perp_perp_basis_convergence_fear_band

not live
86
closed trades
36%
win rate
-393.74
total pnl ($)
0.250
weight
7d window — n=25 wr=32% pnl=-209.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 86 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:55ETHBuy1537.95→1584.64+14.75timeout
06-27 05:52ETHBuy1554.66→1578.64+7.29timeout
06-26 03:01ETHBuy1573.56→1517.09-18.34stop_loss
06-26 02:13ETHBuy1577.86→1521.29-18.36stop_loss
06-25 13:58ETHBuy1595.16→1538.08-18.25stop_loss
06-25 13:53ETHBuy1615.26→1557.56-18.24stop_loss
06-25 13:48ETHBuy1632.86→1574.55-18.30stop_loss
06-25 13:45ETHBuy1644.46→1585.65-18.30stop_loss
06-24 16:51ETHBuy1658.97→1599.04-18.39stop_loss
06-24 16:51ETHBuy1660.97→1601.64-18.22stop_loss
06-24 16:51ETHBuy1662.87→1602.94-18.44stop_loss
06-24 16:47ETHBuy1671.07→1611.43-18.27stop_loss
06-24 10:54ETHBuy1651.07→1663.83+3.40timeout
06-23 08:17ETHBuy1719.77→1655.61-19.08stop_loss
06-23 08:17ETHBuy1722.47→1661-18.23stop_loss
06-23 07:59ETHBuy1741.17→1678.99-18.10stop_loss
06-23 06:21ETHBuy1746.37→1683.99-18.24stop_loss
06-23 03:44ETHBuy1734.17→1726.93-2.59timeout
06-22 21:40ETHBuy1722.67→1727.43+0.95timeout
06-22 15:42ETHBuy1730.17→1754.62+6.71timeout
06-22 09:39ETHBuy1730.97→1744.03+3.17timeout
06-22 03:35ETHBuy1737.47→1737.33-0.60timeout
06-21 17:42ETHBuy1725.77→1725.43-0.63timeout
06-21 01:46ETHBuy1708.47→1736.13+7.52timeout
06-20 19:40ETHBuy1699.57→1727.23+7.66timeout
06-20 13:27ETHBuy1689.97→1715.13+6.89timeout
06-20 07:23ETHBuy1696.17→1726.83+8.50timeout
06-20 01:20ETHBuy1714.17→1709.13-1.96timeout
06-19 19:17ETHBuy1686.07→1702.23+4.28timeout
06-18 15:54ETHBuy1743.17→1680.69-18.31stop_loss
06-18 15:53ETHBuy1746.27→1683.69-18.35stop_loss
06-18 15:53ETHBuy1746.57→1684.19-18.17stop_loss
06-18 15:45ETHBuy1756.68→1693.68-18.18stop_loss
06-18 13:21ETHBuy1759.28→1749.53-3.23timeout
06-17 19:51ETHBuy1791.48→1727.56-18.30stop_loss
06-17 19:39ETHBuy1794.88→1730.56-18.38stop_loss
06-17 19:10ETHBuy1794.98→1763.52-9.25timeout
06-17 12:21ETHBuy1816.38→1751.35-18.34stop_loss
06-17 07:00ETHBuy1771.08→1789.92+4.78timeout
06-16 21:22ETHBuy1818.58→1794.32-7.27timeout
06-16 11:52ETHBuy1765.98→1795.22+7.69timeout
06-15 13:24ETHBuy1716.97→1819.72+29.45take_profit
06-15 13:08ETHBuy1688.47→1789.42+29.40take_profit
06-15 07:03ETHBuy1676.07→1718.33+12.12timeout
06-15 00:57ETHBuy1681.57→1719.93+10.96timeout
06-14 18:29ETHBuy1679.17→1659.23-6.50timeout
06-14 11:08ETHBuy1674.87→1672.93-1.04timeout
06-14 04:50ETHBuy1667.17→1677.13+2.50timeout
06-13 21:32ETHBuy1666.67→1676.03+2.42timeout
06-13 11:45ETHBuy1675.37→1676.43-0.27timeout
06-13 05:49ETHBuy1663.97→1662.03-1.02timeout
06-12 23:52ETHBuy1671.77→1663.93-2.88timeout
06-12 17:41ETHBuy1677.47→1668.03-3.21timeout
06-12 11:01ETHBuy1656.17→1673.83+4.84timeout
06-11 16:00ETHBuy1656.37→1645.24-3.96timeout
06-11 08:18ETHBuy1638.26→1656.53+5.00timeout
06-10 14:40ETHBuy1640.26→1642.54+0.23timeout
06-09 16:38ETHBuy1679.67→1619.73-18.10stop_loss
06-09 16:20ETHBuy1680.17→1620.13-18.27stop_loss
06-09 12:46ETHBuy1690.97→1672.13-5.97timeout
06-09 06:44ETHBuy1665.97→1687.53+6.03timeout
06-08 18:42ETHBuy1633.36→1680.63+14.14timeout
06-08 05:37ETHBuy1704.77→1643.91-18.25stop_loss
06-07 22:15ETHBuy1617.86→1714.83+29.62take_profit
06-07 22:15ETHBuy1615.16→1712.23+29.66take_profit
06-07 22:13ETHBuy1569.76→1664.23+29.78take_profit
06-07 18:26ETHBuy1556.26→1631.14+23.82timeout
06-07 12:21ETHBuy1561.46→1615.24+16.90timeout
06-07 06:07ETHBuy1568.36→1600.14+9.82timeout
06-05 18:52ETHBuy1605.76→1548.17-18.37stop_loss
06-05 14:01ETHBuy1670.57→1610.03-18.56stop_loss
06-05 06:01ETHBuy1736.07→1674-18.32stop_loss
06-05 05:42ETHBuy1763.98→1700.98-18.24stop_loss
06-05 05:41ETHBuy1765.98→1702.38-18.43stop_loss
06-05 05:37ETHBuy1772.68→1709.37-18.26stop_loss
06-05 03:01ETHBuy1789.08→1725.16-18.18stop_loss
06-04 21:01ETHBuy1778.98→1773.52-2.00timeout
06-03 20:55ETHBuy1839.18→1773.24-18.36stop_loss
06-03 20:45ETHBuy1854.09→1787.93-18.27stop_loss
06-03 19:55ETHBuy1862.19→1794.12-18.72stop_loss
06-02 23:25ETHBuy1911.19→1842.79-18.34stop_loss
06-02 15:26ETHBuy1976→1905.36-18.32stop_loss
06-02 15:20ETHBuy1985.2→1912.35-18.81stop_loss
05-31 15:23ETHBuy2025.7→2012.8-3.66timeout
05-30 07:48ETHBuy2005.1→2013.1+1.43timeout
05-29 14:39ETHBuy1988.5→1987.4-0.84timeout

Paper vs Live

Paper (trades.jsonl)
86
closed
36%
win rate
-393.74
total pnl ($)
-91.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH8636%-91.8-393.74

Recent bounces (last 20 of 1)

timesymsidereason
06-27 14:32ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems