perp_perp_basis_dvol_fear_long

not live
46
closed trades
50%
win rate
-90.02
total pnl ($)
0.764
weight
7d window — n=17 wr=41% pnl=-77.14  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 46 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 02:48BTCBuy60278→60088-2.03timeout
06-27 20:39BTCBuy59679→60229+4.22timeout
06-27 14:37BTCBuy59653→60527+6.87timeout
06-27 06:28BTCBuy59928→60189+1.73timeout
06-26 14:22BTCBuy59437→60028+4.47timeout
06-25 13:58BTCBuy60591→58132-20.66stop_loss
06-25 13:57BTCBuy60819→58343.9-20.76stop_loss
06-25 13:54BTCBuy61098.1→58540.8-21.32stop_loss
06-24 15:56BTCBuy62801.1→60252.8-20.71stop_loss
06-24 13:01BTCBuy62221.1→62521.9+1.96timeout
06-24 06:32BTCBuy62738.1→62789.9-0.09timeout
06-24 00:37BTCBuy63969.2→62885.9-8.93timeout
06-23 09:33BTCBuy64122.2→62433.9-13.39timeout
06-23 02:58BTCBuy64238.2→64223.8-0.56timeout
06-22 20:58BTCBuy63747.2→64403.8+4.69timeout
06-22 14:36BTCBuy63994.2→65020.7+7.47timeout
06-22 07:25BTCBuy64169.2→64217.8-0.10timeout
06-21 05:51BTCBuy63574.2→64207.8+4.53timeout
06-20 01:18BTCBuy63017.2→63435.8+2.87timeout
06-18 08:34BTCBuy65147.3→64511.8-5.36timeout
06-17 14:55BTCBuy65626.3→65214.7-3.59timeout
06-17 06:59BTCBuy66412.3→65591.7-6.66timeout
06-16 03:09BTCBuy65547.3→65727.7+0.93timeout
06-15 13:14BTCBuy64342.2→66594.7+17.08timeout
06-15 12:50BTCBuy63753.2→66551.7+21.51take_profit
06-15 07:02BTCBuy64261.2→65686.7+10.63timeout
06-14 08:20BTCBuy63795.2→64481.8+4.90timeout
06-12 07:08BTCBuy62615.1→63050.8+2.98timeout
06-11 09:30BTCBuy61230.1→62815.9+12.36timeout
06-10 14:32BTCBuy61560.1→61883.9+2.15timeout
06-10 08:22BTCBuy62867.1→61569.9-10.66timeout
06-09 12:47BTCBuy63584.2→62497.9-8.95timeout
06-09 06:13BTCBuy62902.1→63350.8+3.07timeout
06-08 21:29BTCBuy61756.1→63694.8+15.21timeout
06-08 11:58BTCBuy62595.1→63433.8+6.24timeout
06-08 05:50BTCBuy61699.1→62505.9+6.09timeout
06-07 22:14BTCBuy60809→63479.8+21.52take_profit
06-07 02:28BTCBuy60836→61165.9+2.18timeout
06-06 20:26BTCBuy60920→60598-3.02timeout
06-05 16:11BTCBuy62281.1→59751.1-20.75stop_loss
06-05 13:57BTCBuy63444.2→60869.5-20.74stop_loss
06-03 23:03BTCBuy67298.4→64567.5-20.81stop_loss
06-02 15:30BTCBuy70082.5→67238-20.76stop_loss
06-02 14:22BTCBuy70920.5→68036.6-20.80stop_loss
05-30 08:23BTCBuy73785.7→73497.3-2.45timeout
05-29 21:43BTCBuy73865.7→73560.3-2.57timeout

Paper vs Live

Paper (trades.jsonl)
46
closed
50%
win rate
-90.02
total pnl ($)
-39.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4650%-39.0-90.02

Recent bounces (last 20 of 2)

timesymsidereason
06-28 05:48BTCBuycircuit_breaker
06-28 05:48BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems