perp_perp_basis_spread_dvol_regime_long

not live
25
closed trades
60%
win rate
+23.00
total pnl ($)
1.019
weight
7d window — n=8 wr=38% pnl=-23.02  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 01:26BTCBuy64493.2→64152.8-3.08timeout
06-22 09:26BTCBuy64054.2→64086.8-0.28timeout
06-21 14:50BTCBuy63871.2→64033.8+0.88timeout
06-20 22:27BTCBuy63283.2→64235.8+7.07timeout
06-18 05:22BTCBuy65756.3→63926.8-14.39timeout
06-17 16:51BTCBuy65747.3→65891.7+0.60timeout
06-17 10:48BTCBuy66545.3→64845.8-13.31timeout
06-17 04:38BTCBuy65859.3→65855.7-0.52timeout
06-15 21:19BTCBuy64790.2→66492.7+12.63timeout
06-15 13:36BTCBuy64245.2→66799.7+19.45timeout
06-15 07:21BTCBuy64305.2→65845.7+11.51timeout
06-14 07:42BTCBuy63802.2→64286.8+3.34timeout
06-14 01:45BTCBuy63774.2→64570.8+5.83timeout
06-13 19:42BTCBuy63683.2→64249.8+4.00timeout
06-13 06:27BTCBuy63161.2→63622.8+3.20timeout
06-12 17:38BTCBuy63179.2→63810.8+4.54timeout
06-10 07:43BTCBuy63169.2→62016.9-9.46timeout
06-09 05:53BTCBuy62632.1→63365.8+5.37timeout
06-08 21:29BTCBuy61753.1→63694.8+15.24timeout
06-07 21:57BTCBuy60753→61710.9+7.45timeout
06-07 13:33BTCBuy60712→61828.9+8.73timeout
06-05 15:38BTCBuy62787.1→60238.9-20.73stop_loss
06-02 02:05BTCBuy73413.7→70434.2-20.89stop_loss
05-30 09:08BTCBuy73676.7→73486.3-1.79timeout
05-29 21:41BTCBuy73840.7→73561.3-2.39timeout

Paper vs Live

Paper (trades.jsonl)
25
closed
60%
win rate
+23.00
total pnl ($)
+18.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2560%+18.8+23.00

Recent bounces (last 20 of 3)

timesymsidereason
06-22 18:34BTCBuystale_intent
06-22 01:50BTCBuystale_intent
06-22 01:50BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems