perp_perp_basis_convergence_vix_volume

not live
38
closed trades
32%
win rate
-270.90
total pnl ($)
0.701
weight
7d window — n=14 wr=36% pnl=-87.77  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 38 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19ETHBuy1576.86→1520.59-18.28stop_loss
06-24 16:51ETHBuy1663.47→1602.94-18.54stop_loss
06-24 16:51ETHBuy1663.67→1604.24-18.24stop_loss
06-24 16:48ETHBuy1668.67→1609.03-18.30stop_loss
06-24 14:58ETHBuy1663.67→1644.84-6.12timeout
06-24 08:42ETHBuy1650.97→1671.13+5.60timeout
06-23 08:15ETHBuy1730.87→1669.1-18.26stop_loss
06-23 08:14ETHBuy1735.67→1673.6-18.26stop_loss
06-22 12:37ETHBuy1717.67→1763.52+12.75timeout
06-21 21:56ETHBuy1734.87→1716.43-5.73timeout
06-21 12:44ETHBuy1725.37→1719.53-2.10timeout
06-21 06:43ETHBuy1726.37→1736.83+2.57timeout
06-21 00:40ETHBuy1710.67→1736.73+7.03timeout
06-20 17:26ETHBuy1697.27→1726.33+8.11timeout
06-20 07:39ETHBuy1690.47→1727.53+10.43timeout
06-20 01:32ETHBuy1709.27→1709.43-0.47timeout
06-18 15:57ETHBuy1741.87→1679.49-18.23stop_loss
06-18 15:45ETHBuy1756.38→1693.68-18.29stop_loss
06-18 14:20ETHBuy1757.48→1738.23-5.93timeout
06-18 08:11ETHBuy1780.48→1752.52-8.41timeout
06-17 20:08ETHBuy1789.78→1741.23-14.03timeout
06-17 19:38ETHBuy1796.58→1732.46-18.33stop_loss
06-17 14:05ETHBuy1805.68→1755.42-14.36timeout
06-17 08:07ETHBuy1774.48→1782.72+1.94timeout
06-13 21:40ETHBuy1666.07→1678.23+3.24timeout
06-13 13:28ETHBuy1663.57→1679.53+4.25timeout
06-13 03:27ETHBuy1670.07→1664.13-2.29timeout
06-12 20:55ETHBuy1671.37→1662.03-3.21timeout
06-12 12:31ETHBuy1646.46→1666.73+5.68timeout
06-11 14:52ETHBuy1641.26→1652.73+2.98timeout
06-10 19:01ETHBuy1649.36→1630.84-5.96timeout
06-09 16:38ETHBuy1676.97→1617.03-18.28stop_loss
06-09 06:13ETHBuy1661.97→1688.43+7.55timeout
06-06 04:27ETHBuy1584.66→1527.98-18.24stop_loss
06-03 20:55ETHBuy1839.28→1773.64-18.27stop_loss
06-03 03:35ETHBuy1899.59→1831.8-18.29stop_loss
06-02 22:52ETHBuy1934.39→1865.38-18.28stop_loss
06-02 14:27ETHBuy2000.7→1929.24-18.32stop_loss

Paper vs Live

Paper (trades.jsonl)
38
closed
32%
win rate
-270.90
total pnl ($)
-142.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH3832%-142.6-270.90

Recent bounces (last 20 of 1)

timesymsidereason
06-27 10:58ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems