perp_perp_basis_convergence_dvol_fear_v3

not live
82
closed trades
44%
win rate
-247.55
total pnl ($)
0.292
weight
7d window — n=22 wr=36% pnl=-140.43  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 82 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 13:13ETHBuy1585.16→1559.34-10.26timeout
06-30 06:14ETHBuy1583.86→1589.54+1.70timeout
06-29 23:36ETHBuy1576.26→1609.94+12.29timeout
06-29 17:20ETHBuy1569.26→1627.24+21.45timeout
06-29 10:17ETHBuy1579.66→1581.74+0.18timeout
06-29 03:00ETHBuy1572.16→1576.34+1.02timeout
06-28 20:36ETHBuy1580.76→1572.04-3.74timeout
06-28 14:26ETHBuy1594.06→1579.54-6.01timeout
06-28 07:39ETHBuy1582.16→1574.14-3.57timeout
06-27 11:21ETHBuy1547.15→1580.84+12.61timeout
06-27 03:11ETHBuy1531.25→1578.64+18.03timeout
06-26 20:57ETHBuy1558.36→1569.94+3.83timeout
06-26 14:48ETHBuy1564.46→1564.64-0.48timeout
06-25 13:55ETHBuy1611.26→1545.47-24.96stop_loss
06-25 13:55ETHBuy1616.96→1551.17-24.90stop_loss
06-25 13:45ETHBuy1652.37→1584.45-25.18stop_loss
06-24 17:19ETHBuy1646.26→1579.05-25.01stop_loss
06-24 16:51ETHBuy1663.37→1595.64-24.85stop_loss
06-24 16:51ETHBuy1664.97→1596.24-25.22stop_loss
06-24 16:51ETHBuy1670.07→1601.04-25.29stop_loss
06-24 14:09ETHBuy1659.87→1645.34-5.81timeout
06-24 07:44ETHBuy1687.37→1671.13-6.26timeout
06-23 08:17ETHBuy1728.97→1655.01-26.16stop_loss
06-23 08:15ETHBuy1734.97→1664.4-24.85stop_loss
06-23 08:04ETHBuy1748.17→1676.99-24.86stop_loss
06-23 02:55ETHBuy1738.17→1733.43-2.24timeout
06-22 20:43ETHBuy1726.77→1735.43+2.47timeout
06-22 14:30ETHBuy1721.57→1752.92+10.21timeout
06-22 07:24ETHBuy1733.07→1744.83+3.47timeout
06-21 23:14ETHBuy1741.87→1711.43-10.93timeout
06-21 07:46ETHBuy1727.87→1732.83+1.20timeout
06-21 01:44ETHBuy1709.07→1735.83+8.70timeout
06-20 19:26ETHBuy1700.77→1727.23+8.77timeout
06-20 08:11ETHBuy1695.27→1723.43+9.25timeout
06-20 02:39ETHBuy1705.37→1706.43-0.25timeout
06-19 20:22ETHBuy1713.47→1699.93-5.30timeout
06-19 14:31ETHBuy1733.27→1702.93-11.02timeout
06-18 09:30ETHBuy1774.28→1743.23-11.22timeout
06-18 02:59ETHBuy1795.78→1755.72-14.03timeout
06-17 07:05ETHBuy1770.18→1787.62+5.45timeout
06-17 00:44ETHBuy1798.18→1797.22-1.01timeout
06-15 13:13ETHBuy1721.07→1796.52+25.73take_profit
06-15 13:11ETHBuy1717.67→1793.02+25.77take_profit
06-15 10:54ETHBuy1666.47→1739.53+25.72take_profit
06-15 10:54ETHBuy1666.47→1739.53+25.70take_profit
06-15 06:41ETHBuy1677.07→1718.23+14.14timeout
06-15 00:37ETHBuy1682.47→1721.43+13.37timeout
06-14 18:30ETHBuy1679.67→1659.93-7.71timeout
06-14 12:28ETHBuy1677.57→1672.73-2.30timeout
06-14 06:10ETHBuy1664.67→1680.53+5.15timeout
06-13 20:46ETHBuy1665.57→1674.53+2.77timeout
06-13 11:25ETHBuy1677.77→1676.73-1.08timeout
06-13 05:22ETHBuy1668.67→1663.53-2.37timeout
06-12 12:54ETHBuy1650.16→1664.63+4.70timeout
06-12 06:48ETHBuy1656.97→1656.63-0.60timeout
06-12 00:24ETHBuy1629.76→1671.03+14.57timeout
06-11 14:37ETHBuy1642.26→1652.63+3.16timeout
06-11 08:17ETHBuy1638.46→1656.83+6.01timeout
06-10 14:05ETHBuy1664.07→1653.83-4.22timeout
06-09 16:39ETHBuy1678.37→1609.83-24.94stop_loss
06-09 14:38ETHBuy1686.07→1640.84-16.61timeout
06-09 08:25ETHBuy1666.17→1676.03+3.18timeout
06-09 02:19ETHBuy1679.27→1661.03-6.58timeout
06-07 22:14ETHBuy1616.96→1687.83+25.78take_profit
06-07 22:14ETHBuy1615.86→1686.63+25.80take_profit
06-07 22:14ETHBuy1609.46→1680.03+25.88take_profit
06-07 22:13ETHBuy1592.96→1662.73+25.90take_profit
06-07 08:25ETHBuy1576.06→1614.54+14.14timeout
06-06 04:34ETHBuy1577.26→1512.69-25.07stop_loss
06-06 04:34ETHBuy1578.76→1514.49-24.85stop_loss
06-05 16:12ETHBuy1612.16→1546.57-24.94stop_loss
06-05 14:04ETHBuy1676.57→1608.33-24.93stop_loss
06-05 06:03ETHBuy1737.87→1667-24.99stop_loss
06-04 10:51ETHBuy1807.28→1733.06-25.15stop_loss
06-03 19:55ETHBuy1875.69→1799.32-24.95stop_loss
06-02 15:30ETHBuy1983.6→1902.86-24.97stop_loss
06-02 15:20ETHBuy2000.5→1918.95-25.01stop_loss
06-01 23:43ETHBuy2001.8→2006.7+0.90timeout
06-01 14:23ETHBuy2011.3→1969.5-13.19timeout
06-01 02:38ETHBuy2028.7→2003.4-8.06timeout
05-31 10:18ETHBuy2019→2018.3-0.81timeout
05-30 08:26ETHBuy2011.9→2014.8+0.19timeout

Paper vs Live

Paper (trades.jsonl)
82
closed
44%
win rate
-247.55
total pnl ($)
-50.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH8244%-50.3-247.55

Recent bounces (last 20 of 1)

timesymsidereason
06-30 03:29ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems