perp_perp_basis_convergence_dvol_gated_v12

not live
80
closed trades
40%
win rate
-224.76
total pnl ($)
0.829
weight
7d window — n=21 wr=43% pnl=-65.65  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 80 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 02:55ETHBuy1554.76→1583.74+8.87timeout
06-26 20:49ETHBuy1565.16→1568.14+0.48timeout
06-26 14:24ETHBuy1522.65→1565.24+13.52timeout
06-26 03:02ETHBuy1558.76→1510.89-15.76stop_loss
06-26 02:12ETHBuy1566.86→1547.05-6.70timeout
06-25 13:48ETHBuy1620.36→1570.56-15.77stop_loss
06-25 13:42ETHBuy1651.67→1600.94-15.78stop_loss
06-25 06:41ETHBuy1572.66→1651.43+24.56take_profit
06-24 16:51ETHBuy1655.87→1604.94-15.81stop_loss
06-24 15:46ETHBuy1670.27→1618.73-15.82stop_loss
06-24 13:39ETHBuy1676.77→1656.13-6.61timeout
06-24 06:42ETHBuy1652.27→1675.23+6.52timeout
06-24 00:02ETHBuy1661.07→1668.53+1.81timeout
06-23 08:17ETHBuy1707.07→1654.61-15.80stop_loss
06-23 08:15ETHBuy1724.17→1671.1-15.77stop_loss
06-23 03:39ETHBuy1752.68→1726.33-7.99timeout
06-22 21:06ETHBuy1748.87→1735.03-4.40timeout
06-22 14:35ETHBuy1740.07→1756.82+4.30timeout
06-22 08:44ETHBuy1726.67→1748.13+5.69timeout
06-22 02:28ETHBuy1722.17→1741.73+5.15timeout
06-21 19:46ETHBuy1733.17→1733.63-0.33timeout
06-20 09:01ETHBuy1708.27→1723.13+3.83timeout
06-20 02:32ETHBuy1701.67→1705.93+0.77timeout
06-19 20:28ETHBuy1696.27→1701.83+1.18timeout
06-19 14:18ETHBuy1710.27→1699.83-3.49timeout
06-19 08:14ETHBuy1711.67→1696.03-5.02timeout
06-18 15:53ETHBuy1738.17→1684.69-15.82stop_loss
06-18 15:45ETHBuy1746.87→1693.18-15.81stop_loss
06-18 13:57ETHBuy1753.68→1734.53-5.91timeout
06-18 07:54ETHBuy1731.57→1748.43+4.43timeout
06-18 01:43ETHBuy1763.98→1757.62-2.29timeout
06-17 19:34ETHBuy1786.58→1740.03-13.50timeout
06-17 13:33ETHBuy1782.88→1760.12-6.83timeout
06-17 07:28ETHBuy1796.38→1784.52-3.79timeout
06-17 01:27ETHBuy1804.98→1785.32-5.95timeout
06-16 19:31ETHBuy1773.38→1799.82+6.93timeout
06-15 23:19ETHBuy1841.38→1784.83-15.82stop_loss
06-15 13:16ETHBuy1721.27→1807.42+24.57take_profit
06-15 13:16ETHBuy1719.97→1805.62+24.42take_profit
06-15 09:19ETHBuy1687.07→1724.83+10.72timeout
06-14 23:17ETHBuy1673.37→1723.73+14.55timeout
06-14 17:15ETHBuy1676.97→1664.43-4.24timeout
06-14 11:13ETHBuy1680.77→1673.83-2.52timeout
06-14 05:12ETHBuy1674.27→1677.03+0.36timeout
06-13 23:07ETHBuy1674.47→1680.53+1.35timeout
06-13 16:43ETHBuy1666.87→1674.03+1.70timeout
06-13 10:26ETHBuy1664.97→1672.33+1.69timeout
06-12 22:32ETHBuy1673.77→1664.23-3.28timeout
06-12 16:14ETHBuy1669.77→1670.93-0.05timeout
06-12 08:55ETHBuy1671.37→1671.93-0.28timeout
06-12 00:31ETHBuy1646.46→1671.33+7.06timeout
06-11 14:04ETHBuy1642.96→1651.53+2.13timeout
06-11 04:11ETHBuy1651.57→1651.13-0.65timeout
06-10 21:39ETHBuy1621.66→1621.54-0.43timeout
06-10 07:46ETHBuy1649.86→1655.63+1.26timeout
06-09 16:38ETHBuy1671.17→1619.83-15.78stop_loss
06-09 16:05ETHBuy1680.47→1628.82-15.76stop_loss
06-09 00:26ETHBuy1676.97→1678.73+0.27timeout
06-07 22:15ETHBuy1631.36→1712.83+24.52take_profit
06-07 21:47ETHBuy1630.16→1626.34-1.54timeout
06-07 15:27ETHBuy1593.86→1628.84+10.59timeout
06-06 18:07ETHBuy1568.46→1550.94-5.92timeout
06-05 19:00ETHBuy1591.46→1542.57-15.79stop_loss
06-05 13:52ETHBuy1682.37→1630.52-15.84stop_loss
06-05 06:03ETHBuy1725.17→1672.2-15.80stop_loss
06-05 04:04ETHBuy1771.98→1717.57-15.78stop_loss
06-05 03:50ETHBuy1772.78→1732.73-11.70timeout
06-04 21:44ETHBuy1751.58→1763.12+2.86timeout
06-04 09:27ETHBuy1802.18→1746.65-15.84stop_loss
06-04 02:04ETHBuy1776.98→1722.37-15.84stop_loss
06-03 16:38ETHBuy1839.38→1824.12-4.58timeout
06-03 16:25ETHBuy1871.29→1813.51-15.88stop_loss
06-03 11:40ETHBuy1849.38→1879.81+7.73timeout
06-02 23:00ETHBuy1915.19→1856.09-15.87stop_loss
06-02 15:20ETHBuy1981.6→1920.25-15.94stop_loss
06-02 11:44ETHBuy2006.7→1978.9-7.43timeout
06-02 03:14ETHBuy1970.2→1997.9+6.57timeout
06-01 19:06ETHBuy1988.8→1992.5+0.47timeout
06-01 11:47ETHBuy2004.3→1985.5-5.21timeout
06-01 02:34ETHBuy2011.1→2001.6-2.83timeout

Paper vs Live

Paper (trades.jsonl)
80
closed
40%
win rate
-224.76
total pnl ($)
-56.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH8040%-56.2-224.76

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems