perp_perp_basis_divergence_btc_eth

not live
86
closed trades
36%
win rate
-424.22
total pnl ($)
0.499
weight
7d window — n=24 wr=42% pnl=-122.99  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 86 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:53ETHBuy1619.26→1553.27-20.77stop_loss
06-25 13:51ETHBuy1633.26→1566.56-20.87stop_loss
06-25 13:48ETHBuy1647.36→1580.35-20.76stop_loss
06-25 05:24ETHBuy1579.86→1649.24+21.43take_profit
06-24 16:51ETHBuy1662.87→1595.04-20.58stop_loss
06-24 16:51ETHBuy1671.27→1603.24-20.75stop_loss
06-24 16:51ETHBuy1673.07→1604.94-20.68stop_loss
06-24 08:20ETHBuy1653.57→1668.93+4.19timeout
06-23 08:14ETHBuy1744.37→1673.4-20.65stop_loss
06-23 08:13ETHBuy1747.17→1675.99-20.63stop_loss
06-23 04:50ETHBuy1734.27→1721.33-4.06timeout
06-22 22:28ETHBuy1715.77→1721.13+1.20timeout
06-22 16:23ETHBuy1727.27→1742.73+3.92timeout
06-22 10:17ETHBuy1733.27→1749.63+4.12timeout
06-22 04:21ETHBuy1738.17→1731.63-2.38timeout
06-21 21:50ETHBuy1737.27→1718.93-5.86timeout
06-21 15:25ETHBuy1743.37→1728.63-4.74timeout
06-21 09:11ETHBuy1726.17→1726.83-0.26timeout
06-21 02:56ETHBuy1705.67→1735.83+8.36timeout
06-20 20:35ETHBuy1701.77→1725.93+6.53timeout
06-20 14:11ETHBuy1698.77→1709.33+2.51timeout
06-20 07:23ETHBuy1695.37→1727.23+8.81timeout
06-20 02:00ETHBuy1713.57→1709.03-1.82timeout
06-19 19:38ETHBuy1695.57→1699.63+0.74timeout
06-19 14:26ETHBuy1739.17→1702.73-10.90timeout
06-18 19:54ETHBuy1732.07→1705.93-8.06timeout
06-18 17:23ETHBuy1747.27→1675.69-20.90stop_loss
06-18 15:53ETHBuy1753.58→1682.19-20.74stop_loss
06-18 13:49ETHBuy1768.98→1734.03-10.34timeout
06-18 07:45ETHBuy1787.08→1748.53-11.39timeout
06-18 01:29ETHBuy1785.58→1756.82-8.60timeout
06-17 19:26ETHBuy1795.98→1753.22-12.37timeout
06-17 13:08ETHBuy1804.28→1756.42-13.71timeout
06-17 07:00ETHBuy1771.28→1790.02+4.76timeout
06-16 02:34ETHBuy1844.18→1769.14-20.78stop_loss
06-15 13:19ETHBuy1735.97→1812.62+21.62take_profit
06-15 13:12ETHBuy1719.97→1795.32+21.42take_profit
06-15 11:26ETHBuy1688.77→1762.72+21.41take_profit
06-15 10:54ETHBuy1673.47→1746.93+21.44take_profit
06-15 05:18ETHBuy1676.27→1717.73+11.88timeout
06-14 23:15ETHBuy1680.97→1724.83+12.50timeout
06-14 17:15ETHBuy1674.97→1664.43-3.70timeout
06-14 11:04ETHBuy1673.87→1671.93-1.04timeout
06-14 04:49ETHBuy1667.07→1677.03+2.50timeout
06-13 21:12ETHBuy1665.47→1674.83+2.42timeout
06-13 11:44ETHBuy1674.47→1676.43+0.00timeout
06-13 05:43ETHBuy1663.97→1664.33-0.32timeout
06-12 23:42ETHBuy1677.57→1662.73-4.86timeout
06-12 17:43ETHBuy1675.07→1667.23-2.73timeout
06-11 16:02ETHBuy1654.27→1644.44-3.57timeout
06-11 08:17ETHBuy1638.46→1656.83+5.01timeout
06-10 15:10ETHBuy1651.97→1638.64-4.50timeout
06-09 16:39ETHBuy1680.97→1610.33-21.38stop_loss
06-09 16:39ETHBuy1684.17→1615.63-20.61stop_loss
06-09 14:23ETHBuy1684.67→1644.44-12.37timeout
06-09 08:13ETHBuy1667.47→1673.83+1.59timeout
06-09 02:07ETHBuy1684.27→1667.53-5.00timeout
06-07 22:14ETHBuy1618.56→1689.93+21.65take_profit
06-07 22:14ETHBuy1611.56→1682.23+21.57take_profit
06-07 22:14ETHBuy1610.76→1681.33+21.47take_profit
06-07 22:13ETHBuy1587.16→1656.83+21.63take_profit
06-07 08:46ETHBuy1557.96→1626.24+21.44take_profit
06-07 08:45ETHBuy1553.96→1622.04+21.44take_profit
06-06 04:27ETHBuy1594.26→1529.08-20.75stop_loss
06-06 04:27ETHBuy1597.16→1532.18-20.72stop_loss
06-05 13:57ETHBuy1687.97→1619.03-20.85stop_loss
06-05 06:18ETHBuy1731.87→1661.4-20.79stop_loss
06-05 05:57ETHBuy1751.58→1680.29-20.73stop_loss
06-05 05:42ETHBuy1772.78→1700.48-20.79stop_loss
06-05 05:41ETHBuy1775.38→1702.98-20.81stop_loss
06-04 21:01ETHBuy1779.78→1773.02-2.36timeout
06-04 10:51ETHBuy1806.68→1732.96-20.84stop_loss
06-04 01:23ETHBuy1838.98→1764.14-20.83stop_loss
06-03 20:55ETHBuy1849.38→1774.13-20.76stop_loss
06-03 19:55ETHBuy1873.29→1797.02-20.80stop_loss
06-02 23:25ETHBuy1915.19→1837.2-20.81stop_loss
06-02 15:30ETHBuy1981.6→1900.86-20.83stop_loss
06-02 15:20ETHBuy2001→1919.35-20.86stop_loss
06-02 15:20ETHBuy2003→1921.35-20.85stop_loss
06-02 09:24ETHBuy1987.6→1970.2-4.88timeout
06-02 01:49ETHBuy2004.2→1984.5-5.39timeout
06-01 15:19ETHBuy2012.4→1963.3-12.77timeout
06-01 07:06ETHBuy2027.9→1989.1-10.17timeout
05-30 14:51ETHBuy1999.1→2025.2+5.96timeout
05-30 07:49ETHBuy2004.8→2014.1+1.76timeout
05-29 14:56ETHBuy1991.3→1996.7+0.76timeout

Paper vs Live

Paper (trades.jsonl)
86
closed
36%
win rate
-424.22
total pnl ($)
-98.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH8636%-98.6-424.22

Recent bounces (last 20 of 6)

timesymsidereason
06-26 13:07ETHBuybelow_min_notional_skip
06-25 12:39ETHBuybelow_min_notional_skip
06-24 17:41ETHBuybelow_min_notional_skip
06-24 17:41ETHBuytrigger_already_opened
06-24 13:19ETHBuystale_intent
06-24 13:19ETHBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems