perp_perp_basis_spread_dvol_gate_long_v2

not live
27
closed trades
41%
win rate
-50.64
total pnl ($)
1.167
weight
7d window — n=12 wr=42% pnl=+8.19  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 20:13ETHBuy1729.47→1730.43-0.20timeout
06-21 05:12ETHBuy1724.97→1731.03+1.26timeout
06-20 15:56ETHBuy1708.67→1737.53+7.84timeout
06-20 01:17ETHBuy1716.17→1707.13-3.13timeout
06-18 17:27ETHBuy1740.67→1669.8-20.80stop_loss
06-18 15:51ETHBuy1760.58→1688.89-20.76stop_loss
06-18 13:19ETHBuy1760.18→1750.12-3.31timeout
06-17 23:49ETHBuy1792.68→1747.93-12.97timeout
06-17 11:46ETHBuy1794.88→1766.02-8.47timeout
06-16 23:35ETHBuy1786.48→1796.32+2.16timeout
06-15 15:46ETHBuy1715.37→1835.12+34.44take_profit
06-15 12:58ETHBuy1666.67→1775.42+32.11timeout
06-15 00:34ETHBuy1682.27→1722.53+11.50timeout
06-14 08:59ETHBuy1673.97→1674.23-0.29timeout
06-13 21:37ETHBuy1665.57→1677.43+3.15timeout
06-13 01:24ETHBuy1666.57→1666.83-0.49timeout
06-11 11:38ETHBuy1618.26→1660.53+12.52timeout
06-10 14:03ETHBuy1668.17→1650.23-5.82timeout
06-08 23:06ETHBuy1671.67→1706.13+10.01timeout
06-07 22:15ETHBuy1606.46→1718.83+34.63take_profit
06-06 04:27ETHBuy1597.06→1532.08-20.72stop_loss
06-05 06:18ETHBuy1733.27→1662.7-20.80stop_loss
06-05 05:45ETHBuy1766.58→1694.68-20.75stop_loss
06-04 10:49ETHBuy1811.58→1737.86-20.78stop_loss
06-03 19:55ETHBuy1872.69→1796.52-20.77stop_loss
06-02 15:20ETHBuy2001.2→1919.65-20.84stop_loss
06-02 08:36ETHBuy1981.3→1985.8+0.62timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-50.64
total pnl ($)
-37.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH2741%-37.4-50.64

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems