perp_perp_basis_divergence_sol_btc_vol_gate_v2

not live
78
closed trades
40%
win rate
-238.28
total pnl ($)
0.394
weight
7d window — n=23 wr=30% pnl=-137.20  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 07:53SOLBuy72.1678→70.9354-10.65timeout
06-28 05:30SOLBuy72.6519→70.0494-21.95stop_loss
06-27 19:25SOLBuy73.7581→71.1187-22.00stop_loss
06-26 07:03SOLBuy67.2681→70.6134+29.26take_profit
06-26 06:43SOLBuy66.2689→69.5626+29.16take_profit
06-26 06:39SOLBuy66.1129→69.3996+29.21take_profit
06-25 13:51SOLBuy67.7132→65.2566-22.27stop_loss
06-25 13:42SOLBuy69.3114→66.8315-22.00stop_loss
06-25 05:24SOLBuy65.9029→69.1776+29.31take_profit
06-24 16:51SOLBuy68.9253→66.4568-22.04stop_loss
06-24 16:51SOLBuy69.1064→66.6277-22.06stop_loss
06-24 16:46SOLBuy69.5074→67.0174-22.05stop_loss
06-24 15:42SOLBuy70.1895→67.661-22.17stop_loss
06-24 12:50SOLBuy68.9773→69.5856+4.71timeout
06-24 06:39SOLBuy70.1765→69.8895-2.68timeout
06-23 08:13SOLBuy71.6727→69.0751-22.13stop_loss
06-23 06:20SOLBuy72.7219→70.1184-21.86stop_loss
06-22 22:28SOLBuy73.9061→71.1048-23.17stop_loss
06-22 22:28SOLBuy73.8451→71.1048-22.64stop_loss
06-22 20:54SOLBuy73.508→72.6711-7.15timeout
06-22 14:51SOLBuy73.9331→73.526-3.93timeout
06-22 07:26SOLBuy73.262→74.3179+8.02timeout
06-21 17:49SOLBuy71.4497→74.3798+23.89timeout
06-21 08:07SOLBuy71.4477→73.132+13.42timeout
06-20 22:13SOLBuy69.7015→73.169+29.16take_profit
06-20 05:10SOLBuy68.4103→71.8572+29.64take_profit
06-20 01:31SOLBuy69.6084→69.6296-0.46timeout
06-19 19:29SOLBuy68.8723→68.8797-0.41timeout
06-18 18:15SOLBuy70.7966→68.2636-22.04stop_loss
06-18 15:44SOLBuy71.5667→69.0051-22.08stop_loss
06-18 15:42SOLBuy71.6878→69.121-22.17stop_loss
06-18 15:29SOLBuy72.3919→69.7826-22.15stop_loss
06-18 13:33SOLBuy72.3879→71.2993-9.40timeout
06-18 05:08SOLBuy73.196→70.5741-21.89stop_loss
06-17 22:03SOLBuy73.597→70.8539-22.94stop_loss
06-17 19:23SOLBuy73.8571→72.4301-12.31timeout
06-17 11:05SOLBuy74.3001→71.6334-21.93stop_loss
06-17 07:00SOLBuy74.1681→73.367-7.00timeout
06-16 21:22SOLBuy74.8102→73.8189-8.53timeout
06-16 11:58SOLBuy72.6539→74.6058+15.49timeout
06-15 15:45SOLBuy71.1827→74.7218+29.28take_profit
06-15 13:16SOLBuy70.1985→73.7119+29.47take_profit
06-15 02:25SOLBuy68.9633→71.2903+19.53timeout
06-15 00:14SOLBuy68.2922→71.6892+29.41take_profit
06-14 20:21SOLBuy68.1712→67.5459-5.74timeout
06-14 13:45SOLBuy68.1412→67.7338-3.95timeout
06-14 07:43SOLBuy67.1571→68.0688+7.65timeout
06-14 01:50SOLBuy67.3921→68.9127+13.37timeout
06-13 12:05SOLBuy66.821→67.7828+8.19timeout
06-13 06:23SOLBuy66.498→66.703+1.49timeout
06-12 17:41SOLBuy66.587→67.4809+7.74timeout
06-12 07:05SOLBuy64.9827→66.2741+11.39timeout
06-11 08:17SOLBuy64.2186→65.1482+7.97timeout
06-10 21:51SOLBuy64.8117→62.4804-22.05stop_loss
06-09 16:39SOLBuy65.9299→63.5707-22.00stop_loss
06-09 14:44SOLBuy66.836→64.4331-22.09stop_loss
06-09 14:16SOLBuy67.5201→65.1007-21.97stop_loss
06-09 09:25SOLBuy65.9899→66.639+5.50timeout
06-09 03:21SOLBuy66.418→65.9651-4.32timeout
06-08 07:28SOLBuy64.8847→65.9871+10.04timeout
06-07 22:15SOLBuy64.2886→67.4879+29.55take_profit
06-07 22:14SOLBuy63.8096→67.0599+30.09take_profit
06-07 22:14SOLBuy63.6625→66.827+29.85take_profit
06-07 08:08SOLBuy62.7554→64.5673+17.31timeout
06-06 04:20SOLBuy63.3775→61.1073-21.85stop_loss
06-06 04:15SOLBuy63.7356→61.454-21.97stop_loss
06-05 14:04SOLBuy66.5→64.1173-21.99stop_loss
06-05 06:20SOLBuy67.3641→64.9388-22.11stop_loss
06-04 03:43SOLBuy68.1492→71.5363+29.30take_profit
06-03 16:21SOLBuy75.1363→72.4329-22.04stop_loss
06-03 03:50SOLBuy74.9242→72.243-21.99stop_loss
06-02 22:52SOLBuy76.3995→73.6591-22.00stop_loss
06-02 14:23SOLBuy80.285→77.4057-21.97stop_loss
06-01 14:25SOLBuy82.0353→79.724-17.62timeout
06-01 13:55SOLBuy82.3624→79.3684-22.45stop_loss
05-31 15:23SOLBuy82.6614→82.1087-4.47timeout
05-30 07:47SOLBuy81.9673→82.2347+1.30timeout
05-29 15:43SOLBuy81.1402→82.4006+8.67timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
40%
win rate
-238.28
total pnl ($)
-51.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL7840%-51.8-238.28

Recent bounces (last 20 of 1)

timesymsidereason
06-28 08:48SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems