perp_perp_basis_convergence_dvol_gated_v5 · strategy

closed trades

40%

win rate

-263.52

total pnl ($)

0.627

weight

7d window — n=24 wr=29% pnl=-99.79 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 89 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 17:10	BTC	Buy	59991→59718	-2.71	timeout
06-28 08:31	BTC	Buy	60246→60184	-0.97	timeout
06-28 02:26	BTC	Buy	60596→60055	-4.92	timeout
06-27 20:06	BTC	Buy	60436→60224	-2.18	timeout
06-26 19:20	BTC	Buy	60540→59927	-5.58	timeout
06-26 12:51	BTC	Buy	59699→59278	-4.00	timeout
06-26 06:28	BTC	Buy	59628→59892	+1.76	timeout
06-25 13:53	BTC	Buy	61198.1→58714.7	-20.74	stop_loss
06-25 13:51	BTC	Buy	61713.1→59208.4	-20.71	stop_loss
06-25 12:30	BTC	Buy	60905→61645.9	+5.64	timeout
06-25 06:00	BTC	Buy	59471→61603.9	+17.50	timeout
06-24 16:06	BTC	Buy	62716.1→60166.9	-20.69	stop_loss
06-24 15:56	BTC	Buy	62784.1→60234.9	-20.73	stop_loss
06-24 12:18	BTC	Buy	62891.1→62861.9	-0.69	timeout
06-24 06:05	BTC	Buy	62357.1→62740.9	+2.60	timeout
06-23 23:27	BTC	Buy	62487.1→62630.9	+0.70	timeout
06-23 17:37	BTC	Buy	63420.2→62645.9	-6.55	timeout
06-23 10:33	BTC	Buy	64016.2→62296.9	-13.78	timeout
06-23 04:11	BTC	Buy	64712.2→64031.8	-5.71	timeout
06-22 22:08	BTC	Buy	64233.2→64247.8	-0.34	timeout
06-22 15:55	BTC	Buy	64074.2→64800.8	+5.24	timeout
06-22 09:42	BTC	Buy	63862.2→64052.8	+1.00	timeout
06-22 03:38	BTC	Buy	64187.2→64214.8	-0.27	timeout
06-21 21:36	BTC	Buy	64142.2→63726.8	-3.69	timeout
06-21 15:35	BTC	Buy	64332.2→64164.8	-1.72	timeout
06-21 04:01	BTC	Buy	64005.2→64384.8	+2.52	timeout
06-20 17:20	BTC	Buy	63719.2→63899.8	+0.96	timeout
06-20 10:28	BTC	Buy	63275.2→63644.8	+2.43	timeout
06-19 15:00	BTC	Buy	62990.1→63163.8	+0.98	timeout
06-19 08:34	BTC	Buy	63104.2→62625.9	-4.18	timeout
06-19 02:52	BTC	Buy	63755.2→62953.9	-6.69	timeout
06-18 20:39	BTC	Buy	64549.2→63101.8	-11.58	timeout
06-18 14:12	BTC	Buy	64522.2→63759.8	-6.35	timeout
06-18 08:18	BTC	Buy	64255.2→64567.8	+1.98	timeout
06-18 02:17	BTC	Buy	65333.3→64454.8	-7.21	timeout
06-17 19:53	BTC	Buy	65414.3→64081.8	-10.64	timeout
06-17 13:45	BTC	Buy	65779.3→65271.7	-4.32	timeout
06-17 07:35	BTC	Buy	65680.3→65526.7	-1.63	timeout
06-17 01:27	BTC	Buy	66111.3→65552.7	-4.70	timeout
06-16 19:31	BTC	Buy	66336.3→65715.7	-5.17	timeout
06-16 04:18	BTC	Buy	67113.4→66081.7	-8.11	timeout
06-15 22:13	BTC	Buy	65730.3→66350.7	+4.25	timeout
06-15 16:11	BTC	Buy	65725.3→67184.6	+10.65	timeout
06-15 09:20	BTC	Buy	64738.2→65731.7	+7.23	timeout
06-15 02:25	BTC	Buy	64245.2→65683.7	+10.73	timeout
06-14 20:16	BTC	Buy	64487.2→63802.8	-5.78	timeout
06-14 13:51	BTC	Buy	64614.2→64264.8	-3.15	timeout
06-14 07:50	BTC	Buy	64304.2→64390.8	+0.22	timeout
06-14 01:51	BTC	Buy	64106.2→64607.8	+3.48	timeout
06-13 19:42	BTC	Buy	63802.2→64248.8	+3.05	timeout
06-13 13:56	BTC	Buy	63786.2→64055.8	+1.64	timeout
06-13 07:45	BTC	Buy	63632.2→63812.8	+0.96	timeout
06-12 21:49	BTC	Buy	63811.2→63476.8	-3.10	timeout
06-12 15:39	BTC	Buy	63448.2→63916.8	+3.22	timeout
06-12 08:57	BTC	Buy	63374.2→63448.8	+0.10	timeout
06-12 01:45	BTC	Buy	63054.2→63398.8	+2.23	timeout
06-11 18:48	BTC	Buy	62813.1→63500.8	+4.96	timeout
06-10 03:10	BTC	Buy	61678.1→62016.9	+2.35	timeout
06-09 19:43	BTC	Buy	63168.2→61828.9	-11.00	timeout
06-09 08:06	BTC	Buy	63392.2→62944.9	-3.98	timeout
06-09 01:10	BTC	Buy	63830.2→62625.9	-9.88	timeout
06-08 18:56	BTC	Buy	62962.1→63455.8	+3.44	timeout
06-08 12:49	BTC	Buy	63690.2→63534.8	-1.68	timeout
06-08 06:48	BTC	Buy	62202.1→62962.9	+5.66	timeout
06-08 00:43	BTC	Buy	61642.1→63773.8	+16.79	timeout
06-07 18:39	BTC	Buy	62144.1→62171.9	-0.20	timeout
06-07 12:28	BTC	Buy	60767→61999.9	+9.69	timeout
06-07 06:26	BTC	Buy	60603→61832.9	+9.72	timeout
06-07 00:21	BTC	Buy	60908→60807	-1.29	timeout
06-06 17:58	BTC	Buy	60922→60567	-3.34	timeout
06-06 03:25	BTC	Buy	60917→60722	-2.06	timeout
06-05 15:37	BTC	Buy	62812.1→60261.8	-20.73	stop_loss
06-05 14:04	BTC	Buy	63135.2→60572.7	-20.74	stop_loss
06-05 09:23	BTC	Buy	63489.2→63052.8	-3.88	timeout
06-05 03:46	BTC	Buy	63748.2→62738.9	-8.34	timeout
06-04 21:42	BTC	Buy	62820.1→63200.8	+2.59	timeout
06-04 16:55	BTC	Buy	64407.2→63583.8	-6.89	timeout
06-04 01:50	BTC	Buy	64997.2→62359.7	-20.74	stop_loss
06-03 23:51	BTC	Buy	66858.3→64143.7	-20.75	stop_loss
06-03 16:38	BTC	Buy	66353.3→65825.7	-4.46	timeout
06-03 11:57	BTC	Buy	66800.3→67062.6	+1.45	timeout
06-03 04:26	BTC	Buy	67778.4→66435.7	-10.36	timeout
06-02 15:30	BTC	Buy	70035.5→67187	-20.80	stop_loss
06-02 14:22	BTC	Buy	71005.6→68123.5	-20.76	stop_loss
06-02 02:52	BTC	Buy	71438.6→70727.5	-5.50	timeout
06-01 02:34	BTC	Buy	73662.7→73464.3	-1.84	timeout
05-30 02:52	BTC	Buy	73004.7→73700.3	+4.29	timeout
05-29 19:49	BTC	Buy	73378.7→73619.3	+1.16	timeout
05-29 02:55	BTC	Buy	72985.6→73225.3	+1.13	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-263.52

total pnl ($)

-59.1 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 ($)
BTC	89	40%	-59.1	-263.52

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…