perp_perp_basis_convergence_vol_regime_vix

not live
95
closed trades
35%
win rate
-341.88
total pnl ($)
0.298
weight
7d window — n=22 wr=27% pnl=-139.87  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 95 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:59ETHBuy1611.26→1553.57-18.33stop_loss
06-30 12:23ETHBuy1624.46→1566.46-18.28stop_loss
06-30 11:13ETHBuy1573.76→1583.84+2.78timeout
06-30 04:18ETHBuy1581.16→1585.04+0.83timeout
06-29 21:59ETHBuy1562.26→1618.64+17.64timeout
06-29 15:30ETHBuy1581.26→1574.84-2.62timeout
06-29 08:38ETHBuy1579.76→1574.14-2.27timeout
06-28 22:55ETHBuy1578.06→1553.64-8.13timeout
06-28 16:53ETHBuy1606.06→1569.44-11.72timeout
06-27 19:44ETHBuy1579.26→1577.54-0.98timeout
06-27 12:56ETHBuy1537.75→1583.84+14.57timeout
06-27 06:43ETHBuy1567.66→1581.94+4.13timeout
06-26 18:36ETHBuy1562.36→1573.74+3.07timeout
06-26 03:02ETHBuy1567.66→1511.69-18.28stop_loss
06-25 18:11ETHBuy1567.66→1568.94-0.04timeout
06-25 13:51ETHBuy1621.16→1563.26-18.26stop_loss
06-25 13:48ETHBuy1635.36→1576.55-18.43stop_loss
06-25 13:44ETHBuy1649.06→1590.05-18.32stop_loss
06-24 16:46ETHBuy1672.67→1612.93-18.28stop_loss
06-24 15:47ETHBuy1677.67→1617.73-18.32stop_loss
06-24 13:49ETHBuy1660.77→1643.84-5.57timeout
06-24 07:35ETHBuy1687.97→1672.23-5.07timeout
06-23 08:17ETHBuy1722.27→1660.8-18.23stop_loss
06-23 06:22ETHBuy1742.47→1679.99-18.33stop_loss
06-23 06:21ETHBuy1746.37→1683.99-18.24stop_loss
06-23 03:53ETHBuy1731.87→1728.63-1.44timeout
06-22 21:38ETHBuy1716.57→1732.83+4.31timeout
06-22 15:37ETHBuy1729.37→1752.72+6.20timeout
06-22 09:36ETHBuy1731.87→1746.03+3.49timeout
06-22 03:33ETHBuy1737.17→1737.43-0.49timeout
06-21 20:29ETHBuy1728.27→1729.63-0.08timeout
06-21 14:27ETHBuy1712.17→1721.93+2.43timeout
06-20 14:30ETHBuy1703.27→1711.93+2.01timeout
06-20 08:26ETHBuy1696.77→1724.13+7.46timeout
06-20 02:04ETHBuy1714.67→1708.83-2.21timeout
06-19 20:01ETHBuy1712.17→1702.63-3.26timeout
06-18 17:24ETHBuy1733.77→1671.9-18.22stop_loss
06-18 17:23ETHBuy1735.87→1673.9-18.29stop_loss
06-18 15:53ETHBuy1747.37→1684.79-18.30stop_loss
06-18 15:47ETHBuy1753.78→1691.18-18.19stop_loss
06-18 13:39ETHBuy1764.48→1735.23-8.75timeout
06-18 05:07ETHBuy1785.58→1721.87-18.26stop_loss
06-18 01:32ETHBuy1783.68→1760.52-7.03timeout
06-17 19:28ETHBuy1796.48→1748.43-13.87timeout
06-17 13:26ETHBuy1803.88→1754.62-14.10timeout
06-17 07:24ETHBuy1772.88→1785.22+2.95timeout
06-16 11:55ETHBuy1764.28→1796.02+8.41timeout
06-15 13:24ETHBuy1718.57→1821.82+29.56take_profit
06-15 13:11ETHBuy1689.87→1790.92+29.41take_profit
06-15 11:17ETHBuy1673.37→1742.33+20.10timeout
06-15 05:15ETHBuy1676.97→1717.63+11.63timeout
06-14 23:07ETHBuy1680.87→1720.43+11.21timeout
06-14 17:05ETHBuy1675.37→1663.73-4.00timeout
06-14 10:44ETHBuy1674.77→1675.73-0.18timeout
06-14 04:42ETHBuy1667.07→1677.43+2.62timeout
06-13 22:28ETHBuy1664.47→1683.63+5.31timeout
06-13 09:23ETHBuy1676.57→1673.33-1.56timeout
06-13 03:32ETHBuy1671.77→1663.83-2.88timeout
06-12 21:00ETHBuy1671.47→1664.23-2.58timeout
06-12 12:31ETHBuy1646.46→1666.73+5.68timeout
06-11 16:01ETHBuy1654.87→1645.64-3.38timeout
06-11 08:17ETHBuy1638.06→1656.73+5.11timeout
06-10 15:09ETHBuy1649.86→1639.74-3.54timeout
06-09 16:19ETHBuy1680.87→1620.83-18.26stop_loss
06-09 16:06ETHBuy1685.17→1625.02-18.16stop_loss
06-09 13:02ETHBuy1690.67→1675.63-4.86timeout
06-09 06:57ETHBuy1664.97→1685.23+5.64timeout
06-09 00:49ETHBuy1702.37→1661.63-11.89timeout
06-08 18:48ETHBuy1634.56→1678.63+13.15timeout
06-07 22:15ETHBuy1614.66→1711.83+29.70take_profit
06-07 22:15ETHBuy1613.96→1710.93+29.69take_profit
06-07 22:13ETHBuy1564.46→1658.03+29.60take_profit
06-07 18:23ETHBuy1554.96→1630.64+24.10timeout
06-07 12:21ETHBuy1560.96→1614.74+16.91timeout
06-07 05:58ETHBuy1566.56→1603.84+11.59timeout
06-06 04:15ETHBuy1591.46→1534.68-18.16stop_loss
06-05 13:56ETHBuy1682.57→1622.53-18.27stop_loss
06-05 06:03ETHBuy1728.87→1665.8-18.68stop_loss
06-05 05:47ETHBuy1752.18→1689.29-18.32stop_loss
06-05 05:37ETHBuy1770.58→1707.38-18.25stop_loss
06-05 05:37ETHBuy1771.08→1707.87-18.27stop_loss
06-04 21:00ETHBuy1776.88→1773.22-1.49timeout
06-04 10:47ETHBuy1806.68→1741.35-18.51stop_loss
06-03 20:55ETHBuy1838.98→1773.04-18.36stop_loss
06-03 20:55ETHBuy1844.28→1778.23-18.33stop_loss
06-03 19:54ETHBuy1869.69→1802.92-18.30stop_loss
06-02 23:25ETHBuy1910.19→1841.79-18.35stop_loss
06-02 15:26ETHBuy1981.3→1909.95-18.46stop_loss
06-02 14:27ETHBuy2000.5→1929.04-18.32stop_loss
06-01 20:52ETHBuy2004.3→2006.1-0.02timeout
06-01 11:13ETHBuy2020.9→1983-9.98timeout
05-31 19:47ETHBuy2028.1→1997.1-8.21timeout
05-30 14:51ETHBuy1999→2025.2+5.99timeout
05-30 07:47ETHBuy2004→2012.8+1.63timeout
05-29 14:41ETHBuy1988.6→1986.9-1.03timeout

Paper vs Live

Paper (trades.jsonl)
95
closed
35%
win rate
-341.88
total pnl ($)
-72.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH9535%-72.0-341.88

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems