perp_perp_basis_convergence_vol_gate_v5

not live
93
closed trades
37%
win rate
-241.16
total pnl ($)
0.250
weight
7d window — n=25 wr=20% pnl=-174.71  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 93 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 13:49ETHBuy1544.25→1589.14+14.10timeout
06-26 12:40ETHBuy1580.66→1532.08-15.81stop_loss
06-26 03:01ETHBuy1562.46→1514.49-15.79stop_loss
06-26 02:14ETHBuy1567.76→1519.39-15.83stop_loss
06-25 13:51ETHBuy1618.06→1568.26-15.78stop_loss
06-25 13:46ETHBuy1632.86→1582.35-15.92stop_loss
06-25 13:42ETHBuy1653.17→1601.94-15.92stop_loss
06-25 06:56ETHBuy1576.06→1654.63+24.43take_profit
06-24 16:51ETHBuy1656.17→1605.34-15.68stop_loss
06-24 15:46ETHBuy1670.37→1619.03-15.83stop_loss
06-24 15:45ETHBuy1674.27→1622.73-15.85stop_loss
06-24 15:44ETHBuy1674.87→1623.43-15.81stop_loss
06-24 11:29ETHBuy1659.27→1657.23-1.07timeout
06-23 08:17ETHBuy1713.57→1660.9-15.80stop_loss
06-23 06:21ETHBuy1734.27→1680.99-15.77stop_loss
06-23 06:20ETHBuy1749.17→1695.28-15.78stop_loss
06-23 05:15ETHBuy1769.18→1714.77-15.82stop_loss
06-23 01:26ETHBuy1752.68→1732.23-6.22timeout
06-22 19:03ETHBuy1735.37→1733.93-0.92timeout
06-22 13:07ETHBuy1725.67→1763.32+10.31timeout
06-22 06:56ETHBuy1735.87→1734.03-1.00timeout
06-22 00:38ETHBuy1738.67→1726.43-4.08timeout
06-21 15:48ETHBuy1740.47→1729.63-3.56timeout
06-21 02:06ETHBuy1707.57→1736.43+7.92timeout
06-20 19:15ETHBuy1702.07→1726.73+6.76timeout
06-20 11:39ETHBuy1691.77→1726.33+9.63timeout
06-20 06:21ETHBuy1698.87→1726.63+7.65timeout
06-20 00:04ETHBuy1710.67→1709.53-0.86timeout
06-19 17:19ETHBuy1685.07→1700.03+3.99timeout
06-18 15:53ETHBuy1734.67→1681.39-15.75stop_loss
06-18 15:53ETHBuy1739.87→1686.49-15.69stop_loss
06-18 15:53ETHBuy1740.97→1687.39-15.81stop_loss
06-18 14:51ETHBuy1754.48→1736.53-5.56timeout
06-17 19:50ETHBuy1784.18→1729.26-15.85stop_loss
06-17 19:39ETHBuy1785.78→1730.96-15.80stop_loss
06-17 06:27ETHBuy1764.98→1791.62+7.02timeout
06-17 00:13ETHBuy1796.48→1795.92-0.71timeout
06-15 22:32ETHBuy1843.38→1786.73-15.83stop_loss
06-15 13:19ETHBuy1726.17→1812.22+24.47take_profit
06-15 13:16ETHBuy1718.37→1804.12+24.47take_profit
06-15 13:16ETHBuy1714.77→1802.72+25.15take_profit
06-15 10:54ETHBuy1661.37→1746.23+25.04take_profit
06-15 09:14ETHBuy1674.17→1719.43+13.02timeout
06-15 03:04ETHBuy1681.67→1717.23+10.06timeout
06-14 20:57ETHBuy1675.77→1670.83-1.98timeout
06-14 14:51ETHBuy1679.47→1656.73-7.22timeout
06-14 08:46ETHBuy1675.37→1676.73+0.05timeout
06-14 02:54ETHBuy1665.87→1681.23+4.12timeout
06-13 20:47ETHBuy1663.77→1674.73+2.91timeout
06-13 14:20ETHBuy1663.67→1678.73+3.98timeout
06-13 06:41ETHBuy1655.07→1666.13+2.89timeout
06-12 17:36ETHBuy1673.27→1669.33-1.57timeout
06-12 11:05ETHBuy1659.97→1676.33+4.43timeout
06-12 05:00ETHBuy1654.37→1676.13+6.12timeout
06-11 17:49ETHBuy1606.36→1686.53+24.43take_profit
06-11 08:18ETHBuy1638.46→1656.53+4.92timeout
06-10 21:58ETHBuy1656.07→1605.24-15.77stop_loss
06-10 16:41ETHBuy1621.06→1647.94+7.76timeout
06-09 16:39ETHBuy1666.67→1615.43-15.68stop_loss
06-09 14:47ETHBuy1684.97→1633.02-15.85stop_loss
06-09 14:21ETHBuy1689.37→1637.42-15.82stop_loss
06-09 13:00ETHBuy1694.77→1675.83-6.00timeout
06-09 06:57ETHBuy1665.37→1684.63+5.33timeout
06-08 05:13ETHBuy1701.17→1648.81-15.80stop_loss
06-07 22:15ETHBuy1634.56→1716.13+24.52take_profit
06-07 22:14ETHBuy1614.66→1695.93+24.78take_profit
06-07 22:14ETHBuy1613.96→1694.63+24.64take_profit
06-07 22:13ETHBuy1569.76→1647.94+24.59take_profit
06-07 08:57ETHBuy1561.46→1639.24+24.46take_profit
06-07 08:46ETHBuy1556.26→1634.14+24.55take_profit
06-07 05:29ETHBuy1549.65→1602.74+16.81timeout
06-05 19:00ETHBuy1591.96→1543.07-15.79stop_loss
06-05 13:52ETHBuy1681.87→1629.92-15.87stop_loss
06-05 06:00ETHBuy1730.57→1676.79-15.98stop_loss
06-05 05:44ETHBuy1749.57→1695.88-15.72stop_loss
06-05 04:04ETHBuy1771.88→1717.47-15.78stop_loss
06-05 04:04ETHBuy1772.18→1717.57-15.81stop_loss
06-04 09:22ETHBuy1806.98→1751.45-15.80stop_loss
06-04 02:03ETHBuy1778.68→1723.07-16.10stop_loss
06-03 20:48ETHBuy1839.28→1782.43-15.88stop_loss
06-03 19:55ETHBuy1857.69→1800.62-15.78stop_loss
06-03 16:25ETHBuy1869.19→1811.51-15.87stop_loss
06-02 23:00ETHBuy1916.19→1857.29-15.81stop_loss
06-02 15:20ETHBuy1981→1919.75-15.91stop_loss
06-02 14:27ETHBuy1996.3→1935.04-15.81stop_loss
06-02 14:22ETHBuy2003.9→1942.23-15.86stop_loss
06-02 11:58ETHBuy1982→1979.8-1.10timeout
06-02 04:06ETHBuy2007.2→2004-1.27timeout
06-01 20:19ETHBuy2003.3→2002.6-0.65timeout
06-01 11:16ETHBuy2021.9→1982.6-10.32timeout
05-31 10:15ETHBuy2017.2→2018.7-0.14timeout
05-30 07:47ETHBuy2004→2012.8+1.63timeout
05-29 14:33ETHBuy1988.3→1986.4-1.04timeout

Paper vs Live

Paper (trades.jsonl)
93
closed
37%
win rate
-241.16
total pnl ($)
-51.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH9337%-51.7-241.16

Recent bounces (last 20 of 1)

timesymsidereason
06-27 14:00ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems