perp_perp_basis_convergence_dvol_fear_gate_v3

not live
97
closed trades
37%
win rate
-333.06
total pnl ($)
0.250
weight
7d window — n=26 wr=35% pnl=-171.45  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 97 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 11:57ETHBuy1543.65→1582.74+12.23timeout
06-27 05:46ETHBuy1551.46→1579.44+8.59timeout
06-26 03:01ETHBuy1562.36→1514.39-15.74stop_loss
06-26 02:13ETHBuy1568.96→1520.09-16.01stop_loss
06-25 13:51ETHBuy1613.86→1564.26-15.75stop_loss
06-25 13:46ETHBuy1632.36→1582.25-15.79stop_loss
06-25 13:43ETHBuy1644.26→1593.74-15.78stop_loss
06-24 17:44ETHBuy1611.86→1562.36-15.80stop_loss
06-24 16:51ETHBuy1658.97→1607.73-15.77stop_loss
06-24 16:48ETHBuy1660.17→1609.03-15.81stop_loss
06-24 16:46ETHBuy1664.47→1613.33-15.80stop_loss
06-24 15:46ETHBuy1671.17→1619.83-15.81stop_loss
06-24 10:37ETHBuy1650.37→1665.43+4.10timeout
06-23 08:15ETHBuy1716.27→1663.5-15.80stop_loss
06-23 08:15ETHBuy1721.87→1669-15.74stop_loss
06-23 06:21ETHBuy1738.87→1685.49-15.74stop_loss
06-23 06:20ETHBuy1746.77→1693.18-15.70stop_loss
06-23 03:54ETHBuy1731.77→1728.33-1.49timeout
06-22 21:41ETHBuy1720.17→1729.63+2.32timeout
06-22 15:37ETHBuy1729.67→1752.42+6.35timeout
06-22 09:36ETHBuy1730.77→1745.73+3.72timeout
06-22 03:34ETHBuy1737.77→1737.33-0.67timeout
06-21 18:47ETHBuy1727.77→1735.53+1.78timeout
06-21 12:44ETHBuy1725.47→1719.73-2.07timeout
06-21 04:51ETHBuy1714.67→1735.03+5.44timeout
06-20 21:51ETHBuy1703.77→1737.23+9.30timeout
06-20 03:51ETHBuy1697.97→1707.43+2.30timeout
06-19 21:45ETHBuy1706.07→1702.63-1.46timeout
06-19 16:18ETHBuy1684.97→1708.53+6.51timeout
06-18 15:53ETHBuy1737.37→1683.99-15.75stop_loss
06-18 15:51ETHBuy1741.17→1687.69-15.79stop_loss
06-18 15:46ETHBuy1745.07→1691.48-15.75stop_loss
06-18 15:29ETHBuy1770.88→1716.47-15.69stop_loss
06-18 09:58ETHBuy1771.48→1745.53-7.92timeout
06-17 19:29ETHBuy1793.38→1738.36-15.80stop_loss
06-17 19:29ETHBuy1793.58→1738.36-15.85stop_loss
06-17 15:31ETHBuy1780.98→1761.52-6.00timeout
06-17 09:47ETHBuy1791.38→1773.22-5.47timeout
06-17 03:35ETHBuy1777.38→1793.92+4.11timeout
06-16 14:33ETHBuy1812.18→1766.62-13.08timeout
06-16 04:31ETHBuy1816.78→1761.04-15.79stop_loss
06-15 13:16ETHBuy1721.17→1806.92+24.45take_profit
06-15 13:16ETHBuy1719.97→1805.62+24.41take_profit
06-15 11:20ETHBuy1667.57→1750.72+24.44take_profit
06-15 11:20ETHBuy1666.17→1749.73+24.57take_profit
06-15 07:52ETHBuy1675.07→1717.73+12.20timeout
06-15 01:50ETHBuy1685.27→1716.93+8.89timeout
06-14 19:52ETHBuy1679.17→1664.83-4.77timeout
06-14 13:51ETHBuy1677.87→1665.13-4.25timeout
06-14 07:51ETHBuy1676.17→1674.93-0.81timeout
06-14 01:45ETHBuy1672.57→1683.73+2.83timeout
06-13 19:16ETHBuy1668.67→1677.23+2.19timeout
06-13 09:44ETHBuy1681.97→1673.23-3.20timeout
06-13 03:40ETHBuy1670.67→1664.43-2.37timeout
06-12 20:57ETHBuy1671.27→1663.73-2.67timeout
06-12 12:31ETHBuy1646.16→1666.73+5.77timeout
06-12 06:19ETHBuy1656.77→1659.33+0.37timeout
06-11 22:37ETHBuy1614.66→1677.23+18.86timeout
06-11 14:50ETHBuy1642.36→1650.43+1.94timeout
06-11 08:18ETHBuy1638.16→1656.53+5.01timeout
06-10 19:46ETHBuy1649.86→1627.44-7.14timeout
06-09 16:19ETHBuy1674.17→1622.73-15.79stop_loss
06-09 16:05ETHBuy1680.37→1628.52-15.82stop_loss
06-09 16:05ETHBuy1682.37→1630.52-15.72stop_loss
06-09 12:40ETHBuy1683.07→1675.63-2.63timeout
06-09 06:26ETHBuy1667.67→1691.53+6.70timeout
06-08 22:28ETHBuy1672.77→1693.83+6.00timeout
06-07 22:15ETHBuy1630.86→1712.83+24.71take_profit
06-07 22:15ETHBuy1630.06→1711.73+24.67take_profit
06-07 22:13ETHBuy1588.76→1668.13+24.64take_profit
06-07 08:57ETHBuy1561.86→1639.64+24.48take_profit
06-07 08:56ETHBuy1558.96→1636.94+24.58take_profit
06-07 06:07ETHBuy1566.96→1599.04+9.93timeout
06-06 04:07ETHBuy1597.06→1547.97-15.76stop_loss
06-05 19:16ETHBuy1589.76→1540.97-15.77stop_loss
06-05 13:56ETHBuy1672.47→1621.13-15.78stop_loss
06-05 06:01ETHBuy1726.77→1673.8-15.78stop_loss
06-05 05:45ETHBuy1748.17→1694.28-15.79stop_loss
06-05 04:04ETHBuy1772.88→1718.37-15.78stop_loss
06-05 03:01ETHBuy1776.98→1722.37-15.78stop_loss
06-04 09:22ETHBuy1806.98→1751.45-15.80stop_loss
06-04 02:03ETHBuy1777.68→1723.07-15.83stop_loss
06-03 20:48ETHBuy1839.28→1782.43-15.88stop_loss
06-03 16:25ETHBuy1869.19→1811.31-15.93stop_loss
06-03 16:25ETHBuy1872.39→1814.91-15.77stop_loss
06-02 23:23ETHBuy1912.29→1852.99-15.95stop_loss
06-02 15:20ETHBuy1978.6→1917.85-15.81stop_loss
06-02 14:22ETHBuy2007.6→1945.93-15.81stop_loss
06-02 14:18ETHBuy1971.2→1961.4-2.94timeout
06-02 06:22ETHBuy1989.6→1980.4-2.78timeout
06-01 23:21ETHBuy2012→2003.1-2.69timeout
06-01 14:28ETHBuy2009.9→1967-11.27timeout
06-01 06:08ETHBuy2028.8→1991.6-9.77timeout
05-31 10:17ETHBuy2017.6→2018.6-0.27timeout
05-31 02:57ETHBuy2020.1→2033.2+2.66timeout
05-30 14:51ETHBuy1999→2025.2+5.99timeout
05-30 07:47ETHBuy2004→2012.8+1.63timeout

Paper vs Live

Paper (trades.jsonl)
97
closed
37%
win rate
-333.06
total pnl ($)
-68.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH9737%-68.7-333.06

Recent bounces (last 20 of 1)

timesymsidereason
06-27 14:21ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems