perp_perp_basis_spread_convergence_long_v6

not live
77
closed trades
35%
win rate
-307.95
total pnl ($)
0.250
weight
7d window — n=23 wr=30% pnl=-184.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 77 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 14:26ETHBuy1571.36→1592.34+6.24timeout
06-26 12:43ETHBuy1574.06→1525.68-15.81stop_loss
06-26 03:02ETHBuy1558.96→1510.99-15.80stop_loss
06-25 13:51ETHBuy1615.86→1566.26-15.72stop_loss
06-25 13:49ETHBuy1619.26→1569.56-15.75stop_loss
06-25 13:44ETHBuy1641.26→1590.75-15.83stop_loss
06-24 16:51ETHBuy1639.66→1589.05-15.87stop_loss
06-24 16:51ETHBuy1657.47→1606.54-15.64stop_loss
06-24 16:48ETHBuy1660.77→1609.53-15.80stop_loss
06-24 15:47ETHBuy1666.97→1615.73-15.80stop_loss
06-24 11:18ETHBuy1654.57→1658.63+0.76timeout
06-23 08:17ETHBuy1711.77→1659-15.84stop_loss
06-23 08:15ETHBuy1723.57→1670.5-15.78stop_loss
06-23 06:21ETHBuy1738.07→1684.49-15.80stop_loss
06-23 06:20ETHBuy1747.07→1693.08-15.81stop_loss
06-23 04:24ETHBuy1733.47→1726.03-2.62timeout
06-22 22:22ETHBuy1717.57→1730.83+3.44timeout
06-22 16:19ETHBuy1727.17→1741.83+3.83timeout
06-22 09:55ETHBuy1732.17→1746.53+3.54timeout
06-22 03:45ETHBuy1738.47→1733.93-1.81timeout
06-21 14:48ETHBuy1734.47→1723.23-3.67timeout
06-21 05:23ETHBuy1725.07→1733.23+1.88timeout
06-20 22:28ETHBuy1708.77→1743.23+9.52timeout
06-20 02:30ETHBuy1703.77→1704.03-0.44timeout
06-19 20:25ETHBuy1713.77→1700.83-4.23timeout
06-18 15:54ETHBuy1734.27→1680.99-15.82stop_loss
06-18 15:53ETHBuy1736.27→1682.89-15.81stop_loss
06-18 15:45ETHBuy1748.87→1695.18-15.80stop_loss
06-18 15:40ETHBuy1757.48→1703.38-15.84stop_loss
06-18 13:33ETHBuy1759.58→1742.63-5.28timeout
06-17 19:40ETHBuy1784.58→1729.76-15.83stop_loss
06-17 19:39ETHBuy1785.48→1730.66-15.83stop_loss
06-17 14:47ETHBuy1796.38→1741.15-15.81stop_loss
06-17 12:20ETHBuy1807.48→1751.95-15.79stop_loss
06-17 06:59ETHBuy1771.18→1790.22+4.84timeout
06-16 11:55ETHBuy1763.38→1796.62+8.84timeout
06-16 03:20ETHBuy1819.58→1763.74-15.79stop_loss
06-15 13:16ETHBuy1718.57→1804.22+24.45take_profit
06-15 13:16ETHBuy1718.87→1804.52+24.42take_profit
06-15 08:28ETHBuy1676.97→1717.43+11.55timeout
06-15 02:25ETHBuy1683.37→1722.73+11.18timeout
06-14 20:21ETHBuy1676.37→1664.93-3.92timeout
06-14 13:49ETHBuy1680.17→1665.13-4.92timeout
06-14 07:49ETHBuy1675.17→1674.53-0.63timeout
06-14 01:45ETHBuy1673.07→1684.03+2.77timeout
06-13 11:25ETHBuy1677.57→1676.63-0.87timeout
06-13 05:23ETHBuy1668.57→1663.53-1.94timeout
06-12 17:43ETHBuy1675.07→1667.23-2.73timeout
06-12 07:06ETHBuy1652.67→1659.93+1.81timeout
06-11 22:38ETHBuy1615.26→1676.73+18.51timeout
06-11 14:52ETHBuy1641.26→1652.73+2.98timeout
06-11 08:18ETHBuy1638.26→1656.13+4.86timeout
06-09 16:38ETHBuy1668.67→1617.43-15.78stop_loss
06-09 16:05ETHBuy1679.47→1627.92-15.74stop_loss
06-09 14:17ETHBuy1698.07→1645.81-15.83stop_loss
06-09 09:23ETHBuy1666.77→1678.33+3.19timeout
06-09 03:20ETHBuy1684.97→1669.53-4.71timeout
06-07 22:14ETHBuy1615.76→1696.83+24.69take_profit
06-07 22:14ETHBuy1612.66→1693.83+24.73take_profit
06-07 22:14ETHBuy1610.46→1690.93+24.63take_profit
06-07 22:13ETHBuy1588.56→1668.23+24.76take_profit
06-07 08:08ETHBuy1573.96→1609.74+10.99timeout
06-06 04:31ETHBuy1571.36→1523.09-15.71stop_loss
06-06 04:27ETHBuy1579.66→1530.88-15.86stop_loss
06-05 13:52ETHBuy1682.37→1630.52-15.84stop_loss
06-05 06:00ETHBuy1731.67→1677.99-15.94stop_loss
06-05 01:56ETHBuy1755.48→1753.62-0.86timeout
06-03 16:21ETHBuy1879.39→1821.71-15.78stop_loss
06-02 15:20ETHBuy1974.6→1912.55-16.18stop_loss
06-02 14:27ETHBuy1983.7→1922.15-15.97stop_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
05-31 15:23ETHBuy2025.7→2012.8-3.65timeout
05-30 07:47ETHBuy2004→2012.8+1.63timeout
05-29 15:44ETHBuy1991.7→2028.9+8.77timeout

Paper vs Live

Paper (trades.jsonl)
77
closed
35%
win rate
-307.95
total pnl ($)
-80.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH7735%-80.1-307.95

Recent bounces (last 20 of 1)

timesymsidereason
06-27 13:45ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems