perp_perp_basis_spread_vol_gate_long

not live
47
closed trades
45%
win rate
-129.75
total pnl ($)
0.968
weight
7d window — n=13 wr=46% pnl=-29.52  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 47 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 15:46BTCBuy64272.2→65032.7+5.52timeout
06-22 09:40BTCBuy64201.2→64019.8-1.94timeout
06-21 11:24BTCBuy63695.2→64281.8+4.17timeout
06-21 03:58BTCBuy63410.2→64404.8+7.40timeout
06-20 05:06BTCBuy62592.1→63544.8+7.17timeout
06-19 23:04BTCBuy62872.1→63269.8+2.67timeout
06-19 04:59BTCBuy63859.2→62419.9-11.67timeout
06-18 22:54BTCBuy64361.2→62861.9-12.01timeout
06-18 04:49BTCBuy66011.3→63826.8-17.02timeout
06-17 22:47BTCBuy65671.3→64352.8-10.48timeout
06-17 04:36BTCBuy65830.3→65856.7-0.30timeout
06-16 21:01BTCBuy66471.3→65846.7-5.24timeout
06-16 02:19BTCBuy65672.3→66021.7+2.21timeout
06-15 19:57BTCBuy63771.2→66566.7+21.40timeout
06-15 01:49BTCBuy64619.2→65599.7+7.11timeout
06-14 19:50BTCBuy64318.2→63749.8-4.92timeout
06-14 01:45BTCBuy63768.2→64570.8+5.87timeout
06-13 19:23BTCBuy63675.2→64163.8+3.38timeout
06-12 20:57BTCBuy63374.2→63444.8+0.09timeout
06-12 12:55BTCBuy62940.1→63378.8+2.96timeout
06-11 14:50BTCBuy61875.1→62848.9+7.32timeout
06-11 08:17BTCBuy61681.1→62779.9+8.33timeout
06-09 16:05BTCBuy63168.2→60920.5-18.29stop_loss
06-09 14:47BTCBuy63411.2→61152.3-18.28stop_loss
06-08 23:23BTCBuy62890.1→63179.8+1.83timeout
06-08 17:16BTCBuy62288.1→63353.8+8.01timeout
06-07 22:15BTCBuy60571→64202.8+29.54take_profit
06-07 17:01BTCBuy60795→62054.9+9.89timeout
06-06 22:16BTCBuy61488.1→60649-7.20timeout
06-06 15:32BTCBuy60694→60617-1.08timeout
06-05 13:57BTCBuy63030.2→60784.6-18.26stop_loss
06-05 09:41BTCBuy62790.1→62763.9-0.64timeout
06-05 04:55BTCBuy64407.2→63224.8-9.58timeout
06-04 00:24BTCBuy66353.3→63991.8-18.24stop_loss
06-03 23:24BTCBuy66693.3→64316.6-18.24stop_loss
06-02 14:27BTCBuy70036.5→67463.9-18.83stop_loss
06-02 14:26BTCBuy70314.5→67812.7-18.26stop_loss
06-02 12:59BTCBuy71500.6→68956.1-18.37stop_loss
06-02 02:04BTCBuy73136.7→70534.2-18.36stop_loss
06-01 15:51BTCBuy73792.7→71108.9-18.74stop_loss
05-31 15:10BTCBuy73875.7→73625.3-2.16timeout
05-31 05:01BTCBuy73355.7→74145.3+4.87timeout
05-30 16:31BTCBuy73692.7→73872.3+0.66timeout
05-30 08:29BTCBuy73765.7→73518.3-2.17timeout
05-30 03:17BTCBuy73395.7→73704.3+1.61timeout
05-29 20:38BTCBuy73648.7→73671.3-0.33timeout
05-29 13:29BTCBuy73134.7→73033.3-1.16timeout

Paper vs Live

Paper (trades.jsonl)
47
closed
45%
win rate
-129.75
total pnl ($)
-54.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4745%-54.7-129.75

Recent bounces (last 20 of 1)

timesymsidereason
06-22 22:52BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems