perp_perp_basis_dvol_gate_long_v3

not live
80
closed trades
45%
win rate
-203.22
total pnl ($)
0.780
weight
7d window — n=22 wr=50% pnl=-73.86  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 80 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:50ETHBuy1576.86→1583.44+1.34timeout
06-27 01:33ETHBuy1536.35→1574.04+9.46timeout
06-26 19:23ETHBuy1575.86→1577.54+0.01timeout
06-26 13:06ETHBuy1558.46→1532.55-6.99timeout
06-26 06:45ETHBuy1562.06→1570.04+1.67timeout
06-25 13:51ETHBuy1633.96→1567.46-16.64stop_loss
06-25 13:45ETHBuy1652.47→1584.85-16.70stop_loss
06-25 12:43ETHBuy1620.16→1635.74+3.51timeout
06-25 06:12ETHBuy1565.46→1647.04+20.45timeout
06-24 16:51ETHBuy1675.57→1606.24-16.89stop_loss
06-24 16:51ETHBuy1674.27→1606.04-16.61stop_loss
06-24 00:12ETHBuy1656.77→1670.63+3.01timeout
06-23 08:24ETHBuy1713.27→1643.51-16.63stop_loss
06-23 08:17ETHBuy1723.37→1652.71-16.71stop_loss
06-23 04:36ETHBuy1741.37→1723.63-4.44timeout
06-22 22:24ETHBuy1748.27→1730.33-4.45timeout
06-22 16:02ETHBuy1729.17→1738.23+1.77timeout
06-22 10:02ETHBuy1716.37→1746.03+6.49timeout
06-22 04:07ETHBuy1727.97→1731.23+0.37timeout
06-21 21:52ETHBuy1732.17→1718.43-3.51timeout
06-21 15:45ETHBuy1738.27→1729.73-2.36timeout
06-21 02:47ETHBuy1733.97→1735.73+0.02timeout
06-20 17:24ETHBuy1724.37→1726.43+0.12timeout
06-20 10:28ETHBuy1708.47→1727.73+4.09timeout
06-19 14:13ETHBuy1711.67→1697.83-3.59timeout
06-19 08:11ETHBuy1710.17→1694.43-4.03timeout
06-19 01:55ETHBuy1737.47→1712.53-6.14timeout
06-18 17:23ETHBuy1748.67→1677.39-16.64stop_loss
06-18 13:42ETHBuy1757.58→1733.13-5.93timeout
06-18 07:46ETHBuy1734.57→1748.43+2.85timeout
06-18 01:37ETHBuy1769.18→1758.12-2.89timeout
06-17 19:27ETHBuy1784.78→1750.72-8.01timeout
06-17 13:27ETHBuy1786.08→1755.22-7.27timeout
06-17 07:22ETHBuy1795.68→1786.82-2.37timeout
06-17 01:20ETHBuy1808.68→1783.62-5.95timeout
06-16 18:59ETHBuy1771.18→1798.82+5.82timeout
06-16 09:25ETHBuy1819.58→1790.62-6.78timeout
06-15 23:55ETHBuy1762.98→1795.82+7.03timeout
06-15 15:46ETHBuy1718.57→1838.62+27.58take_profit
06-15 10:25ETHBuy1719.57→1724.03+0.66timeout
06-14 20:28ETHBuy1676.97→1666.73-2.82timeout
06-14 14:25ETHBuy1683.27→1666.53-4.34timeout
06-14 08:21ETHBuy1676.47→1677.03-0.21timeout
06-14 01:49ETHBuy1680.27→1685.43+0.85timeout
06-13 19:49ETHBuy1675.87→1678.73+0.36timeout
06-13 13:45ETHBuy1672.57→1678.43+1.01timeout
06-13 07:30ETHBuy1669.07→1672.83+0.54timeout
06-12 18:29ETHBuy1659.67→1665.13+0.97timeout
06-12 05:42ETHBuy1677.87→1663.73-3.72timeout
06-11 19:23ETHBuy1655.77→1681.53+5.82timeout
06-11 13:15ETHBuy1637.26→1648.84+2.44timeout
06-11 02:51ETHBuy1644.86→1634.84-2.85timeout
06-10 20:23ETHBuy1634.76→1630.74-1.30timeout
06-10 02:02ETHBuy1667.07→1655.63-3.14timeout
06-09 16:39ETHBuy1679.27→1610.63-16.65stop_loss
06-09 03:27ETHBuy1696.97→1667.33-7.22timeout
06-08 21:25ETHBuy1661.97→1708.23+10.85timeout
06-08 15:21ETHBuy1685.07→1698.73+2.88timeout
06-08 07:57ETHBuy1614.86→1672.03+13.80timeout
06-08 01:53ETHBuy1617.86→1683.03+15.80timeout
06-07 19:41ETHBuy1610.46→1609.94-0.39timeout
06-07 13:43ETHBuy1588.16→1616.64+6.87timeout
06-06 20:11ETHBuy1575.36→1552.54-6.11timeout
06-06 05:02ETHBuy1572.26→1508.09-16.59stop_loss
06-06 04:34ETHBuy1579.46→1515.19-16.61stop_loss
06-05 13:57ETHBuy1681.27→1612.43-16.72stop_loss
06-05 06:18ETHBuy1731.27→1660.3-16.75stop_loss
06-04 13:59ETHBuy1757.88→1783.92+5.57timeout
06-04 01:51ETHBuy1831.68→1756.95-16.71stop_loss
06-03 19:38ETHBuy1878.99→1820.72-12.75timeout
06-03 13:13ETHBuy1856.09→1874.71+3.67timeout
06-03 03:33ETHBuy1913.09→1835.2-16.64stop_loss
06-02 14:27ETHBuy2003.6→1921.85-16.69stop_loss
06-02 03:44ETHBuy1974.1→2003.7+5.63timeout
06-01 19:06ETHBuy1988.8→1992.5+0.37timeout
06-01 11:40ETHBuy2001.3→1983-4.08timeout
06-01 02:27ETHBuy2010.5→2003-1.86timeout
05-30 05:28ETHBuy2039.5→2012.7-5.66timeout
05-29 19:47ETHBuy2004.5→2018.7+2.47timeout
05-29 03:42ETHBuy1990.6→2002.3+1.97timeout

Paper vs Live

Paper (trades.jsonl)
80
closed
45%
win rate
-203.22
total pnl ($)
-63.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH8045%-63.5-203.22

Recent bounces (last 20 of 1)

timesymsidereason
06-27 17:44ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems