perp_perp_basis_convergence_vix_funding_gate_v3

not live
78
closed trades
45%
win rate
-115.71
total pnl ($)
0.860
weight
7d window — n=23 wr=39% pnl=-61.04  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 02:27ETHBuy1593.66→1569.64-7.95timeout
06-27 19:53ETHBuy1583.86→1578.44-2.15timeout
06-27 07:46ETHBuy1577.96→1583.04+1.17timeout
06-26 14:27ETHBuy1534.05→1567.64+10.50timeout
06-26 03:02ETHBuy1558.86→1510.89-15.79stop_loss
06-26 01:55ETHBuy1553.66→1558.04+1.01timeout
06-25 13:40ETHBuy1657.27→1606.14-15.86stop_loss
06-25 13:39ETHBuy1621.16→1613.34-2.83timeout
06-25 06:56ETHBuy1578.56→1657.23+24.43take_profit
06-24 16:51ETHBuy1650.27→1598.14-16.23stop_loss
06-24 15:45ETHBuy1674.17→1622.43-15.91stop_loss
06-24 13:20ETHBuy1665.87→1657.33-3.03timeout
06-24 07:02ETHBuy1656.17→1673.23+4.73timeout
06-24 00:50ETHBuy1656.87→1671.33+3.95timeout
06-23 08:24ETHBuy1689.37→1636.32-16.13stop_loss
06-23 08:14ETHBuy1725.27→1672.3-15.75stop_loss
06-23 03:38ETHBuy1751.88→1726.13-7.82timeout
06-22 21:09ETHBuy1748.07→1733.73-4.54timeout
06-22 15:03ETHBuy1730.87→1756.42+6.87timeout
06-22 09:00ETHBuy1720.67→1746.53+6.99timeout
06-22 02:35ETHBuy1721.67→1739.93+4.78timeout
06-21 19:44ETHBuy1733.07→1734.23-0.13timeout
06-21 09:56ETHBuy1734.87→1731.73-1.33timeout
06-21 00:50ETHBuy1725.37→1736.93+2.83timeout
06-20 18:48ETHBuy1725.97→1727.03-0.16timeout
06-20 12:45ETHBuy1710.47→1725.03+3.75timeout
06-20 06:25ETHBuy1704.37→1727.03+6.16timeout
06-19 19:39ETHBuy1690.47→1699.93+2.33timeout
06-19 12:58ETHBuy1713.57→1692.23-6.69timeout
06-18 15:44ETHBuy1750.58→1696.78-15.81stop_loss
06-18 15:20ETHBuy1751.08→1729.33-6.66timeout
06-18 09:15ETHBuy1743.27→1749.53+1.27timeout
06-18 03:10ETHBuy1751.98→1752.12-0.46timeout
06-17 20:42ETHBuy1766.38→1738.63-8.31timeout
06-17 14:39ETHBuy1791.38→1754.92-10.62timeout
06-17 08:34ETHBuy1792.48→1770.42-6.54timeout
06-17 02:25ETHBuy1778.98→1806.42+7.20timeout
06-16 20:07ETHBuy1774.48→1790.92+4.11timeout
06-16 12:30ETHBuy1791.98→1819.82+7.25timeout
06-16 02:28ETHBuy1827.88→1771.74-15.78stop_loss
06-15 13:16ETHBuy1719.07→1805.12+24.56take_profit
06-15 13:16ETHBuy1715.27→1800.92+24.49take_profit
06-15 07:10ETHBuy1662.77→1719.93+16.72timeout
06-15 00:58ETHBuy1666.67→1720.63+15.74timeout
06-14 18:02ETHBuy1680.07→1660.83-6.24timeout
06-13 20:07ETHBuy1674.37→1675.83+0.03timeout
06-13 09:40ETHBuy1665.77→1673.73+1.87timeout
06-13 01:29ETHBuy1664.17→1667.13+0.37timeout
06-12 19:01ETHBuy1659.47→1666.63+1.72timeout
06-12 12:56ETHBuy1675.07→1663.73-3.84timeout
06-12 05:43ETHBuy1675.47→1663.63-3.97timeout
06-11 22:06ETHBuy1657.47→1678.93+5.99timeout
06-10 22:03ETHBuy1653.57→1602.74-15.79stop_loss
06-10 21:31ETHBuy1619.76→1620.14-0.27timeout
06-09 16:38ETHBuy1668.17→1616.93-15.80stop_loss
06-09 16:05ETHBuy1679.47→1627.92-15.74stop_loss
06-09 03:57ETHBuy1690.37→1666.13-7.49timeout
06-08 21:30ETHBuy1662.27→1708.43+13.52timeout
06-08 15:21ETHBuy1684.97→1697.53+3.28timeout
06-07 22:15ETHBuy1628.46→1709.73+24.51take_profit
06-07 22:14ETHBuy1620.46→1701.43+24.58take_profit
06-07 19:41ETHBuy1610.96→1610.14-0.58timeout
06-07 13:41ETHBuy1587.46→1615.54+8.47timeout
06-06 20:08ETHBuy1574.26→1552.14-7.42timeout
06-06 04:31ETHBuy1571.26→1522.99-15.71stop_loss
06-06 04:27ETHBuy1579.26→1530.78-15.77stop_loss
06-05 13:52ETHBuy1682.37→1630.72-15.78stop_loss
06-05 05:57ETHBuy1732.87→1679.19-15.93stop_loss
06-04 14:01ETHBuy1754.68→1787.82+9.00timeout
06-03 16:23ETHBuy1877.19→1819.21-15.88stop_loss
06-02 23:23ETHBuy1911.79→1853.09-15.80stop_loss
06-02 14:22ETHBuy2003.3→1941.43-15.89stop_loss
06-02 03:42ETHBuy1974.6→2002.6+6.63timeout
06-01 19:05ETHBuy1989.1→1992.3+0.34timeout
06-01 11:47ETHBuy2004.8→1985.3-5.39timeout
06-01 02:27ETHBuy2009.6→2003.4-2.00timeout
05-31 18:08ETHBuy2028.7→2003.1-6.82timeout
05-31 03:26ETHBuy2026→2035.3+1.78timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
45%
win rate
-115.71
total pnl ($)
-29.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH7845%-29.7-115.71

Recent bounces (last 20 of 1)

timesymsidereason
06-27 21:17ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems