perp_perp_basis_convergence_dvol_fear_v2

not live
71
closed trades
51%
win rate
-92.71
total pnl ($)
0.749
weight
7d window — n=22 wr=45% pnl=-77.12  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 71 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:45BTCBuy59877→60162+1.58timeout
06-27 01:48BTCBuy59343→59948+3.71timeout
06-26 19:22BTCBuy59195→59911+4.39timeout
06-26 13:56BTCBuy58675.9→59942+8.23timeout
06-25 18:34BTCBuy59660→59498-1.43timeout
06-25 13:54BTCBuy60732→58570.8-14.55stop_loss
06-25 13:46BTCBuy61902.1→59699.1-14.57stop_loss
06-24 16:51BTCBuy62081.1→59867.1-14.60stop_loss
06-24 16:47BTCBuy62197.1→59984-14.47stop_loss
06-24 15:44BTCBuy62731.1→60489.7-14.59stop_loss
06-24 12:03BTCBuy62520.1→62900.9+2.07timeout
06-24 06:30BTCBuy62725.1→62819.9+0.20timeout
06-24 00:33BTCBuy63986.2→62790.9-7.85timeout
06-23 08:53BTCBuy64122.2→62395.9-10.96timeout
06-23 08:17BTCBuy64698.2→62369.7-14.76stop_loss
06-23 02:42BTCBuy64524.2→64178.8-2.50timeout
06-22 20:50BTCBuy63708.2→64438.8+4.22timeout
06-22 14:38BTCBuy64027.2→64850.8+4.71timeout
06-22 07:44BTCBuy64185.2→64231.8-0.13timeout
06-21 21:56BTCBuy63997.2→63751.8-1.88timeout
06-21 12:52BTCBuy63523.2→64028.8+2.88timeout
06-21 06:47BTCBuy63717.2→64279.8+3.17timeout
06-21 00:41BTCBuy63536.2→64273.8+4.24timeout
06-20 15:59BTCBuy63187.2→64116.8+5.42timeout
06-20 07:38BTCBuy62484.1→63710.8+7.49timeout
06-20 00:42BTCBuy63018.2→63528.8+2.89timeout
06-19 10:05BTCBuy64103.2→62390.9-10.97timeout
06-19 03:41BTCBuy64274.2→62599.9-10.74timeout
06-18 21:16BTCBuy64293.2→62898.9-8.94timeout
06-18 14:47BTCBuy64971.2→63901.8-6.93timeout
06-18 08:40BTCBuy64944.2→64519.8-3.00timeout
06-18 02:36BTCBuy65869.3→64661.8-7.72timeout
06-17 20:34BTCBuy65756.3→64384.8-8.70timeout
06-17 14:24BTCBuy65623.3→65257.7-2.60timeout
06-17 08:05BTCBuy66342.3→65445.7-5.72timeout
06-17 00:29BTCBuy66225.3→65685.7-3.68timeout
06-16 18:11BTCBuy66706.3→66079.7-4.17timeout
06-16 08:08BTCBuy65679.3→66335.7+3.67timeout
06-16 02:05BTCBuy65568.3→66290.7+4.05timeout
06-15 12:58BTCBuy64303.2→66537.7+13.56timeout
06-15 12:50BTCBuy63756.2→66561.7+17.25take_profit
06-15 06:02BTCBuy64416.2→65791.7+8.17timeout
06-14 08:07BTCBuy63756.2→64383.8+3.52timeout
06-13 21:40BTCBuy63541.2→64327.8+4.57timeout
06-13 13:29BTCBuy63359.2→64198.8+4.89timeout
06-13 07:02BTCBuy63050.2→63678.8+3.62timeout
06-13 00:55BTCBuy63692.2→63600.8-1.01timeout
06-12 17:43BTCBuy63298.2→63818.8+2.92timeout
06-12 02:02BTCBuy62239.1→63443.8+7.30timeout
06-11 16:01BTCBuy62508.1→62721.9+0.89timeout
06-11 09:30BTCBuy61238.1→62788.9+9.66timeout
06-10 14:02BTCBuy62318.1→62006.9-2.38timeout
06-09 16:05BTCBuy63160.2→60911.5-14.64stop_loss
06-09 14:18BTCBuy64033.2→61751-14.62stop_loss
06-09 09:23BTCBuy63479.2→62857.9-4.27timeout
06-09 03:20BTCBuy63219.2→62845.9-2.71timeout
06-08 21:20BTCBuy61835.1→63639.8+11.28timeout
06-08 14:51BTCBuy61889.1→63855.8+12.32timeout
06-08 07:55BTCBuy62302.1→63245.8+5.64timeout
06-07 22:15BTCBuy61435.1→64132.8+17.21take_profit
06-07 08:08BTCBuy61002→62281.9+8.11timeout
06-07 02:03BTCBuy60959→61489.9+3.06timeout
06-06 19:57BTCBuy60205→60638+2.57timeout
06-05 14:00BTCBuy62886.1→60647.6-14.60stop_loss
06-05 13:57BTCBuy63074.2→60827.5-14.61stop_loss
06-05 01:57BTCBuy62179.1→63351.8+7.19timeout
06-03 20:55BTCBuy67134.4→64734.4-14.69stop_loss
06-02 14:27BTCBuy70142.5→67644.8-14.61stop_loss
06-02 14:09BTCBuy70939.5→68409.4-14.65stop_loss
05-31 15:24BTCBuy73856.7→73692.3-1.28timeout
05-30 07:48BTCBuy73376.7→73480.3+0.17timeout

Paper vs Live

Paper (trades.jsonl)
71
closed
51%
win rate
-92.71
total pnl ($)
-32.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7151%-32.5-92.71

Recent bounces (last 20 of 1)

timesymsidereason
06-27 21:46BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems