perp_perp_basis_spread_dvol_fear_short

not live
67
closed trades
55%
win rate
+175.86
total pnl ($)
1.457
weight
7d window — n=18 wr=56% pnl=+39.11  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 02:33BTCSell58753.1→60241-13.10timeout
06-26 13:53BTCSell59057→59670-5.59timeout
06-26 06:59BTCSell61684.9→60294+10.81timeout
06-26 00:37BTCSell60896→59724+9.17timeout
06-25 12:19BTCSell62776.9→61127.1+12.68timeout
06-25 07:40BTCSell59507→61929-20.80stop_loss
06-24 17:47BTCSell62975.9→59203+29.39take_profit
06-24 14:06BTCSell62416.9→61368.1+7.93timeout
06-23 19:36BTCSell64379.8→62397.1+14.96timeout
06-23 11:19BTCSell64274.8→62378.1+14.11timeout
06-23 05:12BTCSell64238.8→63679.2+3.94timeout
06-22 23:06BTCSell63685.8→63969.2-2.67timeout
06-22 16:44BTCSell64064.8→64559.2-4.30timeout
06-22 09:56BTCSell64182.8→64114.2+0.18timeout
06-22 03:49BTCSell64395.8→64149.2+1.52timeout
06-21 20:27BTCSell63896.8→64075.2-1.84timeout
06-21 14:22BTCSell63306.8→64001.2-6.00timeout
06-20 09:54BTCSell62345.9→63707.2-11.27timeout
06-20 02:38BTCSell62895.9→63384.2-4.34timeout
06-19 20:23BTCSell63088.8→62947.1+0.71timeout
06-19 07:01BTCSell64031.8→62879.1+8.51timeout
06-18 13:54BTCSell65249.7→64070.2+8.58timeout
06-18 07:46BTCSell65485.7→64406.2+7.78timeout
06-18 01:38BTCSell65616.7→64589.2+7.44timeout
06-17 19:35BTCSell65704.7→64365.2+9.78timeout
06-17 13:33BTCSell66098.7→65030.3+7.68timeout
06-17 06:59BTCSell66404.7→65599.3+5.64timeout
06-16 15:43BTCSell66831.7→65817.3+7.21timeout
06-16 06:12BTCSell65854.7→66165.3-2.87timeout
06-15 13:19BTCSell64240.8→66853.8-20.81stop_loss
06-15 08:21BTCSell64474.8→65624.3-9.36timeout
06-15 02:19BTCSell64585.8→65680.3-8.89timeout
06-14 20:15BTCSell64248.8→63797.2+3.11timeout
06-14 13:32BTCSell64153.8→64241.2-1.13timeout
06-14 07:29BTCSell63745.8→64344.2-5.14timeout
06-14 01:25BTCSell63605.8→64645.2-8.67timeout
06-13 13:36BTCSell63253.8→64211.2-7.96timeout
06-13 05:49BTCSell63353.8→63522.2-1.78timeout
06-12 23:44BTCSell63607.8→63503.2+0.42timeout
06-12 17:43BTCSell63275.8→63815.2-4.69timeout
06-11 15:59BTCSell62580.9→62691.1-1.24timeout
06-11 08:20BTCSell61583.9→62802.1-10.21timeout
06-10 14:01BTCSell62331.9→62040.1+1.91timeout
06-10 07:56BTCSell63164.8→61677.1+11.19timeout
06-09 12:57BTCSell63730.8→62550.1+8.77timeout
06-09 06:12BTCSell62905.9→63384.2-4.21timeout
06-08 22:30BTCSell62977.9→63345.2-3.33timeout
06-08 16:29BTCSell62153.9→63873.2-14.17timeout
06-08 09:23BTCSell62697.9→63502.2-6.84timeout
06-07 22:15BTCSell61553.9→64067.2-20.88stop_loss
06-07 08:18BTCSell61044.9→62306.1-10.87timeout
06-07 02:15BTCSell60871→61395.1-4.67timeout
06-06 20:10BTCSell60868→60562+1.99timeout
06-06 13:05BTCSell62016.9→61028.1+7.47timeout
06-05 18:44BTCSell63429.8→59630+29.54take_profit
06-05 16:36BTCSell63440.8→60856+20.00timeout
06-05 10:38BTCSell62695.9→62381.1+2.08timeout
06-05 05:22BTCSell63667.8→63362.2+1.90timeout
06-04 02:03BTCSell65535.7→61609.1+29.51take_profit
06-04 01:22BTCSell66645.7→62653.1+29.50take_profit
06-04 00:30BTCSell67312.6→63280.2+29.49take_profit
06-03 23:33BTCSell66519.7→64490.2+14.81timeout
06-03 15:26BTCSell67465.6→66454.3+7.12timeout
06-02 23:00BTCSell70878.5→66307.3+31.81take_profit
05-30 17:19BTCSell74182.3→73877.7+1.71timeout
05-30 07:49BTCSell73371.3→73486.7-1.19timeout
05-29 15:48BTCSell73020.3→73789.7-5.66timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
55%
win rate
+175.86
total pnl ($)
+52.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6755%+52.3+175.86

Recent bounces (last 20 of 5)

timesymsidereason
06-26 21:51BTCSellstale_intent
06-26 16:00BTCSellbelow_min_notional_skip
06-26 10:21BTCSellbelow_min_notional_skip
06-26 02:49BTCSellstale_intent
06-24 12:35BTCSellstale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems