perp_perp_basis_convergence_vol_gate_v7

not live
90
closed trades
40%
win rate
-260.18
total pnl ($)
0.609
weight
7d window — n=22 wr=45% pnl=-96.16  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 90 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:40ETHBuy1579.36→1581.84+0.38timeout
06-27 01:33ETHBuy1536.35→1574.04+11.82timeout
06-26 13:19ETHBuy1575.86→1519.39-18.36stop_loss
06-26 13:06ETHBuy1558.46→1532.55-8.74timeout
06-26 06:45ETHBuy1562.06→1570.04+2.08timeout
06-25 13:48ETHBuy1633.96→1575.65-18.29stop_loss
06-25 13:43ETHBuy1652.47→1593.34-18.31stop_loss
06-25 12:43ETHBuy1620.16→1635.74+4.38timeout
06-25 04:57ETHBuy1565.46→1634.04+21.43take_profit
06-24 16:06ETHBuy1674.27→1614.53-18.25stop_loss
06-24 15:47ETHBuy1675.57→1615.73-18.28stop_loss
06-24 00:09ETHBuy1658.77→1670.63+3.15timeout
06-23 08:17ETHBuy1713.27→1652.01-18.31stop_loss
06-23 07:58ETHBuy1733.77→1685.23-14.29timeout
06-23 01:42ETHBuy1769.48→1728.93-11.90timeout
06-22 19:38ETHBuy1749.87→1734.83-4.76timeout
06-22 13:24ETHBuy1741.47→1764.42+6.06timeout
06-22 07:33ETHBuy1734.37→1748.33+3.54timeout
06-22 01:29ETHBuy1725.07→1749.33+6.50timeout
06-21 19:02ETHBuy1733.97→1738.03+0.72timeout
06-21 12:44ETHBuy1737.87→1719.53-5.70timeout
06-21 03:59ETHBuy1739.17→1737.23-1.03timeout
06-20 17:54ETHBuy1725.57→1725.63-0.44timeout
06-20 01:27ETHBuy1689.97→1707.23+4.63timeout
06-19 19:23ETHBuy1695.67→1700.23+0.87timeout
06-19 13:20ETHBuy1714.07→1689.33-7.67timeout
06-19 07:17ETHBuy1686.17→1696.13+2.51timeout
06-18 17:23ETHBuy1737.67→1675.19-18.39stop_loss
06-18 15:53ETHBuy1749.07→1686.49-18.32stop_loss
06-18 13:19ETHBuy1757.38→1750.02-2.55timeout
06-18 07:16ETHBuy1765.08→1736.83-8.43timeout
06-18 01:10ETHBuy1756.88→1760.82+0.63timeout
06-17 19:08ETHBuy1788.78→1766.92-6.59timeout
06-17 13:02ETHBuy1793.28→1758.42-10.16timeout
06-17 07:00ETHBuy1796.48→1789.82-2.35timeout
06-17 01:00ETHBuy1814.98→1792.52-6.69timeout
06-16 18:59ETHBuy1771.28→1798.82+7.25timeout
06-16 09:25ETHBuy1819.38→1790.62-8.41timeout
06-15 15:47ETHBuy1764.28→1841.82+21.52take_profit
06-15 13:12ETHBuy1718.57→1794.12+21.51take_profit
06-15 09:19ETHBuy1689.87→1725.33+10.02timeout
06-14 20:22ETHBuy1677.27→1665.23-4.06timeout
06-14 14:19ETHBuy1684.67→1664.33-6.49timeout
06-14 08:14ETHBuy1676.77→1675.53-0.82timeout
06-14 02:13ETHBuy1680.17→1684.73+0.88timeout
06-13 20:07ETHBuy1673.57→1675.43+0.15timeout
06-13 13:52ETHBuy1673.27→1677.53+0.78timeout
06-12 23:10ETHBuy1674.07→1660.13-4.60timeout
06-12 17:19ETHBuy1669.77→1670.23-0.28timeout
06-12 10:03ETHBuy1679.17→1677.93-0.83timeout
06-12 03:01ETHBuy1640.56→1675.23+10.10timeout
06-11 19:08ETHBuy1652.57→1678.03+7.20timeout
06-11 04:02ETHBuy1653.87→1652.33-0.98timeout
06-10 20:18ETHBuy1638.26→1625.34-4.34timeout
06-10 03:10ETHBuy1651.97→1655.63+0.62timeout
06-09 16:19ETHBuy1680.97→1620.93-18.25stop_loss
06-09 08:25ETHBuy1684.17→1676.03-2.79timeout
06-09 02:23ETHBuy1684.67→1662.53-6.82timeout
06-08 20:13ETHBuy1667.47→1680.03+3.42timeout
06-08 14:07ETHBuy1684.27→1684.23-0.46timeout
06-07 22:14ETHBuy1617.86→1688.83+21.54take_profit
06-07 22:14ETHBuy1611.86→1682.53+21.49take_profit
06-07 19:47ETHBuy1612.06→1607.04-1.88timeout
06-07 13:50ETHBuy1585.86→1615.04+8.83timeout
06-07 07:43ETHBuy1554.36→1609.44+17.34timeout
06-07 01:34ETHBuy1557.46→1590.14+10.03timeout
06-06 04:11ETHBuy1597.56→1540.48-18.26stop_loss
06-06 03:25ETHBuy1594.26→1564.84-9.61timeout
06-05 13:53ETHBuy1687.97→1627.72-18.28stop_loss
06-05 06:03ETHBuy1731.87→1670-18.31stop_loss
06-05 05:37ETHBuy1775.38→1711.77-18.33stop_loss
06-05 03:50ETHBuy1772.78→1732.73-11.70timeout
06-04 21:44ETHBuy1751.58→1763.12+2.86timeout
06-04 10:47ETHBuy1806.98→1742.45-18.29stop_loss
06-04 09:01ETHBuy1778.68→1767.72-3.50timeout
06-03 19:54ETHBuy1869.19→1802.42-18.30stop_loss
06-03 16:39ETHBuy1839.28→1824.02-4.58timeout
06-03 11:46ETHBuy1854.69→1879.41+6.17timeout
06-02 23:24ETHBuy1915.09→1846.39-18.38stop_loss
06-02 15:26ETHBuy1981.1→1910.15-18.36stop_loss
06-02 14:27ETHBuy2001.9→1930.44-18.31stop_loss
06-02 08:03ETHBuy2003→1979.4-6.39timeout
06-02 00:10ETHBuy1976.6→2004.4+6.57timeout
06-01 16:05ETHBuy2008.5→1970.2-10.04timeout
06-01 08:14ETHBuy2001→1977.9-6.30timeout
05-31 23:07ETHBuy2022.6→2018.9-1.40timeout
05-31 07:45ETHBuy2027.2→2022.9-1.52timeout
05-30 02:51ETHBuy1997.4→2018.6+4.80timeout
05-29 19:49ETHBuy2004.7→2017.9+2.83timeout
05-29 02:40ETHBuy1987.3→2004.7+3.89timeout

Paper vs Live

Paper (trades.jsonl)
90
closed
40%
win rate
-260.18
total pnl ($)
-57.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH9040%-57.9-260.18

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems