perp_perp_basis_divergence_vol_gate_v4

not live
71
closed trades
38%
win rate
-370.56
total pnl ($)
0.250
weight
7d window — n=21 wr=38% pnl=-203.27  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 71 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:44ETHBuy1566.26→1556.44-3.62timeout
06-25 13:55ETHBuy1612.86→1546.97-20.80stop_loss
06-25 13:54ETHBuy1617.96→1551.67-20.89stop_loss
06-25 13:45ETHBuy1652.47→1585.25-20.77stop_loss
06-24 16:51ETHBuy1654.37→1587.05-20.78stop_loss
06-24 16:51ETHBuy1655.17→1587.65-20.73stop_loss
06-24 16:51ETHBuy1664.97→1596.74-20.87stop_loss
06-24 16:51ETHBuy1669.17→1601.14-20.79stop_loss
06-24 12:05ETHBuy1658.87→1678.63+5.49timeout
06-23 08:24ETHBuy1713.57→1643.61-20.83stop_loss
06-23 08:17ETHBuy1721.27→1651.11-20.76stop_loss
06-23 06:43ETHBuy1735.27→1690.03-13.39timeout
06-23 06:20ETHBuy1764.78→1692.98-20.73stop_loss
06-23 00:35ETHBuy1719.87→1725.43+1.27timeout
06-22 18:24ETHBuy1724.37→1745.33+5.52timeout
06-22 11:12ETHBuy1732.37→1752.72+5.27timeout
06-22 05:08ETHBuy1731.77→1735.53+0.62timeout
06-21 17:49ETHBuy1725.47→1727.83+0.15timeout
06-21 05:21ETHBuy1725.87→1730.93+0.98timeout
06-20 04:07ETHBuy1696.17→1708.33+3.10timeout
06-19 21:29ETHBuy1705.47→1704.53-0.73timeout
06-19 15:52ETHBuy1692.97→1706.33+3.57timeout
06-18 17:24ETHBuy1742.67→1671.6-20.79stop_loss
06-18 17:23ETHBuy1745.97→1674.59-20.87stop_loss
06-18 17:23ETHBuy1746.97→1675.49-20.87stop_loss
06-18 14:15ETHBuy1763.98→1729.93-10.11timeout
06-18 08:11ETHBuy1779.58→1751.72-8.43timeout
06-18 01:51ETHBuy1794.98→1752.42-12.41timeout
06-17 19:59ETHBuy1795.28→1732.93-17.82timeout
06-17 13:41ETHBuy1804.78→1764.92-11.48timeout
06-17 07:24ETHBuy1773.18→1784.62+2.87timeout
06-15 15:47ETHBuy1765.48→1842.82+21.45take_profit
06-15 13:12ETHBuy1718.57→1794.12+21.51take_profit
06-15 11:26ETHBuy1689.07→1763.12+21.43take_profit
06-15 09:14ETHBuy1674.17→1719.43+13.02timeout
06-15 02:46ETHBuy1681.47→1719.43+10.77timeout
06-14 20:33ETHBuy1675.57→1667.23-2.99timeout
06-14 13:51ETHBuy1677.97→1665.03-4.31timeout
06-14 07:51ETHBuy1676.67→1674.83-1.15timeout
06-13 21:42ETHBuy1665.17→1688.03+6.45timeout
06-13 13:29ETHBuy1664.67→1679.63+3.95timeout
06-13 07:02ETHBuy1659.17→1668.13+2.24timeout
06-13 00:56ETHBuy1674.97→1666.93-2.98timeout
06-12 17:43ETHBuy1675.67→1667.63-2.79timeout
06-12 04:10ETHBuy1650.87→1669.83+5.28timeout
06-11 17:32ETHBuy1607.76→1678.83+21.59take_profit
06-11 14:52ETHBuy1642.36→1653.83+2.97timeout
06-11 08:48ETHBuy1619.26→1661.23+12.42timeout
06-10 14:09ETHBuy1663.47→1653.63-3.41timeout
06-10 01:29ETHBuy1669.87→1655.63-4.80timeout
06-09 16:39ETHBuy1677.67→1608.93-20.85stop_loss
06-09 16:38ETHBuy1685.17→1616.63-20.60stop_loss
06-09 12:33ETHBuy1679.67→1676.73-1.24timeout
06-09 04:56ETHBuy1660.27→1688.33+8.18timeout
06-08 22:34ETHBuy1676.37→1691.93+4.34timeout
06-07 22:14ETHBuy1605.76→1677.03+21.85take_profit
06-07 08:26ETHBuy1576.66→1613.34+11.21timeout
06-06 04:38ETHBuy1575.36→1510.79-20.92stop_loss
06-06 04:33ETHBuy1581.26→1516.79-20.74stop_loss
06-05 14:06ETHBuy1667.07→1599.14-20.81stop_loss
06-05 06:16ETHBuy1735.17→1664.5-20.81stop_loss
06-05 01:56ETHBuy1755.48→1753.62-0.86timeout
06-03 19:54ETHBuy1877.59→1801.22-20.77stop_loss
06-02 15:30ETHBuy1983.4→1902.66-20.80stop_loss
06-02 15:05ETHBuy1971.7→1933.31-10.21timeout
06-02 14:27ETHBuy2006.2→1924.54-20.82stop_loss
06-02 06:49ETHBuy1985.9→1982.2-1.40timeout
06-01 23:30ETHBuy2007.7→1999-2.64timeout
06-01 14:32ETHBuy2011.1→1966.3-11.74timeout
05-31 15:24ETHBuy2025.4→2013.5-3.41timeout
05-30 07:48ETHBuy2005.1→2013.1+1.43timeout

Paper vs Live

Paper (trades.jsonl)
71
closed
38%
win rate
-370.56
total pnl ($)
-104.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH7138%-104.4-370.56

Recent bounces (last 20 of 7)

timesymsidereason
06-26 04:02ETHBuybelow_min_notional_skip
06-25 20:59ETHBuybelow_min_notional_skip
06-25 15:00ETHBuystale_intent
06-25 02:42ETHBuybelow_min_notional_skip
06-24 20:39ETHBuybelow_min_notional_skip
06-24 15:00ETHBuystale_intent
06-24 08:42ETHBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems