perp_perp_basis_divergence_vol_gate_v3

not live
104
closed trades
37%
win rate
-470.09
total pnl ($)
0.250
weight
7d window — n=24 wr=29% pnl=-233.61  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 09:07ETHBuy1581.36→1572.24-3.41timeout
06-29 02:51ETHBuy1571.76→1576.54+1.06timeout
06-28 20:24ETHBuy1580.46→1574.04-2.36timeout
06-28 14:18ETHBuy1593.26→1579.44-4.80timeout
06-28 07:37ETHBuy1581.66→1573.84-3.04timeout
06-27 12:03ETHBuy1543.45→1582.14+12.10timeout
06-27 06:01ETHBuy1552.96→1577.54+7.49timeout
06-26 17:24ETHBuy1568.36→1584.74+4.64timeout
06-26 03:01ETHBuy1577.56→1513.39-20.77stop_loss
06-25 17:00ETHBuy1589.36→1561.14-9.30timeout
06-25 13:53ETHBuy1619.36→1553.47-20.73stop_loss
06-25 13:51ETHBuy1630.66→1564.26-20.80stop_loss
06-25 13:48ETHBuy1645.46→1578.45-20.78stop_loss
06-24 16:51ETHBuy1656.57→1589.05-20.80stop_loss
06-24 16:51ETHBuy1661.07→1592.94-20.81stop_loss
06-24 16:51ETHBuy1663.57→1595.84-20.70stop_loss
06-24 16:51ETHBuy1675.37→1607.04-20.77stop_loss
06-24 10:46ETHBuy1649.46→1664.93+4.23timeout
06-23 08:17ETHBuy1719.27→1646.01-21.73stop_loss
06-23 08:17ETHBuy1721.77→1651.71-20.73stop_loss
06-23 08:15ETHBuy1741.07→1670.2-20.70stop_loss
06-23 08:13ETHBuy1746.37→1675.19-20.59stop_loss
06-23 03:49ETHBuy1733.67→1728.03-2.13timeout
06-22 21:41ETHBuy1720.17→1729.63+2.32timeout
06-22 15:38ETHBuy1730.07→1752.32+6.08timeout
06-22 09:36ETHBuy1730.67→1745.73+3.75timeout
06-22 03:35ETHBuy1737.67→1737.43-0.62timeout
06-21 17:42ETHBuy1725.77→1725.43-0.63timeout
06-21 11:24ETHBuy1728.07→1724.43-1.52timeout
06-21 03:47ETHBuy1707.57→1737.63+8.32timeout
06-20 12:56ETHBuy1694.27→1725.53+8.66timeout
06-20 05:23ETHBuy1692.87→1724.03+8.69timeout
06-19 23:10ETHBuy1704.57→1705.13-0.28timeout
06-19 16:57ETHBuy1686.77→1697.33+2.70timeout
06-19 04:58ETHBuy1731.57→1687.83-13.09timeout
06-18 17:24ETHBuy1743.07→1672-20.78stop_loss
06-18 17:23ETHBuy1747.97→1675.59-21.13stop_loss
06-18 15:42ETHBuy1772.68→1700.58-20.55stop_loss
06-18 11:00ETHBuy1768.58→1747.23-6.64timeout
06-18 05:02ETHBuy1795.98→1725.73-19.97timeout
06-17 22:53ETHBuy1793.78→1744.83-14.11timeout
06-17 16:44ETHBuy1780.18→1774.52-2.12timeout
06-17 10:36ETHBuy1796.18→1771.62-7.25timeout
06-17 04:35ETHBuy1764.18→1793.52+7.79timeout
06-16 22:38ETHBuy1794.38→1792.92-1.00timeout
06-16 02:56ETHBuy1840.28→1765.34-20.81stop_loss
06-15 13:16ETHBuy1725.47→1801.52+21.54take_profit
06-15 13:13ETHBuy1722.47→1797.92+21.44take_profit
06-15 13:12ETHBuy1720.17→1795.52+21.43take_profit
06-15 10:54ETHBuy1662.77→1736.13+21.58take_profit
06-15 09:39ETHBuy1674.47→1712.93+11.01timeout
06-15 03:37ETHBuy1681.67→1720.43+11.00timeout
06-14 21:36ETHBuy1677.37→1703.73+7.30timeout
06-14 15:34ETHBuy1683.07→1660.73-7.09timeout
06-14 09:29ETHBuy1672.87→1670.43-1.14timeout
06-14 03:27ETHBuy1664.47→1682.13+4.81timeout
06-13 21:13ETHBuy1666.97→1674.03+1.73timeout
06-13 15:05ETHBuy1683.37→1679.53-1.68timeout
06-13 08:21ETHBuy1673.77→1674.33-0.39timeout
06-13 02:41ETHBuy1675.97→1668.83-2.69timeout
06-12 20:17ETHBuy1678.77→1664.83-4.58timeout
06-12 12:52ETHBuy1653.47→1666.83+3.58timeout
06-12 06:14ETHBuy1655.77→1661.03+1.19timeout
06-11 17:32ETHBuy1608.66→1679.13+21.37take_profit
06-11 14:37ETHBuy1639.56→1650.13+2.71timeout
06-11 08:17ETHBuy1638.36→1656.13+4.85timeout
06-10 19:46ETHBuy1649.46→1629.64-6.36timeout
06-10 09:21ETHBuy1672.57→1604.34-20.73stop_loss
06-09 16:39ETHBuy1680.67→1611.23-21.03stop_loss
06-09 16:39ETHBuy1680.17→1611.23-20.77stop_loss
06-09 12:33ETHBuy1679.67→1676.73-1.24timeout
06-09 06:25ETHBuy1666.17→1691.43+7.15timeout
06-08 22:34ETHBuy1676.37→1691.93+4.34timeout
06-07 22:14ETHBuy1629.86→1701.43+21.54take_profit
06-07 22:14ETHBuy1629.86→1701.43+21.58take_profit
06-07 22:13ETHBuy1585.56→1656.03+21.89take_profit
06-07 08:46ETHBuy1556.16→1624.64+21.53take_profit
06-07 06:36ETHBuy1553.36→1621.54+21.54take_profit
06-07 06:08ETHBuy1569.46→1600.44+9.56timeout
06-06 04:27ETHBuy1592.06→1527.18-20.68stop_loss
06-06 04:27ETHBuy1596.66→1531.58-20.76stop_loss
06-05 13:57ETHBuy1682.37→1613.73-20.83stop_loss
06-05 06:22ETHBuy1720.77→1650.71-20.80stop_loss
06-05 05:47ETHBuy1762.28→1690.59-20.72stop_loss
06-05 05:45ETHBuy1765.28→1693.38-20.78stop_loss
06-05 05:42ETHBuy1772.68→1700.48-20.77stop_loss
06-05 05:24ETHBuy1789.08→1730.13-16.86timeout
06-04 21:01ETHBuy1778.98→1773.52-2.00timeout
06-04 01:23ETHBuy1839.18→1764.34-20.84stop_loss
06-03 20:55ETHBuy1849.98→1774.53-20.81stop_loss
06-03 20:45ETHBuy1862.19→1786.43-20.78stop_loss
06-02 23:25ETHBuy1917.89→1839.8-20.80stop_loss
06-02 15:30ETHBuy1981.7→1900.86-20.85stop_loss
06-02 15:20ETHBuy2001.6→1919.95-20.86stop_loss
06-02 14:47ETHBuy1968.4→1942.81-6.97timeout
06-02 06:53ETHBuy1987.7→1984.4-1.30timeout
06-01 23:47ETHBuy2004.8→2005.4-0.32timeout
06-01 14:27ETHBuy2009.6→1965.7-11.52timeout
06-01 05:19ETHBuy2031.9→1997.4-9.09timeout
05-31 16:57ETHBuy2026.4→2001.3-6.73timeout

Paper vs Live

Paper (trades.jsonl)
104
closed
37%
win rate
-470.09
total pnl ($)
-90.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH10437%-90.4-470.09

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems