perp_perp_basis_dvol_gate_long_v9

not live
90
closed trades
44%
win rate
-205.85
total pnl ($)
0.814
weight
7d window — n=22 wr=45% pnl=-69.89  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 90 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 05:39ETHBuy1594.06→1567.84-8.63timeout
06-27 07:43ETHBuy1579.16→1582.44+0.64timeout
06-27 00:57ETHBuy1536.95→1575.84+12.19timeout
06-26 17:35ETHBuy1556.86→1582.94+7.87timeout
06-26 04:54ETHBuy1560.26→1546.85-4.76timeout
06-26 03:01ETHBuy1570.46→1514.39-18.29stop_loss
06-25 13:48ETHBuy1633.26→1574.75-18.36stop_loss
06-25 13:45ETHBuy1647.36→1588.15-18.39stop_loss
06-25 11:45ETHBuy1619.26→1630.94+3.21timeout
06-25 05:24ETHBuy1579.86→1649.24+21.43take_profit
06-24 16:47ETHBuy1671.27→1611.63-18.24stop_loss
06-24 16:46ETHBuy1673.07→1613.03-18.26stop_loss
06-24 08:31ETHBuy1662.87→1669.13+1.43timeout
06-23 20:20ETHBuy1653.57→1664.23+2.78timeout
06-23 03:49ETHBuy1744.37→1728.03-5.08timeout
06-22 22:42ETHBuy1747.17→1720.83-7.94timeout
06-22 16:50ETHBuy1734.27→1736.73+0.21timeout
06-22 10:28ETHBuy1715.77→1746.53+8.44timeout
06-22 04:23ETHBuy1727.27→1733.33+1.27timeout
06-21 22:17ETHBuy1733.27→1715.83-5.56timeout
06-21 16:21ETHBuy1738.17→1726.63-3.78timeout
06-21 09:50ETHBuy1737.27→1731.63-2.06timeout
06-21 03:25ETHBuy1743.37→1737.93-2.02timeout
06-20 21:11ETHBuy1726.17→1730.53+0.75timeout
06-20 14:56ETHBuy1705.67→1733.53+7.72timeout
06-20 08:35ETHBuy1701.77→1722.83+5.67timeout
06-20 02:11ETHBuy1698.77→1707.43+2.08timeout
06-19 19:23ETHBuy1695.37→1700.03+0.92timeout
06-19 14:00ETHBuy1713.57→1701.63-3.92timeout
06-19 07:38ETHBuy1695.57→1690.23-2.01timeout
06-18 17:23ETHBuy1739.17→1677.09-18.29stop_loss
06-18 15:53ETHBuy1747.27→1684.79-18.30stop_loss
06-18 13:53ETHBuy1753.58→1740.63-4.15timeout
06-18 07:54ETHBuy1732.07→1748.83+4.31timeout
06-18 01:49ETHBuy1768.98→1753.72-4.82timeout
06-17 19:45ETHBuy1787.08→1734.93-15.05timeout
06-17 13:29ETHBuy1785.58→1756.12-8.69timeout
06-17 07:26ETHBuy1795.98→1784.82-3.51timeout
06-17 01:08ETHBuy1804.28→1794.62-3.19timeout
06-16 19:00ETHBuy1771.28→1798.82+7.25timeout
06-16 02:27ETHBuy1844.18→1778.23-18.31stop_loss
06-15 13:19ETHBuy1735.97→1812.62+21.62take_profit
06-15 13:12ETHBuy1719.97→1795.32+21.42take_profit
06-15 09:20ETHBuy1688.77→1723.73+9.88timeout
06-14 23:18ETHBuy1673.47→1723.13+14.34timeout
06-14 17:18ETHBuy1676.27→1664.63-3.98timeout
06-14 11:15ETHBuy1680.97→1673.73-2.61timeout
06-14 05:15ETHBuy1674.97→1676.53+0.00timeout
06-13 23:09ETHBuy1675.37→1680.43+1.06timeout
06-13 16:49ETHBuy1667.07→1673.43+1.47timeout
06-13 09:15ETHBuy1666.47→1674.33+1.84timeout
06-13 00:19ETHBuy1671.07→1666.03-2.03timeout
06-12 17:46ETHBuy1664.07→1668.53+0.91timeout
06-12 11:43ETHBuy1676.37→1674.03-1.16timeout
06-12 05:39ETHBuy1672.87→1662.73-3.47timeout
06-11 23:05ETHBuy1659.97→1672.83+3.39timeout
06-11 04:02ETHBuy1653.77→1652.63-0.86timeout
06-10 20:17ETHBuy1638.36→1625.24-4.39timeout
06-10 02:40ETHBuy1640.86→1655.63+4.01timeout
06-09 16:20ETHBuy1680.67→1620.63-18.27stop_loss
06-09 06:47ETHBuy1680.17→1687.13+1.62timeout
06-09 00:46ETHBuy1691.47→1663.53-8.45timeout
06-08 18:44ETHBuy1666.07→1682.13+4.43timeout
06-08 05:41ETHBuy1703.87→1643.01-18.26stop_loss
06-07 22:14ETHBuy1630.96→1702.43+21.48take_profit
06-07 22:14ETHBuy1617.36→1688.23+21.52take_profit
06-07 18:33ETHBuy1618.76→1634.84+4.62timeout
06-07 08:46ETHBuy1565.16→1633.74+21.45take_profit
06-07 06:30ETHBuy1560.46→1616.34+17.52timeout
06-07 00:21ETHBuy1561.16→1566.44+1.26timeout
06-06 18:07ETHBuy1569.06→1550.64-6.21timeout
06-05 18:52ETHBuy1605.96→1548.57-18.31stop_loss
06-05 13:57ETHBuy1672.57→1612.43-18.41stop_loss
06-05 06:01ETHBuy1736.07→1674-18.32stop_loss
06-05 05:41ETHBuy1769.18→1705.98-18.29stop_loss
06-05 04:23ETHBuy1772.78→1720.83-15.06timeout
06-04 22:02ETHBuy1764.88→1764.32-0.58timeout
06-04 17:24ETHBuy1789.08→1764.72-7.27timeout
06-04 09:01ETHBuy1778.98→1769.22-3.16timeout
06-03 19:55ETHBuy1862.19→1794.12-18.72stop_loss
06-03 16:38ETHBuy1839.18→1824.42-4.45timeout
06-03 11:40ETHBuy1849.38→1879.81+7.73timeout
06-02 23:24ETHBuy1915.19→1846.49-18.38stop_loss
06-02 15:26ETHBuy1981.6→1910.85-18.30stop_loss
06-02 14:27ETHBuy2001.9→1930.44-18.31stop_loss
06-01 03:19ETHBuy2012.4→2013.3-0.25timeout
05-31 19:06ETHBuy2027.9→1999.5-7.53timeout
05-30 02:51ETHBuy1999.1→2018.6+4.37timeout
05-29 19:49ETHBuy2004.8→2017.9+2.80timeout
05-29 02:40ETHBuy1987.3→2004.7+3.89timeout

Paper vs Live

Paper (trades.jsonl)
90
closed
44%
win rate
-205.85
total pnl ($)
-45.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH9044%-45.8-205.85

Recent bounces (last 20 of 1)

timesymsidereason
06-27 23:48ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems