perp_perp_basis_convergence_btc_eth

not live
97
closed trades
38%
win rate
-286.63
total pnl ($)
0.746
weight
7d window — n=21 wr=38% pnl=-60.40  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 97 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 07:27ETHBuy1624.56→1591.04-10.79timeout
06-30 01:13ETHBuy1586.36→1591.44+1.17timeout
06-29 18:12ETHBuy1584.16→1626.34+12.80timeout
06-29 10:19ETHBuy1563.56→1582.54+5.58timeout
06-28 23:37ETHBuy1578.66→1575.14-1.49timeout
06-28 17:12ETHBuy1571.36→1569.34-1.02timeout
06-28 08:58ETHBuy1579.76→1580.74-0.18timeout
06-28 02:28ETHBuy1592.96→1571.04-7.29timeout
06-27 20:10ETHBuy1583.66→1580.94-1.28timeout
06-27 00:59ETHBuy1534.85→1575.54+12.85timeout
06-26 18:51ETHBuy1567.96→1572.14+0.83timeout
06-26 12:39ETHBuy1567.26→1543.55-7.99timeout
06-26 06:36ETHBuy1563.06→1560.54-1.27timeout
06-25 13:48ETHBuy1637.36→1570.66-20.82stop_loss
06-25 13:46ETHBuy1649.36→1582.25-20.77stop_loss
06-25 12:20ETHBuy1620.56→1628.44+2.00timeout
06-25 05:01ETHBuy1567.16→1635.84+21.45take_profit
06-24 16:51ETHBuy1673.57→1605.34-20.78stop_loss
06-24 16:48ETHBuy1677.67→1608.93-20.93stop_loss
06-24 01:38ETHBuy1654.87→1676.83+6.20timeout
06-23 19:35ETHBuy1687.57→1659.83-8.66timeout
06-23 08:17ETHBuy1722.07→1652.01-20.73stop_loss
06-23 04:10ETHBuy1742.77→1729.43-4.30timeout
06-22 21:57ETHBuy1746.37→1731.13-4.81timeout
06-22 15:53ETHBuy1731.97→1745.53+3.47timeout
06-22 09:38ETHBuy1715.17→1744.83+8.12timeout
06-22 03:37ETHBuy1729.57→1736.13+1.39timeout
06-21 21:35ETHBuy1730.17→1716.13-4.49timeout
06-21 15:33ETHBuy1737.27→1728.93-2.84timeout
06-21 08:18ETHBuy1728.87→1729.63-0.18timeout
06-21 02:16ETHBuy1709.97→1735.43+6.96timeout
06-20 02:24ETHBuy1698.67→1704.03+1.10timeout
06-19 20:17ETHBuy1695.87→1702.33+1.45timeout
06-19 14:23ETHBuy1705.57→1698.13-2.62timeout
06-19 08:01ETHBuy1713.77→1696.03-5.63timeout
06-19 02:37ETHBuy1739.57→1703.93-10.74timeout
06-18 15:57ETHBuy1749.77→1678.59-20.74stop_loss
06-18 14:02ETHBuy1756.18→1735.63-6.30timeout
06-18 08:02ETHBuy1738.07→1746.33+1.85timeout
06-18 01:45ETHBuy1768.38→1755.52-4.13timeout
06-17 19:39ETHBuy1787.28→1732.33-15.84timeout
06-17 13:38ETHBuy1784.48→1766.52-5.48timeout
06-17 07:35ETHBuy1799.88→1785.62-4.45timeout
06-17 01:33ETHBuy1803.68→1782.62-6.35timeout
06-16 19:25ETHBuy1772.98→1796.22+6.03timeout
06-16 09:24ETHBuy1819.58→1790.62-8.47timeout
06-15 15:46ETHBuy1763.58→1841.02+21.50take_profit
06-15 13:12ETHBuy1718.37→1794.42+21.66take_profit
06-15 04:39ETHBuy1666.77→1717.03+14.60timeout
06-14 20:16ETHBuy1676.87→1662.83-4.66timeout
06-14 13:50ETHBuy1685.57→1665.23-6.48timeout
06-14 07:49ETHBuy1678.87→1674.53-1.73timeout
06-14 01:50ETHBuy1679.57→1685.43+1.27timeout
06-13 19:43ETHBuy1672.67→1678.13+1.22timeout
06-13 13:46ETHBuy1673.07→1678.13+1.02timeout
06-13 07:43ETHBuy1667.07→1672.43+1.15timeout
06-13 00:07ETHBuy1669.67→1666.03-1.61timeout
06-12 17:47ETHBuy1663.67→1668.53+1.03timeout
06-12 11:32ETHBuy1672.07→1674.23+0.18timeout
06-12 05:35ETHBuy1674.67→1666.73-2.81timeout
06-11 23:04ETHBuy1659.77→1672.33+3.31timeout
06-11 16:57ETHBuy1658.27→1639.14-6.22timeout
06-11 10:24ETHBuy1609.76→1655.03+13.56timeout
06-11 02:51ETHBuy1644.86→1634.84-3.56timeout
06-10 20:18ETHBuy1638.26→1625.34-4.34timeout
06-10 07:50ETHBuy1654.57→1638.94-5.22timeout
06-10 01:50ETHBuy1674.17→1655.63-6.03timeout
06-09 16:39ETHBuy1679.47→1610.93-20.78stop_loss
06-09 01:19ETHBuy1690.57→1664.53-7.92timeout
06-08 19:15ETHBuy1666.17→1681.83+4.32timeout
06-08 10:44ETHBuy1680.17→1670.73-3.28timeout
06-07 22:14ETHBuy1627.76→1699.83+21.72take_profit
06-07 22:14ETHBuy1624.26→1696.83+21.96take_profit
06-07 16:40ETHBuy1594.86→1630.54+10.80timeout
06-07 06:36ETHBuy1553.26→1621.34+21.51take_profit
06-06 18:43ETHBuy1568.26→1555.94-4.28timeout
06-05 18:52ETHBuy1610.76→1545.17-20.80stop_loss
06-05 14:04ETHBuy1672.27→1604.24-20.78stop_loss
06-05 06:03ETHBuy1736.17→1665.1-20.91stop_loss
06-05 05:43ETHBuy1770.38→1698.18-20.82stop_loss
06-05 04:45ETHBuy1778.18→1730.23-13.89timeout
06-04 21:41ETHBuy1748.17→1758.52+2.52timeout
06-04 10:51ETHBuy1806.68→1733.06-20.81stop_loss
06-04 09:00ETHBuy1776.88→1771.72-1.87timeout
06-03 19:55ETHBuy1869.69→1792.82-21.00stop_loss
06-03 16:38ETHBuy1838.98→1825.52-4.09timeout
06-03 11:15ETHBuy1872.39→1885.91+3.11timeout
06-03 03:33ETHBuy1912.29→1834.3-20.83stop_loss
06-02 15:30ETHBuy1981.1→1899.16-21.14stop_loss
06-02 15:02ETHBuy1996.7→1933.91-16.18timeout
06-02 06:52ETHBuy1993.5→1985.6-2.44timeout
06-01 23:30ETHBuy1983.1→1999.1+3.57timeout
06-01 15:47ETHBuy2013.5→1971.8-10.88timeout
06-01 08:20ETHBuy2003.5→1977.2-7.09timeout
05-31 23:14ETHBuy2021.3→2014.3-2.21timeout
05-29 19:48ETHBuy2005.1→2018+2.71timeout
05-29 02:41ETHBuy1988.6→2004.2+3.44timeout

Paper vs Live

Paper (trades.jsonl)
97
closed
38%
win rate
-286.63
total pnl ($)
-59.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH9738%-59.1-286.63

Recent bounces (last 20 of 1)

timesymsidereason
06-30 02:13ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems