perp_perp_basis_dvol_gate_convergence_long · strategy

closed trades

49%

win rate

-162.28

total pnl ($)

0.719

weight

7d window — n=18 wr=33% pnl=-59.28 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 53 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-23 03:47	BTC	Buy	64087.2→63969.8	-1.37	timeout
06-22 15:44	BTC	Buy	64281.2→65040.7	+5.39	timeout
06-22 09:36	BTC	Buy	64142.2→64100.8	-0.85	timeout
06-22 03:33	BTC	Buy	64318.2→64233.8	-1.19	timeout
06-21 14:50	BTC	Buy	63871.2→64033.8	+0.88	timeout
06-21 05:24	BTC	Buy	63696.2→64237.8	+3.81	timeout
06-20 22:27	BTC	Buy	63283.2→64235.8	+7.07	timeout
06-19 20:10	BTC	Buy	63103.2→63040.8	-0.98	timeout
06-19 13:53	BTC	Buy	64049.2→63195.8	-7.01	timeout
06-19 07:44	BTC	Buy	64404.2→62469.9	-15.42	timeout
06-18 19:45	BTC	Buy	64233.2→62899.9	-10.64	timeout
06-18 13:37	BTC	Buy	65114.3→64000.8	-9.00	timeout
06-18 07:27	BTC	Buy	65521.3→64216.8	-10.40	timeout
06-17 19:22	BTC	Buy	65673.3→64895.8	-6.42	timeout
06-17 13:20	BTC	Buy	66181.3→65029.7	-9.20	timeout
06-17 06:59	BTC	Buy	66412.3→65592.7	-6.65	timeout
06-16 11:55	BTC	Buy	66203.3→66371.7	+0.73	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+1.97	timeout
06-15 22:26	BTC	Buy	65170.3→66077.7	+6.46	timeout
06-15 08:40	BTC	Buy	64455.2→65699.7	+9.20	timeout
06-15 02:37	BTC	Buy	64523.2→65630.7	+8.09	timeout
06-14 13:50	BTC	Buy	64119.2→64276.8	+0.78	timeout
06-14 07:49	BTC	Buy	63828.2→64385.8	+3.91	timeout
06-14 01:46	BTC	Buy	63777.2→64578.8	+5.86	timeout
06-13 12:11	BTC	Buy	63647.2→63900.8	+1.46	timeout
06-13 06:22	BTC	Buy	63139.2→63588.8	+3.10	timeout
06-12 17:42	BTC	Buy	63341.2→63830.8	+3.40	timeout
06-12 07:05	BTC	Buy	62640.1→63073.8	+2.97	timeout
06-11 16:00	BTC	Buy	62606.1→62732.9	+0.45	timeout
06-11 09:31	BTC	Buy	61239.1→62784.9	+12.03	timeout
06-10 14:02	BTC	Buy	62256.1→62071.9	-1.95	timeout
06-10 07:50	BTC	Buy	63162.2→61672.9	-12.13	timeout
06-09 14:30	BTC	Buy	64061.2→61460.2	-20.76	stop_loss
06-09 09:25	BTC	Buy	63388.2→62825.9	-4.88	timeout
06-09 03:21	BTC	Buy	63241.2→62872.9	-3.35	timeout
06-08 14:48	BTC	Buy	61851.1→63865.8	+15.80	timeout
06-08 07:50	BTC	Buy	62207.1→63303.8	+8.33	timeout
06-07 22:15	BTC	Buy	61438.1→64135.8	+21.51	take_profit
06-07 08:08	BTC	Buy	60992→62282.9	+10.21	timeout
06-07 02:03	BTC	Buy	60976→61490.9	+3.69	timeout
06-06 19:57	BTC	Buy	60229→60630	+2.94	timeout
06-05 14:26	BTC	Buy	62897.1→60344.8	-20.74	stop_loss
06-05 14:04	BTC	Buy	63066.2→60506.7	-20.74	stop_loss
06-05 01:57	BTC	Buy	62285.1→63396.8	+8.49	timeout
06-04 00:29	BTC	Buy	66046.3→63366.1	-20.73	stop_loss
06-03 23:03	BTC	Buy	67176.4→64450.5	-20.81	stop_loss
06-02 15:31	BTC	Buy	69962.5→67123.1	-20.75	stop_loss
06-02 15:30	BTC	Buy	70077.5→67209	-20.93	stop_loss
06-02 13:58	BTC	Buy	71617.6→68711.2	-20.79	stop_loss
06-02 02:07	BTC	Buy	73186.7→70214.4	-20.88	stop_loss
06-01 16:10	BTC	Buy	73813.7→70812	-20.89	stop_loss
05-31 15:24	BTC	Buy	73856.7→73692.3	-1.60	timeout
05-30 07:48	BTC	Buy	73376.7→73480.3	+0.21	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-162.28

total pnl ($)

-60.9 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	53	49%	-60.9	-162.28

Recent bounces (last 20 of 2)

time	sym	side	reason
06-22 04:16	BTC	Buy	stale_intent
06-22 04:16	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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