perp_perp_basis_convergence_vol_gate_v20

not live
73
closed trades
48%
win rate
-222.52
total pnl ($)
0.755
weight
7d window — n=21 wr=52% pnl=-76.59  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 73 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:49BTCBuy59848→60149+2.12timeout
06-27 12:59BTCBuy59208→60375+9.37timeout
06-27 06:27BTCBuy59936→60185+1.63timeout
06-27 00:20BTCBuy59747→60039+1.99timeout
06-26 18:16BTCBuy59421→60034+4.61timeout
06-25 17:59BTCBuy59376→59648+1.87timeout
06-25 13:51BTCBuy61050.1→59180.4-15.73stop_loss
06-25 13:48BTCBuy61128.1→59258.4-15.74stop_loss
06-25 13:45BTCBuy61743.1→59846.1-15.80stop_loss
06-24 14:19BTCBuy62883.1→60947.5-15.84stop_loss
06-24 14:17BTCBuy62975.1→61047.4-15.75stop_loss
06-24 08:26BTCBuy62199.1→62657.9+3.16timeout
06-23 08:24BTCBuy64152.2→62189.8-15.71stop_loss
06-23 06:21BTCBuy64646.2→62662.5-15.81stop_loss
06-23 03:46BTCBuy64122.2→63989.8-1.48timeout
06-22 21:44BTCBuy63863.2→64164.8+1.90timeout
06-22 15:44BTCBuy64281.2→65040.7+5.39timeout
06-22 09:35BTCBuy64095.2→64125.8-0.29timeout
06-22 03:33BTCBuy64318.2→64233.8-1.19timeout
06-21 14:50BTCBuy63871.2→64033.8+0.88timeout
06-21 05:24BTCBuy63696.2→64237.8+3.81timeout
06-20 22:27BTCBuy63283.2→64235.8+7.07timeout
06-20 02:45BTCBuy62906.1→63371.8+3.26timeout
06-19 20:22BTCBuy63109.2→62968.9-1.60timeout
06-19 14:30BTCBuy63751.2→63254.8-4.24timeout
06-18 15:58BTCBuy64203.2→62229.8-15.53stop_loss
06-18 15:52BTCBuy64466.2→62492.6-15.54stop_loss
06-18 15:51BTCBuy64480.2→62506.6-15.64stop_loss
06-18 07:27BTCBuy65524.3→64230.8-10.30timeout
06-18 01:19BTCBuy65632.3→64630.8-8.15timeout
06-17 19:21BTCBuy65694.3→64755.8-7.63timeout
06-17 13:20BTCBuy66172.3→65028.7-9.14timeout
06-17 06:59BTCBuy66412.3→65591.7-6.66timeout
06-16 21:24BTCBuy66525.3→65724.7-6.56timeout
06-16 11:58BTCBuy66201.3→66441.7+1.28timeout
06-16 05:52BTCBuy65769.3→66077.7+1.95timeout
06-15 22:26BTCBuy65192.3→66073.7+6.26timeout
06-15 08:41BTCBuy64454.2→65681.7+9.07timeout
06-15 02:37BTCBuy64523.2→65630.7+8.09timeout
06-14 20:32BTCBuy64227.2→63895.8-3.07timeout
06-14 13:38BTCBuy64206.2→64258.8-0.04timeout
06-14 07:36BTCBuy63798.2→64299.8+3.48timeout
06-14 01:45BTCBuy63774.2→64570.8+5.82timeout
06-13 12:06BTCBuy63675.2→63918.8+1.38timeout
06-13 06:22BTCBuy63139.2→63587.8+3.09timeout
06-12 17:42BTCBuy63294.2→63788.8+3.45timeout
06-12 07:06BTCBuy62649.1→63068.8+2.85timeout
06-11 16:00BTCBuy62595.1→62746.9+0.66timeout
06-11 09:42BTCBuy61299.1→62875.9+12.27timeout
06-10 14:04BTCBuy62169.1→62175.9-0.42timeout
06-09 14:46BTCBuy63137.2→61205.3-15.76stop_loss
06-09 14:17BTCBuy63748.2→61798-15.76stop_loss
06-09 09:28BTCBuy63365.2→62788.9-4.97timeout
06-09 03:22BTCBuy63332.2→62814.9-4.52timeout
06-08 19:51BTCBuy61320.1→63456.8+16.94timeout
06-08 13:45BTCBuy61758.1→63523.8+13.80timeout
06-08 07:41BTCBuy62202.1→63167.8+7.28timeout
06-08 01:42BTCBuy61438.1→63028.8+12.42timeout
06-07 08:08BTCBuy60992→62282.9+10.22timeout
06-07 02:03BTCBuy60976→61490.9+3.69timeout
06-06 19:57BTCBuy60229→60630+2.94timeout
06-05 13:56BTCBuy62897.1→60973.4-15.74stop_loss
06-05 06:24BTCBuy63066.2→61133.4-15.77stop_loss
06-05 01:55BTCBuy62149.1→63321.8+9.00timeout
06-03 19:55BTCBuy67222.4→65166.1-15.77stop_loss
06-02 14:26BTCBuy69962.5→67822.7-15.76stop_loss
06-02 14:23BTCBuy70088.5→67943.6-15.76stop_loss
06-02 09:28BTCBuy71520.6→69332.8-15.80stop_loss
06-02 09:21BTCBuy71617.6→69424.8-15.88stop_loss
06-01 16:07BTCBuy73186.7→70917-16.02stop_loss
06-01 15:25BTCBuy73799.7→71105.9-18.80stop_loss
05-31 15:24BTCBuy73856.7→73692.3-1.60timeout
05-30 07:48BTCBuy73376.7→73480.3+0.21timeout

Paper vs Live

Paper (trades.jsonl)
73
closed
48%
win rate
-222.52
total pnl ($)
-60.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7348%-60.7-222.52

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems