perp_perp_basis_spread_dvol_gate_short_v2 · strategy

closed trades

48%

win rate

+112.03

total pnl ($)

1.655

weight

7d window — n=19 wr=42% pnl=+72.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 63 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 01:48	BTC	Sell	59337→59954	-5.64	timeout
06-26 19:22	BTC	Sell	59189→59917	-6.49	timeout
06-26 13:56	BTC	Sell	58670.1→59948	-11.29	timeout
06-25 13:59	BTC	Sell	60726→58058.9	+21.45	take_profit
06-25 13:51	BTC	Sell	61895.9→59178	+21.48	take_profit
06-25 05:24	BTC	Sell	59654→61779	-18.28	stop_loss
06-24 17:21	BTC	Sell	62074.9→59346	+21.50	take_profit
06-24 17:20	BTC	Sell	62149.9→59406	+21.47	take_profit
06-24 16:51	BTC	Sell	62690.9→59903	+21.72	take_profit
06-24 12:02	BTC	Sell	62509.9→62833.1	-3.03	timeout
06-24 00:33	BTC	Sell	63979.8→62797.1	+8.81	timeout
06-23 16:51	BTC	Sell	64646.8→62491.1	+16.22	timeout
06-23 09:33	BTC	Sell	64090.8→62460.1	+12.05	timeout
06-22 21:28	BTC	Sell	63682.8→64293.2	-5.24	timeout
06-22 14:57	BTC	Sell	64098.8→64860.2	-6.31	timeout
06-22 07:59	BTC	Sell	64156.8→64180.2	-0.59	timeout
06-21 12:52	BTC	Sell	63516.8→64035.2	-4.60	timeout
06-21 06:52	BTC	Sell	63720.8→64275.2	-4.80	timeout
06-21 00:47	BTC	Sell	63521.8→64250.2	-6.13	timeout
06-20 09:43	BTC	Sell	62399.9→63683.2	-10.63	timeout
06-20 03:39	BTC	Sell	62647.9→63446.2	-6.84	timeout
06-19 21:28	BTC	Sell	62934.9→63143.2	-2.05	timeout
06-19 03:19	BTC	Sell	64460.8→62415.1	+15.33	timeout
06-18 21:15	BTC	Sell	64292.8→62897.1	+10.27	timeout
06-18 14:47	BTC	Sell	64962.8→63908.2	+7.66	timeout
06-18 02:38	BTC	Sell	65835.7→64711.2	+8.15	timeout
06-17 20:32	BTC	Sell	65733.7→64422.2	+9.53	timeout
06-17 14:24	BTC	Sell	65583.7→65279.3	+1.88	timeout
06-17 00:30	BTC	Sell	66241.7→65702.3	+3.70	timeout
06-16 18:12	BTC	Sell	66697.7→66103.3	+4.08	timeout
06-16 08:08	BTC	Sell	65671.7→66339.3	-5.57	timeout
06-15 12:50	BTC	Sell	64292.8→66584.6	-18.29	stop_loss
06-15 07:24	BTC	Sell	63763.8→66035.3	-18.25	stop_loss
06-15 03:36	BTC	Sell	64485.8→65689.3	-9.74	timeout
06-14 08:07	BTC	Sell	63748.8→64390.2	-5.42	timeout
06-13 21:40	BTC	Sell	63540.8→64310.2	-6.48	timeout
06-13 13:28	BTC	Sell	63357.8→64197.2	-7.01	timeout
06-13 00:56	BTC	Sell	63694.8→63608.2	+0.33	timeout
06-12 17:43	BTC	Sell	63308.8→63829.2	-4.55	timeout
06-12 10:05	BTC	Sell	62824.9→63673.2	-7.10	timeout
06-11 16:01	BTC	Sell	62471.9→62734.1	-2.41	timeout
06-11 09:31	BTC	Sell	61235.9→62793.1	-13.03	timeout
06-10 14:03	BTC	Sell	62295.9→62178.1	+0.52	timeout
06-10 07:49	BTC	Sell	63155.8→61658.1	+11.30	timeout
06-09 15:57	BTC	Sell	63752.8→61034.1	+21.02	timeout
06-09 09:30	BTC	Sell	63351.8→62782.1	+4.02	timeout
06-09 03:21	BTC	Sell	63218.8→62887.1	+2.17	timeout
06-08 07:41	BTC	Sell	62195.9→63200.2	-8.49	timeout
06-07 22:15	BTC	Sell	61686.9→63885.1	-18.27	stop_loss
06-07 22:14	BTC	Sell	61428.9→63620	-18.29	stop_loss
06-07 08:08	BTC	Sell	60996→62288.1	-11.13	timeout
06-07 02:03	BTC	Sell	60953→61496.1	-4.83	timeout
06-06 19:57	BTC	Sell	60199→60644	-4.21	timeout
06-05 15:39	BTC	Sell	62879.9→60107	+21.59	take_profit
06-05 15:37	BTC	Sell	63067.8→60298	+21.49	take_profit
06-04 03:32	BTC	Sell	62142.9→64357.4	-18.27	stop_loss
06-03 23:38	BTC	Sell	67215.6→64264.2	+21.51	take_profit
06-02 15:37	BTC	Sell	70135.5→67055.4	+21.52	take_profit
06-02 14:22	BTC	Sell	71309.4→68178.4	+21.54	take_profit
06-02 07:00	BTC	Sell	73105.3→70092.5	+20.31	timeout
06-01 23:38	BTC	Sell	73528.3→71554.6	+13.12	timeout
05-31 15:24	BTC	Sell	73849.3→73699.7	+0.60	timeout
05-30 07:47	BTC	Sell	73366.3→73463.7	-1.07	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

+112.03

total pnl ($)

+35.3 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 ($)
BTC	63	48%	+35.3	+112.03

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…