perp_perp_basis_convergence_fear_vol_v2

not live
81
closed trades
36%
win rate
-406.62
total pnl ($)
0.250
weight
7d window — n=24 wr=38% pnl=-204.93  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 81 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:20ETHBuy1575.66→1580.84+1.26timeout
06-27 00:51ETHBuy1567.06→1576.04+2.45timeout
06-26 18:29ETHBuy1572.76→1574.84+0.10timeout
06-25 18:00ETHBuy1560.06→1574.34+4.13timeout
06-25 13:53ETHBuy1619.46→1553.57-20.73stop_loss
06-25 13:49ETHBuy1636.16→1569.46-20.83stop_loss
06-25 13:45ETHBuy1652.77→1584.85-20.97stop_loss
06-24 16:51ETHBuy1656.37→1588.95-20.66stop_loss
06-24 16:51ETHBuy1670.77→1602.74-20.71stop_loss
06-24 16:51ETHBuy1673.57→1605.34-20.77stop_loss
06-24 16:48ETHBuy1677.87→1609.53-20.79stop_loss
06-24 11:28ETHBuy1658.27→1657.83-0.59timeout
06-23 08:24ETHBuy1712.67→1643.01-20.76stop_loss
06-23 08:17ETHBuy1723.87→1653.51-20.80stop_loss
06-23 08:15ETHBuy1738.77→1667.9-20.73stop_loss
06-23 08:00ETHBuy1749.07→1677.89-20.64stop_loss
06-23 04:36ETHBuy1732.67→1724.23-2.91timeout
06-22 22:09ETHBuy1712.97→1732.83+5.37timeout
06-22 15:55ETHBuy1729.57→1743.83+3.80timeout
06-22 09:36ETHBuy1730.67→1745.73+3.75timeout
06-22 03:35ETHBuy1737.67→1737.43-0.62timeout
06-21 16:01ETHBuy1736.07→1727.73-2.94timeout
06-21 05:20ETHBuy1726.17→1730.23+0.69timeout
06-20 22:27ETHBuy1708.87→1741.43+8.97timeout
06-20 03:00ETHBuy1706.67→1704.53-1.13timeout
06-19 20:34ETHBuy1714.17→1701.43-4.17timeout
06-19 14:51ETHBuy1737.37→1707.53-9.01timeout
06-18 20:18ETHBuy1740.47→1708.83-9.61timeout
06-18 15:57ETHBuy1751.88→1680.59-20.73stop_loss
06-18 15:53ETHBuy1755.68→1684.19-20.72stop_loss
06-18 14:17ETHBuy1760.88→1735.13-7.77timeout
06-18 07:52ETHBuy1785.68→1749.43-10.58timeout
06-18 01:45ETHBuy1791.78→1755.52-10.66timeout
06-17 19:36ETHBuy1797.58→1741.03-16.20timeout
06-17 13:27ETHBuy1804.78→1756.22-13.90timeout
06-17 07:25ETHBuy1773.58→1784.32+2.50timeout
06-16 15:42ETHBuy1826.48→1781.32-12.86timeout
06-15 15:46ETHBuy1719.57→1837.12+33.73take_profit
06-15 13:16ETHBuy1688.97→1803.52+33.42take_profit
06-15 11:17ETHBuy1673.57→1742.93+20.21timeout
06-15 05:16ETHBuy1677.27→1717.63+11.53timeout
06-14 23:15ETHBuy1680.87→1724.63+12.46timeout
06-14 17:12ETHBuy1674.27→1664.03-3.61timeout
06-14 10:44ETHBuy1674.57→1675.73-0.12timeout
06-14 04:43ETHBuy1666.97→1676.63+2.41timeout
06-13 22:25ETHBuy1665.07→1682.03+4.65timeout
06-13 10:03ETHBuy1678.07→1673.23-2.04timeout
06-13 04:13ETHBuy1669.07→1663.33-2.19timeout
06-12 21:00ETHBuy1671.47→1664.23-2.58timeout
06-12 12:31ETHBuy1646.46→1666.73+5.68timeout
06-11 16:01ETHBuy1654.87→1645.64-3.38timeout
06-11 08:17ETHBuy1638.06→1656.73+5.11timeout
06-10 15:08ETHBuy1649.76→1638.44-3.90timeout
06-09 16:39ETHBuy1680.17→1610.93-20.97stop_loss
06-09 16:39ETHBuy1684.87→1616.23-20.63stop_loss
06-09 13:00ETHBuy1694.97→1677.13-5.67timeout
06-09 06:56ETHBuy1666.27→1684.83+5.12timeout
06-09 00:49ETHBuy1701.37→1659.23-12.31timeout
06-08 18:51ETHBuy1628.86→1680.43+15.49timeout
06-08 12:50ETHBuy1617.56→1689.73+21.80timeout
06-08 06:40ETHBuy1613.66→1663.23+15.09timeout
06-07 22:14ETHBuy1564.66→1670.73+33.59take_profit
06-07 18:26ETHBuy1559.46→1630.84+22.64timeout
06-07 12:21ETHBuy1561.46→1615.24+16.90timeout
06-07 05:59ETHBuy1566.26→1603.54+11.59timeout
06-06 04:31ETHBuy1589.56→1524.78-20.68stop_loss
06-05 13:57ETHBuy1682.17→1613.73-20.77stop_loss
06-05 06:18ETHBuy1729.87→1659-20.93stop_loss
06-05 05:47ETHBuy1762.28→1690.59-20.72stop_loss
06-05 05:43ETHBuy1768.58→1696.38-20.83stop_loss
06-05 05:42ETHBuy1772.68→1700.48-20.77stop_loss
06-05 05:24ETHBuy1789.08→1730.13-16.86timeout
06-04 21:01ETHBuy1778.98→1773.52-2.00timeout
06-04 01:23ETHBuy1839.18→1764.34-20.84stop_loss
06-03 20:55ETHBuy1849.98→1774.53-20.81stop_loss
06-03 20:45ETHBuy1862.19→1786.43-20.78stop_loss
06-02 23:25ETHBuy1917.89→1839.8-20.80stop_loss
06-02 15:30ETHBuy1981.5→1900.86-20.80stop_loss
06-02 15:20ETHBuy2000.9→1919.35-20.84stop_loss
05-30 14:51ETHBuy1999.1→2025.2+5.96timeout
05-30 07:48ETHBuy2004.6→2013.3+1.61timeout

Paper vs Live

Paper (trades.jsonl)
81
closed
36%
win rate
-406.62
total pnl ($)
-100.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH8136%-100.7-406.62

Recent bounces (last 20 of 1)

timesymsidereason
06-27 14:32ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems