perp_perp_basis_divergence_vol_gate_long_v2

not live
63
closed trades
43%
win rate
-121.41
total pnl ($)
0.250
weight
7d window — n=22 wr=36% pnl=-134.52  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 63 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 03:47ETHBuy1732.47→1727.13-2.45timeout
06-22 21:43ETHBuy1719.27→1728.43+2.68timeout
06-22 15:43ETHBuy1730.17→1753.42+7.42timeout
06-22 09:35ETHBuy1730.17→1747.13+5.16timeout
06-22 03:33ETHBuy1737.27→1738.23-0.34timeout
06-21 14:51ETHBuy1735.97→1723.73-4.75timeout
06-21 05:23ETHBuy1724.67→1733.43+2.46timeout
06-20 22:27ETHBuy1708.77→1742.03+11.01timeout
06-20 02:45ETHBuy1702.57→1705.73+0.50timeout
06-19 20:23ETHBuy1713.07→1698.83-5.54timeout
06-18 17:24ETHBuy1733.17→1671.2-21.98stop_loss
06-18 17:23ETHBuy1735.87→1673.9-21.87stop_loss
06-18 15:53ETHBuy1748.87→1686.39-21.91stop_loss
06-18 15:51ETHBuy1752.78→1690.09-21.87stop_loss
06-18 13:27ETHBuy1756.38→1748.43-3.26timeout
06-18 05:08ETHBuy1784.68→1720.97-21.91stop_loss
06-18 01:19ETHBuy1784.28→1756.82-9.88timeout
06-17 19:21ETHBuy1796.38→1755.92-14.11timeout
06-17 12:25ETHBuy1806.98→1742.35-21.98stop_loss
06-17 06:59ETHBuy1771.18→1790.22+5.81timeout
06-16 21:24ETHBuy1819.58→1794.92-8.85timeout
06-16 11:58ETHBuy1763.58→1798.42+11.15timeout
06-15 13:24ETHBuy1718.37→1821.42+35.41take_profit
06-15 13:24ETHBuy1718.77→1821.82+35.37take_profit
06-15 08:40ETHBuy1676.77→1720.13+14.94timeout
06-15 02:37ETHBuy1682.47→1721.23+13.19timeout
06-14 20:33ETHBuy1675.57→1667.13-3.62timeout
06-14 13:50ETHBuy1679.57→1665.23-5.66timeout
06-14 07:49ETHBuy1675.57→1674.43-0.93timeout
06-14 01:46ETHBuy1672.67→1684.33+3.57timeout
06-13 12:22ETHBuy1669.47→1676.93+2.01timeout
06-13 06:23ETHBuy1660.37→1664.73+1.05timeout
06-12 17:41ETHBuy1677.27→1668.33-3.68timeout
06-12 07:05ETHBuy1652.87→1659.63+1.98timeout
06-11 22:38ETHBuy1615.26→1676.53+22.14timeout
06-11 14:50ETHBuy1642.36→1650.63+2.41timeout
06-11 08:23ETHBuy1635.06→1657.53+7.59timeout
06-10 09:20ETHBuy1667.67→1608.13-21.82stop_loss
06-09 16:38ETHBuy1679.47→1619.53-21.86stop_loss
06-09 14:29ETHBuy1697.07→1636.52-21.93stop_loss
06-09 09:23ETHBuy1666.77→1678.23+3.79timeout
06-09 03:20ETHBuy1685.47→1669.33-5.90timeout
06-07 22:15ETHBuy1615.76→1712.53+35.46take_profit
06-07 22:15ETHBuy1613.06→1709.83+35.57take_profit
06-07 22:14ETHBuy1612.66→1709.23+35.41take_profit
06-07 22:14ETHBuy1591.56→1686.73+35.50take_profit
06-07 08:11ETHBuy1575.36→1610.64+12.98timeout
06-06 04:34ETHBuy1570.46→1514.29-21.88stop_loss
06-06 04:31ETHBuy1579.26→1522.79-21.96stop_loss
06-05 13:56ETHBuy1682.37→1621.73-22.15stop_loss
06-05 06:03ETHBuy1731.67→1669.7-22.01stop_loss
06-05 01:58ETHBuy1760.28→1752.62-3.01timeout
06-03 16:27ETHBuy1877.29→1810.31-21.93stop_loss
06-02 15:26ETHBuy1978.6→1907.65-22.06stop_loss
06-02 15:20ETHBuy1983.6→1912.65-22.01stop_loss
06-02 14:24ETHBuy1971.3→1939.31-10.29timeout
06-02 14:23ETHBuy2007.6→1935.94-21.97stop_loss
06-02 06:28ETHBuy1986.9→1983.1-1.71timeout
06-01 23:28ETHBuy2009.1→1999.7-3.38timeout
06-01 14:28ETHBuy2009.9→1967-13.53timeout
05-31 15:23ETHBuy2025.7→2012.8-4.38timeout
05-30 07:48ETHBuy2005.1→2013.1+1.71timeout
05-29 15:46ETHBuy1993.8→2031.6+10.70timeout

Paper vs Live

Paper (trades.jsonl)
63
closed
43%
win rate
-121.41
total pnl ($)
-32.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH6343%-32.0-121.41

Recent bounces (last 20 of 6)

timesymsidereason
06-23 05:53ETHBuystale_intent
06-22 22:53ETHBuystale_intent
06-22 22:51ETHBuystale_intent
06-22 04:16ETHBuystale_intent
06-22 04:16ETHBuystale_intent
06-21 22:07ETHBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems