perp_perp_basis_spread_convergence_long · strategy

closed trades

50%

win rate

-158.93

total pnl ($)

0.835

weight

7d window — n=16 wr=50% pnl=-43.37 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 56 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 07:00	BTC	Buy	64269.2→63970.8	-2.79	timeout
06-22 00:42	BTC	Buy	64286.2→63906.8	-3.42	timeout
06-21 15:59	BTC	Buy	64104.2→64198.8	+0.29	timeout
06-21 05:20	BTC	Buy	63719.2→64197.8	+3.31	timeout
06-20 07:17	BTC	Buy	62738.1→63644.8	+6.77	timeout
06-20 01:58	BTC	Buy	63009.2→63536.8	+3.74	timeout
06-19 19:36	BTC	Buy	62809.1→62940.9	+0.57	timeout
06-18 15:57	BTC	Buy	64298.2→62331.7	-15.45	stop_loss
06-18 15:40	BTC	Buy	64632.2→62655.5	-15.54	stop_loss
06-18 13:46	BTC	Buy	65299.3→63892.8	-11.21	timeout
06-17 19:46	BTC	Buy	65676.3→64124.8	-12.27	timeout
06-17 13:35	BTC	Buy	65955.3→65025.7	-7.51	timeout
06-17 07:25	BTC	Buy	66353.3→65474.7	-7.06	timeout
06-16 12:00	BTC	Buy	66220.3→66458.7	+1.27	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+1.99	timeout
06-15 21:23	BTC	Buy	64641.2→66508.7	+13.94	timeout
06-15 09:14	BTC	Buy	64408.2→65662.7	+9.30	timeout
06-15 02:52	BTC	Buy	64464.2→65478.7	+7.38	timeout
06-14 14:15	BTC	Buy	64164.2→64275.8	+0.42	timeout
06-14 08:09	BTC	Buy	63810.2→64426.8	+4.32	timeout
06-13 22:19	BTC	Buy	63521.2→64375.8	+6.25	timeout
06-13 12:17	BTC	Buy	63607.2→63919.8	+1.93	timeout
06-12 23:52	BTC	Buy	63527.2→63551.8	-0.30	timeout
06-12 17:41	BTC	Buy	63323.2→63798.8	+3.29	timeout
06-12 11:01	BTC	Buy	63048.2→63652.8	+4.27	timeout
06-11 15:59	BTC	Buy	62609.1→62712.9	+0.23	timeout
06-11 08:17	BTC	Buy	61681.1→62778.9	+8.32	timeout
06-10 15:08	BTC	Buy	61566.1→61940.9	+2.55	timeout
06-09 14:46	BTC	Buy	63169.2→61237.3	-15.75	stop_loss
06-09 14:29	BTC	Buy	63443.2→61502.2	-15.76	stop_loss
06-09 13:01	BTC	Buy	63760.2→62589.9	-9.59	timeout
06-09 06:56	BTC	Buy	62963.1→63270.8	+1.94	timeout
06-08 18:48	BTC	Buy	62209.1→63347.8	+8.64	timeout
06-08 12:44	BTC	Buy	61612.1→63567.8	+15.41	timeout
06-08 06:39	BTC	Buy	62132.1→62911.9	+5.81	timeout
06-07 18:24	BTC	Buy	60507→62158.9	+13.24	timeout
06-07 12:21	BTC	Buy	60914→62063.9	+8.98	timeout
06-07 05:58	BTC	Buy	60912→61754.9	+6.51	timeout
06-06 15:32	BTC	Buy	60696→60618	-1.09	timeout
06-05 13:51	BTC	Buy	63030.2→61096.4	-15.79	stop_loss
06-05 09:39	BTC	Buy	62821.1→62817.9	-0.45	timeout
06-05 06:21	BTC	Buy	63490.2→61548.1	-15.72	stop_loss
06-05 06:16	BTC	Buy	63828.2→61874	-15.72	stop_loss
06-04 10:29	BTC	Buy	64407.2→62436.6	-15.72	stop_loss
06-04 00:39	BTC	Buy	64997.2→63009.3	-15.74	stop_loss
06-03 23:26	BTC	Buy	66272.3→64447.8	-14.21	timeout
06-03 23:18	BTC	Buy	66353.3→64323.6	-15.76	stop_loss
06-03 15:58	BTC	Buy	67280.4→66086.7	-9.39	timeout
06-02 14:23	BTC	Buy	70035.5→67892.6	-15.76	stop_loss
06-02 09:22	BTC	Buy	71552.6→69362.8	-15.83	stop_loss
06-02 02:07	BTC	Buy	72327.6→70112.4	-15.85	stop_loss
06-01 22:27	BTC	Buy	73718.7→71276.8	-17.13	stop_loss
05-31 19:45	BTC	Buy	73990.7→73502.3	-3.74	timeout
05-30 14:51	BTC	Buy	72836.6→73916.3	+6.81	timeout
05-30 07:49	BTC	Buy	73378.7→73479.3	+0.19	timeout
05-29 14:40	BTC	Buy	72875.6→72662.4	-2.06	timeout

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

-158.93

total pnl ($)

-56.4 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 ($)
BTC	56	50%	-56.4	-158.93

Recent bounces (last 20 of 2)

time	sym	side	reason
06-22 01:50	BTC	Buy	stale_intent
06-22 01:50	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…