perp_perp_basis_spread_dvol_funding_gate · strategy

closed trades

38%

win rate

-354.19

total pnl ($)

0.250

weight

7d window — n=18 wr=33% pnl=-180.04 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 63 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-25 13:53	ETH	Buy	1620.46→1554.17	-20.86	stop_loss
06-25 13:45	ETH	Buy	1656.07→1588.65	-20.79	stop_loss
06-25 05:06	ETH	Buy	1575.96→1645.04	+21.45	take_profit
06-24 16:51	ETH	Buy	1655.97→1588.55	-20.70	stop_loss
06-24 16:51	ETH	Buy	1657.07→1589.55	-20.81	stop_loss
06-24 16:51	ETH	Buy	1657.07→1589.55	-20.68	stop_loss
06-24 16:51	ETH	Buy	1668.97→1601.04	-20.72	stop_loss
06-24 16:51	ETH	Buy	1673.37→1605.24	-20.76	stop_loss
06-23 08:17	ETH	Buy	1723.47→1653.31	-20.53	stop_loss
06-23 08:17	ETH	Buy	1729.17→1655.01	-21.66	stop_loss
06-23 08:15	ETH	Buy	1740.57→1669.6	-20.64	stop_loss
06-23 08:14	ETH	Buy	1744.57→1673.6	-20.64	stop_loss
06-23 07:44	ETH	Buy	1733.17→1687.03	-13.52	timeout
06-22 02:05	ETH	Buy	1708.27→1740.83	+8.78	timeout
06-21 20:03	ETH	Buy	1702.17→1732.33	+8.36	timeout
06-21 14:02	ETH	Buy	1704.47→1723.73	+5.27	timeout
06-21 07:38	ETH	Buy	1690.17→1732.93	+12.22	timeout
06-21 00:40	ETH	Buy	1714.17→1737.83	+6.18	timeout
06-18 17:23	ETH	Buy	1744.97→1674	-20.77	stop_loss
06-18 15:57	ETH	Buy	1750.88→1678.99	-20.92	stop_loss
06-18 15:53	ETH	Buy	1755.68→1684.19	-20.68	stop_loss
06-18 15:29	ETH	Buy	1793.28→1720.27	-20.45	stop_loss
06-18 14:19	ETH	Buy	1782.48→1736.83	-13.27	timeout
06-18 08:04	ETH	Buy	1774.58→1746.33	-8.71	timeout
06-18 00:32	ETH	Buy	1793.88→1757.22	-10.81	timeout
06-17 12:20	ETH	Buy	1827.48→1752.05	-21.08	stop_loss
06-15 13:12	ETH	Buy	1719.07→1794.42	+21.45	take_profit
06-15 11:20	ETH	Buy	1675.97→1749.73	+21.48	take_profit
06-15 10:54	ETH	Buy	1667.57→1740.63	+21.40	take_profit
06-15 10:54	ETH	Buy	1664.97→1737.93	+21.42	take_profit
06-15 07:57	ETH	Buy	1676.77→1716.33	+11.23	timeout
06-15 01:52	ETH	Buy	1673.27→1717.93	+12.82	timeout
06-14 11:31	ETH	Buy	1675.37→1674.23	-0.85	timeout
06-14 05:23	ETH	Buy	1668.27→1676.23	+1.87	timeout
06-13 17:43	ETH	Buy	1675.27→1676.63	-0.02	timeout
06-13 07:11	ETH	Buy	1653.67→1668.43	+3.99	timeout
06-12 14:51	ETH	Buy	1644.36→1669.93	+7.24	timeout
06-12 08:18	ETH	Buy	1638.46→1669.83	+8.98	timeout
06-11 17:48	ETH	Buy	1614.66→1685.83	+21.52	take_profit
06-11 14:04	ETH	Buy	1664.47→1652.53	-4.16	timeout
06-10 09:29	ETH	Buy	1663.17→1619.04	-13.44	timeout
06-09 16:39	ETH	Buy	1679.77→1610.53	-20.98	stop_loss
06-09 16:39	ETH	Buy	1682.37→1610.53	-21.47	stop_loss
06-07 22:14	ETH	Buy	1633.86→1705.73	+21.59	take_profit
06-07 22:14	ETH	Buy	1626.16→1697.73	+21.56	take_profit
06-07 22:14	ETH	Buy	1613.96→1685.13	+21.69	take_profit
06-07 22:13	ETH	Buy	1587.66→1657.23	+21.59	take_profit
06-07 09:15	ETH	Buy	1574.16→1643.14	+21.57	take_profit
06-06 05:02	ETH	Buy	1571.86→1507.89	-20.68	stop_loss
06-06 04:34	ETH	Buy	1579.36→1515.09	-20.77	stop_loss
06-05 13:57	ETH	Buy	1681.67→1613.23	-20.78	stop_loss
06-05 06:18	ETH	Buy	1730.97→1660.2	-20.89	stop_loss
06-05 05:56	ETH	Buy	1757.88→1686.09	-20.77	stop_loss
06-04 01:51	ETH	Buy	1831.68→1756.95	-20.88	stop_loss
06-03 19:54	ETH	Buy	1878.99→1802.32	-20.83	stop_loss
06-02 15:30	ETH	Buy	1985.6→1904.76	-20.82	stop_loss
06-02 15:26	ETH	Buy	1987.9→1906.86	-20.85	stop_loss
06-02 15:20	ETH	Buy	1999.5→1916.85	-21.15	stop_loss
06-02 14:27	ETH	Buy	2010.3→1928.44	-20.85	stop_loss
06-02 07:51	ETH	Buy	2024→1982.8	-10.76	timeout
05-31 17:28	ETH	Buy	2039.5→2001.4	-9.98	timeout
05-31 07:49	ETH	Buy	2004.7→2024.3	+4.37	timeout
05-30 15:43	ETH	Buy	1990.4→2024	+7.69	timeout

Paper vs Live

Paper (trades.jsonl)

closed

38%

win rate

-354.19

total pnl ($)

-112.7 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
ETH	63	38%	-112.7	-354.19

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…