perp_perp_basis_spread_vol_gate_long_v2 · strategy

closed trades

48%

win rate

-157.81

total pnl ($)

0.615

weight

7d window — n=20 wr=45% pnl=-51.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 58 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-21 17:49	BTC	Buy	63835.2→64142.8	+1.96	timeout
06-21 11:14	BTC	Buy	63638.2→64380.8	+5.45	timeout
06-20 22:46	BTC	Buy	63299.2→64232.8	+6.87	timeout
06-20 16:18	BTC	Buy	63263.2→64011.8	+5.46	timeout
06-20 09:42	BTC	Buy	62419.1→63652.8	+9.39	timeout
06-20 03:41	BTC	Buy	62606.1→63475.8	+6.50	timeout
06-19 15:56	BTC	Buy	62439.1→63240.8	+6.00	timeout
06-19 09:35	BTC	Buy	64245.2→62432.9	-14.44	timeout
06-19 03:22	BTC	Buy	64460.2→62694.9	-14.10	timeout
06-18 21:15	BTC	Buy	64323.2→62850.9	-11.78	timeout
06-18 14:25	BTC	Buy	65216.3→63985.8	-9.86	timeout
06-18 08:16	BTC	Buy	65277.3→64488.8	-6.52	timeout
06-18 02:07	BTC	Buy	65851.3→64618.8	-9.86	timeout
06-17 19:59	BTC	Buy	65633.3→64256.8	-10.93	timeout
06-17 13:20	BTC	Buy	66177.3→65026.7	-9.17	timeout
06-17 06:59	BTC	Buy	66412.3→65592.7	-6.65	timeout
06-16 20:16	BTC	Buy	66512.3→65744.7	-6.31	timeout
06-16 12:56	BTC	Buy	66561.3→66382.7	-1.87	timeout
06-16 06:12	BTC	Buy	65865.3→66158.7	+1.84	timeout
06-15 22:28	BTC	Buy	65174.3→66151.7	+7.00	timeout
06-15 09:16	BTC	Buy	64389.2→65678.7	+9.58	timeout
06-15 02:19	BTC	Buy	64592.2→65666.7	+7.83	timeout
06-14 18:32	BTC	Buy	64156.2→63702.8	-4.08	timeout
06-14 07:59	BTC	Buy	63792.2→64411.8	+4.36	timeout
06-13 21:33	BTC	Buy	63555.2→64245.8	+4.96	timeout
06-13 13:00	BTC	Buy	63426.2→64116.8	+4.92	timeout
06-13 06:47	BTC	Buy	62970.1→63666.8	+5.07	timeout
06-13 00:42	BTC	Buy	63672.2→63565.8	-1.37	timeout
06-12 17:42	BTC	Buy	63294.2→63787.8	+3.43	timeout
06-12 04:09	BTC	Buy	62573.1→63464.8	+6.59	timeout
06-11 21:53	BTC	Buy	61232.1→63519.8	+18.09	timeout
06-11 14:51	BTC	Buy	61935.1→62917.9	+7.39	timeout
06-11 08:47	BTC	Buy	61186.1→62881.9	+13.28	timeout
06-10 14:02	BTC	Buy	62295.1→61999.9	-2.84	timeout
06-10 07:30	BTC	Buy	63080.2→62016.9	-8.77	timeout
06-10 01:28	BTC	Buy	62805.1→62016.9	-6.61	timeout
06-09 16:09	BTC	Buy	63449.2→60874.5	-20.85	stop_loss
06-09 12:32	BTC	Buy	63177.2→62619.9	-4.81	timeout
06-09 04:49	BTC	Buy	62837.1→63381.8	+3.89	timeout
06-08 21:30	BTC	Buy	61812.1→63653.8	+14.41	timeout
06-08 05:43	BTC	Buy	61789.1→62475.9	+5.11	timeout
06-07 08:18	BTC	Buy	61071.1→62304.9	+9.72	timeout
06-07 02:16	BTC	Buy	60863→61356.9	+3.54	timeout
06-06 20:10	BTC	Buy	60849→60561	-2.75	timeout
06-05 16:11	BTC	Buy	62283.1→59754.1	-20.74	stop_loss
06-05 13:57	BTC	Buy	63436.2→60858.5	-20.77	stop_loss
06-05 06:23	BTC	Buy	63779.2→61178.3	-20.79	stop_loss
06-05 01:55	BTC	Buy	62149.1→63317.8	+8.96	timeout
06-04 00:29	BTC	Buy	66249.3→63561	-20.72	stop_loss
06-03 23:51	BTC	Buy	66856.3→64136.7	-20.79	stop_loss
06-03 20:50	BTC	Buy	67749.4→64995.2	-20.83	stop_loss
06-02 23:00	BTC	Buy	69468.5→66269.5	-23.48	stop_loss
06-02 14:22	BTC	Buy	70968.5→68062.5	-20.95	stop_loss
06-01 23:40	BTC	Buy	73543.7→71538.4	-14.23	timeout
05-31 19:17	BTC	Buy	74013.7→73588.3	-3.38	timeout
05-31 03:37	BTC	Buy	73570.7→74137.3	+3.34	timeout
05-30 07:48	BTC	Buy	73375.7→73480.3	+0.22	timeout
05-29 21:49	BTC	Buy	73814.7→73485.3	-2.73	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-157.81

total pnl ($)

-54.1 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	58	48%	-54.1	-157.81

Recent bounces (last 20 of 1)

time	sym	side	reason
06-22 00:56	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…