perp_perp_basis_dvol_regime_long_v3

not live
45
closed trades
51%
win rate
-74.64
total pnl ($)
0.971
weight
7d window — n=14 wr=57% pnl=-40.96  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 45 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 01:48BTCBuy59343→59948+4.64timeout
06-26 13:56BTCBuy58675.9→59942+10.29timeout
06-25 13:53BTCBuy60791→58930.6-15.70stop_loss
06-24 16:47BTCBuy61829.1→59937-15.73stop_loss
06-24 14:19BTCBuy62909.1→60951.5-15.98stop_loss
06-24 12:28BTCBuy62364.1→62742.9+2.58timeout
06-23 08:24BTCBuy64240.2→62274.7-15.73stop_loss
06-23 06:08BTCBuy65103.3→63073.3-16.06stop_loss
06-23 00:43BTCBuy63905.2→64037.8+0.60timeout
06-22 12:37BTCBuy63938.2→64939.8+7.23timeout
06-21 21:56BTCBuy63997.2→63751.8-2.35timeout
06-21 08:45BTCBuy63427.2→63927.8+3.35timeout
06-20 20:40BTCBuy63013.2→63847.8+6.19timeout
06-20 08:40BTCBuy62656.1→63440.8+5.70timeout
06-19 20:24BTCBuy63103.2→62994.9-1.34timeout
06-19 06:59BTCBuy64090.2→62878.9-9.86timeout
06-18 05:03BTCBuy65725.3→63705.9-15.82stop_loss
06-17 13:58BTCBuy66079.3→65273.7-6.58timeout
06-17 01:47BTCBuy66340.3→65790.7-4.65timeout
06-16 13:44BTCBuy66513.3→66094.7-3.68timeout
06-16 01:43BTCBuy65636.3→66334.7+4.87timeout
06-15 13:36BTCBuy64246.2→66796.7+19.42timeout
06-15 01:31BTCBuy64588.2→65401.7+5.82timeout
06-14 13:31BTCBuy64161.2→64244.8+0.20timeout
06-14 01:31BTCBuy63631.2→64579.8+7.04timeout
06-13 13:28BTCBuy63368.2→64188.8+5.96timeout
06-13 01:00BTCBuy63632.2→63584.8-0.92timeout
06-12 10:08BTCBuy62927.1→63708.8+5.66timeout
06-11 21:56BTCBuy61258.1→63443.8+17.26timeout
06-11 08:17BTCBuy61659.1→62766.9+8.39timeout
06-09 14:46BTCBuy63162.2→61226.3-15.78stop_loss
06-09 05:09BTCBuy62617.1→63116.8+3.53timeout
06-08 16:28BTCBuy62131.1→63908.8+13.77timeout
06-08 01:42BTCBuy61435.1→63029.8+12.45timeout
06-07 04:00BTCBuy60689→61662.9+7.56timeout
06-06 15:32BTCBuy60700→60617-1.13timeout
06-05 13:59BTCBuy62585.1→60670.6-15.75stop_loss
06-05 02:01BTCBuy61933.1→63367.8+11.14timeout
06-03 20:55BTCBuy66756.3→64652.4-16.24stop_loss
06-03 20:55BTCBuy66894.3→64847.3-15.80stop_loss
06-02 14:23BTCBuy70062.5→67918.6-15.76stop_loss
06-02 12:06BTCBuy71436.6→69250.9-15.83stop_loss
06-02 01:36BTCBuy73112.7→70875-15.87stop_loss
05-31 15:22BTCBuy73889.7→73692.3-1.82timeout
05-30 07:47BTCBuy73373.7→73456.3+0.07timeout

Paper vs Live

Paper (trades.jsonl)
45
closed
51%
win rate
-74.64
total pnl ($)
-32.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4551%-32.5-74.64

Recent bounces (last 20 of 2)

timesymsidereason
06-25 14:06BTCBuybelow_min_notional_skip
06-24 13:43BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems