perp_perp_basis_funding_divergence_long_v4

not live
95
closed trades
37%
win rate
-303.61
total pnl ($)
0.250
weight
7d window — n=24 wr=25% pnl=-191.78  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 95 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 11:57ETHBuy1543.95→1582.84+12.21timeout
06-27 05:44ETHBuy1554.46→1577.64+7.03timeout
06-26 02:14ETHBuy1567.86→1519.69-15.76stop_loss
06-26 02:13ETHBuy1577.56→1529.08-15.80stop_loss
06-25 13:57ETHBuy1591.16→1542.27-15.72stop_loss
06-25 13:51ETHBuy1615.86→1566.06-15.80stop_loss
06-25 13:47ETHBuy1630.76→1580.65-15.81stop_loss
06-25 13:42ETHBuy1646.26→1595.64-15.79stop_loss
06-24 16:48ETHBuy1660.37→1608.93-15.93stop_loss
06-24 16:48ETHBuy1660.27→1608.93-15.87stop_loss
06-24 16:48ETHBuy1660.07→1608.93-15.80stop_loss
06-24 15:46ETHBuy1669.97→1618.73-15.80stop_loss
06-24 10:59ETHBuy1651.97→1662.83+2.82timeout
06-23 08:15ETHBuy1719.77→1666.7-15.86stop_loss
06-23 06:21ETHBuy1734.17→1680.79-15.81stop_loss
06-23 06:21ETHBuy1743.17→1689.69-15.74stop_loss
06-23 06:20ETHBuy1745.87→1692.18-15.76stop_loss
06-23 03:49ETHBuy1733.47→1728.03-2.07timeout
06-22 21:44ETHBuy1719.97→1728.13+1.94timeout
06-22 15:43ETHBuy1730.17→1753.42+6.18timeout
06-22 09:36ETHBuy1731.37→1746.03+3.63timeout
06-22 03:33ETHBuy1737.27→1737.23-0.57timeout
06-21 17:42ETHBuy1725.87→1725.43-0.66timeout
06-21 11:25ETHBuy1727.37→1725.33-1.05timeout
06-21 04:55ETHBuy1713.17→1732.43+5.13timeout
06-20 22:28ETHBuy1708.87→1741.83+9.09timeout
06-20 06:32ETHBuy1700.47→1726.03+6.99timeout
06-20 00:54ETHBuy1714.57→1709.63-1.97timeout
06-19 18:46ETHBuy1685.37→1701.03+4.11timeout
06-18 17:23ETHBuy1729.87→1676.19-15.95stop_loss
06-18 15:53ETHBuy1735.37→1682.09-15.78stop_loss
06-18 15:43ETHBuy1752.48→1698.68-15.75stop_loss
06-18 15:29ETHBuy1772.08→1717.57-15.76stop_loss
06-18 13:03ETHBuy1757.98→1748.73-3.09timeout
06-17 19:29ETHBuy1791.58→1736.36-15.87stop_loss
06-17 14:47ETHBuy1795.38→1740.16-15.95stop_loss
06-17 14:47ETHBuy1795.98→1740.85-15.88stop_loss
06-17 12:08ETHBuy1805.18→1763.32-12.04timeout
06-17 05:01ETHBuy1761.28→1795.32+9.13timeout
06-16 22:52ETHBuy1791.28→1792.92-0.13timeout
06-15 23:37ETHBuy1839.88→1783.43-15.79stop_loss
06-15 13:19ETHBuy1724.97→1811.02+24.45take_profit
06-15 13:16ETHBuy1722.47→1808.72+24.58take_profit
06-15 13:16ETHBuy1719.47→1805.12+24.43take_profit
06-15 10:54ETHBuy1662.67→1746.63+24.75take_profit
06-15 09:34ETHBuy1674.37→1717.63+12.42timeout
06-15 03:25ETHBuy1681.87→1720.43+10.94timeout
06-14 21:11ETHBuy1675.37→1670.13-2.13timeout
06-14 14:57ETHBuy1679.67→1658.23-6.83timeout
06-14 08:53ETHBuy1674.57→1675.43-0.14timeout
06-14 03:22ETHBuy1663.57→1681.83+5.00timeout
06-13 21:13ETHBuy1666.47→1674.03+1.88timeout
06-13 15:05ETHBuy1681.57→1679.43-1.18timeout
06-13 08:21ETHBuy1675.17→1673.73-0.98timeout
06-13 02:41ETHBuy1675.97→1668.83-2.65timeout
06-12 20:17ETHBuy1678.77→1664.83-4.57timeout
06-12 12:52ETHBuy1653.47→1666.83+3.58timeout
06-12 06:14ETHBuy1655.77→1661.03+1.19timeout
06-11 17:49ETHBuy1608.66→1689.33+24.53take_profit
06-11 14:37ETHBuy1639.56→1650.13+2.71timeout
06-11 08:17ETHBuy1638.36→1656.13+4.85timeout
06-10 19:50ETHBuy1654.57→1629.34-7.96timeout
06-09 16:19ETHBuy1674.17→1622.73-15.80stop_loss
06-09 16:05ETHBuy1679.47→1627.92-15.74stop_loss
06-09 16:05ETHBuy1680.67→1629.02-15.67stop_loss
06-09 12:32ETHBuy1678.87→1676.63-1.03timeout
06-09 06:25ETHBuy1665.97→1691.73+7.30timeout
06-08 22:27ETHBuy1675.17→1694.73+5.54timeout
06-07 22:15ETHBuy1632.76→1714.53+24.66take_profit
06-07 22:15ETHBuy1630.26→1712.83+24.91take_profit
06-07 22:13ETHBuy1588.46→1668.23+24.77take_profit
06-07 08:57ETHBuy1560.96→1638.74+24.47take_profit
06-07 08:57ETHBuy1560.46→1638.24+24.48take_profit
06-07 06:07ETHBuy1568.36→1600.64+9.98timeout
06-06 04:15ETHBuy1582.46→1533.38-15.83stop_loss
06-06 04:07ETHBuy1597.46→1547.97-15.88stop_loss
06-05 13:52ETHBuy1683.07→1631.22-15.83stop_loss
06-05 06:01ETHBuy1726.77→1673.8-15.78stop_loss
06-05 05:44ETHBuy1749.67→1695.98-15.72stop_loss
06-05 03:11ETHBuy1775.18→1720.67-15.73stop_loss
06-05 03:01ETHBuy1777.08→1722.47-15.78stop_loss
06-04 09:22ETHBuy1806.98→1751.45-15.80stop_loss
06-04 02:03ETHBuy1777.68→1723.07-15.83stop_loss
06-03 20:48ETHBuy1839.28→1782.43-15.88stop_loss
06-03 20:02ETHBuy1847.58→1790.82-15.78stop_loss
06-03 16:25ETHBuy1869.19→1811.31-15.93stop_loss
06-02 22:52ETHBuy1928.09→1868.88-15.80stop_loss
06-02 15:20ETHBuy1979.5→1918.65-15.83stop_loss
06-02 15:20ETHBuy1981.7→1920.85-15.81stop_loss
06-01 23:37ETHBuy2003.9→2004-0.45timeout
06-01 14:23ETHBuy2011.3→1969.5-10.99timeout
05-31 10:19ETHBuy2019.4→2018.1-0.83timeout
05-31 02:58ETHBuy2020.3→2034.1+2.83timeout
05-30 14:51ETHBuy1999.1→2025.2+5.96timeout
05-30 07:48ETHBuy2004.6→2013.3+1.61timeout

Paper vs Live

Paper (trades.jsonl)
95
closed
37%
win rate
-303.61
total pnl ($)
-63.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH9537%-63.8-303.61

Recent bounces (last 20 of 1)

timesymsidereason
06-28 02:55ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems