perp_perp_basis_convergence_btc_eth_vol_gated

not live
88
closed trades
31%
win rate
-370.16
total pnl ($)
0.250
weight
7d window — n=22 wr=23% pnl=-190.41  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 88 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 02:56ETHBuy1583.66→1571.74-4.14timeout
06-27 20:37ETHBuy1569.36→1580.84+3.26timeout
06-27 14:26ETHBuy1571.36→1592.34+6.24timeout
06-26 12:40ETHBuy1577.06→1528.48-15.84stop_loss
06-26 03:02ETHBuy1560.66→1512.59-15.81stop_loss
06-25 13:53ETHBuy1609.66→1560.16-15.75stop_loss
06-25 13:51ETHBuy1617.86→1568.16-15.77stop_loss
06-25 13:42ETHBuy1646.86→1596.24-15.80stop_loss
06-24 16:51ETHBuy1638.76→1588.45-15.79stop_loss
06-24 16:46ETHBuy1664.07→1612.93-15.69stop_loss
06-24 15:47ETHBuy1666.67→1615.43-15.81stop_loss
06-24 15:47ETHBuy1667.97→1616.63-15.81stop_loss
06-24 14:19ETHBuy1666.67→1639.44-8.63timeout
06-24 08:02ETHBuy1683.07→1672.43-3.65timeout
06-23 07:59ETHBuy1732.57→1678.99-15.84stop_loss
06-23 07:59ETHBuy1732.37→1678.99-15.71stop_loss
06-23 05:23ETHBuy1764.38→1710.07-15.80stop_loss
06-22 22:33ETHBuy1714.07→1723.93+2.46timeout
06-22 10:22ETHBuy1734.07→1746.83+3.08timeout
06-22 03:35ETHBuy1737.37→1737.03-0.61timeout
06-21 20:42ETHBuy1728.27→1726.13-1.06timeout
06-21 14:30ETHBuy1712.67→1721.23+2.07timeout
06-20 20:34ETHBuy1702.07→1725.63+6.44timeout
06-20 14:27ETHBuy1703.77→1712.13+1.92timeout
06-20 08:17ETHBuy1696.37→1725.03+7.85timeout
06-20 02:04ETHBuy1714.57→1708.63-2.24timeout
06-19 20:00ETHBuy1708.67→1701.03-2.71timeout
06-18 15:53ETHBuy1736.27→1682.89-15.81stop_loss
06-18 15:53ETHBuy1736.67→1683.19-15.85stop_loss
06-18 15:45ETHBuy1747.27→1693.58-15.81stop_loss
06-18 15:42ETHBuy1754.38→1700.28-15.86stop_loss
06-18 13:38ETHBuy1767.78→1737.43-9.04timeout
06-17 19:50ETHBuy1783.38→1728.66-15.81stop_loss
06-17 19:39ETHBuy1785.48→1730.66-15.82stop_loss
06-17 14:47ETHBuy1796.38→1741.15-15.81stop_loss
06-17 12:23ETHBuy1804.68→1749.15-15.81stop_loss
06-17 07:25ETHBuy1773.48→1784.52+2.58timeout
06-15 22:31ETHBuy1843.48→1786.93-15.81stop_loss
06-15 13:16ETHBuy1722.77→1808.62+24.44take_profit
06-15 13:16ETHBuy1717.77→1803.62+24.53take_profit
06-15 11:20ETHBuy1667.27→1750.42+24.45take_profit
06-15 11:20ETHBuy1667.27→1750.42+24.44take_profit
06-15 08:16ETHBuy1676.87→1719.63+12.22timeout
06-15 02:02ETHBuy1682.57→1714.33+8.95timeout
06-14 19:56ETHBuy1678.17→1664.83-4.48timeout
06-14 13:55ETHBuy1676.37→1665.43-3.71timeout
06-14 07:55ETHBuy1676.47→1674.83-0.90timeout
06-14 01:45ETHBuy1672.57→1683.73+2.83timeout
06-13 19:44ETHBuy1666.07→1678.63+3.40timeout
06-13 09:30ETHBuy1679.77→1673.03-2.60timeout
06-13 03:39ETHBuy1671.67→1663.93-2.81timeout
06-12 20:54ETHBuy1671.37→1661.83-3.27timeout
06-12 13:44ETHBuy1649.86→1656.13+1.45timeout
06-12 06:46ETHBuy1656.67→1655.43-0.77timeout
06-10 15:09ETHBuy1650.06→1639.54-3.66timeout
06-09 16:05ETHBuy1679.87→1628.22-15.77stop_loss
06-09 14:30ETHBuy1686.67→1634.52-15.90stop_loss
06-09 13:36ETHBuy1688.57→1668.63-6.33timeout
06-09 07:27ETHBuy1675.67→1679.43+0.66timeout
06-09 01:24ETHBuy1676.37→1669.23-2.12timeout
06-07 22:14ETHBuy1616.46→1698.03+24.84take_profit
06-07 22:14ETHBuy1614.96→1696.53+24.90take_profit
06-07 22:14ETHBuy1608.96→1689.83+24.70take_profit
06-07 09:15ETHBuy1564.36→1642.34+24.51take_profit
06-07 08:57ETHBuy1561.76→1639.64+24.52take_profit
06-07 08:46ETHBuy1554.56→1632.14+24.50take_profit
06-07 05:58ETHBuy1565.46→1603.94+11.98timeout
06-05 19:00ETHBuy1591.46→1542.57-15.79stop_loss
06-05 13:52ETHBuy1682.57→1630.92-15.78stop_loss
06-05 06:00ETHBuy1728.87→1675.79-15.79stop_loss
06-05 05:43ETHBuy1752.18→1698.38-15.73stop_loss
06-05 04:04ETHBuy1771.08→1716.57-15.81stop_loss
06-05 04:04ETHBuy1774.08→1719.57-15.77stop_loss
06-04 09:26ETHBuy1804.68→1749.25-15.79stop_loss
06-04 02:03ETHBuy1779.58→1723.17-16.32stop_loss
06-03 20:48ETHBuy1839.28→1782.83-15.77stop_loss
06-03 20:45ETHBuy1844.28→1787.63-15.78stop_loss
06-03 16:27ETHBuy1867.59→1810.21-15.81stop_loss
06-02 23:24ETHBuy1910.19→1851.19-15.89stop_loss
06-02 15:20ETHBuy1981.3→1920.25-15.86stop_loss
06-02 14:23ETHBuy2002.4→1940.83-15.84stop_loss
06-02 14:22ETHBuy2002.6→1941.13-15.80stop_loss
06-02 09:19ETHBuy1986.9→1972.4-4.16timeout
06-02 01:53ETHBuy2000.8→1985.7-4.25timeout
06-01 15:55ETHBuy2010.6→1967.8-11.22timeout
06-01 07:06ETHBuy2027.8→1988-10.41timeout
05-30 07:48ETHBuy2005.1→2013.1+1.43timeout
05-29 14:41ETHBuy1988.6→1986.9-0.99timeout

Paper vs Live

Paper (trades.jsonl)
88
closed
31%
win rate
-370.16
total pnl ($)
-84.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH8831%-84.2-370.16

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems