perp_perp_basis_dvol_gate_fear_long

not live
52
closed trades
44%
win rate
-58.38
total pnl ($)
0.611
weight
7d window — n=17 wr=41% pnl=-69.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 52 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 14:51ETHBuy1724.07→1755.42+8.52timeout
06-22 07:45ETHBuy1733.57→1747.13+3.31timeout
06-21 21:57ETHBuy1734.87→1716.53-5.70timeout
06-21 12:50ETHBuy1725.37→1719.83-2.01timeout
06-21 06:48ETHBuy1727.07→1735.23+1.91timeout
06-21 00:48ETHBuy1709.87→1736.03+7.05timeout
06-20 18:26ETHBuy1704.37→1727.93+6.45timeout
06-20 08:40ETHBuy1698.17→1722.93+6.69timeout
06-20 02:31ETHBuy1704.67→1705.53-0.26timeout
06-19 20:23ETHBuy1712.97→1699.73-4.33timeout
06-18 17:23ETHBuy1749.47→1678.29-20.77stop_loss
06-18 15:53ETHBuy1754.38→1682.99-20.71stop_loss
06-18 15:40ETHBuy1777.48→1704.98-20.68stop_loss
06-17 20:09ETHBuy1791.18→1739.83-14.79timeout
06-17 13:34ETHBuy1800.18→1758.12-12.13timeout
06-17 07:00ETHBuy1771.08→1789.92+4.78timeout
06-16 21:22ETHBuy1818.58→1794.32-7.27timeout
06-15 15:46ETHBuy1763.58→1841.02+21.50take_profit
06-15 13:12ETHBuy1719.77→1795.12+21.42take_profit
06-15 13:12ETHBuy1718.97→1794.32+21.45take_profit
06-15 08:29ETHBuy1676.97→1717.83+11.67timeout
06-15 02:26ETHBuy1683.07→1720.93+10.73timeout
06-14 20:21ETHBuy1676.37→1664.93-3.92timeout
06-14 13:45ETHBuy1678.87→1667.13-3.94timeout
06-14 07:43ETHBuy1672.67→1673.63-0.15timeout
06-14 01:51ETHBuy1672.87→1684.83+3.08timeout
06-13 11:32ETHBuy1674.57→1676.43-0.04timeout
06-13 05:23ETHBuy1668.27→1663.53-1.85timeout
06-12 17:43ETHBuy1675.27→1668.13-2.53timeout
06-12 07:11ETHBuy1653.67→1659.63+1.41timeout
06-11 17:48ETHBuy1614.66→1685.83+21.52take_profit
06-11 14:51ETHBuy1644.36→1653.03+2.12timeout
06-11 08:18ETHBuy1638.46→1656.53+4.92timeout
06-10 14:04ETHBuy1664.47→1652.33-4.09timeout
06-09 16:39ETHBuy1679.77→1610.53-20.98stop_loss
06-09 09:29ETHBuy1663.17→1674.63+3.18timeout
06-09 03:24ETHBuy1682.37→1666.83-4.75timeout
06-07 22:14ETHBuy1617.26→1688.13+21.51take_profit
06-07 22:14ETHBuy1611.46→1682.03+21.46take_profit
06-07 22:14ETHBuy1611.36→1682.03+21.57take_profit
06-07 22:13ETHBuy1587.16→1656.83+21.63take_profit
06-07 08:08ETHBuy1574.26→1609.74+10.89timeout
06-06 05:02ETHBuy1570.76→1506.8-20.69stop_loss
06-06 04:34ETHBuy1579.16→1514.89-20.77stop_loss
06-05 13:57ETHBuy1681.97→1613.53-20.78stop_loss
06-05 06:18ETHBuy1731.77→1661.3-20.79stop_loss
06-05 01:56ETHBuy1755.48→1753.62-0.86timeout
06-03 19:54ETHBuy1879.39→1802.82-20.80stop_loss
06-02 15:30ETHBuy1983.2→1902.36-20.83stop_loss
06-02 15:20ETHBuy2000.7→1919.25-20.81stop_loss
06-01 15:45ETHBuy2009.3→1974.1-9.36timeout
06-01 07:30ETHBuy2024.6→1984.2-10.58timeout

Paper vs Live

Paper (trades.jsonl)
52
closed
44%
win rate
-58.38
total pnl ($)
-22.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH5244%-22.4-58.38

Recent bounces (last 20 of 2)

timesymsidereason
06-22 03:19ETHBuystale_intent
06-21 21:16ETHBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems