perp_perp_basis_spread_convergence_long_v2

not live
59
closed trades
44%
win rate
-56.29
total pnl ($)
0.670
weight
7d window — n=21 wr=43% pnl=-45.31  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 59 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 09:36ETHBuy1731.37→1746.03+3.63timeout
06-22 03:33ETHBuy1737.27→1737.23-0.57timeout
06-21 14:51ETHBuy1735.17→1723.73-3.73timeout
06-21 05:24ETHBuy1724.47→1733.83+2.23timeout
06-20 22:28ETHBuy1708.87→1741.83+9.09timeout
06-20 03:41ETHBuy1694.67→1708.33+3.54timeout
06-19 21:18ETHBuy1705.17→1707.63+0.27timeout
06-19 16:10ETHBuy1688.67→1704.73+4.25timeout
06-18 15:51ETHBuy1742.07→1688.59-15.75stop_loss
06-18 15:51ETHBuy1742.57→1689.09-15.78stop_loss
06-18 15:45ETHBuy1748.97→1695.08-15.82stop_loss
06-18 15:11ETHBuy1754.08→1735.83-5.53timeout
06-18 08:59ETHBuy1764.88→1746.43-5.83timeout
06-17 14:47ETHBuy1795.48→1740.16-15.92stop_loss
06-17 14:21ETHBuy1782.78→1756.52-7.96timeout
06-17 12:25ETHBuy1797.98→1742.35-15.92stop_loss
06-17 08:04ETHBuy1774.68→1783.02+1.99timeout
06-17 00:31ETHBuy1792.88→1792.52-0.68timeout
06-16 02:34ETHBuy1825.18→1769.14-15.80stop_loss
06-15 13:16ETHBuy1722.47→1808.72+24.58take_profit
06-15 13:16ETHBuy1718.07→1803.62+24.42take_profit
06-15 11:20ETHBuy1666.27→1749.83+24.57take_profit
06-15 11:19ETHBuy1665.37→1748.33+24.42take_profit
06-15 07:09ETHBuy1674.27→1721.73+13.70timeout
06-14 07:56ETHBuy1676.47→1675.63-0.64timeout
06-14 01:45ETHBuy1672.57→1683.73+2.83timeout
06-13 19:30ETHBuy1669.07→1676.03+1.72timeout
06-13 06:29ETHBuy1659.67→1664.93+1.14timeout
06-12 17:42ETHBuy1677.87→1668.33-3.24timeout
06-12 07:23ETHBuy1655.77→1656.63-0.14timeout
06-12 01:15ETHBuy1637.26→1668.63+9.16timeout
06-11 14:51ETHBuy1644.86→1652.13+1.70timeout
06-11 08:23ETHBuy1634.76→1659.53+7.03timeout
06-09 16:39ETHBuy1667.07→1615.83-15.79stop_loss
06-09 16:05ETHBuy1679.27→1627.62-15.78stop_loss
06-09 14:18ETHBuy1696.97→1644.71-15.84stop_loss
06-09 09:25ETHBuy1661.97→1676.83+4.20timeout
06-09 03:21ETHBuy1685.07→1668.43-5.07timeout
06-07 22:14ETHBuy1617.86→1698.63+24.56take_profit
06-07 22:14ETHBuy1614.86→1696.53+24.85take_profit
06-07 22:14ETHBuy1610.46→1691.03+24.66take_profit
06-07 22:13ETHBuy1588.06→1667.23+24.61take_profit
06-07 08:11ETHBuy1575.66→1611.14+10.88timeout
06-06 04:31ETHBuy1571.96→1523.69-15.71stop_loss
06-06 04:27ETHBuy1579.56→1531.08-15.77stop_loss
06-05 13:52ETHBuy1681.67→1629.72-15.88stop_loss
06-05 06:00ETHBuy1730.97→1677.79-15.81stop_loss
06-05 02:01ETHBuy1754.68→1748.13-2.20timeout
06-03 16:23ETHBuy1877.19→1819.21-15.88stop_loss
06-02 15:20ETHBuy1974.6→1913.55-15.92stop_loss
06-02 14:27ETHBuy1984.3→1922.15-16.12stop_loss
06-02 14:23ETHBuy2000.5→1938.94-15.85stop_loss
06-02 07:00ETHBuy1987→1982.2-1.68timeout
06-01 23:38ETHBuy2003.1→2006.5+0.38timeout
06-01 14:27ETHBuy2009.4→1967.2-11.10timeout
06-01 05:13ETHBuy2032.1→1998.8-8.79timeout
05-31 15:26ETHBuy2026.1→2014.3-3.38timeout
05-30 07:47ETHBuy2004→2012.8+1.63timeout
05-29 21:42ETHBuy2022.4→2014.5-2.42timeout

Paper vs Live

Paper (trades.jsonl)
59
closed
44%
win rate
-56.29
total pnl ($)
-19.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH5944%-19.1-56.29

Recent bounces (last 20 of 3)

timesymsidereason
06-22 04:17ETHBuystale_intent
06-22 04:16ETHBuystale_intent
06-21 22:07ETHBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems