perp_perp_basis_convergence_vix_volume_gate_v2

not live
77
closed trades
40%
win rate
-237.29
total pnl ($)
0.652
weight
7d window — n=23 wr=52% pnl=-96.30  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 77 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:50ETHBuy1576.86→1583.44+1.67timeout
06-27 01:33ETHBuy1536.35→1574.04+11.82timeout
06-26 19:23ETHBuy1575.86→1577.54+0.02timeout
06-26 13:06ETHBuy1558.46→1532.55-8.74timeout
06-26 06:45ETHBuy1562.06→1570.04+2.08timeout
06-25 13:51ETHBuy1633.96→1567.46-20.80stop_loss
06-25 13:45ETHBuy1652.47→1584.85-20.88stop_loss
06-25 12:43ETHBuy1620.16→1635.74+4.38timeout
06-25 04:57ETHBuy1565.46→1634.04+21.43take_profit
06-24 16:51ETHBuy1675.57→1606.24-21.11stop_loss
06-24 16:51ETHBuy1674.27→1606.04-20.77stop_loss
06-24 00:12ETHBuy1656.77→1670.63+3.76timeout
06-23 08:24ETHBuy1713.27→1643.51-20.78stop_loss
06-23 08:17ETHBuy1723.37→1652.71-20.89stop_loss
06-23 04:36ETHBuy1741.37→1723.63-5.55timeout
06-22 22:24ETHBuy1748.27→1730.33-5.57timeout
06-22 16:02ETHBuy1729.17→1738.23+2.21timeout
06-22 10:02ETHBuy1716.37→1746.03+8.11timeout
06-22 04:07ETHBuy1727.97→1731.23+0.47timeout
06-21 21:52ETHBuy1732.17→1718.43-4.39timeout
06-21 15:45ETHBuy1738.27→1729.73-2.95timeout
06-21 02:47ETHBuy1733.97→1735.73+0.03timeout
06-20 17:24ETHBuy1724.37→1726.43+0.15timeout
06-20 10:28ETHBuy1708.47→1727.73+5.12timeout
06-19 14:13ETHBuy1711.67→1697.83-4.48timeout
06-19 08:11ETHBuy1710.17→1694.43-5.03timeout
06-19 01:55ETHBuy1737.47→1712.53-7.67timeout
06-18 17:23ETHBuy1748.67→1677.39-20.80stop_loss
06-18 13:42ETHBuy1757.58→1733.13-7.41timeout
06-18 07:46ETHBuy1734.57→1748.43+3.56timeout
06-18 01:37ETHBuy1769.18→1758.12-3.62timeout
06-17 19:27ETHBuy1784.78→1750.72-10.01timeout
06-17 13:27ETHBuy1786.08→1755.22-9.09timeout
06-17 07:22ETHBuy1795.68→1786.82-2.96timeout
06-17 01:20ETHBuy1808.68→1783.62-7.44timeout
06-16 18:59ETHBuy1771.18→1798.82+7.28timeout
06-16 09:25ETHBuy1819.58→1790.62-8.47timeout
06-15 15:46ETHBuy1762.98→1840.42+21.51take_profit
06-15 13:12ETHBuy1718.57→1794.32+21.57take_profit
06-15 10:25ETHBuy1719.57→1724.03+0.83timeout
06-14 20:40ETHBuy1676.77→1670.23-2.43timeout
06-14 14:37ETHBuy1682.77→1657.63-7.92timeout
06-14 08:32ETHBuy1675.17→1676.53-0.01timeout
06-14 01:49ETHBuy1680.27→1685.43+1.06timeout
06-13 19:49ETHBuy1675.87→1678.73+0.44timeout
06-13 13:46ETHBuy1672.67→1677.03+0.81timeout
06-12 23:26ETHBuy1677.17→1660.83-5.31timeout
06-12 17:22ETHBuy1668.67→1667.33-0.82timeout
06-12 05:43ETHBuy1675.07→1663.93-3.76timeout
06-11 19:09ETHBuy1653.87→1679.33+7.18timeout
06-11 10:37ETHBuy1614.16→1656.63+12.65timeout
06-11 02:50ETHBuy1643.76→1633.64-3.59timeout
06-10 20:23ETHBuy1635.16→1633.44-0.92timeout
06-10 02:03ETHBuy1668.17→1655.63-4.25timeout
06-09 16:39ETHBuy1678.97→1610.63-20.72stop_loss
06-09 03:27ETHBuy1697.07→1667.63-8.97timeout
06-08 21:23ETHBuy1666.87→1708.13+12.03timeout
06-08 15:21ETHBuy1684.97→1698.73+3.64timeout
06-07 22:14ETHBuy1616.66→1687.53+21.52take_profit
06-07 22:14ETHBuy1612.86→1683.83+21.57take_profit
06-07 19:41ETHBuy1610.46→1609.64-0.58timeout
06-07 13:43ETHBuy1588.16→1616.64+8.59timeout
06-06 20:08ETHBuy1574.66→1551.74-7.67timeout
06-06 05:02ETHBuy1572.26→1508.09-20.73stop_loss
06-06 04:34ETHBuy1579.46→1515.19-20.77stop_loss
06-05 13:57ETHBuy1681.27→1612.43-20.90stop_loss
06-05 06:18ETHBuy1731.27→1660.3-20.94stop_loss
06-04 14:01ETHBuy1754.68→1787.82+9.00timeout
06-03 19:40ETHBuy1877.19→1819.52-15.79timeout
06-02 15:30ETHBuy1983.4→1902.66-20.81stop_loss
06-02 12:00ETHBuy2005.4→1977-7.58timeout
06-01 21:24ETHBuy1987.6→1996.4+1.75timeout
06-01 13:49ETHBuy2004.2→1974.7-7.88timeout
06-01 03:19ETHBuy2012.4→2013.3-0.25timeout
05-31 19:06ETHBuy2027.9→1999.5-7.53timeout
05-30 05:28ETHBuy2039.5→2012.7-7.08timeout
05-29 19:47ETHBuy2004.5→2018.7+3.08timeout

Paper vs Live

Paper (trades.jsonl)
77
closed
40%
win rate
-237.29
total pnl ($)
-61.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH7740%-61.7-237.29

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems