perp_perp_basis_convergence_dvol_gate_v13

not live
45
closed trades
47%
win rate
-109.79
total pnl ($)
0.838
weight
7d window — n=15 wr=47% pnl=-63.92  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 45 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 03:43BTCBuy59392→60290+7.12timeout
06-26 14:12BTCBuy59526→59999+3.47timeout
06-25 13:53BTCBuy60594→58734.7-15.70stop_loss
06-25 13:53BTCBuy60859→58996.5-15.71stop_loss
06-25 13:51BTCBuy61011.1→59144.5-15.68stop_loss
06-24 14:19BTCBuy62793.1→60869.5-15.75stop_loss
06-24 12:49BTCBuy62292.1→62743.9+3.17timeout
06-24 06:33BTCBuy62868.1→62793.9-1.09timeout
06-23 08:27BTCBuy63981.2→62021.9-15.74stop_loss
06-23 08:24BTCBuy64094.2→62116.8-15.83stop_loss
06-23 03:01BTCBuy64003.2→64140.8+0.62timeout
06-22 20:51BTCBuy63687.2→64419.8+5.29timeout
06-22 14:34BTCBuy63980.2→65007.7+7.47timeout
06-22 07:25BTCBuy64168.2→64216.8-0.10timeout
06-21 05:51BTCBuy63573.2→64208.8+4.55timeout
06-20 01:18BTCBuy63017.2→63436.8+2.88timeout
06-17 20:50BTCBuy65807.3→64275.8-12.07timeout
06-17 14:25BTCBuy65659.3→65133.7-4.46timeout
06-17 07:00BTCBuy66413.3→65592.7-6.65timeout
06-16 02:51BTCBuy65478.3→65798.7+1.98timeout
06-15 15:47BTCBuy63800.2→66996.6+24.62take_profit
06-15 13:14BTCBuy64342.2→66611.7+17.21timeout
06-15 07:03BTCBuy64263.2→65748.7+11.09timeout
06-14 08:20BTCBuy63796.2→64481.8+4.89timeout
06-12 02:02BTCBuy62239.1→63443.8+9.12timeout
06-11 09:26BTCBuy61045.1→62771.9+13.57timeout
06-10 14:17BTCBuy61896.1→62035.9+0.65timeout
06-09 14:46BTCBuy63181.2→61245.3-15.78stop_loss
06-09 01:04BTCBuy63379.2→62622.9-6.40timeout
06-08 18:22BTCBuy62171.1→63557.8+10.63timeout
06-08 11:45BTCBuy62676.1→63621.8+7.08timeout
06-08 05:45BTCBuy61813.1→62441.9+4.64timeout
06-07 22:15BTCBuy60875→63912.8+24.51take_profit
06-07 02:28BTCBuy60841→61191.9+2.35timeout
06-06 20:26BTCBuy60929→60607-3.02timeout
06-05 14:06BTCBuy62314.1→60407.8-15.75stop_loss
06-05 06:21BTCBuy63443.2→61499.2-15.77stop_loss
06-04 10:30BTCBuy64354.2→62380.7-15.75stop_loss
06-03 19:55BTCBuy67237.4→65168.1-15.87stop_loss
06-02 13:39BTCBuy70908.5→68726.2-15.87stop_loss
06-02 01:59BTCBuy72857.6→70629.1-15.84stop_loss
06-01 15:51BTCBuy73474.7→71108.9-16.63stop_loss
06-01 15:33BTCBuy73615.7→71307.8-16.27stop_loss
05-30 08:23BTCBuy73783.7→73497.3-2.44timeout
05-29 21:42BTCBuy73859.7→73561.3-2.52timeout

Paper vs Live

Paper (trades.jsonl)
45
closed
47%
win rate
-109.79
total pnl ($)
-48.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4547%-48.4-109.79

Recent bounces (last 20 of 4)

timesymsidereason
06-26 15:58BTCBuystale_intent
06-25 14:22BTCBuybelow_min_notional_skip
06-25 04:30BTCBuybelow_min_notional_skip
06-24 21:58BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems