perp_perp_basis_convergence_fear_volume_gate

not live
66
closed trades
61%
win rate
+247.35
total pnl ($)
1.623
weight
7d window — n=16 wr=56% pnl=+69.92  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 66 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:58ETHSell1538.45→1564.96-9.08timeout
06-25 13:55ETHSell1617.64→1546.35+21.53take_profit
06-25 04:57ETHSell1571.94→1635.98-20.80stop_loss
06-24 16:51ETHSell1677.53→1603.96+21.46take_profit
06-24 14:26ETHSell1657.33→1647.56+2.51timeout
06-24 08:11ETHSell1680.43→1670.27+2.67timeout
06-23 08:17ETHSell1729.23→1653.47+21.40take_profit
06-23 08:17ETHSell1735.73→1656.77+22.19take_profit
06-23 08:15ETHSell1746.23→1669.57+21.34take_profit
06-23 03:51ETHSell1730.63→1728.87+0.11timeout
06-22 21:40ETHSell1722.33→1727.77-2.05timeout
06-22 03:35ETHSell1737.13→1737.67-0.50timeout
06-21 16:00ETHSell1737.03→1729.37+1.82timeout
06-21 05:21ETHSell1725.53→1731.27-2.08timeout
06-20 22:28ETHSell1709.03→1743.37-10.39timeout
06-20 01:49ETHSell1710.23→1709.67-0.21timeout
06-19 19:46ETHSell1703.73→1700.67+0.48timeout
06-19 13:37ETHSell1737.93→1693.57+12.30timeout
06-19 07:23ETHSell1742.83→1695.07+13.23timeout
06-18 19:31ETHSell1746.23→1691.67+15.18timeout
06-18 17:23ETHSell1756.32→1679.37+21.40take_profit
06-18 13:21ETHSell1758.92→1749.87+2.13timeout
06-18 07:14ETHSell1791.12→1732.97+15.73timeout
06-18 01:02ETHSell1794.52→1756.58+10.19timeout
06-17 19:10ETHSell1794.62→1763.88+8.16timeout
06-17 13:03ETHSell1816.02→1758.38+15.41timeout
06-17 07:00ETHSell1770.72→1790.28-5.89timeout
06-16 15:41ETHSell1825.62→1781.48+11.69timeout
06-15 13:08ETHSell1719.13→1789.17-20.81stop_loss
06-15 11:20ETHSell1688.13→1756.95-20.80stop_loss
06-14 22:17ETHSell1682.53→1720.67-11.66timeout
06-14 21:50ETHSell1662.03→1729.84-20.82stop_loss
06-14 14:15ETHSell1679.63→1665.97+3.62timeout
06-14 08:08ETHSell1674.03→1675.17-0.81timeout
06-13 22:25ETHSell1664.83→1682.67-5.81timeout
06-13 13:29ETHSell1664.53→1679.97-4.99timeout
06-13 06:44ETHSell1653.73→1666.77-4.39timeout
06-13 00:37ETHSell1674.93→1666.37+2.23timeout
06-12 18:35ETHSell1681.63→1665.77+4.24timeout
06-12 12:31ETHSell1645.94→1666.97-6.82timeout
06-11 16:12ETHSell1653.13→1647.16+1.51timeout
06-11 08:18ETHSell1637.94→1656.87-6.11timeout
06-10 19:01ETHSell1648.94→1631.36+4.77timeout
06-10 09:21ETHSell1679.13→1605.46+21.36take_profit
06-09 15:19ETHSell1698.03→1649.46+13.82timeout
06-07 22:14ETHSell1630.24→1698.02-21.29stop_loss
06-07 22:14ETHSell1610.94→1676.91-21.01stop_loss
06-07 22:13ETHSell1585.34→1649.99-20.97stop_loss
06-07 06:28ETHSell1557.34→1620.97-20.97stop_loss
06-07 06:28ETHSell1553.74→1617.37-20.98stop_loss
06-06 18:36ETHSell1566.04→1556.86+2.29timeout
06-05 14:06ETHSell1665.23→1591.86+21.56take_profit
06-05 06:00ETHSell1757.02→1679.67+21.48take_profit
06-05 05:45ETHSell1773.32→1695.47+21.47take_profit
06-05 02:43ETHSell1806.62→1727.47+21.32take_profit
06-04 01:51ETHSell1838.92→1758.18+21.58take_profit
06-03 21:59ETHSell1778.32→1850.81-20.83stop_loss
06-03 20:55ETHSell1857.31→1775.88+21.44take_profit
06-03 20:55ETHSell1862.01→1780.38+21.46take_profit
06-03 03:38ETHSell1915.81→1831.78+21.47take_profit
06-02 15:31ETHSell1980.6→1893.79+21.47take_profit
06-02 15:26ETHSell1995.9→1908.39+21.47take_profit
06-01 15:52ETHSell2010.4→1969.5+9.87timeout
06-01 07:50ETHSell2023.8→1974.9+11.77timeout
05-30 07:47ETHSell2003.6→2013.2-2.73timeout
05-29 14:37ETHSell1987.7→1990.4-1.02timeout

Paper vs Live

Paper (trades.jsonl)
66
closed
61%
win rate
+247.35
total pnl ($)
+74.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH6661%+74.8+247.35

Recent bounces (last 20 of 2)

timesymsidereason
06-26 08:28ETHSellstale_intent
06-24 12:35ETHSellstale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems