perp_perp_basis_convergence_vol_gate_v23

not live
89
closed trades
34%
win rate
-331.62
total pnl ($)
0.420
weight
7d window — n=23 wr=30% pnl=-133.01  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 89 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 13:19ETHBuy1525.85→1585.34+19.06timeout
06-27 07:03ETHBuy1572.26→1580.44+2.26timeout
06-26 03:02ETHBuy1568.96→1512.89-18.30stop_loss
06-26 03:01ETHBuy1573.76→1517.49-18.28stop_loss
06-25 13:52ETHBuy1620.16→1562.36-18.22stop_loss
06-25 13:48ETHBuy1636.96→1578.55-18.29stop_loss
06-25 13:44ETHBuy1649.06→1590.05-18.31stop_loss
06-25 06:56ETHBuy1561.86→1655.43+29.46take_profit
06-24 16:06ETHBuy1674.37→1614.63-18.25stop_loss
06-24 15:47ETHBuy1677.17→1617.13-18.34stop_loss
06-24 12:08ETHBuy1659.27→1676.23+4.64timeout
06-23 08:17ETHBuy1712.97→1651.81-18.29stop_loss
06-23 08:14ETHBuy1734.17→1672.3-18.21stop_loss
06-23 06:21ETHBuy1749.37→1686.59-18.30stop_loss
06-23 06:07ETHBuy1771.18→1707.97-18.24stop_loss
06-23 01:27ETHBuy1752.98→1732.43-6.26timeout
06-22 19:27ETHBuy1733.67→1730.63-1.36timeout
06-22 13:25ETHBuy1724.97→1764.02+10.72timeout
06-22 07:00ETHBuy1735.27→1734.13-0.81timeout
06-22 00:43ETHBuy1737.87→1726.13-3.93timeout
06-21 17:42ETHBuy1725.77→1725.43-0.63timeout
06-21 01:27ETHBuy1707.37→1734.23+7.28timeout
06-20 19:27ETHBuy1698.67→1726.13+7.61timeout
06-20 13:27ETHBuy1689.97→1713.73+6.48timeout
06-20 07:22ETHBuy1695.07→1726.03+8.60timeout
06-20 01:31ETHBuy1710.17→1709.23-0.78timeout
06-19 19:20ETHBuy1686.87→1700.03+3.39timeout
06-18 17:23ETHBuy1739.07→1676.99-18.22stop_loss
06-18 15:57ETHBuy1740.77→1678.49-18.32stop_loss
06-18 15:57ETHBuy1742.37→1680.09-18.25stop_loss
06-18 15:45ETHBuy1757.68→1694.88-18.16stop_loss
06-18 13:29ETHBuy1757.28→1748.73-2.89timeout
06-18 05:08ETHBuy1784.78→1721.07-18.26stop_loss
06-17 19:40ETHBuy1793.88→1729.56-18.39stop_loss
06-17 19:08ETHBuy1793.88→1767.42-7.87timeout
06-17 12:23ETHBuy1813.88→1748.95-18.32stop_loss
06-17 07:00ETHBuy1771.38→1790.02+4.73timeout
06-16 02:28ETHBuy1840.28→1774.53-18.29stop_loss
06-15 13:25ETHBuy1722.47→1825.52+29.45take_profit
06-15 13:25ETHBuy1720.17→1823.12+29.44take_profit
06-15 11:26ETHBuy1665.97→1765.72+29.45take_profit
06-15 11:17ETHBuy1673.57→1742.93+20.21timeout
06-15 05:16ETHBuy1677.27→1717.63+11.53timeout
06-14 23:15ETHBuy1680.87→1724.63+12.46timeout
06-14 17:12ETHBuy1674.27→1664.03-3.61timeout
06-14 10:44ETHBuy1674.57→1675.73-0.12timeout
06-14 04:43ETHBuy1666.97→1676.63+2.41timeout
06-13 21:33ETHBuy1666.57→1675.93+2.42timeout
06-13 11:24ETHBuy1677.57→1676.43-0.93timeout
06-13 05:48ETHBuy1663.27→1661.83-0.87timeout
06-12 23:40ETHBuy1678.17→1663.63-4.77timeout
06-12 17:35ETHBuy1676.07→1668.63-2.61timeout
06-12 07:05ETHBuy1652.77→1659.73+1.71timeout
06-11 16:00ETHBuy1657.67→1645.14-4.32timeout
06-11 08:17ETHBuy1638.76→1656.83+4.96timeout
06-10 15:09ETHBuy1650.06→1639.54-3.66timeout
06-09 16:20ETHBuy1680.17→1620.13-18.26stop_loss
06-09 16:19ETHBuy1680.97→1620.83-18.21stop_loss
06-09 14:10ETHBuy1684.27→1660.93-7.38timeout
06-09 08:04ETHBuy1667.27→1676.03+2.16timeout
06-09 02:01ETHBuy1686.17→1667.83-5.46timeout
06-07 22:15ETHBuy1618.56→1715.43+29.53take_profit
06-07 22:15ETHBuy1614.26→1712.23+29.91take_profit
06-07 22:14ETHBuy1611.96→1708.63+29.63take_profit
06-07 22:14ETHBuy1586.16→1681.23+29.65take_profit
06-07 19:43ETHBuy1554.86→1607.04+16.59timeout
06-07 13:34ETHBuy1557.56→1618.94+19.40timeout
06-06 04:27ETHBuy1589.36→1532.58-18.17stop_loss
06-06 04:12ETHBuy1596.66→1539.68-18.24stop_loss
06-05 13:57ETHBuy1672.77→1613.03-18.29stop_loss
06-05 06:03ETHBuy1730.77→1669-18.29stop_loss
06-05 05:47ETHBuy1752.28→1689.69-18.24stop_loss
06-05 05:37ETHBuy1774.38→1711.07-18.24stop_loss
06-05 05:37ETHBuy1777.08→1713.67-18.26stop_loss
06-04 21:00ETHBuy1777.68→1772.72-1.86timeout
06-04 10:47ETHBuy1806.98→1742.45-18.29stop_loss
06-03 20:55ETHBuy1839.28→1773.44-18.33stop_loss
06-03 20:48ETHBuy1849.98→1783.93-18.27stop_loss
06-03 19:54ETHBuy1869.19→1802.42-18.30stop_loss
06-02 23:24ETHBuy1917.89→1849.29-18.33stop_loss
06-02 15:30ETHBuy1975.3→1904.66-18.35stop_loss
06-02 15:26ETHBuy1981.5→1910.75-18.31stop_loss
06-02 15:20ETHBuy1983.5→1912.65-18.32stop_loss
06-02 09:07ETHBuy1985.3→1975.3-3.03timeout
06-02 01:52ETHBuy2000.3→1985.6-4.15timeout
06-01 15:43ETHBuy2008.4→1974.6-8.99timeout
06-01 07:06ETHBuy2027.9→1989.4-10.09timeout
05-30 14:51ETHBuy1999.1→2025.2+5.96timeout
05-30 07:48ETHBuy2004.6→2013.3+1.61timeout

Paper vs Live

Paper (trades.jsonl)
89
closed
34%
win rate
-331.62
total pnl ($)
-74.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH8934%-74.6-331.62

Recent bounces (last 20 of 1)

timesymsidereason
06-27 17:01ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems