perp_perp_basis_convergence_dvol_fear_v4

not live
42
closed trades
48%
win rate
-90.53
total pnl ($)
0.679
weight
7d window — n=13 wr=46% pnl=-90.96  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 42 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:54ETHBuy1618.16→1552.27-20.76stop_loss
06-25 13:51ETHBuy1630.16→1563.26-20.96stop_loss
06-24 16:51ETHBuy1663.57→1595.84-20.65stop_loss
06-24 16:51ETHBuy1673.17→1604.94-20.78stop_loss
06-23 08:17ETHBuy1731.27→1660.8-20.76stop_loss
06-23 08:15ETHBuy1736.07→1665.3-20.75stop_loss
06-23 01:25ETHBuy1740.47→1732.53-2.70timeout
06-22 14:38ETHBuy1723.77→1751.92+7.60timeout
06-22 08:19ETHBuy1729.97→1747.13+4.36timeout
06-21 14:24ETHBuy1712.17→1722.43+2.57timeout
06-20 20:23ETHBuy1699.27→1729.53+8.43timeout
06-20 13:54ETHBuy1705.07→1716.83+2.90timeout
06-20 07:39ETHBuy1690.07→1727.53+10.55timeout
06-20 00:40ETHBuy1713.97→1710.53-1.55timeout
06-18 17:23ETHBuy1748.07→1676.59-20.87stop_loss
06-18 15:57ETHBuy1751.38→1680.09-20.88stop_loss
06-18 15:40ETHBuy1774.48→1702.28-20.79stop_loss
06-18 01:21ETHBuy1785.58→1756.42-8.69timeout
06-17 19:01ETHBuy1797.78→1773.72-7.22timeout
06-17 13:01ETHBuy1815.18→1758.32-16.10timeout
06-17 06:59ETHBuy1771.18→1790.22+4.84timeout
06-16 21:24ETHBuy1819.58→1794.92-7.38timeout
06-15 10:54ETHBuy1665.77→1739.83+21.75take_profit
06-15 06:02ETHBuy1679.47→1719.23+11.34timeout
06-14 07:49ETHBuy1675.17→1674.53-0.63timeout
06-14 01:45ETHBuy1673.07→1684.03+2.77timeout
06-13 19:44ETHBuy1665.87→1678.63+3.46timeout
06-13 06:26ETHBuy1660.07→1664.73+0.96timeout
06-12 17:43ETHBuy1675.07→1667.23-2.73timeout
06-11 17:49ETHBuy1621.46→1693.43+21.67take_profit
06-11 08:18ETHBuy1638.26→1656.13+4.86timeout
06-09 16:39ETHBuy1678.97→1610.63-20.72stop_loss
06-09 12:28ETHBuy1675.97→1676.83-0.12timeout
06-09 05:54ETHBuy1650.27→1690.03+11.66timeout
06-07 22:14ETHBuy1631.36→1702.93+21.49take_profit
06-07 08:55ETHBuy1567.26→1635.94+21.46take_profit
06-07 08:46ETHBuy1560.86→1629.34+21.46take_profit
06-07 06:28ETHBuy1551.26→1619.24+21.53take_profit
06-06 08:28ETHBuy1516.35→1582.84+21.45take_profit
06-05 06:24ETHBuy1697.37→1627.82-20.93stop_loss
06-04 02:01ETHBuy1827.08→1752.65-20.86stop_loss
06-03 19:54ETHBuy1879.39→1802.82-20.80stop_loss

Paper vs Live

Paper (trades.jsonl)
42
closed
48%
win rate
-90.53
total pnl ($)
-42.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH4248%-42.9-90.53

Recent bounces (last 20 of 3)

timesymsidereason
06-26 16:12ETHBuytrigger_already_opened
06-26 02:48ETHBuybelow_min_notional_skip
06-25 11:31ETHBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems