perp_perp_basis_dvol_gate_convergence_long_v2

not live
66
closed trades
42%
win rate
-138.38
total pnl ($)
0.629
weight
7d window — n=21 wr=48% pnl=-99.31  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 66 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 06:04ETHBuy1547.45→1576.44+8.94timeout
06-26 15:17ETHBuy1551.26→1569.44+5.26timeout
06-25 13:55ETHBuy1615.46→1549.57-20.79stop_loss
06-25 13:45ETHBuy1652.47→1584.85-20.89stop_loss
06-25 06:41ETHBuy1584.16→1653.53+21.41take_profit
06-24 16:57ETHBuy1651.07→1583.55-20.88stop_loss
06-24 16:51ETHBuy1660.17→1592.64-20.70stop_loss
06-24 16:51ETHBuy1670.87→1602.84-20.75stop_loss
06-24 14:04ETHBuy1662.97→1644.44-6.04timeout
06-23 08:17ETHBuy1720.37→1645.71-22.13stop_loss
06-23 08:15ETHBuy1735.17→1664.5-20.73stop_loss
06-23 08:13ETHBuy1747.87→1676.59-20.61stop_loss
06-23 04:15ETHBuy1731.87→1729.73-1.09timeout
06-22 21:47ETHBuy1718.87→1731.03+3.10timeout
06-22 15:43ETHBuy1730.17→1753.42+6.39timeout
06-22 09:08ETHBuy1727.47→1747.03+5.06timeout
06-22 03:06ETHBuy1734.07→1732.33-1.07timeout
06-21 08:52ETHBuy1721.77→1727.33+1.22timeout
06-21 02:43ETHBuy1705.57→1735.93+8.39timeout
06-20 19:29ETHBuy1699.77→1725.13+6.99timeout
06-20 12:03ETHBuy1693.27→1727.73+9.60timeout
06-20 04:59ETHBuy1689.37→1712.23+6.26timeout
06-19 22:25ETHBuy1703.67→1708.43+0.96timeout
06-19 06:11ETHBuy1727.57→1697.63-9.10timeout
06-18 17:23ETHBuy1747.87→1676.39-20.88stop_loss
06-18 09:41ETHBuy1771.78→1745.63-7.98timeout
06-18 02:58ETHBuy1795.48→1755.52-11.66timeout
06-17 20:54ETHBuy1797.58→1740.13-16.43timeout
06-17 14:30ETHBuy1772.98→1756.12-5.19timeout
06-17 07:02ETHBuy1770.08→1789.62+4.99timeout
06-15 15:46ETHBuy1763.68→1840.92+21.44take_profit
06-15 13:11ETHBuy1717.97→1793.22+21.42take_profit
06-15 10:54ETHBuy1665.97→1739.83+21.68take_profit
06-15 10:54ETHBuy1666.17→1739.83+21.60take_profit
06-15 07:03ETHBuy1676.07→1718.33+12.12timeout
06-14 18:45ETHBuy1681.67→1660.73-6.76timeout
06-14 08:22ETHBuy1674.07→1677.03+0.49timeout
06-13 11:12ETHBuy1675.77→1675.53-0.67timeout
06-13 05:27ETHBuy1667.97→1663.53-1.76timeout
06-12 13:11ETHBuy1647.66→1665.83+5.05timeout
06-12 07:05ETHBuy1652.77→1659.73+1.71timeout
06-11 09:26ETHBuy1614.86→1656.13+12.19timeout
06-10 14:32ETHBuy1643.56→1639.54-1.68timeout
06-10 08:23ETHBuy1674.67→1634.34-12.55timeout
06-09 14:04ETHBuy1676.97→1664.53-4.15timeout
06-09 06:51ETHBuy1664.47→1684.83+5.67timeout
06-09 00:26ETHBuy1693.87→1678.33-4.64timeout
06-07 22:14ETHBuy1630.86→1703.93+21.98take_profit
06-07 22:14ETHBuy1631.56→1703.93+21.79take_profit
06-07 22:14ETHBuy1606.46→1676.83+21.56take_profit
06-07 08:56ETHBuy1568.06→1636.84+21.48take_profit
06-07 05:13ETHBuy1537.05→1604.64+21.64take_profit
06-06 04:38ETHBuy1573.26→1509.19-20.78stop_loss
06-06 04:15ETHBuy1599.86→1534.68-20.74stop_loss
06-05 14:04ETHBuy1674.77→1606.54-20.81stop_loss
06-05 06:18ETHBuy1733.27→1662.7-20.80stop_loss
06-04 10:51ETHBuy1806.78→1733.06-20.83stop_loss
06-03 19:52ETHBuy1879.59→1803.02-20.80stop_loss
06-02 15:30ETHBuy1982.7→1901.46-20.95stop_loss
06-01 23:28ETHBuy2009.1→1999.7-2.81timeout
06-01 14:28ETHBuy2009.9→1967-11.27timeout
06-01 06:14ETHBuy2029.1→1991.2-9.94timeout
06-01 00:36ETHBuy2025.4→2013.5-3.44timeout
05-31 15:34ETHBuy2026.3→2013.2-3.70timeout
05-30 08:23ETHBuy2011.8→2013.6-0.12timeout
05-29 21:24ETHBuy2022.6→2013.8-2.65timeout

Paper vs Live

Paper (trades.jsonl)
66
closed
42%
win rate
-138.38
total pnl ($)
-41.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH6642%-41.8-138.38

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems