perp_perp_basis_spread_vol_gate

not live
57
closed trades
33%
win rate
-314.07
total pnl ($)
0.653
weight
7d window — n=13 wr=31% pnl=-96.93  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 57 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:43ETHBuy1565.76→1557.54-3.09timeout
06-25 13:57ETHBuy1608.06→1542.57-20.73stop_loss
06-25 13:54ETHBuy1617.16→1551.37-20.74stop_loss
06-24 17:13ETHBuy1649.26→1582.05-20.81stop_loss
06-23 08:15ETHBuy1732.97→1662.1-20.81stop_loss
06-23 06:20ETHBuy1763.58→1691.68-20.77stop_loss
06-22 08:33ETHBuy1728.07→1746.43+4.71timeout
06-21 21:31ETHBuy1732.57→1715.23-5.43timeout
06-21 15:26ETHBuy1742.37→1729.83-4.03timeout
06-20 17:17ETHBuy1699.47→1727.93+7.91timeout
06-20 08:38ETHBuy1697.37→1721.73+6.58timeout
06-20 03:13ETHBuy1696.77→1706.53+2.37timeout
06-19 20:55ETHBuy1711.57→1706.03-2.07timeout
06-19 06:40ETHBuy1733.37→1697.43-10.80timeout
06-18 15:43ETHBuy1770.48→1698.38-20.73stop_loss
06-18 09:05ETHBuy1766.78→1745.43-6.64timeout
06-16 18:07ETHBuy1830.48→1802.52-8.24timeout
06-16 11:36ETHBuy1761.38→1791.12+7.87timeout
06-15 07:21ETHBuy1675.87→1720.83+12.94timeout
06-14 23:28ETHBuy1680.07→1724.83+12.88timeout
06-14 17:13ETHBuy1674.57→1664.03-3.72timeout
06-14 11:08ETHBuy1674.87→1672.93-1.06timeout
06-14 04:43ETHBuy1666.97→1676.43+2.36timeout
06-13 22:26ETHBuy1664.97→1682.53+4.82timeout
06-13 09:23ETHBuy1676.37→1673.43-1.48timeout
06-13 03:28ETHBuy1670.17→1662.73-2.74timeout
06-12 20:17ETHBuy1678.77→1664.83-4.58timeout
06-11 14:57ETHBuy1639.06→1646.24+1.68timeout
06-11 08:51ETHBuy1620.96→1661.63+11.99timeout
06-10 16:10ETHBuy1628.46→1654.53+7.41timeout
06-10 10:12ETHBuy1669.77→1619.34-15.44timeout
06-10 02:50ETHBuy1662.27→1655.63-2.53timeout
06-09 16:39ETHBuy1683.87→1614.63-20.83stop_loss
06-09 12:26ETHBuy1676.67→1677.43-0.13timeout
06-09 04:11ETHBuy1667.77→1670.83+0.74timeout
06-08 22:09ETHBuy1632.66→1695.53+18.96timeout
06-08 09:51ETHBuy1633.96→1665.53+9.22timeout
06-07 22:14ETHBuy1594.16→1705.63+34.63take_profit
06-07 09:52ETHBuy1568.56→1635.04+20.90timeout
06-06 05:02ETHBuy1568.36→1504.3-20.85stop_loss
06-06 04:33ETHBuy1581.66→1517.29-20.65stop_loss
06-06 04:07ETHBuy1613.06→1547.37-20.75stop_loss
06-05 13:57ETHBuy1683.07→1614.03-20.94stop_loss
06-05 06:20ETHBuy1726.77→1656.31-20.84stop_loss
06-05 05:47ETHBuy1758.48→1686.79-20.76stop_loss
06-05 04:04ETHBuy1789.68→1716.67-20.77stop_loss
06-04 21:00ETHBuy1776.98→1773.72-1.38timeout
06-03 20:55ETHBuy1848.48→1773.04-20.85stop_loss
06-03 20:45ETHBuy1862.49→1786.73-20.77stop_loss
06-03 19:55ETHBuy1875.09→1798.62-20.81stop_loss
06-03 03:33ETHBuy1913.29→1835.3-20.82stop_loss
06-02 15:26ETHBuy1986→1905.06-20.83stop_loss
06-01 20:39ETHBuy2003.6→2007.2+0.42timeout
06-01 11:15ETHBuy2021.8→1983.4-10.10timeout
05-31 15:08ETHBuy2024.9→2009.9-4.17timeout
05-30 08:04ETHBuy2010→2014.2+0.48timeout
05-29 14:38ETHBuy1987.3→1988.8-0.22timeout

Paper vs Live

Paper (trades.jsonl)
57
closed
33%
win rate
-314.07
total pnl ($)
-110.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH5733%-110.2-314.07

Recent bounces (last 20 of 3)

timesymsidereason
06-25 14:57ETHBuybelow_min_notional_skip
06-25 02:54ETHBuybelow_min_notional_skip
06-24 14:42ETHBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems