perp_perp_basis_convergence_dvol_gated_v3

not live
66
closed trades
45%
win rate
-169.25
total pnl ($)
0.738
weight
7d window — n=19 wr=42% pnl=-78.37  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 66 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:46BTCBuy59896→60193+1.66timeout
06-27 06:18BTCBuy59739→60139+2.32timeout
06-27 00:09BTCBuy59803→60099+1.61timeout
06-26 18:00BTCBuy59642→60009+2.03timeout
06-25 17:46BTCBuy59230→59503+1.53timeout
06-25 13:53BTCBuy60919→59055.5-12.56stop_loss
06-25 13:46BTCBuy61599.1→59714.1-12.59stop_loss
06-24 15:45BTCBuy62346.1→60436.7-12.56stop_loss
06-24 14:19BTCBuy62880.1→60942.5-12.68stop_loss
06-24 14:13BTCBuy63050.2→61121.4-12.60stop_loss
06-24 05:51BTCBuy63401.2→62860.9-3.82timeout
06-23 08:24BTCBuy64178.2→62203.8-12.63stop_loss
06-23 06:21BTCBuy64652.2→62669.5-12.64stop_loss
06-23 04:16BTCBuy63984.2→63983.8-0.36timeout
06-22 16:01BTCBuy64155.2→64659.8+2.83timeout
06-22 09:46BTCBuy64094.2→64072.8-0.56timeout
06-22 03:44BTCBuy64421.2→64125.8-2.25timeout
06-21 14:50BTCBuy63883.2→64025.8+0.58timeout
06-21 04:54BTCBuy63558.2→64296.8+4.30timeout
06-20 22:27BTCBuy63283.2→64233.8+5.65timeout
06-20 02:09BTCBuy63022.2→63464.8+2.46timeout
06-19 20:10BTCBuy63103.2→63040.8-0.78timeout
06-19 13:53BTCBuy64049.2→63195.8-5.61timeout
06-18 15:57BTCBuy64233.2→62268.7-12.39stop_loss
06-18 15:53BTCBuy64404.2→62428.6-12.67stop_loss
06-18 13:37BTCBuy65114.3→64000.8-7.20timeout
06-18 07:27BTCBuy65521.3→64216.8-8.32timeout
06-17 19:22BTCBuy65673.3→64895.8-5.14timeout
06-17 13:20BTCBuy66181.3→65029.7-7.36timeout
06-17 06:59BTCBuy66412.3→65592.7-5.32timeout
06-16 11:55BTCBuy66203.3→66371.7+0.59timeout
06-16 05:50BTCBuy65753.3→66064.7+1.58timeout
06-15 22:25BTCBuy65190.3→66177.7+5.66timeout
06-15 03:01BTCBuy64457.2→65441.7+5.72timeout
06-14 20:32BTCBuy64228.2→63895.8-2.46timeout
06-14 07:16BTCBuy63682.2→64255.8+3.24timeout
06-14 01:47BTCBuy63804.2→64590.8+4.60timeout
06-13 19:42BTCBuy63701.2→64249.8+3.08timeout
06-13 06:30BTCBuy63077.2→63638.8+3.19timeout
06-12 17:47BTCBuy63425.2→63823.8+2.14timeout
06-12 07:08BTCBuy62615.1→63050.8+2.39timeout
06-11 15:59BTCBuy62609.1→62712.9+0.18timeout
06-11 09:30BTCBuy61230.1→62815.9+9.89timeout
06-10 14:02BTCBuy62317.1→61997.9-2.43timeout
06-09 14:46BTCBuy63160.2→61227.3-12.61stop_loss
06-09 12:19BTCBuy62892.1→62763.9-1.13timeout
06-09 06:13BTCBuy62906.1→63351.8+2.43timeout
06-09 00:02BTCBuy63204.2→63049.8-1.38timeout
06-08 11:48BTCBuy62724.1→63474.8+4.41timeout
06-08 05:43BTCBuy61798.1→62447.9+3.85timeout
06-07 22:15BTCBuy60806→63840.8+19.61take_profit
06-07 02:15BTCBuy60886→61364.9+2.72timeout
06-06 20:10BTCBuy60859→60560-2.27timeout
06-06 14:11BTCBuy60690→60930+1.23timeout
06-05 13:57BTCBuy62704.1→60778.6-12.65stop_loss
06-05 13:56BTCBuy62938.1→61012.4-12.60stop_loss
06-05 01:55BTCBuy62149.1→63316.8+7.16timeout
06-03 20:46BTCBuy67099.4→65025.2-12.75stop_loss
06-02 14:23BTCBuy70110.5→67962.6-12.63stop_loss
06-02 13:41BTCBuy70889.5→68721.2-12.61stop_loss
06-02 01:38BTCBuy72984.6→70751.1-12.68stop_loss
06-01 22:34BTCBuy73421.7→71175.8-12.70stop_loss
05-31 19:45BTCBuy73990.7→73502.3-2.99timeout
05-30 17:29BTCBuy74216.7→73904.3-2.13timeout
05-30 07:49BTCBuy73378.7→73479.3+0.15timeout
05-29 21:42BTCBuy73855.7→73561.3-2.00timeout

Paper vs Live

Paper (trades.jsonl)
66
closed
45%
win rate
-169.25
total pnl ($)
-63.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6645%-63.9-169.25

Recent bounces (last 20 of 1)

timesymsidereason
06-27 23:25BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems