perp_perp_basis_convergence_vol_gate_long_v2

not live
75
closed trades
41%
win rate
-272.76
total pnl ($)
0.250
weight
7d window — n=23 wr=43% pnl=-172.89  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:50ETHBuy1538.75→1583.54+14.15timeout
06-27 06:37ETHBuy1563.16→1579.24+4.72timeout
06-27 00:33ETHBuy1567.86→1571.44+0.77timeout
06-26 18:29ETHBuy1572.56→1574.64+0.09timeout
06-25 13:53ETHBuy1622.26→1556.07-20.80stop_loss
06-25 13:53ETHBuy1627.16→1560.96-20.79stop_loss
06-25 13:48ETHBuy1647.56→1580.45-20.80stop_loss
06-25 05:07ETHBuy1578.36→1647.54+21.45take_profit
06-24 16:51ETHBuy1657.37→1589.85-20.72stop_loss
06-24 16:51ETHBuy1669.47→1601.04-20.87stop_loss
06-24 16:51ETHBuy1672.27→1604.24-20.74stop_loss
06-24 16:48ETHBuy1677.37→1609.03-20.81stop_loss
06-24 12:07ETHBuy1658.27→1675.93+4.86timeout
06-23 08:24ETHBuy1713.57→1643.61-20.84stop_loss
06-23 08:17ETHBuy1722.27→1652.11-20.76stop_loss
06-23 08:15ETHBuy1740.87→1670-20.70stop_loss
06-23 07:59ETHBuy1750.78→1679.39-20.55stop_loss
06-23 03:46ETHBuy1733.57→1727.83-2.15timeout
06-22 21:44ETHBuy1719.77→1728.43+2.09timeout
06-22 15:43ETHBuy1730.07→1754.22+6.44timeout
06-22 09:36ETHBuy1731.87→1746.03+3.49timeout
06-22 03:33ETHBuy1737.17→1737.43-0.49timeout
06-21 17:48ETHBuy1725.47→1727.53+0.07timeout
06-20 22:27ETHBuy1708.87→1741.43+8.97timeout
06-20 16:24ETHBuy1708.67→1732.73+6.56timeout
06-20 10:17ETHBuy1687.67→1728.03+11.37timeout
06-20 03:48ETHBuy1695.17→1707.03+3.01timeout
06-19 21:44ETHBuy1706.07→1702.93-1.37timeout
06-19 15:54ETHBuy1685.17→1707.43+6.21timeout
06-18 17:27ETHBuy1741.97→1671.1-20.74stop_loss
06-18 15:57ETHBuy1750.68→1678.99-20.83stop_loss
06-18 15:57ETHBuy1751.18→1679.49-20.74stop_loss
06-18 14:47ETHBuy1744.77→1740.53-1.68timeout
06-18 08:41ETHBuy1764.98→1751.42-4.44timeout
06-18 02:39ETHBuy1791.98→1756.62-10.42timeout
06-17 20:33ETHBuy1790.48→1741.23-14.22timeout
06-17 14:24ETHBuy1775.28→1758.32-5.21timeout
06-17 08:05ETHBuy1775.08→1783.52+1.93timeout
06-17 00:30ETHBuy1792.88→1793.62-0.39timeout
06-16 17:33ETHBuy1823.58→1782.82-11.74timeout
06-15 13:12ETHBuy1719.07→1794.42+21.45take_profit
06-15 13:11ETHBuy1716.77→1792.02+21.44take_profit
06-15 10:54ETHBuy1665.27→1738.43+21.49take_profit
06-15 10:54ETHBuy1665.17→1738.43+21.52take_profit
06-15 07:02ETHBuy1675.87→1716.53+11.64timeout
06-14 08:07ETHBuy1673.57→1674.33-0.19timeout
06-14 01:52ETHBuy1673.27→1685.23+3.08timeout
06-13 11:06ETHBuy1676.87→1673.83-1.50timeout
06-13 05:26ETHBuy1667.87→1662.93-1.91timeout
06-12 17:41ETHBuy1677.27→1668.33-3.06timeout
06-12 07:05ETHBuy1652.87→1659.63+1.65timeout
06-11 14:50ETHBuy1642.36→1650.63+2.01timeout
06-11 08:23ETHBuy1635.06→1657.53+6.32timeout
06-10 14:02ETHBuy1667.67→1650.43-5.61timeout
06-09 16:39ETHBuy1679.47→1610.73-20.84stop_loss
06-09 12:33ETHBuy1679.67→1676.73-1.24timeout
06-09 06:13ETHBuy1661.87→1688.63+7.64timeout
06-07 22:14ETHBuy1629.16→1700.83+21.61take_profit
06-07 22:14ETHBuy1627.26→1698.83+21.54take_profit
06-07 22:13ETHBuy1595.76→1665.73+21.59take_profit
06-07 08:17ETHBuy1575.56→1609.94+10.53timeout
06-06 04:38ETHBuy1575.56→1510.59-21.04stop_loss
06-06 04:33ETHBuy1583.26→1518.79-20.72stop_loss
06-05 13:57ETHBuy1682.37→1613.83-20.80stop_loss
06-05 06:18ETHBuy1729.07→1658.7-20.79stop_loss
06-05 01:56ETHBuy1754.58→1753.72-0.58timeout
06-03 19:52ETHBuy1879.59→1803.02-20.80stop_loss
06-02 15:31ETHBuy1974.6→1894.16-20.83stop_loss
06-02 15:30ETHBuy1983.7→1902.96-20.81stop_loss
06-02 15:20ETHBuy2000.6→1918.85-20.89stop_loss
06-02 07:05ETHBuy1989.1→1975.7-3.84timeout
06-01 23:47ETHBuy2004.8→2005.4-0.32timeout
06-01 14:27ETHBuy2009.6→1965.7-11.52timeout
05-30 17:28ETHBuy2039.5→2026.3-3.84timeout
05-30 07:47ETHBuy2004.5→2012.7+1.48timeout

Paper vs Live

Paper (trades.jsonl)
75
closed
41%
win rate
-272.76
total pnl ($)
-72.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH7541%-72.7-272.76

Recent bounces (last 20 of 2)

timesymsidereason
06-28 08:48ETHBuycircuit_breaker
06-28 01:57ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems