perp_perp_basis_convergence_vol_gate_v14

not live
79
closed trades
41%
win rate
-280.54
total pnl ($)
0.324
weight
7d window — n=22 wr=41% pnl=-148.25  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 79 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:50ETHBuy1576.86→1578.54+0.10timeout
06-27 13:33ETHBuy1536.35→1585.14+15.44timeout
06-27 01:06ETHBuy1558.46→1573.84+4.53timeout
06-26 18:45ETHBuy1562.06→1574.84+3.53timeout
06-26 13:19ETHBuy1575.86→1519.39-18.36stop_loss
06-25 18:12ETHBuy1565.46→1567.44+0.20timeout
06-25 13:52ETHBuy1620.16→1562.36-18.23stop_loss
06-25 13:48ETHBuy1633.96→1575.65-18.29stop_loss
06-25 13:43ETHBuy1652.47→1593.34-18.31stop_loss
06-24 16:06ETHBuy1674.27→1614.53-18.25stop_loss
06-24 15:47ETHBuy1675.57→1615.73-18.28stop_loss
06-24 12:12ETHBuy1656.77→1678.53+6.10timeout
06-23 08:17ETHBuy1713.27→1652.01-18.31stop_loss
06-23 08:16ETHBuy1723.37→1661.8-18.25stop_loss
06-23 07:59ETHBuy1741.37→1679.19-18.11stop_loss
06-23 06:21ETHBuy1748.27→1685.59-18.29stop_loss
06-23 04:02ETHBuy1729.17→1730.23-0.19timeout
06-22 22:02ETHBuy1716.37→1733.73+4.63timeout
06-22 16:07ETHBuy1727.97→1736.43+2.08timeout
06-22 09:52ETHBuy1732.17→1745.73+3.31timeout
06-22 03:45ETHBuy1738.27→1733.53-1.89timeout
06-21 14:47ETHBuy1733.97→1723.63-3.41timeout
06-21 05:24ETHBuy1724.37→1733.13+2.05timeout
06-20 22:28ETHBuy1708.47→1743.43+9.67timeout
06-20 02:13ETHBuy1711.67→1707.03-1.86timeout
06-19 20:11ETHBuy1710.17→1703.03-2.55timeout
06-18 17:24ETHBuy1734.57→1672.5-18.27stop_loss
06-18 17:23ETHBuy1737.47→1675.29-18.33stop_loss
06-18 15:53ETHBuy1748.67→1686.19-18.25stop_loss
06-18 15:45ETHBuy1757.58→1694.78-18.30stop_loss
06-18 13:37ETHBuy1769.18→1738.03-9.26timeout
06-18 05:08ETHBuy1784.78→1720.97-18.29stop_loss
06-18 01:27ETHBuy1786.08→1756.52-8.81timeout
06-17 19:22ETHBuy1795.68→1758.92-10.73timeout
06-17 12:24ETHBuy1808.68→1744.05-18.30stop_loss
06-17 06:59ETHBuy1771.18→1790.22+4.84timeout
06-16 21:25ETHBuy1819.58→1794.52-7.49timeout
06-16 11:55ETHBuy1762.98→1796.52+8.93timeout
06-15 13:24ETHBuy1719.57→1822.52+29.44take_profit
06-15 13:24ETHBuy1718.57→1821.52+29.48take_profit
06-15 08:28ETHBuy1676.97→1717.53+11.58timeout
06-15 02:25ETHBuy1683.27→1722.73+11.21timeout
06-14 20:21ETHBuy1676.47→1664.53-4.06timeout
06-14 13:49ETHBuy1680.27→1665.13-4.95timeout
06-14 07:49ETHBuy1675.87→1674.43-0.87timeout
06-14 01:45ETHBuy1672.57→1683.73+2.83timeout
06-13 19:30ETHBuy1669.07→1676.03+1.71timeout
06-13 06:29ETHBuy1659.67→1664.93+1.14timeout
06-12 17:42ETHBuy1677.87→1668.33-3.24timeout
06-12 07:23ETHBuy1655.77→1656.63-0.14timeout
06-12 01:15ETHBuy1637.26→1668.63+9.16timeout
06-11 14:51ETHBuy1644.86→1652.13+1.70timeout
06-11 08:23ETHBuy1634.76→1659.53+7.03timeout
06-10 09:21ETHBuy1667.07→1607.53-18.19stop_loss
06-09 16:38ETHBuy1679.27→1619.23-18.25stop_loss
06-09 14:29ETHBuy1696.97→1636.42-18.28stop_loss
06-09 09:25ETHBuy1661.97→1676.83+4.20timeout
06-09 03:21ETHBuy1685.07→1668.43-5.07timeout
06-07 22:15ETHBuy1617.86→1714.83+29.57take_profit
06-07 22:15ETHBuy1614.86→1712.83+29.90take_profit
06-07 22:14ETHBuy1610.46→1706.83+29.56take_profit
06-07 22:14ETHBuy1588.16→1683.13+29.58take_profit
06-07 08:11ETHBuy1575.36→1610.44+10.75timeout
06-06 04:34ETHBuy1572.26→1516.09-18.22stop_loss
06-06 04:31ETHBuy1579.46→1523.09-18.27stop_loss
06-05 13:56ETHBuy1681.27→1621.23-18.29stop_loss
06-05 06:03ETHBuy1731.27→1669.5-18.29stop_loss
06-05 01:58ETHBuy1760.28→1752.62-2.51timeout
06-03 20:45ETHBuy1856.09→1789.83-18.27stop_loss
06-03 16:25ETHBuy1879.19→1811.61-18.42stop_loss
06-02 23:25ETHBuy1913.09→1844.59-18.35stop_loss
06-02 15:30ETHBuy1974.1→1903.46-18.35stop_loss
06-02 14:27ETHBuy2003.6→1932.04-18.32stop_loss
06-02 07:06ETHBuy1988.8→1976.1-3.67timeout
06-01 23:40ETHBuy2001.3→2006.3+0.78timeout
06-01 14:27ETHBuy2010.5→1966.9-11.44timeout
05-30 17:28ETHBuy2039.5→2026.3-3.84timeout
05-30 07:47ETHBuy2004.5→2012.7+1.48timeout
05-29 15:42ETHBuy1990.6→2036.1+10.83timeout

Paper vs Live

Paper (trades.jsonl)
79
closed
41%
win rate
-280.54
total pnl ($)
-71.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH7941%-71.1-280.54

Recent bounces (last 20 of 2)

timesymsidereason
06-28 08:48ETHBuycircuit_breaker
06-27 23:48ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems