perp_perp_basis_spread_convergence_long_v5

not live
33
closed trades
52%
win rate
+42.33
total pnl ($)
1.124
weight
7d window — n=7 wr=57% pnl=-7.05  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 33 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 14:34ETHBuy1722.27→1757.22+9.56timeout
06-22 07:24ETHBuy1733.07→1744.73+2.85timeout
06-21 05:50ETHBuy1723.17→1732.43+2.21timeout
06-20 01:18ETHBuy1713.67→1708.33-2.05timeout
06-17 20:50ETHBuy1796.78→1740.63-16.08timeout
06-17 14:25ETHBuy1779.68→1751.82-8.26timeout
06-17 07:00ETHBuy1771.38→1790.02+4.73timeout
06-15 13:24ETHBuy1717.87→1820.62+29.42take_profit
06-15 12:38ETHBuy1667.47→1767.22+29.40take_profit
06-15 12:38ETHBuy1667.17→1767.12+29.48take_profit
06-15 07:03ETHBuy1676.07→1718.33+12.12timeout
06-14 08:21ETHBuy1674.07→1677.03+0.49timeout
06-12 07:08ETHBuy1652.57→1659.43+1.68timeout
06-11 09:31ETHBuy1618.76→1657.53+11.40timeout
06-10 14:32ETHBuy1644.26→1639.74-1.83timeout
06-10 08:23ETHBuy1674.07→1634.94-12.20timeout
06-09 12:47ETHBuy1690.67→1672.83-5.67timeout
06-09 06:13ETHBuy1661.77→1688.33+7.58timeout
06-08 21:30ETHBuy1627.26→1709.33+24.95timeout
06-08 11:45ETHBuy1631.46→1687.43+16.61timeout
06-07 22:14ETHBuy1605.66→1703.93+30.26take_profit
06-07 22:13ETHBuy1568.06→1661.83+29.60take_profit
06-06 04:38ETHBuy1572.96→1508.69-20.85stop_loss
06-06 04:15ETHBuy1600.86→1535.48-20.79stop_loss
06-05 14:04ETHBuy1672.27→1604.24-20.78stop_loss
06-05 06:18ETHBuy1733.37→1662.8-20.80stop_loss
06-03 19:54ETHBuy1879.19→1802.42-20.86stop_loss
06-02 15:26ETHBuy1988.1→1907.16-20.82stop_loss
06-02 09:37ETHBuy1984.7→1973.1-3.41timeout
06-02 02:22ETHBuy2004.3→1978.3-6.96timeout
06-01 15:43ETHBuy2008.4→1974.6-8.99timeout
06-01 07:06ETHBuy2027.9→1989.4-10.09timeout
05-30 08:19ETHBuy2008.7→2012.8+0.45timeout

Paper vs Live

Paper (trades.jsonl)
33
closed
52%
win rate
+42.33
total pnl ($)
+26.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH3352%+26.0+42.33

Recent bounces (last 20 of 1)

timesymsidereason
06-22 03:17ETHBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems