perp_perp_basis_convergence_vol_regime_long · strategy

closed trades

43%

win rate

-206.64

total pnl ($)

0.251

weight

7d window — n=25 wr=40% pnl=-152.50 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 12:50	ETH	Buy	1538.75→1583.54	+14.15	timeout
06-27 06:43	ETH	Buy	1567.66→1581.94	+4.13	timeout
06-26 18:36	ETH	Buy	1562.36→1573.74	+3.07	timeout
06-26 03:02	ETH	Buy	1567.66→1511.69	-18.28	stop_loss
06-25 13:51	ETH	Buy	1621.16→1563.26	-18.26	stop_loss
06-25 13:48	ETH	Buy	1635.36→1576.55	-18.43	stop_loss
06-25 13:44	ETH	Buy	1649.06→1590.05	-18.32	stop_loss
06-25 06:56	ETH	Buy	1562.06→1655.53	+29.43	take_profit
06-24 16:51	ETH	Buy	1658.37→1598.44	-18.40	stop_loss
06-24 16:51	ETH	Buy	1666.87→1606.64	-18.43	stop_loss
06-24 16:47	ETH	Buy	1671.87→1612.13	-18.29	stop_loss
06-24 15:47	ETH	Buy	1676.97→1617.03	-18.32	stop_loss
06-24 11:37	ETH	Buy	1660.07→1665.23	+1.10	timeout
06-23 08:17	ETH	Buy	1713.27→1652.11	-18.28	stop_loss
06-23 08:15	ETH	Buy	1725.77→1664.1	-18.26	stop_loss
06-23 06:22	ETH	Buy	1742.47→1679.99	-18.33	stop_loss
06-23 06:21	ETH	Buy	1746.37→1683.99	-18.24	stop_loss
06-23 03:53	ETH	Buy	1731.87→1728.63	-1.44	timeout
06-22 21:38	ETH	Buy	1716.57→1732.83	+4.31	timeout
06-22 14:27	ETH	Buy	1722.17→1757.92	+9.78	timeout
06-22 08:23	ETH	Buy	1729.37→1747.53	+4.65	timeout
06-21 21:24	ETH	Buy	1733.87→1713.43	-6.33	timeout
06-21 14:51	ETH	Buy	1735.77→1723.63	-3.93	timeout
06-21 07:56	ETH	Buy	1725.57→1730.73	+1.19	timeout
06-21 01:44	ETH	Buy	1709.07→1735.83	+7.24	timeout
06-20 18:50	ETH	Buy	1701.87→1727.03	+6.92	timeout
06-20 11:42	ETH	Buy	1693.07→1727.03	+9.45	timeout
06-20 05:38	ETH	Buy	1695.17→1724.63	+8.16	timeout
06-19 23:30	ETH	Buy	1710.27→1707.43	-1.28	timeout
06-19 16:49	ETH	Buy	1683.97→1702.53	+5.09	timeout
06-18 15:57	ETH	Buy	1742.47→1680.19	-18.06	stop_loss
06-18 15:53	ETH	Buy	1745.87→1683.09	-18.38	stop_loss
06-18 15:53	ETH	Buy	1747.87→1685.49	-18.19	stop_loss
06-18 14:54	ETH	Buy	1757.38→1731.93	-7.70	timeout
06-18 05:05	ETH	Buy	1786.08→1722.17	-18.31	stop_loss
06-17 19:40	ETH	Buy	1794.18→1730.16	-18.32	stop_loss
06-17 04:49	ETH	Buy	1760.68→1800.02	+10.64	timeout
06-16 22:45	ETH	Buy	1790.78→1791.12	-0.50	timeout
06-16 02:28	ETH	Buy	1840.08→1774.43	-18.26	stop_loss
06-15 13:25	ETH	Buy	1722.57→1825.72	+29.48	take_profit
06-15 13:24	ETH	Buy	1719.47→1822.32	+29.41	take_profit
06-15 13:24	ETH	Buy	1718.47→1821.82	+29.59	take_profit
06-15 11:26	ETH	Buy	1662.87→1762.32	+29.41	take_profit
06-15 09:56	ETH	Buy	1677.47→1717.63	+11.47	timeout
06-15 03:30	ETH	Buy	1682.67→1720.03	+10.59	timeout
06-14 21:29	ETH	Buy	1676.07→1697.23	+5.77	timeout
06-14 15:28	ETH	Buy	1683.07→1662.93	-6.43	timeout
06-14 09:22	ETH	Buy	1674.87→1669.93	-1.86	timeout
06-14 02:54	ETH	Buy	1665.87→1681.23	+4.11	timeout
06-13 20:44	ETH	Buy	1665.37→1674.33	+2.31	timeout
06-13 14:19	ETH	Buy	1664.67→1679.53	+3.92	timeout
06-13 06:41	ETH	Buy	1655.07→1666.13	+2.89	timeout
06-12 17:36	ETH	Buy	1673.27→1669.33	-1.57	timeout
06-12 11:05	ETH	Buy	1659.97→1676.33	+4.43	timeout
06-12 05:00	ETH	Buy	1654.37→1676.13	+6.12	timeout
06-11 22:24	ETH	Buy	1610.66→1676.13	+19.81	timeout
06-11 15:59	ETH	Buy	1656.07→1643.84	-4.22	timeout
06-11 08:18	ETH	Buy	1637.76→1656.93	+5.26	timeout
06-10 16:41	ETH	Buy	1621.26→1648.54	+7.88	timeout
06-10 01:02	ETH	Buy	1666.47→1655.63	-3.79	timeout
06-09 16:08	ETH	Buy	1684.77→1624.62	-18.20	stop_loss
06-09 16:05	ETH	Buy	1688.27→1628.02	-18.23	stop_loss
06-09 12:59	ETH	Buy	1694.07→1675.83	-5.79	timeout
06-09 06:56	ETH	Buy	1666.27→1684.73	+5.09	timeout
06-09 00:49	ETH	Buy	1701.37→1659.43	-12.25	timeout
06-08 18:53	ETH	Buy	1630.06→1681.93	+15.57	timeout
06-07 22:15	ETH	Buy	1617.36→1714.53	+29.65	take_profit
06-07 22:15	ETH	Buy	1613.66→1711.83	+30.07	take_profit
06-07 22:13	ETH	Buy	1564.46→1658.43	+29.72	take_profit
06-07 18:23	ETH	Buy	1554.96→1630.64	+24.10	timeout
06-07 12:21	ETH	Buy	1560.96→1614.74	+16.90	timeout
06-07 05:28	ETH	Buy	1548.45→1603.74	+17.53	timeout
06-06 04:15	ETH	Buy	1591.46→1534.68	-18.16	stop_loss
06-05 13:56	ETH	Buy	1682.57→1622.53	-18.27	stop_loss
06-05 06:03	ETH	Buy	1728.87→1665.8	-18.68	stop_loss
06-05 05:47	ETH	Buy	1752.18→1689.29	-18.32	stop_loss
06-05 05:37	ETH	Buy	1771.08→1707.87	-18.27	stop_loss
06-05 05:37	ETH	Buy	1774.08→1710.77	-18.25	stop_loss
06-04 21:00	ETH	Buy	1776.88→1773.22	-1.49	timeout
06-04 10:47	ETH	Buy	1806.68→1741.35	-18.51	stop_loss
06-03 20:55	ETH	Buy	1838.98→1773.04	-18.36	stop_loss
06-03 20:55	ETH	Buy	1844.28→1778.23	-18.33	stop_loss
06-03 19:54	ETH	Buy	1869.69→1802.92	-18.30	stop_loss
06-02 23:25	ETH	Buy	1910.19→1841.79	-18.35	stop_loss
06-02 15:26	ETH	Buy	1978→1907.26	-18.34	stop_loss
06-02 15:16	ETH	Buy	1968.7→1931.61	-9.89	timeout
06-02 14:27	ETH	Buy	1999→1927.64	-18.31	stop_loss
06-02 07:07	ETH	Buy	1989.1→1976.5	-3.64	timeout
06-01 23:51	ETH	Buy	2006.9→2007	-0.45	timeout
06-01 14:34	ETH	Buy	2011.1→1965.1	-12.04	timeout
06-01 05:58	ETH	Buy	2030.1→1993.6	-9.59	timeout
05-31 10:17	ETH	Buy	2017.6→2018.6	-0.26	timeout
05-30 12:55	ETH	Buy	2000.7→2017.3	+3.61	timeout
05-30 06:37	ETH	Buy	2013.7→2018.4	+0.60	timeout
05-29 23:32	ETH	Buy	2011→2007.4	-1.49	timeout
05-29 14:33	ETH	Buy	1988.3→1986.4	-1.08	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-206.64

total pnl ($)

-43.1 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	96	43%	-43.1	-206.64

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…