perp_perp_basis_convergence_vol_gate_v16 · strategy

closed trades

41%

win rate

-193.60

total pnl ($)

0.832

weight

7d window — n=13 wr=54% pnl=-64.99 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 51 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:43	BTC	Buy	59903→60165	+1.79	timeout
06-27 00:38	BTC	Buy	59763→59899	+0.67	timeout
06-26 18:36	BTC	Buy	59478→59756	+1.79	timeout
06-25 18:11	BTC	Buy	59563→59536	-0.64	timeout
06-25 13:54	BTC	Buy	60966→58467.8	-20.90	stop_loss
06-24 15:56	BTC	Buy	62839.1→60288.8	-20.71	stop_loss
06-24 14:00	BTC	Buy	62437.1→61233.9	-10.08	timeout
06-23 23:07	BTC	Buy	63942.2→62496.9	-11.73	timeout
06-23 08:27	BTC	Buy	64667.2→62042.9	-20.70	stop_loss
06-22 22:11	BTC	Buy	63558.2→64318.8	+5.53	timeout
06-22 15:55	BTC	Buy	64195.2→64786.8	+4.13	timeout
06-21 20:29	BTC	Buy	63893.2→64067.8	+0.92	timeout
06-21 14:27	BTC	Buy	63331.2→64006.8	+4.95	timeout
06-20 08:27	BTC	Buy	62656.1→63463.8	+5.93	timeout
06-19 20:00	BTC	Buy	63041.2→63015.8	-0.68	timeout
06-19 07:55	BTC	Buy	64432.2→62602.9	-14.59	timeout
06-18 19:55	BTC	Buy	64249.2→62969.9	-10.23	timeout
06-18 07:33	BTC	Buy	65546.3→64225.8	-10.52	timeout
06-17 19:28	BTC	Buy	65681.3→64627.8	-8.51	timeout
06-17 07:24	BTC	Buy	66348.3→65479.7	-7.02	timeout
06-16 16:00	BTC	Buy	67244.4→65849.7	-10.76	timeout
06-15 14:24	BTC	Buy	64247.2→66420.7	+16.47	timeout
06-15 13:16	BTC	Buy	63909.2→66716.7	+21.53	take_profit
06-14 19:56	BTC	Buy	64301.2→63770.8	-4.62	timeout
06-14 13:55	BTC	Buy	64055.2→64283.8	+1.33	timeout
06-13 19:44	BTC	Buy	63628.2→64267.8	+4.57	timeout
06-13 09:43	BTC	Buy	63863.2→63770.8	-1.25	timeout
06-12 13:43	BTC	Buy	62808.1→63109.8	+1.88	timeout
06-12 06:48	BTC	Buy	62812.1→62968.9	+0.75	timeout
06-10 15:08	BTC	Buy	61561.1→61962.9	+2.77	timeout
06-10 07:43	BTC	Buy	63175.2→62016.9	-9.51	timeout
06-09 08:04	BTC	Buy	63119.2→63079.8	-0.80	timeout
06-09 02:00	BTC	Buy	63217.2→62750.9	-4.12	timeout
06-08 06:39	BTC	Buy	62133.1→62911.9	+5.80	timeout
06-07 22:15	BTC	Buy	61517.1→64218.8	+21.51	take_profit
06-07 18:23	BTC	Buy	60503→62174.9	+13.41	timeout
06-07 05:58	BTC	Buy	60915→61754.9	+6.49	timeout
06-06 15:32	BTC	Buy	60700→60617	-1.13	timeout
06-05 14:06	BTC	Buy	63030.2→60471.7	-20.75	stop_loss
06-05 09:43	BTC	Buy	62876.1→62765.9	-1.31	timeout
06-05 04:58	BTC	Buy	64315.2→63298.8	-8.30	timeout
06-04 00:26	BTC	Buy	66353.3→63661	-20.72	stop_loss
06-03 23:31	BTC	Buy	66292.3→64515.8	-13.85	timeout
06-02 15:30	BTC	Buy	69997.5→67155	-20.77	stop_loss
06-02 13:39	BTC	Buy	71641.6→68734.2	-20.78	stop_loss
06-02 09:28	BTC	Buy	72246.6→69314.9	-20.87	stop_loss
06-02 02:05	BTC	Buy	73410.7→70426.2	-20.91	stop_loss
05-31 19:47	BTC	Buy	74027.7→73494.3	-4.04	timeout
05-30 14:51	BTC	Buy	72806.6→73912.3	+7.00	timeout
05-30 07:47	BTC	Buy	73372.7→73455.3	+0.07	timeout
05-29 14:38	BTC	Buy	72918.6→72696.4	-2.11	timeout

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

-193.60

total pnl ($)

-75.8 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 ($)
BTC	51	41%	-75.8	-193.60

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 00:27	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…