perp_perp_basis_convergence_dvol_fear_gate

not live
65
closed trades
29%
win rate
-288.95
total pnl ($)
0.596
weight
7d window — n=14 wr=21% pnl=-104.63  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 65 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 08:24ETHBuy1573.56→1582.64+2.00timeout
06-26 14:42ETHBuy1566.86→1558.64-2.58timeout
06-25 17:17ETHBuy1584.16→1570.94-3.68timeout
06-25 13:53ETHBuy1619.96→1554.07-16.58stop_loss
06-25 13:45ETHBuy1653.17→1585.85-16.63stop_loss
06-24 16:51ETHBuy1674.07→1605.44-16.72stop_loss
06-24 14:00ETHBuy1661.97→1645.64-4.28timeout
06-23 08:17ETHBuy1728.67→1658-16.68stop_loss
06-23 08:14ETHBuy1743.67→1672.7-16.55stop_loss
06-23 06:20ETHBuy1764.38→1692.58-16.51stop_loss
06-22 08:37ETHBuy1725.67→1744.13+3.80timeout
06-22 00:46ETHBuy1736.87→1723.93-3.41timeout
06-21 15:31ETHBuy1741.37→1729.33-3.16timeout
06-20 17:19ETHBuy1700.17→1728.73+6.34timeout
06-20 08:51ETHBuy1696.97→1721.43+5.29timeout
06-20 03:19ETHBuy1682.57→1707.83+5.60timeout
06-19 20:53ETHBuy1711.17→1706.03-1.55timeout
06-19 06:37ETHBuy1732.57→1696.43-8.69timeout
06-18 15:40ETHBuy1776.58→1704.28-16.54stop_loss
06-18 10:03ETHBuy1770.08→1745.43-6.05timeout
06-18 03:34ETHBuy1794.68→1746.23-11.18timeout
06-17 20:47ETHBuy1797.08→1738.63-13.37timeout
06-17 13:47ETHBuy1801.88→1768.32-7.80timeout
06-17 07:31ETHBuy1773.58→1785.32+2.35timeout
06-16 18:06ETHBuy1829.18→1804.12-5.96timeout
06-15 15:46ETHBuy1735.97→1839.82+23.57take_profit
06-15 11:26ETHBuy1665.67→1765.32+23.53take_profit
06-15 11:26ETHBuy1662.87→1762.32+23.53take_profit
06-14 20:04ETHBuy1676.97→1664.13-3.47timeout
06-14 11:09ETHBuy1675.37→1672.93-0.96timeout
06-14 04:49ETHBuy1667.07→1677.03+2.00timeout
06-13 22:27ETHBuy1664.97→1683.43+4.08timeout
06-13 06:55ETHBuy1656.07→1669.03+2.77timeout
06-13 00:40ETHBuy1673.97→1667.23-2.07timeout
06-12 18:37ETHBuy1684.17→1668.33-4.10timeout
06-12 12:31ETHBuy1646.46→1666.73+4.54timeout
06-11 11:48ETHBuy1621.76→1661.73+9.43timeout
06-10 13:45ETHBuy1670.97→1662.03-2.49timeout
06-09 16:39ETHBuy1680.87→1611.53-16.80stop_loss
06-09 14:47ETHBuy1703.17→1633.72-16.66stop_loss
06-09 05:54ETHBuy1649.56→1690.63+9.65timeout
06-08 22:50ETHBuy1682.77→1698.63+3.53timeout
06-07 22:14ETHBuy1594.56→1689.93+23.66take_profit
06-07 09:53ETHBuy1566.86→1634.54+17.05timeout
06-07 03:53ETHBuy1563.16→1592.74+7.32timeout
06-06 04:33ETHBuy1583.96→1519.49-16.52stop_loss
06-06 04:07ETHBuy1615.86→1550.07-16.60stop_loss
06-05 13:57ETHBuy1682.37→1613.83-16.64stop_loss
06-05 06:20ETHBuy1725.17→1655.01-16.62stop_loss
06-05 05:56ETHBuy1754.68→1683.29-16.58stop_loss
06-04 21:00ETHBuy1777.68→1772.72-1.49timeout
06-04 10:51ETHBuy1806.98→1733.36-16.64stop_loss
06-04 01:23ETHBuy1839.28→1764.34-16.68stop_loss
06-03 20:55ETHBuy1849.38→1774.13-16.61stop_loss
06-03 20:45ETHBuy1862.39→1786.63-16.62stop_loss
06-02 23:25ETHBuy1915.19→1837-16.69stop_loss
06-02 15:30ETHBuy1981.6→1900.86-16.66stop_loss
06-02 15:20ETHBuy2001.8→1920.25-16.66stop_loss
06-02 14:27ETHBuy2003.8→1922.15-16.68stop_loss
06-02 12:41ETHBuy1992→1978.3-3.16timeout
06-02 04:11ETHBuy2004.6→1997.3-1.84timeout
06-01 20:14ETHBuy2001→2002.4-0.10timeout
06-01 11:07ETHBuy2022.6→1982.9-8.33timeout
05-30 17:22ETHBuy2039.1→2026.8-2.89timeout
05-29 14:40ETHBuy1987.3→1987.1-0.52timeout

Paper vs Live

Paper (trades.jsonl)
65
closed
29%
win rate
-288.95
total pnl ($)
-111.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH6529%-111.1-288.95

Recent bounces (last 20 of 2)

timesymsidereason
06-27 08:35ETHBuyrouter_blocked
06-27 08:35ETHBuysar_gate

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems