perp_perp_basis_divergence_with_vix_funding_gate

not live
96
closed trades
35%
win rate
-399.65
total pnl ($)
0.250
weight
7d window — n=22 wr=32% pnl=-148.83  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 96 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:23ETHBuy1623.06→1565.06-18.29stop_loss
06-30 11:37ETHBuy1574.16→1578.24+0.87timeout
06-30 04:25ETHBuy1581.46→1584.94+0.70timeout
06-29 22:18ETHBuy1566.56→1618.74+16.22timeout
06-29 11:44ETHBuy1580.36→1570.94-3.48timeout
06-29 05:11ETHBuy1571.76→1565.94-2.31timeout
06-28 20:34ETHBuy1580.66→1572.64-2.89timeout
06-28 14:26ETHBuy1593.56→1579.54-4.85timeout
06-28 07:55ETHBuy1584.96→1574.34-3.78timeout
06-27 11:38ETHBuy1546.85→1578.44+9.80timeout
06-27 05:23ETHBuy1550.76→1579.24+8.76timeout
06-26 16:41ETHBuy1562.86→1581.64+5.41timeout
06-26 03:01ETHBuy1570.06→1513.09-18.57stop_loss
06-25 13:53ETHBuy1616.26→1558.46-18.26stop_loss
06-25 13:51ETHBuy1624.76→1566.46-18.35stop_loss
06-25 13:48ETHBuy1635.96→1577.45-18.32stop_loss
06-24 17:20ETHBuy1634.46→1575.85-18.37stop_loss
06-24 16:51ETHBuy1663.87→1604.44-18.22stop_loss
06-24 16:51ETHBuy1665.77→1606.04-18.35stop_loss
06-24 16:47ETHBuy1669.97→1610.23-18.31stop_loss
06-24 16:27ETHBuy1660.97→1628.04-10.31timeout
06-24 10:12ETHBuy1655.27→1663.73+2.08timeout
06-23 08:17ETHBuy1720.57→1659-18.28stop_loss
06-23 08:17ETHBuy1721.97→1660.5-18.28stop_loss
06-23 06:21ETHBuy1746.87→1684.39-18.24stop_loss
06-23 06:21ETHBuy1752.18→1689.59-18.24stop_loss
06-23 02:45ETHBuy1742.37→1730.83-3.82timeout
06-22 20:34ETHBuy1728.87→1733.83+0.99timeout
06-22 14:29ETHBuy1721.57→1754.42+8.96timeout
06-22 07:24ETHBuy1733.07→1744.83+2.88timeout
06-21 17:46ETHBuy1725.07→1726.73-0.05timeout
06-21 08:10ETHBuy1724.17→1728.83+0.99timeout
06-21 02:06ETHBuy1707.57→1736.53+7.95timeout
06-20 07:11ETHBuy1697.67→1725.13+7.56timeout
06-20 01:29ETHBuy1709.57→1708.93-0.69timeout
06-19 19:24ETHBuy1689.07→1700.33+2.83timeout
06-18 17:27ETHBuy1731.57→1669.8-18.22stop_loss
06-18 17:24ETHBuy1735.47→1673.4-18.33stop_loss
06-18 15:53ETHBuy1749.67→1686.89-18.36stop_loss
06-18 15:44ETHBuy1759.28→1696.48-18.22stop_loss
06-18 13:48ETHBuy1769.28→1733.43-10.59timeout
06-18 05:03ETHBuy1786.48→1722.57-18.28stop_loss
06-18 01:24ETHBuy1786.68→1756.22-9.07timeout
06-17 19:22ETHBuy1795.98→1758.82-10.81timeout
06-17 13:15ETHBuy1805.18→1758.42-13.39timeout
06-17 07:02ETHBuy1770.08→1789.62+4.99timeout
06-17 00:16ETHBuy1796.58→1794.32-1.22timeout
06-16 11:57ETHBuy1764.28→1798.32+9.06timeout
06-15 13:24ETHBuy1718.07→1821.62+29.66take_profit
06-15 13:24ETHBuy1716.47→1819.32+29.46take_profit
06-15 06:56ETHBuy1675.87→1720.63+12.87timeout
06-15 00:52ETHBuy1680.57→1719.53+11.15timeout
06-14 18:32ETHBuy1679.17→1659.03-6.54timeout
06-14 11:07ETHBuy1674.77→1672.93-1.01timeout
06-14 05:03ETHBuy1664.17→1678.03+3.68timeout
06-13 21:40ETHBuy1666.07→1678.23+3.24timeout
06-13 11:24ETHBuy1677.37→1676.23-0.93timeout
06-13 05:22ETHBuy1668.67→1663.53-1.97timeout
06-12 21:03ETHBuy1671.77→1663.13-3.00timeout
06-12 14:57ETHBuy1646.56→1683.53+10.73timeout
06-12 06:48ETHBuy1656.97→1656.63-0.50timeout
06-11 22:37ETHBuy1614.16→1677.43+19.08timeout
06-11 14:50ETHBuy1643.76→1650.93+1.67timeout
06-11 08:17ETHBuy1638.46→1656.83+5.01timeout
06-09 16:39ETHBuy1669.87→1610.23-18.28stop_loss
06-09 16:19ETHBuy1680.97→1620.93-18.25stop_loss
06-09 15:30ETHBuy1691.17→1641.34-15.14timeout
06-09 09:28ETHBuy1662.67→1674.43+3.28timeout
06-09 03:22ETHBuy1685.57→1667.33-5.56timeout
06-07 22:15ETHBuy1618.56→1715.43+29.53take_profit
06-07 22:14ETHBuy1610.76→1707.43+29.57take_profit
06-07 22:14ETHBuy1609.16→1705.73+29.65take_profit
06-07 22:14ETHBuy1590.46→1685.73+29.63take_profit
06-07 08:18ETHBuy1575.26→1610.24+10.68timeout
06-06 04:33ETHBuy1575.16→1518.89-18.29stop_loss
06-06 04:27ETHBuy1583.36→1526.68-18.25stop_loss
06-05 16:09ETHBuy1618.16→1560.36-18.30stop_loss
06-05 13:57ETHBuy1674.07→1614.13-18.33stop_loss
06-05 06:00ETHBuy1739.67→1677.59-18.28stop_loss
06-05 05:37ETHBuy1774.98→1711.57-18.26stop_loss
06-04 02:02ETHBuy1812.18→1747.45-18.32stop_loss
06-04 01:23ETHBuy1831.48→1766.14-18.31stop_loss
06-03 19:55ETHBuy1866.39→1799.72-18.28stop_loss
06-03 19:51ETHBuy1873.29→1806.42-18.28stop_loss
06-02 23:25ETHBuy1912.29→1843.99-18.30stop_loss
06-02 15:26ETHBuy1981.1→1909.95-18.41stop_loss
06-02 15:20ETHBuy1984.9→1913.55-18.43stop_loss
06-02 14:27ETHBuy2001.6→1929.54-18.46stop_loss
06-02 14:18ETHBuy1971.2→1961.4-2.94timeout
06-02 06:22ETHBuy1989.6→1980.4-2.78timeout
06-01 23:21ETHBuy2012→2003.1-2.69timeout
06-01 14:28ETHBuy2009.9→1967-11.27timeout
05-31 10:19ETHBuy2019.5→2018.1-0.85timeout
05-30 17:15ETHBuy2042.6→2025.1-4.88timeout
05-30 07:47ETHBuy2004→2012.8+1.63timeout
05-29 15:49ETHBuy1991.9→2032.7+9.64timeout

Paper vs Live

Paper (trades.jsonl)
96
closed
35%
win rate
-399.65
total pnl ($)
-83.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH9635%-83.2-399.65

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems