perp_perp_basis_dvol_regime_long

not live
68
closed trades
47%
win rate
-174.96
total pnl ($)
0.363
weight
7d window — n=14 wr=36% pnl=-143.41  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 68 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:53ETHBuy1538.85→1583.74+14.17timeout
06-27 06:45ETHBuy1569.96→1582.54+3.59timeout
06-27 00:34ETHBuy1567.96→1570.84+0.55timeout
06-26 18:30ETHBuy1571.86→1574.64+0.31timeout
06-25 18:19ETHBuy1572.56→1572.74-0.39timeout
06-25 13:53ETHBuy1621.76→1555.67-20.78stop_loss
06-25 13:49ETHBuy1635.66→1569.06-20.81stop_loss
06-25 13:47ETHBuy1647.66→1580.65-20.76stop_loss
06-24 16:51ETHBuy1656.27→1588.85-20.69stop_loss
06-24 16:51ETHBuy1671.07→1603.04-20.72stop_loss
06-24 16:51ETHBuy1672.27→1604.24-20.74stop_loss
06-24 16:48ETHBuy1678.07→1609.63-20.83stop_loss
06-24 12:08ETHBuy1658.77→1675.13+4.47timeout
06-23 08:24ETHBuy1713.97→1644.21-20.77stop_loss
06-20 08:44ETHBuy1695.27→1722.63+7.47timeout
06-18 15:46ETHBuy1763.18→1691.38-20.79stop_loss
06-17 11:32ETHBuy1792.68→1766.12-7.82timeout
06-17 04:12ETHBuy1779.38→1795.92+4.11timeout
06-16 22:01ETHBuy1810.18→1793.62-5.17timeout
06-16 15:45ETHBuy1831.18→1774.82-15.89timeout
06-15 13:25ETHBuy1720.17→1823.12+29.44take_profit
06-15 13:24ETHBuy1716.47→1819.52+29.55take_profit
06-15 13:16ETHBuy1703.97→1805.92+29.42take_profit
06-15 11:26ETHBuy1663.77→1763.32+29.42take_profit
06-15 09:04ETHBuy1675.17→1720.03+12.91timeout
06-15 03:01ETHBuy1680.97→1715.63+9.79timeout
06-14 20:55ETHBuy1675.87→1670.63-2.06timeout
06-14 14:50ETHBuy1679.77→1656.23-7.46timeout
06-14 08:27ETHBuy1674.67→1676.03+0.02timeout
06-14 02:26ETHBuy1670.17→1682.63+3.23timeout
06-13 20:22ETHBuy1665.37→1676.13+2.86timeout
06-13 14:16ETHBuy1667.17→1680.23+3.37timeout
06-13 07:43ETHBuy1659.67→1672.33+3.35timeout
06-13 00:28ETHBuy1670.77→1665.83-2.06timeout
06-12 15:29ETHBuy1645.06→1683.53+11.18timeout
06-12 08:51ETHBuy1661.97→1670.63+2.16timeout
06-12 02:47ETHBuy1632.86→1675.63+12.61timeout
06-11 20:43ETHBuy1630.06→1667.23+10.88timeout
06-11 14:31ETHBuy1643.66→1645.24-0.04timeout
06-11 08:18ETHBuy1638.26→1656.13+4.91timeout
06-10 18:01ETHBuy1643.16→1630.74-4.17timeout
06-10 09:20ETHBuy1676.67→1608.43-20.67stop_loss
06-09 16:38ETHBuy1685.37→1616.73-20.66stop_loss
06-09 16:38ETHBuy1688.17→1619.33-20.74stop_loss
06-09 16:19ETHBuy1690.47→1621.63-20.65stop_loss
06-09 11:52ETHBuy1683.97→1670.63-4.32timeout
06-09 05:51ETHBuy1649.16→1688.83+11.62timeout
06-08 23:35ETHBuy1679.37→1695.43+4.47timeout
06-08 17:34ETHBuy1635.66→1680.93+13.51timeout
06-08 11:31ETHBuy1628.86→1688.03+17.62timeout
06-07 22:14ETHBuy1604.06→1700.43+29.70take_profit
06-07 22:13ETHBuy1559.46→1652.83+29.63take_profit
06-07 17:30ETHBuy1559.26→1634.34+23.78timeout
06-07 09:15ETHBuy1554.16→1647.34+29.60take_profit
06-07 05:08ETHBuy1516.25→1593.94+25.30timeout
06-06 04:27ETHBuy1596.46→1531.48-20.68stop_loss
06-05 14:04ETHBuy1675.77→1607.34-20.86stop_loss
06-05 06:03ETHBuy1736.17→1665.1-20.91stop_loss
06-05 06:00ETHBuy1748.57→1677.39-20.73stop_loss
06-05 05:47ETHBuy1759.28→1687.29-20.89stop_loss
06-05 05:43ETHBuy1770.18→1697.98-20.79stop_loss
06-05 04:04ETHBuy1792.18→1718.97-20.80stop_loss
06-04 01:51ETHBuy1831.48→1756.95-20.84stop_loss
06-04 01:51ETHBuy1833.08→1758.24-20.88stop_loss
06-03 20:54ETHBuy1855.09→1779.63-20.76stop_loss
06-03 19:55ETHBuy1871.89→1794.12-21.20stop_loss
06-02 23:25ETHBuy1915.89→1837.8-20.83stop_loss
06-02 14:27ETHBuy2003.7→1922.15-20.81stop_loss

Paper vs Live

Paper (trades.jsonl)
68
closed
47%
win rate
-174.96
total pnl ($)
-51.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH6847%-51.8-174.96

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems