perp_perp_basis_convergence_vol_gate_v4 · strategy

closed trades

35%

win rate

-356.15

total pnl ($)

0.250

weight

7d window — n=23 wr=30% pnl=-164.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 07:37	ETH	Buy	1581.76→1573.34	-3.10	timeout
06-27 19:32	ETH	Buy	1580.06→1575.14	-1.99	timeout
06-27 02:07	ETH	Buy	1558.56→1576.44	+5.28	timeout
06-26 19:44	ETH	Buy	1558.26→1579.24	+6.24	timeout
06-26 02:13	ETH	Buy	1579.06→1522.59	-18.27	stop_loss
06-25 13:58	ETH	Buy	1592.76→1535.88	-18.23	stop_loss
06-25 13:53	ETH	Buy	1615.66→1557.66	-18.35	stop_loss
06-25 13:42	ETH	Buy	1654.17→1595.14	-18.27	stop_loss
06-24 17:13	ETH	Buy	1641.26→1582.65	-18.28	stop_loss
06-24 16:51	ETH	Buy	1662.47→1603.14	-18.11	stop_loss
06-24 16:51	ETH	Buy	1662.87→1603.54	-18.02	stop_loss
06-24 16:51	ETH	Buy	1665.67→1606.14	-18.23	stop_loss
06-24 13:53	ETH	Buy	1661.67→1649.54	-4.11	timeout
06-24 08:44	ETH	Buy	1649.66→1672.13	+6.35	timeout
06-23 08:15	ETH	Buy	1727.77→1666	-18.28	stop_loss
06-23 06:21	ETH	Buy	1747.37→1684.39	-18.30	stop_loss
06-23 04:11	ETH	Buy	1731.77→1729.23	-1.07	timeout
06-22 21:44	ETH	Buy	1720.07→1728.13	+1.98	timeout
06-22 15:44	ETH	Buy	1730.07→1753.72	+6.37	timeout
06-22 09:35	ETH	Buy	1730.17→1745.63	+3.87	timeout
06-22 03:34	ETH	Buy	1737.87→1737.33	-0.63	timeout
06-21 21:02	ETH	Buy	1730.87→1720.03	-3.61	timeout
06-21 14:39	ETH	Buy	1714.77→1723.53	+2.04	timeout
06-21 08:30	ETH	Buy	1723.67→1728.53	+0.95	timeout
06-21 02:12	ETH	Buy	1707.17→1736.43	+8.08	timeout
06-20 19:47	ETH	Buy	1701.17→1728.53	+7.51	timeout
06-20 13:20	ETH	Buy	1690.37→1721.93	+8.80	timeout
06-20 06:39	ETH	Buy	1696.77→1725.43	+7.84	timeout
06-20 01:15	ETH	Buy	1713.07→1707.53	-2.13	timeout
06-19 18:52	ETH	Buy	1687.17→1702.03	+3.92	timeout
06-18 17:24	ETH	Buy	1733.27→1671.4	-18.27	stop_loss
06-18 15:53	ETH	Buy	1749.77→1687.29	-18.29	stop_loss
06-18 15:45	ETH	Buy	1756.78→1693.98	-18.24	stop_loss
06-18 15:40	ETH	Buy	1769.18→1705.98	-18.21	stop_loss
06-18 13:17	ETH	Buy	1759.28→1750.42	-2.97	timeout
06-18 05:08	ETH	Buy	1784.38→1720.67	-18.24	stop_loss
06-17 19:40	ETH	Buy	1793.58→1729.56	-18.30	stop_loss
06-17 19:20	ETH	Buy	1793.18→1748.93	-12.81	timeout
06-17 13:10	ETH	Buy	1803.78→1756.92	-13.43	timeout
06-17 06:59	ETH	Buy	1771.28→1790.12	+4.91	timeout
06-16 12:00	ETH	Buy	1765.48→1797.52	+8.50	timeout
06-15 13:24	ETH	Buy	1718.57→1821.52	+29.48	take_profit
06-15 13:11	ETH	Buy	1689.07→1790.12	+29.41	take_profit
06-15 11:22	ETH	Buy	1673.27→1749.63	+22.30	timeout
06-15 05:20	ETH	Buy	1676.57→1717.83	+11.81	timeout
06-14 23:16	ETH	Buy	1681.07→1724.43	+12.35	timeout
06-14 17:13	ETH	Buy	1674.77→1664.03	-3.77	timeout
06-14 11:08	ETH	Buy	1674.87→1672.93	-1.05	timeout
06-14 04:49	ETH	Buy	1667.07→1677.03	+2.50	timeout
06-13 21:42	ETH	Buy	1665.17→1688.03	+6.45	timeout
06-13 09:45	ETH	Buy	1680.37→1673.83	-2.54	timeout
06-13 03:40	ETH	Buy	1670.87→1664.43	-2.41	timeout
06-12 20:57	ETH	Buy	1671.37→1663.73	-2.70	timeout
06-12 13:57	ETH	Buy	1653.47→1654.63	-0.10	timeout
06-11 15:59	ETH	Buy	1656.07→1643.84	-4.25	timeout
06-11 08:18	ETH	Buy	1638.46→1656.53	+4.92	timeout
06-10 15:09	ETH	Buy	1650.16→1639.44	-3.72	timeout
06-09 16:20	ETH	Buy	1680.67→1620.63	-18.26	stop_loss
06-09 16:19	ETH	Buy	1681.57→1621.53	-18.17	stop_loss
06-09 14:11	ETH	Buy	1684.87→1660.93	-7.55	timeout
06-09 08:05	ETH	Buy	1668.17→1675.33	+1.73	timeout
06-09 02:01	ETH	Buy	1686.07→1668.13	-5.34	timeout
06-07 22:15	ETH	Buy	1618.36→1715.13	+29.50	take_profit
06-07 22:14	ETH	Buy	1611.96→1708.63	+29.55	take_profit
06-07 22:14	ETH	Buy	1612.06→1708.63	+29.59	take_profit
06-07 22:14	ETH	Buy	1587.16→1682.13	+29.60	take_profit
06-07 13:34	ETH	Buy	1557.96→1618.84	+19.24	timeout
06-07 09:15	ETH	Buy	1553.96→1646.94	+29.51	take_profit
06-06 04:13	ETH	Buy	1594.26→1537.38	-18.16	stop_loss
06-06 04:11	ETH	Buy	1597.16→1540.18	-18.23	stop_loss
06-05 13:53	ETH	Buy	1687.97→1627.72	-18.28	stop_loss
06-05 06:03	ETH	Buy	1731.87→1670	-18.31	stop_loss
06-05 05:47	ETH	Buy	1751.58→1688.99	-18.24	stop_loss
06-05 05:37	ETH	Buy	1772.78→1709.47	-18.26	stop_loss
06-05 05:37	ETH	Buy	1775.38→1711.77	-18.33	stop_loss
06-04 10:47	ETH	Buy	1806.68→1741.35	-18.51	stop_loss
06-04 02:04	ETH	Buy	1779.78→1716.17	-18.34	stop_loss
06-03 20:55	ETH	Buy	1839.78→1774.13	-18.27	stop_loss
06-03 20:45	ETH	Buy	1854.69→1788.23	-18.34	stop_loss
06-03 19:51	ETH	Buy	1873.29→1806.42	-18.29	stop_loss
06-02 23:24	ETH	Buy	1915.09→1846.39	-18.38	stop_loss
06-02 15:26	ETH	Buy	1981.6→1910.85	-18.30	stop_loss
06-02 14:27	ETH	Buy	2001→1929.54	-18.32	stop_loss
06-02 14:27	ETH	Buy	2003→1931.44	-18.34	stop_loss
06-02 09:24	ETH	Buy	1987.6→1970.2	-4.88	timeout
06-02 01:49	ETH	Buy	2004.2→1984.5	-5.39	timeout
06-01 15:19	ETH	Buy	2012.4→1963.3	-12.77	timeout
06-01 07:06	ETH	Buy	2027.9→1989.1	-10.17	timeout
05-30 14:51	ETH	Buy	1999.1→2025.2	+5.96	timeout
05-30 07:48	ETH	Buy	2004.6→2013.3	+1.61	timeout
05-29 14:38	ETH	Buy	1987.2→1987.3	-0.57	timeout

Paper vs Live

Paper (trades.jsonl)

closed

35%

win rate

-356.15

total pnl ($)

-78.4 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 ($)
ETH	91	35%	-78.4	-356.15

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 11:51	ETH	Buy	circuit_breaker
06-28 05:18	ETH	Buy	circuit_breaker
06-28 05:18	ETH	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…