perp_perp_basis_convergence_vix_gated

not live
94
closed trades
36%
win rate
-422.85
total pnl ($)
0.250
weight
7d window — n=19 wr=21% pnl=-163.45  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 94 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:15ETHBuy1620.16→1570.36-18.95stop_loss
06-30 12:15ETHBuy1595.16→1571.94-9.23timeout
06-29 23:56ETHBuy1572.26→1611.64+14.51timeout
06-29 08:48ETHBuy1580.76→1575.24-2.73timeout
06-28 19:11ETHBuy1594.56→1568.84-10.08timeout
06-27 21:55ETHBuy1576.06→1575.24-0.80timeout
06-27 13:31ETHBuy1537.85→1585.14+17.93timeout
06-26 12:40ETHBuy1578.96→1530.48-18.95stop_loss
06-26 02:13ETHBuy1568.66→1520.09-19.11stop_loss
06-26 02:13ETHBuy1569.06→1520.09-19.21stop_loss
06-25 13:48ETHBuy1621.16→1571.36-18.90stop_loss
06-25 13:46ETHBuy1634.16→1583.95-18.97stop_loss
06-25 13:42ETHBuy1653.47→1602.74-18.91stop_loss
06-25 06:41ETHBuy1573.26→1652.23+29.53take_profit
06-24 16:51ETHBuy1657.17→1606.04-18.92stop_loss
06-24 15:47ETHBuy1668.17→1616.93-18.98stop_loss
06-24 15:44ETHBuy1674.47→1623.03-18.98stop_loss
06-24 15:44ETHBuy1675.57→1624.13-18.96stop_loss
06-24 12:07ETHBuy1658.27→1677.13+6.26timeout
06-23 08:24ETHBuy1689.07→1635.52-19.54stop_loss
06-23 08:14ETHBuy1726.17→1673.2-18.89stop_loss
06-23 06:21ETHBuy1734.47→1681.19-18.84stop_loss
06-23 05:24ETHBuy1763.18→1708.97-18.94stop_loss
06-22 22:33ETHBuy1714.17→1723.03+2.60timeout
06-21 20:25ETHBuy1729.87→1729.63-0.65timeout
06-21 14:22ETHBuy1711.57→1721.33+2.91timeout
06-21 08:20ETHBuy1726.57→1728.53+0.26timeout
06-21 02:11ETHBuy1707.57→1736.43+9.50timeout
06-20 20:05ETHBuy1702.57→1728.43+8.54timeout
06-20 14:05ETHBuy1703.27→1713.23+2.86timeout
06-20 07:11ETHBuy1697.67→1725.13+9.07timeout
06-20 01:29ETHBuy1709.57→1708.93-0.83timeout
06-19 19:24ETHBuy1689.07→1700.33+3.40timeout
06-18 17:23ETHBuy1731.57→1678.39-18.89stop_loss
06-18 15:53ETHBuy1735.47→1682.19-18.95stop_loss
06-18 15:45ETHBuy1749.67→1695.88-18.94stop_loss
06-18 15:40ETHBuy1759.28→1705.28-18.88stop_loss
06-18 13:48ETHBuy1769.28→1733.43-12.71timeout
06-17 19:39ETHBuy1786.48→1731.66-18.96stop_loss
06-17 19:39ETHBuy1786.68→1731.76-18.99stop_loss
06-17 14:47ETHBuy1795.98→1740.76-18.98stop_loss
06-17 12:23ETHBuy1805.18→1749.75-18.96stop_loss
06-17 07:02ETHBuy1770.08→1789.62+5.99timeout
06-16 11:57ETHBuy1764.28→1798.32+10.87timeout
06-15 13:16ETHBuy1721.97→1807.72+29.28take_profit
06-15 13:16ETHBuy1720.87→1806.92+29.43take_profit
06-15 11:20ETHBuy1666.97→1750.22+29.36take_profit
06-15 08:16ETHBuy1676.87→1719.83+14.80timeout
06-15 02:14ETHBuy1684.87→1720.53+12.07timeout
06-14 20:10ETHBuy1677.17→1663.13-5.63timeout
06-14 13:51ETHBuy1677.87→1665.13-5.10timeout
06-14 07:51ETHBuy1676.17→1674.93-0.97timeout
06-14 01:45ETHBuy1672.57→1683.73+3.39timeout
06-13 19:38ETHBuy1669.17→1677.23+2.45timeout
06-13 06:40ETHBuy1654.77→1666.23+3.61timeout
06-12 13:59ETHBuy1653.27→1656.43+0.59timeout
06-12 07:04ETHBuy1652.87→1659.03+1.76timeout
06-11 17:48ETHBuy1605.36→1685.33+29.25take_profit
06-11 08:17ETHBuy1638.06→1656.73+6.13timeout
06-10 21:58ETHBuy1654.87→1604.04-18.93stop_loss
06-10 15:08ETHBuy1649.76→1638.44-4.68timeout
06-09 16:05ETHBuy1680.17→1628.52-18.92stop_loss
06-09 16:05ETHBuy1680.67→1629.02-18.83stop_loss
06-09 14:26ETHBuy1683.97→1646.84-13.76timeout
06-09 08:23ETHBuy1664.87→1674.73+3.16timeout
06-09 02:19ETHBuy1679.77→1661.83-6.45timeout
06-07 22:14ETHBuy1620.26→1701.13+29.42take_profit
06-07 22:14ETHBuy1618.56→1699.83+29.65take_profit
06-07 22:14ETHBuy1611.26→1691.73+29.53take_profit
06-07 22:14ETHBuy1592.26→1671.63+29.52take_profit
06-07 08:55ETHBuy1557.16→1634.84+29.40take_profit
06-07 08:46ETHBuy1554.06→1631.44+29.32take_profit
06-05 18:52ETHBuy1595.46→1546.47-18.95stop_loss
06-05 13:56ETHBuy1675.77→1624.32-18.94stop_loss
06-05 05:56ETHBuy1736.17→1682.69-19.02stop_loss
06-05 05:47ETHBuy1742.57→1688.99-18.91stop_loss
06-05 05:41ETHBuy1759.28→1705.08-19.00stop_loss
06-05 05:37ETHBuy1766.58→1712.27-18.93stop_loss
06-04 10:51ETHBuy1787.58→1732.56-18.99stop_loss
06-04 00:29ETHBuy1840.58→1783.93-19.02stop_loss
06-03 20:48ETHBuy1839.28→1782.83-18.93stop_loss
06-03 19:52ETHBuy1861.89→1804.72-18.95stop_loss
06-03 16:27ETHBuy1866.39→1809.11-18.92stop_loss
06-02 23:23ETHBuy1912.29→1853.09-19.11stop_loss
06-02 15:20ETHBuy1980.6→1919.65-19.01stop_loss
06-02 14:27ETHBuy1984.9→1922.55-19.39stop_loss
06-02 14:23ETHBuy2001.6→1940.14-18.97stop_loss
06-02 14:18ETHBuy1971.2→1961.4-3.53timeout
06-02 06:22ETHBuy1989.6→1980.4-3.34timeout
06-01 23:21ETHBuy2012→2003.1-3.22timeout
06-01 14:28ETHBuy2009.9→1967-13.53timeout
05-31 19:48ETHBuy2027.9→1997.4-9.74timeout
05-30 17:15ETHBuy2042.6→2025.1-5.86timeout
05-30 07:47ETHBuy2004→2012.8+1.96timeout

Paper vs Live

Paper (trades.jsonl)
94
closed
36%
win rate
-422.85
total pnl ($)
-75.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH9436%-75.1-422.85

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems