perp_perp_basis_divergence_dvol_gate_v2

not live
69
closed trades
46%
win rate
-252.77
total pnl ($)
0.364
weight
7d window — n=18 wr=33% pnl=-142.59  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 69 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 04:06BTCBuy59863→60394+3.99timeout
06-26 21:51BTCBuy59943→59920-0.70timeout
06-26 15:18BTCBuy59242→59855+4.65timeout
06-25 13:58BTCBuy60646→58184-20.68stop_loss
06-25 13:57BTCBuy60785→58293.9-20.90stop_loss
06-25 13:55BTCBuy60920→58447.8-20.66stop_loss
06-24 16:51BTCBuy62466.1→59877.1-21.00stop_loss
06-24 16:43BTCBuy62653.1→60110.9-20.68stop_loss
06-24 14:45BTCBuy62506.1→61128.9-11.42timeout
06-24 08:27BTCBuy62031.1→62673.9+4.68timeout
06-23 19:35BTCBuy64387.2→62366.9-16.15timeout
06-23 06:29BTCBuy64089.2→62735.9-11.04timeout
06-23 06:22BTCBuy65158.3→62513.6-20.76stop_loss
06-22 18:19BTCBuy63976.2→64631.8+4.61timeout
06-22 11:15BTCBuy64352.2→64281.8-1.13timeout
06-22 05:03BTCBuy64271.2→64072.8-2.01timeout
06-21 14:47BTCBuy63852.2→63997.8+0.75timeout
06-21 01:07BTCBuy63442.2→64248.8+5.86timeout
06-20 19:04BTCBuy63049.2→63842.8+5.86timeout
06-20 12:56BTCBuy62712.1→63595.8+6.55timeout
06-19 18:52BTCBuy62820.1→63033.8+1.23timeout
06-19 13:16BTCBuy64381.2→62732.9-13.16timeout
06-19 07:17BTCBuy64155.2→62732.9-11.49timeout
06-18 15:36BTCBuy65723.3→63056.3-20.42stop_loss
06-18 12:11BTCBuy64831.2→63991.8-6.98timeout
06-18 05:51BTCBuy65796.3→63868.8-15.11timeout
06-17 17:45BTCBuy65729.3→65827.7+0.21timeout
06-17 11:38BTCBuy66356.3→64707.8-12.96timeout
06-17 05:37BTCBuy66035.3→65817.7-2.13timeout
06-16 04:37BTCBuy65654.3→65822.7+0.88timeout
06-15 22:37BTCBuy65402.3→66220.7+5.76timeout
06-15 15:45BTCBuy64124.2→66939.7+21.52take_profit
06-15 02:25BTCBuy64538.2→65652.7+8.15timeout
06-14 20:20BTCBuy64233.2→63849.8-3.48timeout
06-14 13:48BTCBuy64051.2→64301.8+1.51timeout
06-14 01:44BTCBuy63743.2→64544.8+5.87timeout
06-13 19:30BTCBuy63699.2→64162.8+3.19timeout
06-13 13:29BTCBuy63358.2→64199.8+6.13timeout
06-13 00:55BTCBuy63693.2→63600.8-1.27timeout
06-12 17:43BTCBuy63298.2→63806.8+3.55timeout
06-12 10:59BTCBuy63112.2→63683.8+4.01timeout
06-11 22:00BTCBuy61259.1→63514.8+17.82timeout
06-11 14:32BTCBuy61918.1→62900.9+7.38timeout
06-11 08:17BTCBuy61681.1→62779.9+8.33timeout
06-10 14:02BTCBuy62318.1→62002.9-3.00timeout
06-10 07:49BTCBuy63160.2→61675.9-12.09timeout
06-09 14:25BTCBuy63744.2→61735.9-16.21timeout
06-09 08:10BTCBuy63093.2→62780.9-3.00timeout
06-09 02:00BTCBuy63217.2→62750.9-4.12timeout
06-08 13:53BTCBuy61763.1→63779.8+15.83timeout
06-08 07:41BTCBuy62201.1→63193.8+7.49timeout
06-07 22:15BTCBuy61445.1→64143.8+21.52take_profit
06-07 08:08BTCBuy61002→62281.9+10.13timeout
06-07 02:03BTCBuy60985→61478.9+3.52timeout
06-06 19:57BTCBuy60200→60649+3.34timeout
06-05 14:29BTCBuy62838.1→60287.8-20.74stop_loss
06-05 14:04BTCBuy63067.2→60507.7-20.74stop_loss
06-05 13:59BTCBuy63266.2→60698.6-20.75stop_loss
06-05 01:57BTCBuy62179.1→63351.8+8.99timeout
06-03 23:08BTCBuy67122.4→64398.6-20.74stop_loss
06-02 15:30BTCBuy70113.5→67263-20.79stop_loss
06-02 14:09BTCBuy71307.6→68401.4-20.87stop_loss
06-02 02:07BTCBuy73150.7→70182.4-20.86stop_loss
06-01 23:30BTCBuy73784.7→71238.4-17.85timeout
06-01 00:36BTCBuy73981.7→73865.3-1.23timeout
05-31 15:01BTCBuy73924.7→73575.3-2.83timeout
05-30 07:47BTCBuy73374.7→73455.3+0.05timeout
05-29 21:42BTCBuy73859.7→73561.3-2.52timeout
05-29 15:32BTCBuy72851.6→73850.3+6.35timeout

Paper vs Live

Paper (trades.jsonl)
69
closed
46%
win rate
-252.77
total pnl ($)
-73.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6946%-73.0-252.77

Recent bounces (last 20 of 1)

timesymsidereason
06-27 14:32BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems