perp_perp_basis_divergence_btc_eth_v5

not live
88
closed trades
35%
win rate
-369.12
total pnl ($)
0.332
weight
7d window — n=24 wr=38% pnl=-149.60  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 88 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 09:57ETHBuy1554.06→1580.94+8.26timeout
06-27 02:13ETHBuy1535.35→1579.84+14.03timeout
06-26 19:47ETHBuy1555.46→1578.44+6.89timeout
06-26 14:36ETHBuy1571.76→1555.74-5.69timeout
06-25 20:04ETHBuy1592.76→1566.44-8.72timeout
06-25 13:55ETHBuy1615.66→1549.47-20.89stop_loss
06-25 13:45ETHBuy1653.37→1586.05-20.79stop_loss
06-24 17:20ETHBuy1641.26→1574.45-20.78stop_loss
06-24 16:51ETHBuy1657.17→1589.65-20.55stop_loss
06-24 16:51ETHBuy1665.67→1596.64-21.08stop_loss
06-24 16:51ETHBuy1664.17→1595.94-20.77stop_loss
06-24 12:09ETHBuy1658.47→1677.63+5.31timeout
06-24 07:24ETHBuy1692.87→1673.03-6.33timeout
06-23 08:17ETHBuy1717.97→1647.01-21.02stop_loss
06-23 08:13ETHBuy1747.07→1675.99-20.60stop_loss
06-23 06:21ETHBuy1752.48→1681.19-20.66stop_loss
06-23 04:37ETHBuy1733.17→1722.93-3.29timeout
06-22 21:56ETHBuy1716.77→1731.03+3.78timeout
06-22 15:54ETHBuy1729.87→1744.03+3.61timeout
06-22 09:35ETHBuy1730.17→1745.63+3.87timeout
06-22 03:34ETHBuy1737.87→1737.33-0.63timeout
06-21 17:42ETHBuy1726.27→1725.23-0.78timeout
06-20 21:53ETHBuy1703.57→1735.63+8.81timeout
06-20 15:14ETHBuy1705.37→1735.53+8.40timeout
06-20 08:32ETHBuy1696.27→1722.53+7.16timeout
06-20 03:01ETHBuy1707.57→1704.53-1.38timeout
06-19 20:28ETHBuy1714.57→1701.73-4.19timeout
06-19 15:15ETHBuy1733.67→1705.83-8.55timeout
06-18 20:30ETHBuy1738.87→1712.03-8.26timeout
06-18 15:57ETHBuy1749.67→1678.49-20.76stop_loss
06-18 15:53ETHBuy1758.28→1686.69-20.75stop_loss
06-18 14:31ETHBuy1754.08→1734.53-6.02timeout
06-18 08:23ETHBuy1778.68→1748.73-9.02timeout
06-18 02:13ETHBuy1796.58→1755.02-12.12timeout
06-17 19:47ETHBuy1799.78→1734.53-18.59timeout
06-17 13:34ETHBuy1802.08→1757.22-12.88timeout
06-17 07:24ETHBuy1773.08→1785.42+3.12timeout
06-17 00:17ETHBuy1796.28→1794.12-1.20timeout
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 11:09ETHBuy1675.37→1672.93-1.20timeout
06-14 04:43ETHBuy1666.87→1677.63+2.74timeout
06-13 22:27ETHBuy1664.97→1683.43+5.10timeout
06-13 06:48ETHBuy1656.47→1667.23+2.80timeout
06-13 00:40ETHBuy1673.97→1667.23-2.59timeout
06-12 17:38ETHBuy1672.97→1669.33-1.48timeout
06-11 17:32ETHBuy1605.36→1676.23+21.56take_profit
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 16:39ETHBuy1680.87→1611.53-21.00stop_loss
06-09 16:39ETHBuy1681.17→1611.53-20.98stop_loss
06-09 14:15ETHBuy1685.97→1657.13-9.00timeout
06-09 08:05ETHBuy1668.67→1672.93+0.86timeout
06-09 02:01ETHBuy1686.27→1667.83-5.48timeout
06-07 22:14ETHBuy1616.56→1688.83+21.92take_profit
06-07 22:14ETHBuy1616.06→1688.83+22.12take_profit
06-07 22:14ETHBuy1612.66→1683.63+21.65take_profit
06-07 22:13ETHBuy1581.96→1651.23+21.58take_profit
06-07 08:46ETHBuy1557.76→1626.04+21.44take_profit
06-07 08:46ETHBuy1556.26→1624.54+21.47take_profit
06-06 04:27ETHBuy1591.46→1526.68-20.66stop_loss
06-05 13:57ETHBuy1682.37→1613.83-20.80stop_loss
06-05 06:20ETHBuy1725.17→1655.01-20.78stop_loss
06-05 05:57ETHBuy1751.58→1680.29-20.73stop_loss
06-05 05:43ETHBuy1771.98→1699.68-20.82stop_loss
06-05 05:42ETHBuy1772.78→1700.48-20.79stop_loss
06-04 21:00ETHBuy1777.68→1772.72-1.86timeout
06-04 10:51ETHBuy1806.98→1733.36-20.81stop_loss
06-04 01:23ETHBuy1839.28→1764.34-20.85stop_loss
06-03 20:55ETHBuy1849.38→1774.13-20.76stop_loss
06-03 20:45ETHBuy1862.39→1786.63-20.78stop_loss
06-02 23:25ETHBuy1915.19→1837-20.86stop_loss
06-02 15:30ETHBuy1982.8→1902.06-20.81stop_loss
06-02 15:20ETHBuy2000.5→1919.05-20.82stop_loss
06-02 15:14ETHBuy1970.2→1933.11-9.88timeout
06-02 07:06ETHBuy1988.8→1976.1-3.67timeout
06-01 23:47ETHBuy2004.3→2004.1-0.52timeout
06-01 14:34ETHBuy2011.1→1964.9-12.09timeout
05-31 10:19ETHBuy2019.4→2018.1-0.83timeout
05-30 14:51ETHBuy1999.1→2025.2+5.96timeout
05-30 07:48ETHBuy2004.6→2013.3+1.60timeout

Paper vs Live

Paper (trades.jsonl)
88
closed
35%
win rate
-369.12
total pnl ($)
-83.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH8835%-83.9-369.12

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems