perp_perp_basis_convergence_vix_volume_v2 · strategy

closed trades

44%

win rate

-195.27

total pnl ($)

0.557

weight

7d window — n=18 wr=39% pnl=-111.14 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 22:26	ETH	Buy	1573.46→1571.84	-0.92	timeout
06-27 15:57	ETH	Buy	1580.06→1604.64	+7.49	timeout
06-27 10:37	ETH	Buy	1551.06→1582.14	+9.61	timeout
06-27 03:45	ETH	Buy	1546.55→1579.94	+10.36	timeout
06-25 13:53	ETH	Buy	1624.16→1558.06	-20.74	stop_loss
06-25 13:51	ETH	Buy	1634.06→1567.56	-20.80	stop_loss
06-25 13:45	ETH	Buy	1652.67→1584.55	-21.03	stop_loss
06-25 04:56	ETH	Buy	1562.66→1631.44	+21.52	take_profit
06-24 17:13	ETH	Buy	1649.76→1582.65	-20.75	stop_loss
06-24 16:51	ETH	Buy	1662.87→1595.04	-20.58	stop_loss
06-24 16:51	ETH	Buy	1673.07→1604.94	-20.68	stop_loss
06-24 07:15	ETH	Buy	1693.97→1676.53	-5.62	timeout
06-23 08:17	ETH	Buy	1725.47→1655.11	-20.77	stop_loss
06-23 08:13	ETH	Buy	1745.47→1674.39	-20.61	stop_loss
06-23 03:34	ETH	Buy	1737.97→1727.53	-3.35	timeout
06-22 21:00	ETH	Buy	1720.67→1733.93	+3.43	timeout
06-22 14:29	ETH	Buy	1721.67→1755.72	+9.54	timeout
06-22 07:24	ETH	Buy	1733.07→1744.73	+2.76	timeout
06-21 08:51	ETH	Buy	1721.87→1727.03	+1.04	timeout
06-21 02:07	ETH	Buy	1707.57→1736.53	+7.99	timeout
06-20 02:47	ETH	Buy	1702.47→1706.73	+0.76	timeout
06-19 20:22	ETH	Buy	1713.47→1700.03	-4.37	timeout
06-18 08:36	ETH	Buy	1770.18→1750.32	-6.21	timeout
06-17 14:52	ETH	Buy	1782.08→1759.02	-6.91	timeout
06-17 07:06	ETH	Buy	1770.18→1787.82	+4.46	timeout
06-16 12:57	ETH	Buy	1775.68→1814.52	+10.38	timeout
06-15 13:13	ETH	Buy	1720.77→1796.22	+21.45	take_profit
06-15 11:26	ETH	Buy	1688.77→1762.72	+21.41	take_profit
06-15 08:28	ETH	Buy	1676.97→1717.43	+11.57	timeout
06-15 02:25	ETH	Buy	1683.47→1721.63	+10.81	timeout
06-14 20:22	ETH	Buy	1676.47→1665.53	-3.77	timeout
06-14 13:53	ETH	Buy	1676.57→1665.13	-3.86	timeout
06-14 07:53	ETH	Buy	1676.27→1674.83	-0.84	timeout
06-14 01:51	ETH	Buy	1672.87→1684.83	+3.08	timeout
06-13 12:19	ETH	Buy	1670.47→1676.93	+1.38	timeout
06-13 06:27	ETH	Buy	1660.07→1665.33	+1.14	timeout
06-12 06:50	ETH	Buy	1655.67→1655.43	-0.46	timeout
06-11 09:43	ETH	Buy	1619.86→1658.93	+11.48	timeout
06-10 14:02	ETH	Buy	1667.67→1650.33	-5.64	timeout
06-09 16:39	ETH	Buy	1678.67→1610.23	-20.76	stop_loss
06-09 16:39	ETH	Buy	1684.07→1615.43	-20.64	stop_loss
06-09 12:33	ETH	Buy	1679.47→1676.13	-1.36	timeout
06-09 04:50	ETH	Buy	1662.77→1691.63	+8.42	timeout
06-07 22:14	ETH	Buy	1628.16→1699.83	+21.56	take_profit
06-07 22:13	ETH	Buy	1587.16→1656.83	+21.61	take_profit
06-07 09:46	ETH	Buy	1578.66→1632.64	+16.80	timeout
06-07 03:44	ETH	Buy	1561.06→1593.74	+10.15	timeout
06-06 04:38	ETH	Buy	1575.86→1510.89	-20.91	stop_loss
06-06 04:07	ETH	Buy	1615.36→1549.27	-20.85	stop_loss
06-05 14:01	ETH	Buy	1679.07→1610.43	-20.87	stop_loss
06-05 06:20	ETH	Buy	1725.17→1655.01	-20.78	stop_loss
06-03 20:54	ETH	Buy	1856.09→1780.53	-20.77	stop_loss
06-03 19:55	ETH	Buy	1873.69→1797.32	-20.82	stop_loss
06-03 03:33	ETH	Buy	1913.09→1835.2	-20.80	stop_loss
06-02 15:30	ETH	Buy	1982.5→1901.66	-20.84	stop_loss
06-02 07:12	ETH	Buy	1989.3→1979.8	-2.86	timeout
06-01 23:40	ETH	Buy	2001.3→2006.3	+0.78	timeout
06-01 14:27	ETH	Buy	2010.5→1966.9	-11.44	timeout
06-01 06:08	ETH	Buy	2028.7→1991.3	-9.82	timeout
05-31 15:00	ETH	Buy	2027→2008.7	-4.98	timeout
05-30 08:26	ETH	Buy	2012→2014.9	+0.15	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-195.27

total pnl ($)

-64.4 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
ETH	61	44%	-64.4	-195.27

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 08:40	ETH	Buy	circuit_breaker
06-27 23:48	ETH	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…