perp_perp_basis_spread_dvol_fear_long

not live
28
closed trades
46%
win rate
+5.46
total pnl ($)
1.937
weight
7d window — n=9 wr=67% pnl=+88.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 05:51ETHBuy1722.77→1732.03+2.21timeout
06-20 01:19ETHBuy1713.57→1708.23-2.05timeout
06-17 18:08ETHBuy1805.08→1761.72-12.54timeout
06-17 11:48ETHBuy1794.48→1766.12-8.32timeout
06-17 05:30ETHBuy1763.28→1792.62+7.78timeout
06-15 13:24ETHBuy1719.67→1822.52+29.42take_profit
06-15 12:38ETHBuy1667.57→1767.32+29.40take_profit
06-15 11:26ETHBuy1666.97→1766.82+29.46take_profit
06-15 06:59ETHBuy1675.97→1719.93+12.63timeout
06-14 13:33ETHBuy1678.87→1664.63-4.69timeout
06-12 02:02ETHBuy1643.96→1666.73+6.50timeout
06-11 09:26ETHBuy1614.86→1656.03+12.17timeout
06-10 14:17ETHBuy1647.66→1647.54-0.49timeout
06-09 16:39ETHBuy1679.87→1610.33-21.07stop_loss
06-08 23:01ETHBuy1675.87→1703.43+7.92timeout
06-08 11:51ETHBuy1629.66→1682.23+15.58timeout
06-07 22:14ETHBuy1603.76→1699.83+29.61take_profit
06-07 22:13ETHBuy1563.16→1656.83+29.66take_profit
06-06 04:38ETHBuy1573.26→1509.19-20.78stop_loss
06-06 04:27ETHBuy1595.96→1530.78-20.78stop_loss
06-05 14:06ETHBuy1669.27→1601.24-20.81stop_loss
06-05 06:18ETHBuy1733.37→1662.8-20.80stop_loss
06-03 19:54ETHBuy1879.19→1802.42-20.87stop_loss
06-02 15:30ETHBuy1983.6→1902.86-20.81stop_loss
06-02 15:20ETHBuy1999.9→1918.55-20.80stop_loss
06-01 15:09ETHBuy2009.5→1971.5-10.05timeout
05-30 08:20ETHBuy2009.1→2013+0.40timeout
05-29 21:42ETHBuy2022.4→2014.5-2.42timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
46%
win rate
+5.46
total pnl ($)
+4.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH2846%+4.1+5.46

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems