perp_perp_basis_divergence_vol_gate_v2

not live
72
closed trades
49%
win rate
-180.51
total pnl ($)
0.627
weight
7d window — n=22 wr=45% pnl=-100.28  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 00:59ETHBuy1534.85→1575.54+12.85timeout
06-26 15:13ETHBuy1532.05→1566.74+10.86timeout
06-26 09:04ETHBuy1559.86→1560.64-0.21timeout
06-26 03:01ETHBuy1565.16→1519.35-15.01timeout
06-25 13:53ETHBuy1620.26→1554.27-20.78stop_loss
06-25 13:45ETHBuy1651.87→1584.45-20.84stop_loss
06-25 08:41ETHBuy1612.06→1651.43+11.70timeout
06-24 16:51ETHBuy1652.77→1585.45-20.80stop_loss
06-24 16:51ETHBuy1671.57→1603.04-20.91stop_loss
06-24 14:26ETHBuy1665.17→1648.84-5.36timeout
06-24 06:24ETHBuy1658.57→1673.13+3.96timeout
06-24 00:08ETHBuy1658.77→1670.13+3.00timeout
06-23 08:24ETHBuy1713.07→1643.11-20.84stop_loss
06-23 06:32ETHBuy1741.17→1686.83-16.01timeout
06-23 00:30ETHBuy1763.08→1722.33-11.99timeout
06-22 18:29ETHBuy1736.27→1740.43+0.69timeout
06-22 12:28ETHBuy1719.97→1765.52+12.72timeout
06-22 06:22ETHBuy1724.47→1735.63+2.77timeout
06-22 00:12ETHBuy1723.67→1710.63-4.24timeout
06-21 18:11ETHBuy1732.97→1722.23-3.57timeout
06-21 05:48ETHBuy1725.47→1732.33+1.52timeout
06-20 17:23ETHBuy1724.67→1726.93+0.20timeout
06-19 16:00ETHBuy1697.27→1706.73+2.32timeout
06-19 09:42ETHBuy1706.07→1692.93-4.31timeout
06-19 03:59ETHBuy1682.67→1696.63+3.68timeout
06-18 17:23ETHBuy1744.87→1673.9-20.76stop_loss
06-18 15:21ETHBuy1750.68→1726.13-7.36timeout
06-18 09:15ETHBuy1742.07→1748.13+1.21timeout
06-18 03:01ETHBuy1754.08→1754.02-0.51timeout
06-17 20:43ETHBuy1765.18→1735.83-8.77timeout
06-17 14:40ETHBuy1791.38→1752.52-11.29timeout
06-17 08:43ETHBuy1798.08→1763.22-10.09timeout
06-17 02:24ETHBuy1778.28→1806.92+7.55timeout
06-16 20:03ETHBuy1774.08→1792.92+4.79timeout
06-16 12:43ETHBuy1800.48→1817.22+4.14timeout
06-16 06:14ETHBuy1829.88→1765.12-18.13timeout
06-15 13:12ETHBuy1718.37→1794.42+21.67take_profit
06-15 09:31ETHBuy1699.37→1721.73+6.11timeout
06-14 21:50ETHBuy1656.37→1728.93+21.42take_profit
06-14 19:08ETHBuy1673.87→1661.43-4.20timeout
06-13 20:08ETHBuy1674.47→1676.13+0.09timeout
06-13 09:40ETHBuy1665.77→1673.73+1.87timeout
06-13 01:29ETHBuy1664.97→1667.03+0.10timeout
06-12 19:01ETHBuy1659.17→1666.83+1.88timeout
06-12 12:56ETHBuy1675.07→1663.73-3.84timeout
06-12 05:43ETHBuy1675.27→1663.63-3.91timeout
06-11 04:09ETHBuy1655.57→1650.83-1.95timeout
06-10 20:18ETHBuy1638.46→1625.34-4.39timeout
06-10 03:09ETHBuy1650.16→1655.63+1.16timeout
06-09 16:39ETHBuy1679.57→1611.13-20.74stop_loss
06-09 06:54ETHBuy1682.47→1684.13+0.04timeout
06-09 00:32ETHBuy1677.97→1668.43-3.07timeout
06-08 18:25ETHBuy1665.87→1685.23+5.42timeout
06-08 10:39ETHBuy1679.37→1670.43-3.13timeout
06-07 22:14ETHBuy1630.46→1703.53+21.99take_profit
06-07 22:14ETHBuy1631.86→1703.53+21.58take_profit
06-07 16:27ETHBuy1585.36→1627.64+12.97timeout
06-07 06:36ETHBuy1553.26→1621.34+21.51take_profit
06-07 01:55ETHBuy1555.86→1586.34+9.35timeout
06-06 04:15ETHBuy1601.26→1536.08-20.73stop_loss
06-05 14:04ETHBuy1672.27→1604.24-20.78stop_loss
06-05 06:18ETHBuy1733.27→1662.7-20.80stop_loss
06-04 13:58ETHBuy1760.28→1783.52+6.16timeout
06-03 19:40ETHBuy1877.29→1819.52-15.82timeout
06-02 15:31ETHBuy1978.6→1898.06-20.81stop_loss
06-02 15:30ETHBuy1983.6→1902.86-20.81stop_loss
06-02 11:52ETHBuy2007.6→1979.6-7.48timeout
06-02 02:24ETHBuy1971.3→1982.6+2.41timeout
06-01 18:28ETHBuy1986.9→1989.9+0.24timeout
06-01 11:28ETHBuy2009.1→1983.3-6.95timeout
06-01 02:28ETHBuy2009.9→2003.8-1.99timeout
05-29 19:48ETHBuy2005.1→2018+2.71timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
49%
win rate
-180.51
total pnl ($)
-50.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH7249%-50.2-180.51

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems