perp_perp_basis_convergence_dvol_gate_v20 · strategy

closed trades

43%

win rate

-268.03

total pnl ($)

0.650

weight

7d window — n=24 wr=46% pnl=-92.85 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 02:26	ETH	Buy	1593.56→1569.74	-7.89	timeout
06-27 19:55	ETH	Buy	1584.96→1576.74	-3.03	timeout
06-27 00:50	ETH	Buy	1536.75→1575.64	+12.22	timeout
06-26 18:27	ETH	Buy	1556.76→1577.84	+6.27	timeout
06-26 11:55	ETH	Buy	1565.46→1542.75	-7.68	timeout
06-26 05:45	ETH	Buy	1567.16→1552.94	-4.99	timeout
06-25 13:51	ETH	Buy	1631.06→1564.56	-20.83	stop_loss
06-25 13:48	ETH	Buy	1646.56→1579.45	-20.80	stop_loss
06-25 11:35	ETH	Buy	1620.36→1630.94	+2.83	timeout
06-25 05:07	ETH	Buy	1577.26→1646.34	+21.43	take_profit
06-24 16:51	ETH	Buy	1665.87→1597.64	-20.90	stop_loss
06-24 16:51	ETH	Buy	1672.87→1604.34	-20.88	stop_loss
06-24 11:49	ETH	Buy	1666.77→1678.23	+2.98	timeout
06-24 05:43	ETH	Buy	1659.37→1676.63	+4.77	timeout
06-23 23:18	ETH	Buy	1654.37→1661.33	+1.67	timeout
06-23 08:24	ETH	Buy	1711.67→1641.91	-20.80	stop_loss
06-23 08:17	ETH	Buy	1721.87→1651.71	-20.76	stop_loss
06-23 04:17	ETH	Buy	1739.87→1726.53	-4.29	timeout
06-22 22:09	ETH	Buy	1750.58→1733.23	-5.39	timeout
06-22 16:01	ETH	Buy	1727.87→1740.63	+3.28	timeout
06-22 09:47	ETH	Buy	1718.87→1745.93	+7.34	timeout
06-22 03:43	ETH	Buy	1730.17→1734.13	+0.66	timeout
06-21 21:36	ETH	Buy	1730.77→1716.33	-4.61	timeout
06-21 15:34	ETH	Buy	1737.77→1728.63	-3.07	timeout
06-21 05:46	ETH	Buy	1725.07→1732.63	+1.73	timeout
06-20 13:04	ETH	Buy	1708.47→1725.23	+4.40	timeout
06-20 06:58	ETH	Buy	1701.57→1727.13	+7.02	timeout
06-20 00:55	ETH	Buy	1691.77→1709.43	+4.73	timeout
06-19 18:49	ETH	Buy	1697.87→1701.33	+0.53	timeout
06-19 13:05	ETH	Buy	1719.27→1696.73	-7.01	timeout
06-19 07:01	ETH	Buy	1685.07→1699.43	+3.82	timeout
06-18 17:27	ETH	Buy	1740.67→1669.8	-20.80	stop_loss
06-18 17:24	ETH	Buy	1743.47→1672.5	-20.78	stop_loss
06-18 13:19	ETH	Buy	1757.58→1750.22	-2.54	timeout
06-18 07:34	ETH	Buy	1740.37→1743.23	+0.29	timeout
06-18 01:31	ETH	Buy	1757.68→1761.12	+0.48	timeout
06-17 19:14	ETH	Buy	1791.38→1771.02	-6.14	timeout
06-17 13:05	ETH	Buy	1795.68→1756.92	-11.24	timeout
06-17 07:02	ETH	Buy	1791.78→1788.12	-1.51	timeout
06-17 00:58	ETH	Buy	1815.08→1794.82	-6.09	timeout
06-16 19:02	ETH	Buy	1770.08→1795.52	+6.66	timeout
06-16 02:56	ETH	Buy	1840.78→1765.74	-20.83	stop_loss
06-15 13:16	ETH	Buy	1723.37→1798.92	+21.46	take_profit
06-15 13:12	ETH	Buy	1719.37→1794.82	+21.46	take_profit
06-15 07:28	ETH	Buy	1665.97→1721.83	+16.30	timeout
06-14 23:18	ETH	Buy	1673.57→1723.23	+14.34	timeout
06-14 17:19	ETH	Buy	1676.57→1664.83	-4.01	timeout
06-14 11:15	ETH	Buy	1680.97→1673.73	-2.61	timeout
06-14 05:13	ETH	Buy	1675.07→1676.73	+0.03	timeout
06-13 22:44	ETH	Buy	1674.67→1682.63	+1.92	timeout
06-13 16:43	ETH	Buy	1666.87→1674.03	+1.70	timeout
06-13 09:33	ETH	Buy	1666.57→1673.23	+1.47	timeout
06-12 21:44	ETH	Buy	1681.97→1665.23	-5.41	timeout
06-12 15:40	ETH	Buy	1670.87→1671.83	-0.03	timeout
06-12 08:57	ETH	Buy	1671.37→1672.73	-0.04	timeout
06-12 01:57	ETH	Buy	1653.47→1664.33	+2.85	timeout
06-11 03:59	ETH	Buy	1656.07→1656.93	-0.26	timeout
06-10 20:18	ETH	Buy	1637.76→1625.84	-4.03	timeout
06-10 03:09	ETH	Buy	1649.66→1655.63	+1.32	timeout
06-09 16:39	ETH	Buy	1680.17→1610.53	-21.09	stop_loss
06-09 08:14	ETH	Buy	1682.27→1674.53	-2.69	timeout
06-09 02:18	ETH	Buy	1682.57→1663.43	-5.92	timeout
06-08 20:06	ETH	Buy	1668.67→1686.93	+5.12	timeout
06-08 14:03	ETH	Buy	1685.07→1679.13	-2.22	timeout
06-07 22:14	ETH	Buy	1618.26→1689.43	+21.59	take_profit
06-07 22:14	ETH	Buy	1616.56→1687.43	+21.48	take_profit
06-07 19:49	ETH	Buy	1612.26→1607.04	-1.94	timeout
06-07 13:50	ETH	Buy	1586.06→1615.94	+9.05	timeout
06-07 07:43	ETH	Buy	1554.36→1609.54	+17.37	timeout
06-07 01:34	ETH	Buy	1557.26→1590.24	+10.13	timeout
06-06 04:27	ETH	Buy	1597.06→1532.08	-20.72	stop_loss
06-06 03:21	ETH	Buy	1589.76→1568.04	-7.21	timeout
06-05 14:04	ETH	Buy	1672.47→1604.44	-20.77	stop_loss
06-05 06:20	ETH	Buy	1726.77→1656.51	-20.79	stop_loss
06-05 05:41	ETH	Buy	1776.98→1703.98	-20.96	stop_loss
06-05 03:48	ETH	Buy	1772.88→1732.43	-11.81	timeout
06-04 21:41	ETH	Buy	1748.17→1758.52	+2.52	timeout
06-04 10:51	ETH	Buy	1806.68→1733.06	-20.81	stop_loss
06-04 09:00	ETH	Buy	1776.88→1771.72	-1.87	timeout
06-03 19:55	ETH	Buy	1873.39→1796.52	-20.96	stop_loss
06-03 16:38	ETH	Buy	1838.98→1825.52	-4.09	timeout
06-03 11:15	ETH	Buy	1872.39→1885.91	+3.11	timeout
06-03 03:33	ETH	Buy	1912.29→1834.3	-20.83	stop_loss
06-02 15:30	ETH	Buy	1980.6→1899.16	-21.02	stop_loss
06-02 15:08	ETH	Buy	2000.8→1940.01	-15.65	timeout
06-02 08:07	ETH	Buy	2002.6→1981.2	-5.86	timeout
06-01 21:31	ETH	Buy	1986→1995.1	+1.83	timeout
06-01 14:06	ETH	Buy	1999.5→1970.9	-7.68	timeout
06-01 03:48	ETH	Buy	2013→2012.9	-0.50	timeout
05-31 19:29	ETH	Buy	2025.4→1996	-7.78	timeout
05-31 07:48	ETH	Buy	2027.9→2024.6	-1.28	timeout
05-30 02:51	ETH	Buy	1999→2018.6	+4.39	timeout
05-29 19:47	ETH	Buy	2004→2018.4	+3.13	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-268.03

total pnl ($)

-57.7 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
ETH	93	43%	-57.7	-268.03

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…