perp_perp_basis_funding_agreement_long_v12 · strategy

closed trades

47%

win rate

-84.34

total pnl ($)

0.957

weight

7d window — n=19 wr=42% pnl=-46.67 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 79 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 03:37	SOL	Buy	72.2108→70.8144	-9.98	timeout
06-27 21:39	SOL	Buy	72.1408→71.3203	-6.10	timeout
06-26 19:31	SOL	Buy	70.5926→73.6789	+21.34	take_profit
06-26 16:00	SOL	Buy	69.5954→72.6381	+21.40	take_profit
06-26 07:03	SOL	Buy	67.6451→70.6084	+21.42	take_profit
06-26 06:22	SOL	Buy	66.1289→69.0296	+21.41	take_profit
06-25 13:53	SOL	Buy	67.6902→64.9228	-20.86	stop_loss
06-25 13:53	SOL	Buy	67.8102→65.0287	-20.96	stop_loss
06-25 13:44	SOL	Buy	69.3964→66.5607	-20.87	stop_loss
06-25 05:02	SOL	Buy	65.8349→68.7197	+21.50	take_profit
06-24 17:18	SOL	Buy	68.8143→66.0031	-20.89	stop_loss
06-24 16:51	SOL	Buy	69.4244→66.5607	-21.08	stop_loss
06-24 16:51	SOL	Buy	69.5614→66.7066	-20.97	stop_loss
06-24 16:47	SOL	Buy	69.7425→66.8775	-21.01	stop_loss
06-24 12:30	SOL	Buy	69.2204→69.7425	+3.29	timeout
06-24 06:39	SOL	Buy	70.1765→69.8895	-2.24	timeout
06-23 08:15	SOL	Buy	71.6727→68.7443	-20.78	stop_loss
06-21 16:32	SOL	Buy	71.3927→73.9829	+17.54	timeout
06-21 08:07	SOL	Buy	71.4477→73.132	+11.19	timeout
06-20 22:12	SOL	Buy	69.7015→72.7531	+21.32	take_profit
06-20 05:10	SOL	Buy	68.9603→71.9892	+21.49	take_profit
06-20 05:06	SOL	Buy	68.1912→71.1733	+21.37	take_profit
06-18 15:40	SOL	Buy	72.1228→69.165	-21.07	stop_loss
06-17 22:03	SOL	Buy	73.8761→70.8539	-20.94	stop_loss
06-17 20:49	SOL	Buy	74.1321→71.8652	-15.85	timeout
06-17 10:11	SOL	Buy	74.8452→72.4341	-16.42	timeout
06-17 04:00	SOL	Buy	73.7171→73.6599	-0.79	timeout
06-16 21:52	SOL	Buy	74.5422→73.8959	-4.81	timeout
06-16 15:47	SOL	Buy	74.8612→73.07	-12.56	timeout
06-15 15:38	SOL	Buy	71.1707→74.2889	+21.44	take_profit
06-15 13:18	SOL	Buy	70.8686→73.9689	+21.42	take_profit
06-15 11:19	SOL	Buy	69.4204→72.4761	+21.62	take_profit
06-15 03:07	SOL	Buy	68.8473→71.0963	+15.73	timeout
06-14 23:51	SOL	Buy	68.1712→71.1583	+21.51	take_profit
06-14 21:40	SOL	Buy	67.3831→70.3394	+21.54	take_profit
06-14 21:02	SOL	Buy	68.3312→67.8068	-4.01	timeout
06-14 14:57	SOL	Buy	68.2222→67.1739	-7.99	timeout
06-14 08:52	SOL	Buy	67.3541→68.2138	+6.02	timeout
06-14 02:55	SOL	Buy	66.929→68.7947	+13.78	timeout
06-13 20:52	SOL	Buy	66.575→68.1058	+11.25	timeout
06-13 14:51	SOL	Buy	67.3291→68.1768	+5.91	timeout
06-13 08:43	SOL	Buy	66.8→67.4339	+4.33	timeout
06-13 02:39	SOL	Buy	67.1431→67.0859	-0.80	timeout
06-12 20:38	SOL	Buy	66.41→66.71	+1.95	timeout
06-12 14:40	SOL	Buy	65.5378→67.4089	+13.67	timeout
06-12 08:31	SOL	Buy	65.4388→66.892	+10.59	timeout
06-11 19:30	SOL	Buy	64.5097→67.3319	+21.32	take_profit
06-11 17:32	SOL	Buy	63.6025→66.425	+21.61	take_profit
06-11 08:18	SOL	Buy	64.2176→65.1812	+6.90	timeout
06-10 21:51	SOL	Buy	65.0968→62.4414	-20.78	stop_loss
06-10 18:13	SOL	Buy	64.8427→63.9304	-7.37	timeout
06-09 16:39	SOL	Buy	66.2639→63.5587	-20.85	stop_loss
06-09 16:19	SOL	Buy	66.535→63.8225	-20.79	stop_loss
06-09 14:43	SOL	Buy	67.2731→64.529	-20.83	stop_loss
06-09 14:29	SOL	Buy	67.4101→64.6579	-20.82	stop_loss
06-09 11:52	SOL	Buy	66.729→66.0081	-5.74	timeout
06-08 23:35	SOL	Buy	66.1839→66.734	+3.90	timeout
06-08 21:07	SOL	Buy	64.9827→67.8398	+21.56	take_profit
06-08 17:42	SOL	Buy	65.5248→66.75	+8.93	timeout
06-07 22:15	SOL	Buy	64.8797→67.7158	+21.65	take_profit
06-07 22:14	SOL	Buy	64.2756→67.0899	+21.82	take_profit
06-07 06:28	SOL	Buy	62.0073→64.7183	+21.48	take_profit
06-07 06:28	SOL	Buy	61.9733→64.6813	+21.60	take_profit
06-07 06:23	SOL	Buy	61.7873→64.4883	+21.54	take_profit
06-06 06:21	SOL	Buy	60.5891→63.2365	+21.43	take_profit
06-06 04:06	SOL	Buy	64.8587→62.2095	-20.77	stop_loss
06-05 19:07	SOL	Buy	64.5247→61.8888	-20.86	stop_loss
06-05 16:11	SOL	Buy	66.1849→63.4857	-20.83	stop_loss
06-05 06:22	SOL	Buy	67.3431→64.581	-20.92	stop_loss
06-05 06:18	SOL	Buy	68.0282→65.2466	-20.75	stop_loss
06-05 06:01	SOL	Buy	68.6933→65.8901	-20.52	stop_loss
06-05 04:04	SOL	Buy	69.3754→66.5467	-20.63	stop_loss
06-05 02:58	SOL	Buy	70.0995→67.2393	-20.47	stop_loss
06-04 02:01	SOL	Buy	71.0036→68.1057	-20.79	stop_loss
06-04 00:29	SOL	Buy	73.507→70.5101	-20.52	stop_loss
06-03 23:08	SOL	Buy	73.7771→71.6852	-14.39	timeout
06-03 20:45	SOL	Buy	74.4232→71.3806	-20.83	stop_loss
06-02 22:52	SOL	Buy	76.5425→73.4213	-20.78	stop_loss
06-02 14:22	SOL	Buy	80.9231→77.6035	-20.90	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-84.34

total pnl ($)

-22.4 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
SOL	79	47%	-22.4	-84.34

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 03:37	SOL	Buy	circuit_breaker
06-28 03:37	SOL	Buy	circuit_breaker
06-27 21:18	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…