perp_perp_basis_spread_dvol_band_long

not live
70
closed trades
43%
win rate
-160.58
total pnl ($)
0.380
weight
7d window — n=14 wr=29% pnl=-139.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 70 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:54ETHBuy1539.15→1584.24+14.23timeout
06-27 06:48ETHBuy1568.96→1582.74+3.97timeout
06-26 18:34ETHBuy1565.46→1576.44+2.94timeout
06-26 03:02ETHBuy1568.36→1512.39-18.28stop_loss
06-25 18:19ETHBuy1572.96→1573.24-0.34timeout
06-25 13:51ETHBuy1621.96→1563.96-18.28stop_loss
06-25 13:48ETHBuy1635.86→1577.45-18.30stop_loss
06-25 13:44ETHBuy1647.86→1589.05-18.27stop_loss
06-24 16:51ETHBuy1657.37→1598.14-18.20stop_loss
06-24 16:47ETHBuy1670.17→1610.53-18.27stop_loss
06-24 16:47ETHBuy1672.27→1612.03-18.44stop_loss
06-24 15:47ETHBuy1677.27→1617.03-18.41stop_loss
06-24 12:08ETHBuy1658.77→1675.23+4.50timeout
06-23 08:17ETHBuy1713.87→1652.51-18.34stop_loss
06-20 08:43ETHBuy1694.87→1722.63+7.59timeout
06-18 15:43ETHBuy1762.78→1699.78-18.21stop_loss
06-17 11:03ETHBuy1797.08→1765.42-9.23timeout
06-17 04:15ETHBuy1776.08→1792.82+4.19timeout
06-16 21:59ETHBuy1810.88→1795.72-4.79timeout
06-16 02:27ETHBuy1845.08→1778.93-18.38stop_loss
06-15 13:25ETHBuy1721.07→1824.12+29.46take_profit
06-15 13:24ETHBuy1717.67→1820.62+29.51take_profit
06-15 13:16ETHBuy1697.57→1799.12+29.41take_profit
06-15 11:26ETHBuy1662.57→1762.22+29.47take_profit
06-15 09:14ETHBuy1674.17→1719.43+13.02timeout
06-15 03:10ETHBuy1682.07→1719.03+10.48timeout
06-14 21:02ETHBuy1676.37→1669.73-2.49timeout
06-14 14:58ETHBuy1679.17→1657.93-6.77timeout
06-14 08:52ETHBuy1674.57→1675.63-0.05timeout
06-14 02:46ETHBuy1667.67→1681.13+3.54timeout
06-13 20:44ETHBuy1665.37→1674.33+2.31timeout
06-13 14:44ETHBuy1668.87→1678.93+2.47timeout
06-13 08:42ETHBuy1670.27→1676.63+1.31timeout
06-13 02:40ETHBuy1675.37→1668.93-2.48timeout
06-12 20:48ETHBuy1668.37→1663.13-1.98timeout
06-12 14:43ETHBuy1649.16→1668.63+5.42timeout
06-12 08:34ETHBuy1661.17→1673.63+3.27timeout
06-12 02:32ETHBuy1632.06→1672.63+11.96timeout
06-11 20:28ETHBuy1632.36→1669.83+10.96timeout
06-11 14:27ETHBuy1647.86→1647.14-0.74timeout
06-11 08:18ETHBuy1638.26→1656.13+4.86timeout
06-10 17:53ETHBuy1641.26→1627.64-4.58timeout
06-09 16:39ETHBuy1671.07→1610.93-18.40stop_loss
06-09 16:19ETHBuy1681.87→1621.63-18.22stop_loss
06-09 16:05ETHBuy1688.67→1628.42-18.18stop_loss
06-09 16:03ETHBuy1691.47→1631.12-18.17stop_loss
06-09 11:44ETHBuy1688.87→1670.93-5.63timeout
06-09 05:40ETHBuy1647.06→1690.73+12.89timeout
06-08 23:34ETHBuy1682.07→1692.73+2.86timeout
06-08 17:35ETHBuy1635.76→1681.13+13.53timeout
06-08 11:32ETHBuy1629.16→1688.13+17.56timeout
06-07 22:14ETHBuy1604.56→1700.93+29.69take_profit
06-07 22:13ETHBuy1559.26→1652.73+29.67take_profit
06-07 17:29ETHBuy1558.46→1634.04+23.96timeout
06-07 09:15ETHBuy1554.56→1647.54+29.53take_profit
06-07 05:08ETHBuy1517.55→1593.24+24.62timeout
06-06 04:27ETHBuy1588.76→1531.88-18.20stop_loss
06-06 04:05ETHBuy1609.66→1552.17-18.25stop_loss
06-05 13:57ETHBuy1671.67→1611.93-18.30stop_loss
06-05 06:03ETHBuy1733.17→1671.3-18.29stop_loss
06-05 05:56ETHBuy1747.17→1684.69-18.26stop_loss
06-05 05:37ETHBuy1777.58→1713.67-18.40stop_loss
06-05 05:37ETHBuy1778.08→1714.57-18.26stop_loss
06-04 10:47ETHBuy1806.78→1741.55-18.48stop_loss
06-04 02:04ETHBuy1786.48→1722.67-18.33stop_loss
06-03 20:48ETHBuy1851.79→1785.63-18.29stop_loss
06-03 20:45ETHBuy1855.69→1789.43-18.29stop_loss
06-03 19:55ETHBuy1864.39→1797.82-18.29stop_loss
06-02 23:01ETHBuy1922.99→1854.09-18.36stop_loss
06-02 14:27ETHBuy2003.5→1931.94-18.32stop_loss

Paper vs Live

Paper (trades.jsonl)
70
closed
43%
win rate
-160.58
total pnl ($)
-46.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH7043%-46.2-160.58

Recent bounces (last 20 of 1)

timesymsidereason
06-27 17:01ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems