perp_perp_basis_convergence_fear_gate_v3 · strategy

closed trades

52%

win rate

+275.37

total pnl ($)

2.171

weight

7d window — n=26 wr=54% pnl=+159.10 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 06:57	ETH	Sell	1568.84→1581.56	-4.59	timeout
06-27 00:17	ETH	Sell	1568.94→1578.06	-3.37	timeout
06-26 18:09	ETH	Sell	1572.04→1583.06	-3.83	timeout
06-26 16:00	ETH	Sell	1531.05→1593.66	-20.88	stop_loss
06-26 02:13	ETH	Sell	1595.34→1524.55	+21.67	take_profit
06-25 13:55	ETH	Sell	1617.54→1546.45	+21.47	take_profit
06-25 13:47	ETH	Sell	1654.73→1582.16	+21.45	take_profit
06-25 05:05	ETH	Sell	1579.64→1644.29	-20.87	stop_loss
06-24 17:20	ETH	Sell	1647.94→1575.56	+21.47	take_profit
06-24 16:51	ETH	Sell	1658.63→1585.86	+21.18	take_profit
06-24 16:51	ETH	Sell	1665.83→1592.56	+21.34	take_profit
06-24 16:51	ETH	Sell	1670.43→1597.06	+21.39	take_profit
06-24 11:16	ETH	Sell	1655.03→1656.77	-0.96	timeout
06-24 06:57	ETH	Sell	1691.63→1673.97	+4.80	timeout
06-23 08:17	ETH	Sell	1727.23→1648.16	+22.37	take_profit
06-23 08:17	ETH	Sell	1733.83→1657.67	+21.39	take_profit
06-23 06:49	ETH	Sell	1734.53→1690.07	+12.13	timeout
06-23 06:21	ETH	Sell	1766.22→1688.47	+21.41	take_profit
06-23 00:40	ETH	Sell	1727.73→1726.47	-0.03	timeout
06-22 18:16	ETH	Sell	1723.13→1746.07	-7.09	timeout
06-22 11:04	ETH	Sell	1732.33→1747.47	-4.67	timeout
06-22 05:08	ETH	Sell	1731.33→1735.87	-1.61	timeout
06-21 21:24	ETH	Sell	1733.53→1713.77	+5.31	timeout
06-21 14:51	ETH	Sell	1734.83→1724.07	+2.74	timeout
06-21 05:24	ETH	Sell	1723.93→1734.17	-3.52	timeout
06-20 13:13	ETH	Sell	1693.53→1724.77	-9.59	timeout
06-20 06:33	ETH	Sell	1699.93→1725.97	-7.96	timeout
06-20 00:41	ETH	Sell	1713.63→1710.27	+0.59	timeout
06-19 18:24	ETH	Sell	1685.13→1703.97	-5.99	timeout
06-19 06:49	ETH	Sell	1734.03→1697.07	+10.19	timeout
06-18 17:27	ETH	Sell	1748.73→1672.07	+21.46	take_profit
06-18 17:23	ETH	Sell	1756.02→1679.07	+21.41	take_profit
06-18 15:40	ETH	Sell	1783.22→1705.07	+21.35	take_profit
06-18 12:35	ETH	Sell	1748.93→1749.07	-0.48	timeout
06-18 06:33	ETH	Sell	1788.42→1731.27	+15.47	timeout
06-18 00:27	ETH	Sell	1794.12→1754.78	+10.57	timeout
06-17 18:18	ETH	Sell	1800.92→1764.68	+9.69	timeout
06-17 12:05	ETH	Sell	1798.22→1762.98	+9.32	timeout
06-16 23:08	ETH	Sell	1787.62→1796.88	-2.89	timeout
06-16 17:13	ETH	Sell	1831.52→1780.98	+13.47	timeout
06-16 12:31	ETH	Sell	1760.92→1832.7	-20.79	stop_loss
06-15 13:20	ETH	Sell	1745.83→1816.99	-20.82	stop_loss
06-15 13:08	ETH	Sell	1720.63→1790.77	-20.79	stop_loss
06-15 13:07	ETH	Sell	1715.83→1785.77	-20.81	stop_loss
06-15 10:54	ETH	Sell	1666.53→1734.54	-20.81	stop_loss
06-15 10:08	ETH	Sell	1675.23→1721.17	-14.14	timeout
06-15 04:06	ETH	Sell	1680.53→1718.77	-11.77	timeout
06-14 22:06	ETH	Sell	1682.83→1719.17	-11.13	timeout
06-14 16:02	ETH	Sell	1680.43→1663.27	+4.74	timeout
06-14 10:01	ETH	Sell	1673.03→1676.77	-1.55	timeout
06-14 03:52	ETH	Sell	1664.73→1681.57	-5.47	timeout
06-13 21:33	ETH	Sell	1666.23→1676.27	-3.51	timeout
06-13 15:04	ETH	Sell	1680.03→1679.97	-0.34	timeout
06-13 08:48	ETH	Sell	1671.43→1674.87	-1.33	timeout
06-13 02:39	ETH	Sell	1674.33→1669.97	+0.96	timeout
06-12 20:16	ETH	Sell	1677.63→1665.17	+3.24	timeout
06-12 13:45	ETH	Sell	1654.83→1656.27	-0.88	timeout
06-12 06:48	ETH	Sell	1656.33→1656.47	-0.54	timeout
06-11 14:34	ETH	Sell	1643.74→1646.96	-1.37	timeout
06-11 11:51	ETH	Sell	1605.84→1671.4	-20.82	stop_loss
06-11 08:14	ETH	Sell	1635.84→1657.27	-6.86	timeout
06-10 19:46	ETH	Sell	1648.54→1628.66	+5.47	timeout
06-10 13:52	ETH	Sell	1676.83→1658.47	+5.01	timeout
06-10 07:47	ETH	Sell	1678.63→1655.97	+6.24	timeout
06-09 18:48	ETH	Sell	1679.93→1648.66	+8.91	timeout
06-09 12:35	ETH	Sell	1679.93→1676.07	+0.64	timeout
06-09 06:25	ETH	Sell	1665.83→1691.77	-8.25	timeout
06-08 22:39	ETH	Sell	1678.13→1695.17	-5.68	timeout
06-07 22:14	ETH	Sell	1632.34→1699.32	-21.04	stop_loss
06-07 22:14	ETH	Sell	1629.84→1697.02	-21.10	stop_loss
06-07 22:13	ETH	Sell	1597.04→1662.3	-20.99	stop_loss
06-07 08:45	ETH	Sell	1560.64→1624.27	-20.84	stop_loss
06-07 06:28	ETH	Sell	1556.94→1620.97	-21.05	stop_loss
06-07 06:07	ETH	Sell	1568.74→1600.56	-10.73	timeout
06-06 04:31	ETH	Sell	1593.94→1524.05	+21.32	take_profit
06-06 04:30	ETH	Sell	1596.84→1526.55	+21.49	take_profit
06-05 13:57	ETH	Sell	1687.63→1613.56	+21.48	take_profit
06-05 06:21	ETH	Sell	1731.53→1655.67	+21.45	take_profit
06-05 06:03	ETH	Sell	1751.22→1674.17	+21.46	take_profit
06-05 05:45	ETH	Sell	1772.42→1694.67	+21.43	take_profit
06-05 05:44	ETH	Sell	1775.02→1697.17	+21.45	take_profit
06-05 03:01	ETH	Sell	1804.32→1725.27	+21.32	take_profit
06-04 01:51	ETH	Sell	1838.92→1758.28	+21.56	take_profit
06-03 23:40	ETH	Sell	1849.02→1816.58	+8.35	timeout
06-03 22:02	ETH	Sell	1779.22→1851.71	-20.82	stop_loss
06-03 20:48	ETH	Sell	1867.21→1785.18	+21.51	take_profit
06-03 03:39	ETH	Sell	1914.81→1830.68	+21.51	take_profit
06-02 15:31	ETH	Sell	1981.2→1893.79	+21.61	take_profit
06-02 15:31	ETH	Sell	1984.6→1897.09	+21.60	take_profit
06-01 20:24	ETH	Sell	2002.4→2005	-1.08	timeout
06-01 11:14	ETH	Sell	2020.9→1983.3	+9.00	timeout
06-01 05:19	ETH	Sell	2031.5→1997.8	+7.99	timeout
05-31 16:57	ETH	Sell	2026→2001.7	+5.63	timeout
05-30 14:51	ETH	Sell	1998.7→2025.6	-7.06	timeout
05-30 07:49	ETH	Sell	2004.4→2014.5	-2.86	timeout
05-29 21:43	ETH	Sell	2022.8→2014.5	+1.62	timeout
05-29 14:46	ETH	Sell	1981.9→1987.5	-1.71	timeout

Paper vs Live

Paper (trades.jsonl)

closed

52%

win rate

+275.37

total pnl ($)

+56.7 bps

avg bps net

Live (dry_run=0)

closed

67%

win rate

+8.79

total pnl ($)

+220.1 bps

avg bps net

Live WR is 129% of paper WR (67% vs 52%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
ETH	97	52%	+56.7	+275.37

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…