perp_perp_basis_convergence_vol_gate_long_v4

not live
35
closed trades
46%
win rate
-66.44
total pnl ($)
1.144
weight
7d window — n=11 wr=45% pnl=-14.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 35 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 08:17ETHBuy1725.97→1655.01-20.95stop_loss
06-22 20:53ETHBuy1747.67→1730.63-5.32timeout
06-22 14:41ETHBuy1743.47→1753.82+2.46timeout
06-22 08:49ETHBuy1718.67→1747.63+7.90timeout
06-22 02:38ETHBuy1723.77→1741.73+4.69timeout
06-21 19:24ETHBuy1733.07→1733.43-0.36timeout
06-20 17:54ETHBuy1725.67→1725.73-0.44timeout
06-19 13:19ETHBuy1713.57→1687.33-8.11timeout
06-17 08:58ETHBuy1796.98→1764.92-9.32timeout
06-17 02:24ETHBuy1778.48→1806.92+7.48timeout
06-16 18:59ETHBuy1771.18→1798.82+7.28timeout
06-15 13:12ETHBuy1719.67→1795.02+21.43take_profit
06-15 07:34ETHBuy1667.27→1717.63+14.64timeout
06-15 01:14ETHBuy1667.37→1717.03+14.44timeout
06-14 19:02ETHBuy1676.17→1661.23-4.95timeout
06-13 20:21ETHBuy1674.17→1676.03+0.15timeout
06-11 14:02ETHBuy1643.96→1653.73+2.49timeout
06-10 21:30ETHBuy1619.46→1620.34-0.12timeout
06-10 02:32ETHBuy1643.46→1655.63+3.21timeout
06-09 20:23ETHBuy1673.57→1655.63-5.85timeout
06-08 18:13ETHBuy1662.27→1685.43+6.58timeout
06-08 11:01ETHBuy1677.77→1667.53-3.52timeout
06-07 22:14ETHBuy1629.66→1701.03+21.51take_profit
06-07 17:50ETHBuy1602.66→1630.14+8.22timeout
06-07 08:46ETHBuy1562.96→1631.64+21.51take_profit
06-06 04:38ETHBuy1573.26→1509.19-20.78stop_loss
06-06 04:15ETHBuy1599.86→1534.68-20.74stop_loss
06-05 14:06ETHBuy1671.27→1603.24-20.79stop_loss
06-05 06:18ETHBuy1732.87→1661.9-20.92stop_loss
06-04 10:49ETHBuy1809.78→1736.06-20.80stop_loss
06-03 19:52ETHBuy1879.59→1803.02-20.80stop_loss
06-02 14:27ETHBuy2004→1922.15-20.88stop_loss
06-01 11:38ETHBuy2003.1→1983.4-5.44timeout
06-01 02:27ETHBuy2009.4→2002.7-2.13timeout
05-29 20:23ETHBuy2011.8→2021.1+1.80timeout

Paper vs Live

Paper (trades.jsonl)
35
closed
46%
win rate
-66.44
total pnl ($)
-37.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH3546%-37.9-66.44

Recent bounces (last 20 of 3)

timesymsidereason
06-23 07:03ETHBuystale_intent
06-23 00:54ETHBuystale_intent
06-22 02:57ETHBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems