perp_perp_basis_convergence_fear_dvol_gate

not live
85
closed trades
38%
win rate
-391.87
total pnl ($)
0.250
weight
7d window — n=24 wr=33% pnl=-187.54  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 85 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:55ETHBuy1538.45→1584.64+14.59timeout
06-27 06:08ETHBuy1546.95→1576.14+9.01timeout
06-26 17:46ETHBuy1565.76→1582.84+4.87timeout
06-26 03:02ETHBuy1567.06→1510.59-18.45stop_loss
06-25 17:29ETHBuy1575.56→1569.14-2.46timeout
06-25 13:52ETHBuy1620.56→1562.66-18.25stop_loss
06-25 13:48ETHBuy1632.16→1572.46-18.73stop_loss
06-25 13:45ETHBuy1647.26→1588.45-18.27stop_loss
06-24 16:51ETHBuy1659.47→1597.34-19.14stop_loss
06-24 16:51ETHBuy1658.57→1597.34-18.79stop_loss
06-24 16:51ETHBuy1663.27→1602.94-18.50stop_loss
06-24 16:46ETHBuy1672.77→1613.03-18.28stop_loss
06-24 11:18ETHBuy1654.87→1658.63+0.69timeout
06-23 08:17ETHBuy1719.77→1657.21-18.62stop_loss
06-23 08:15ETHBuy1723.87→1662.1-18.30stop_loss
06-23 06:21ETHBuy1743.17→1680.79-18.29stop_loss
06-23 06:21ETHBuy1745.87→1683.59-18.22stop_loss
06-23 03:49ETHBuy1733.47→1728.03-2.07timeout
06-22 21:44ETHBuy1719.97→1728.13+1.94timeout
06-22 15:43ETHBuy1730.17→1753.42+6.18timeout
06-22 09:36ETHBuy1731.37→1746.03+3.63timeout
06-22 03:33ETHBuy1737.27→1737.23-0.57timeout
06-21 14:51ETHBuy1735.17→1723.73-3.73timeout
06-21 05:24ETHBuy1724.47→1733.83+2.23timeout
06-20 12:47ETHBuy1679.37→1725.13+13.06timeout
06-20 06:32ETHBuy1700.47→1726.03+6.99timeout
06-20 01:18ETHBuy1713.67→1708.33-2.05timeout
06-19 19:13ETHBuy1685.57→1700.43+3.89timeout
06-18 17:27ETHBuy1731.97→1670-18.33stop_loss
06-18 17:24ETHBuy1734.77→1672.8-18.25stop_loss
06-18 15:53ETHBuy1748.97→1686.49-18.29stop_loss
06-18 15:45ETHBuy1756.18→1693.48-18.25stop_loss
06-18 13:43ETHBuy1765.98→1735.13-9.19timeout
06-18 05:03ETHBuy1787.28→1723.47-18.24stop_loss
06-17 22:03ETHBuy1790.98→1726.96-18.33stop_loss
06-17 19:29ETHBuy1800.18→1735.96-18.30stop_loss
06-17 13:13ETHBuy1799.48→1761.62-10.95timeout
06-17 07:02ETHBuy1770.08→1789.62+5.20timeout
06-16 21:25ETHBuy1818.78→1793.22-7.63timeout
06-16 12:16ETHBuy1762.78→1817.82+15.05timeout
06-15 13:25ETHBuy1721.27→1824.22+29.44take_profit
06-15 11:26ETHBuy1666.87→1766.62+29.42take_profit
06-15 08:35ETHBuy1677.47→1721.23+12.56timeout
06-15 02:26ETHBuy1682.97→1721.23+10.85timeout
06-14 20:09ETHBuy1676.67→1662.53-4.72timeout
06-14 13:44ETHBuy1679.27→1667.53-3.95timeout
06-14 07:43ETHBuy1672.47→1673.43-0.14timeout
06-14 01:56ETHBuy1673.57→1683.93+2.59timeout
06-13 19:45ETHBuy1666.57→1678.73+3.28timeout
06-13 12:24ETHBuy1668.47→1677.33+2.10timeout
06-13 05:58ETHBuy1664.27→1663.23-0.75timeout
06-12 23:56ETHBuy1673.97→1665.43-3.13timeout
06-12 17:43ETHBuy1675.27→1668.13-2.54timeout
06-12 10:59ETHBuy1658.57→1674.43+4.29timeout
06-12 04:53ETHBuy1657.87→1677.53+5.47timeout
06-11 22:37ETHBuy1614.66→1677.23+18.86timeout
06-11 14:51ETHBuy1644.36→1653.03+2.12timeout
06-11 08:18ETHBuy1638.46→1656.53+4.92timeout
06-09 16:39ETHBuy1670.27→1610.43-18.34stop_loss
06-09 16:20ETHBuy1680.17→1620.13-18.27stop_loss
06-09 12:25ETHBuy1676.57→1677.03-0.22timeout
06-09 06:12ETHBuy1662.37→1688.53+7.46timeout
06-08 22:28ETHBuy1673.27→1693.73+5.82timeout
06-08 16:32ETHBuy1630.06→1694.83+19.48timeout
06-08 09:16ETHBuy1639.66→1663.03+6.59timeout
06-07 22:14ETHBuy1588.06→1683.03+29.58take_profit
06-07 09:42ETHBuy1578.96→1633.14+16.84timeout
06-06 05:02ETHBuy1560.66→1504.9-18.30stop_loss
06-06 04:27ETHBuy1588.76→1531.88-18.21stop_loss
06-06 03:34ETHBuy1612.86→1555.07-18.33stop_loss
06-05 13:56ETHBuy1682.07→1622.03-18.28stop_loss
06-05 06:18ETHBuy1722.87→1661.4-18.28stop_loss
06-04 02:02ETHBuy1812.18→1747.45-18.32stop_loss
06-03 20:55ETHBuy1839.18→1773.24-18.36stop_loss
06-03 20:45ETHBuy1855.89→1789.63-18.27stop_loss
06-03 19:55ETHBuy1862.19→1794.12-18.72stop_loss
06-02 23:25ETHBuy1911.29→1842.79-18.36stop_loss
06-02 15:26ETHBuy1976.1→1905.56-18.30stop_loss
06-02 15:20ETHBuy1984.1→1912.75-18.44stop_loss
06-01 23:50ETHBuy2006.3→2007.4-0.20timeout
06-01 14:36ETHBuy2012.3→1966.7-11.93timeout
06-01 06:21ETHBuy2030.5→1987.3-11.24timeout
06-01 00:36ETHBuy2025.4→2013.6-3.41timeout
05-31 15:00ETHBuy2027→2008.7-4.98timeout
05-30 07:48ETHBuy2004.6→2013.3+1.60timeout

Paper vs Live

Paper (trades.jsonl)
85
closed
38%
win rate
-391.87
total pnl ($)
-92.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH8538%-92.1-391.87

Recent bounces (last 20 of 1)

timesymsidereason
06-27 14:32ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems