perp_perp_basis_divergence_convergence_long_v3

not live
78
closed trades
40%
win rate
-255.20
total pnl ($)
0.313
weight
7d window — n=23 wr=39% pnl=-142.93  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:48ETHBuy1577.36→1576.64-0.66timeout
06-27 02:01ETHBuy1559.56→1574.04+4.22timeout
06-26 19:57ETHBuy1559.06→1576.74+5.08timeout
06-26 13:53ETHBuy1557.76→1550.34-2.78timeout
06-25 13:53ETHBuy1620.36→1554.17-20.83stop_loss
06-25 13:44ETHBuy1657.67→1590.05-20.83stop_loss
06-25 05:07ETHBuy1578.56→1647.84+21.48take_profit
06-24 16:57ETHBuy1650.97→1583.75-20.79stop_loss
06-24 16:51ETHBuy1655.87→1588.45-20.70stop_loss
06-24 16:51ETHBuy1668.57→1598.44-21.39stop_loss
06-24 16:51ETHBuy1673.37→1605.24-20.76stop_loss
06-24 12:49ETHBuy1656.97→1673.33+4.45timeout
06-24 06:38ETHBuy1689.27→1675.53-4.47timeout
06-23 08:17ETHBuy1726.57→1655.01-21.12stop_loss
06-23 08:15ETHBuy1742.47→1671.5-20.71stop_loss
06-23 08:00ETHBuy1749.57→1678.39-20.68stop_loss
06-23 03:01ETHBuy1729.87→1731.33-0.08timeout
06-22 21:00ETHBuy1720.17→1733.53+3.44timeout
06-22 14:38ETHBuy1723.67→1752.52+7.77timeout
06-22 07:44ETHBuy1733.07→1747.93+3.77timeout
06-21 21:55ETHBuy1735.27→1717.33-5.58timeout
06-21 07:46ETHBuy1727.87→1732.83+1.00timeout
06-21 01:44ETHBuy1709.07→1735.83+7.24timeout
06-20 18:24ETHBuy1704.67→1727.13+6.12timeout
06-20 09:41ETHBuy1693.47→1728.43+9.78timeout
06-20 03:36ETHBuy1695.27→1706.13+2.71timeout
06-19 21:28ETHBuy1705.47→1704.73-0.67timeout
06-18 17:27ETHBuy1741.97→1671.1-20.74stop_loss
06-18 15:57ETHBuy1750.68→1678.99-20.83stop_loss
06-18 15:57ETHBuy1751.18→1679.49-20.74stop_loss
06-18 14:47ETHBuy1744.77→1740.53-1.68timeout
06-18 08:41ETHBuy1764.98→1751.42-4.44timeout
06-18 02:39ETHBuy1791.98→1756.62-10.42timeout
06-17 20:33ETHBuy1790.48→1741.23-14.22timeout
06-17 14:24ETHBuy1775.28→1758.32-5.21timeout
06-17 08:05ETHBuy1775.08→1783.52+1.93timeout
06-17 00:30ETHBuy1792.88→1793.62-0.39timeout
06-16 18:12ETHBuy1827.48→1804.42-6.88timeout
06-15 13:12ETHBuy1719.07→1794.42+21.45take_profit
06-15 13:11ETHBuy1716.77→1792.02+21.44take_profit
06-15 10:54ETHBuy1666.67→1739.83+21.46take_profit
06-15 10:54ETHBuy1662.77→1736.43+21.68take_profit
06-15 03:36ETHBuy1681.57→1720.43+11.03timeout
06-14 08:07ETHBuy1673.57→1674.33-0.19timeout
06-14 02:02ETHBuy1672.97→1682.73+2.42timeout
06-13 13:36ETHBuy1661.77→1679.83+4.89timeout
06-13 07:02ETHBuy1659.07→1668.23+2.31timeout
06-13 00:56ETHBuy1675.07→1666.93-3.01timeout
06-12 17:43ETHBuy1675.07→1667.23-2.74timeout
06-12 02:04ETHBuy1642.96→1667.43+7.02timeout
06-11 15:59ETHBuy1656.07→1643.64-4.35timeout
06-11 09:39ETHBuy1621.66→1659.03+10.93timeout
06-10 14:03ETHBuy1668.17→1653.43-4.86timeout
06-09 16:39ETHBuy1679.67→1611.03-20.80stop_loss
06-09 15:56ETHBuy1691.17→1635.34-16.90timeout
06-09 09:27ETHBuy1662.97→1676.33+3.75timeout
06-09 03:21ETHBuy1684.77→1668.83-4.86timeout
06-07 22:14ETHBuy1615.56→1686.33+21.51take_profit
06-07 22:14ETHBuy1614.46→1685.83+21.67take_profit
06-07 22:14ETHBuy1610.56→1681.23+21.58take_profit
06-07 22:13ETHBuy1587.36→1656.93+21.60take_profit
06-07 08:08ETHBuy1574.26→1609.74+10.89timeout
06-06 05:02ETHBuy1570.76→1506.8-20.69stop_loss
06-06 04:34ETHBuy1579.56→1515.29-20.77stop_loss
06-05 13:57ETHBuy1682.37→1613.83-20.80stop_loss
06-05 06:18ETHBuy1731.67→1661.2-20.79stop_loss
06-05 01:58ETHBuy1760.28→1752.62-2.51timeout
06-03 19:55ETHBuy1877.29→1800.92-20.77stop_loss
06-02 15:31ETHBuy1974.6→1894.16-20.83stop_loss
06-02 15:30ETHBuy1983.7→1902.96-20.81stop_loss
06-02 15:20ETHBuy2000.5→1918.85-20.87stop_loss
06-02 07:00ETHBuy1987→1982.2-1.68timeout
06-01 23:38ETHBuy2003.1→2006.5+0.38timeout
06-01 14:27ETHBuy2009.4→1967.2-11.10timeout
06-01 05:13ETHBuy2032.1→1998.8-8.79timeout
05-31 15:26ETHBuy2026.1→2014.3-3.38timeout
05-30 07:47ETHBuy2004→2012.8+1.63timeout
05-29 21:42ETHBuy2023.4→2014.3-2.71timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
40%
win rate
-255.20
total pnl ($)
-65.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH7840%-65.4-255.20

Recent bounces (last 20 of 1)

timesymsidereason
06-27 21:39ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems