perp_perp_basis_convergence_long

not live
75
closed trades
41%
win rate
-225.51
total pnl ($)
0.296
weight
7d window — n=20 wr=30% pnl=-108.48  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 22:12ETHBuy1712.87→1733.43+5.57timeout
06-22 15:56ETHBuy1729.57→1744.43+4.06timeout
06-22 09:36ETHBuy1730.77→1745.73+3.72timeout
06-22 03:34ETHBuy1737.77→1736.43-0.94timeout
06-21 20:30ETHBuy1728.27→1729.53-0.11timeout
06-21 14:28ETHBuy1712.37→1721.83+2.34timeout
06-20 14:31ETHBuy1703.27→1712.83+2.28timeout
06-20 08:27ETHBuy1696.77→1724.13+7.46timeout
06-20 02:05ETHBuy1714.77→1708.53-2.32timeout
06-19 20:07ETHBuy1712.47→1703.93-2.97timeout
06-19 14:06ETHBuy1735.77→1701.53-10.30timeout
06-18 19:53ETHBuy1732.77→1705.73-8.30timeout
06-18 17:23ETHBuy1747.37→1675.49-20.99stop_loss
06-18 15:53ETHBuy1754.28→1682.89-20.88stop_loss
06-18 13:43ETHBuy1765.78→1735.23-9.11timeout
06-18 07:33ETHBuy1785.58→1743.13-12.29timeout
06-18 01:32ETHBuy1783.28→1760.32-6.98timeout
06-17 19:28ETHBuy1796.38→1746.33-14.43timeout
06-17 13:27ETHBuy1804.48→1755.12-14.12timeout
06-17 07:24ETHBuy1772.98→1785.12+2.89timeout
06-16 21:25ETHBuy1819.28→1794.22-7.49timeout
06-15 15:46ETHBuy1762.98→1840.52+21.54take_profit
06-15 13:12ETHBuy1718.57→1794.12+21.51take_profit
06-15 10:54ETHBuy1666.57→1739.83+21.50take_profit
06-15 08:15ETHBuy1676.87→1719.63+12.22timeout
06-15 01:49ETHBuy1685.77→1718.33+9.17timeout
06-14 19:49ETHBuy1678.87→1665.03-4.63timeout
06-14 13:50ETHBuy1678.47→1665.23-4.39timeout
06-14 07:42ETHBuy1672.57→1673.93-0.03timeout
06-14 01:46ETHBuy1673.07→1683.83+2.71timeout
06-13 19:43ETHBuy1667.07→1678.23+2.98timeout
06-13 12:07ETHBuy1669.67→1676.53+1.50timeout
06-13 05:39ETHBuy1662.37→1664.13+0.10timeout
06-12 23:37ETHBuy1672.77→1661.43-3.83timeout
06-12 17:33ETHBuy1675.77→1668.93-2.44timeout
06-12 11:05ETHBuy1659.97→1676.33+4.43timeout
06-12 04:53ETHBuy1657.87→1677.43+5.44timeout
06-11 17:48ETHBuy1613.36→1684.53+21.53take_profit
06-11 14:50ETHBuy1641.76→1650.33+2.09timeout
06-11 08:17ETHBuy1638.36→1656.13+4.83timeout
06-10 19:46ETHBuy1649.86→1627.44-7.14timeout
06-10 09:21ETHBuy1674.17→1605.94-20.71stop_loss
06-09 16:39ETHBuy1680.37→1610.53-21.19stop_loss
06-09 14:26ETHBuy1683.77→1647.74-11.13timeout
06-09 08:05ETHBuy1668.37→1673.13+1.09timeout
06-09 02:01ETHBuy1685.27→1668.43-5.03timeout
06-07 22:14ETHBuy1617.06→1688.63+21.69take_profit
06-07 22:14ETHBuy1615.96→1688.63+22.09take_profit
06-07 22:14ETHBuy1613.66→1684.33+21.55take_profit
06-07 08:46ETHBuy1564.46→1633.14+21.49take_profit
06-07 08:46ETHBuy1561.16→1629.74+21.49take_profit
06-07 08:45ETHBuy1554.66→1622.74+21.43take_profit
06-07 05:58ETHBuy1566.36→1603.74+11.62timeout
06-06 04:27ETHBuy1595.16→1529.68-20.83stop_loss
06-05 13:57ETHBuy1684.57→1615.93-20.80stop_loss
06-05 06:20ETHBuy1725.47→1655.11-20.83stop_loss
06-05 05:56ETHBuy1752.28→1680.99-20.72stop_loss
06-05 05:43ETHBuy1770.98→1698.58-20.86stop_loss
06-05 05:41ETHBuy1774.38→1702.08-20.77stop_loss
06-04 21:01ETHBuy1779.58→1773.52-2.17timeout
06-04 10:51ETHBuy1804.68→1731.26-20.78stop_loss
06-04 01:23ETHBuy1839.28→1764.34-20.85stop_loss
06-03 20:55ETHBuy1849.98→1774.73-20.76stop_loss
06-03 20:02ETHBuy1867.59→1791.62-20.78stop_loss
06-02 23:25ETHBuy1917.89→1839.8-20.80stop_loss
06-02 15:30ETHBuy1981.5→1900.86-20.80stop_loss
06-02 15:20ETHBuy2000.7→1919.25-20.82stop_loss
06-02 15:20ETHBuy2002.3→1920.45-20.91stop_loss
06-02 12:42ETHBuy1992.7→1978.5-4.07timeout
06-02 04:17ETHBuy2002→1998.9-1.25timeout
06-01 20:45ETHBuy2003.2→2007.4+0.57timeout
06-01 11:16ETHBuy2021.9→1982.6-10.32timeout
05-31 19:49ETHBuy2028.4→1997.9-8.11timeout
05-30 07:48ETHBuy2005.1→2013.1+1.43timeout
05-29 14:39ETHBuy1988.5→1987.4-0.84timeout

Paper vs Live

Paper (trades.jsonl)
75
closed
41%
win rate
-225.51
total pnl ($)
-60.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH7541%-60.0-225.51

Recent bounces (last 20 of 3)

timesymsidereason
06-22 04:51ETHBuytrigger_already_opened
06-21 22:36ETHBuystale_intent
06-21 22:36ETHBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems