy2022.4→2014.5-2.42timeout

Paper vs Live

Paper (trades.jsonl)
48
closed
44%
win rate
-109.73
total pnl ($)
-45.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH4844%-45.8-109.73

Recent bounces (last 20 of 2)

timesymsidereason
06-27 11:46ETHBuycircuit_breaker
06-27 11:46ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems