perp_perp_basis_divergence_vol_regime_short · strategy

closed trades

50%

win rate

+148.10

total pnl ($)

1.733

weight

7d window — n=17 wr=53% pnl=+73.82 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 68 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:43	BTC	Sell	59915→60158	-2.53	timeout
06-27 05:40	BTC	Sell	59920→60199	-2.78	timeout
06-26 23:05	BTC	Sell	59885→60061	-1.89	timeout
06-26 17:01	BTC	Sell	59270→60044	-6.87	timeout
06-25 17:30	BTC	Sell	59673→59550	+0.55	timeout
06-25 13:57	BTC	Sell	60954→58276.9	+21.44	take_profit
06-25 13:53	BTC	Sell	61636.9→58929.9	+21.47	take_profit
06-24 16:51	BTC	Sell	62576.9→59750	+22.11	take_profit
06-24 16:47	BTC	Sell	62781.9→60025	+21.42	take_profit
06-24 12:09	BTC	Sell	62437.9→62878.1	-4.02	timeout
06-24 07:33	BTC	Sell	62887.9→62687.1	+1.19	timeout
06-23 10:11	BTC	Sell	64195.8→62434.1	+13.07	timeout
06-23 04:11	BTC	Sell	63934.8→64038.2	-1.23	timeout
06-22 21:43	BTC	Sell	63854.8→64182.2	-3.07	timeout
06-22 03:34	BTC	Sell	64324.8→64234.2	+0.27	timeout
06-21 20:48	BTC	Sell	63868.8→63727.2	+0.64	timeout
06-21 14:27	BTC	Sell	63323.8→64013.2	-5.95	timeout
06-20 21:28	BTC	Sell	63136.8→63910.2	-6.56	timeout
06-20 14:59	BTC	Sell	63175.8→63939.2	-6.44	timeout
06-20 02:08	BTC	Sell	62999.8→63467.2	-4.17	timeout
06-19 19:43	BTC	Sell	62899.9→62993.1	-1.15	timeout
06-19 08:10	BTC	Sell	64590.8→62559.1	+15.15	timeout
06-18 19:54	BTC	Sell	64111.8→62954.1	+8.41	timeout
06-18 13:48	BTC	Sell	65258.7→63911.2	+9.87	timeout
06-18 01:29	BTC	Sell	65550.7→64646.2	+6.52	timeout
06-17 13:08	BTC	Sell	66238.7→64989.2	+9.01	timeout
06-17 07:00	BTC	Sell	66413.7→65607.3	+5.65	timeout
06-16 21:23	BTC	Sell	66503.7→65718.3	+5.55	timeout
06-16 11:58	BTC	Sell	66194.7→66447.3	-2.27	timeout
06-16 05:49	BTC	Sell	65751.7→66030.3	-2.62	timeout
06-15 13:16	BTC	Sell	64128.8→66735.7	-20.79	stop_loss
06-15 06:38	BTC	Sell	64252.8→65796.3	-12.45	timeout
06-15 00:35	BTC	Sell	64510.8→65590.3	-8.80	timeout
06-14 11:09	BTC	Sell	63861.8→64491.2	-5.37	timeout
06-14 05:02	BTC	Sell	63490.8→64356.2	-7.30	timeout
06-13 21:39	BTC	Sell	63544.8→64310.2	-6.45	timeout
06-13 06:36	BTC	Sell	62902.9→63664.2	-6.49	timeout
06-13 00:35	BTC	Sell	63622.8→63543.2	+0.25	timeout
06-12 17:43	BTC	Sell	63275.8→63824.2	-4.77	timeout
06-11 17:49	BTC	Sell	61122.9→63621	-20.81	stop_loss
06-11 14:51	BTC	Sell	61912.9→62913.1	-8.43	timeout
06-11 08:14	BTC	Sell	61579.9→62796.1	-10.18	timeout
06-10 13:57	BTC	Sell	62331.9→62124.1	+1.23	timeout
06-10 07:44	BTC	Sell	63165.8→62023.1	+8.53	timeout
06-09 12:12	BTC	Sell	63006.8→62790.1	+1.21	timeout
06-09 06:12	BTC	Sell	62905.9→63384.2	-4.21	timeout
06-08 22:23	BTC	Sell	62966.9→63380.2	-3.70	timeout
06-08 10:05	BTC	Sell	62404.9→63417.2	-8.55	timeout
06-07 22:15	BTC	Sell	61572.9→64075.2	-20.78	stop_loss
06-07 22:14	BTC	Sell	60560→63021.6	-20.79	stop_loss
06-07 06:42	BTC	Sell	60901→62140.1	-10.67	timeout
06-06 17:11	BTC	Sell	61043.9→60647	+2.80	timeout
06-05 18:44	BTC	Sell	62406.9→59666	+21.53	take_profit
06-05 14:01	BTC	Sell	63440.8→60655	+21.51	take_profit
06-05 11:02	BTC	Sell	62448.9→62410.1	-0.10	timeout
06-05 05:51	BTC	Sell	63921.8→62818.1	+8.12	timeout
06-04 01:16	BTC	Sell	65800.7→62911.1	+21.51	take_profit
06-04 00:29	BTC	Sell	66346.7→63433.2	+21.49	take_profit
06-03 23:54	BTC	Sell	67035.6→64092.2	+21.49	take_profit
06-03 16:51	BTC	Sell	67695.6→65849.3	+13.25	timeout
06-02 19:42	BTC	Sell	70028.5→66696.3	+23.33	take_profit
06-02 14:10	BTC	Sell	71508.4→68368.4	+21.56	take_profit
06-02 07:01	BTC	Sell	73132.3→69921.5	+21.65	take_profit
06-01 23:47	BTC	Sell	73591.3→71549.6	+13.57	timeout
06-01 00:36	BTC	Sell	73990.3→73889.7	+0.23	timeout
05-31 15:00	BTC	Sell	73900.3→73567.7	+1.82	timeout
05-30 07:48	BTC	Sell	73368.3→73487.7	-1.22	timeout
05-29 15:29	BTC	Sell	72903.4→73700.7	-5.87	timeout

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

+148.10

total pnl ($)

+43.4 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	68	50%	+43.4	+148.10

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 23:48	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…