perp_perp_basis_spread_vol_gate_long_v3

not live
68
closed trades
43%
win rate
-211.74
total pnl ($)
0.736
weight
7d window — n=19 wr=42% pnl=-49.38  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 68 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 09:36BTCBuy64143.2→64102.8-0.85timeout
06-22 03:33BTCBuy64330.2→64246.8-1.17timeout
06-21 17:45BTCBuy63797.2→64123.8+2.19timeout
06-21 01:03BTCBuy63490.2→64286.8+5.77timeout
06-20 12:55BTCBuy62697.1→63551.8+6.32timeout
06-20 06:49BTCBuy62767.1→63715.8+7.09timeout
06-20 01:05BTCBuy63068.2→63495.8+2.95timeout
06-19 19:01BTCBuy62688.1→63053.8+2.44timeout
06-19 07:33BTCBuy64231.2→62705.9-12.28timeout
06-19 01:18BTCBuy64628.2→63011.8-12.85timeout
06-18 19:33BTCBuy64410.2→62797.9-12.78timeout
06-18 13:31BTCBuy64932.2→64319.8-5.16timeout
06-18 01:05BTCBuy65773.3→64608.8-9.36timeout
06-17 19:02BTCBuy65683.3→65596.7-1.14timeout
06-17 12:57BTCBuy66421.3→64992.8-11.24timeout
06-17 07:01BTCBuy66379.3→65563.7-6.62timeout
06-16 16:08BTCBuy67076.4→65805.7-10.02timeout
06-16 10:12BTCBuy65731.3→66504.7+5.38timeout
06-16 04:02BTCBuy65858.3→66165.7+1.93timeout
06-15 12:54BTCBuy63769.2→66571.7+21.54take_profit
06-15 11:17BTCBuy64529.2→65995.7+10.92timeout
06-15 05:19BTCBuy64330.2→65674.7+9.99timeout
06-14 23:15BTCBuy64430.2→65583.7+8.47timeout
06-14 17:13BTCBuy63944.2→63934.8-0.59timeout
06-14 10:43BTCBuy63846.2→64586.8+5.33timeout
06-14 04:43BTCBuy63594.2→64368.8+5.69timeout
06-13 21:13BTCBuy63580.2→64198.8+4.39timeout
06-13 11:46BTCBuy63813.2→63873.8-0.06timeout
06-13 05:43BTCBuy63373.2→63560.8+1.03timeout
06-12 23:42BTCBuy63649.2→63492.8-1.72timeout
06-12 17:36BTCBuy63129.2→63784.8+4.73timeout
06-12 10:05BTCBuy62831.1→63666.8+6.10timeout
06-11 16:01BTCBuy62478.1→62727.9+1.41timeout
06-11 08:17BTCBuy61681.1→62778.9+8.32timeout
06-10 15:10BTCBuy61678.1→61935.9+1.60timeout
06-10 07:43BTCBuy63168.2→62016.9-9.45timeout
06-09 20:28BTCBuy63223.2→62016.9-9.88timeout
06-09 14:26BTCBuy63726.2→61779.9-15.74timeout
06-09 08:05BTCBuy63124.2→63010.8-1.36timeout
06-09 02:01BTCBuy63136.2→62751.9-3.48timeout
06-08 13:52BTCBuy61806.1→63670.8+14.59timeout
06-08 07:47BTCBuy62217.1→63196.8+7.39timeout
06-07 22:15BTCBuy61443.1→64143.8+21.54take_profit
06-07 22:15BTCBuy61280.1→63971.8+21.51take_profit
06-07 19:43BTCBuy60576→61198.9+4.75timeout
06-07 13:33BTCBuy60740→61826.9+8.48timeout
06-06 22:15BTCBuy61439.1→60597-7.23timeout
06-06 15:32BTCBuy60678→60618-0.94timeout
06-05 14:06BTCBuy63031.2→60472.7-20.74stop_loss
06-05 13:57BTCBuy63380.2→60807.5-20.75stop_loss
06-05 09:58BTCBuy63157.2→62792.9-3.32timeout
06-05 06:23BTCBuy63797.2→61208.3-20.70stop_loss
06-05 05:23BTCBuy63796.2→63397.8-3.52timeout
06-04 01:51BTCBuy64978.2→62341.7-20.74stop_loss
06-04 00:26BTCBuy66353.3→63661-20.72stop_loss
06-04 00:24BTCBuy66670.3→63964.8-20.73stop_loss
06-03 23:15BTCBuy66729.3→64538.8-16.88timeout
06-03 15:46BTCBuy67435.4→66177.7-9.85timeout
06-02 15:30BTCBuy69997.5→67152-20.78stop_loss
06-02 14:22BTCBuy71005.6→68122.5-20.78stop_loss
06-02 14:01BTCBuy71538.6→68629.2-20.82stop_loss
06-02 06:47BTCBuy72985.6→70022.5-20.88stop_loss
06-02 02:05BTCBuy73413.7→70434.2-20.89stop_loss
06-01 15:54BTCBuy73635.7→71095.4-17.85timeout
05-31 19:47BTCBuy74027.7→73494.3-4.10timeout
05-30 14:51BTCBuy72806.6→73912.3+7.00timeout
05-30 07:47BTCBuy73374.7→73455.3+0.05timeout
05-29 14:41BTCBuy72967.6→72666.4-2.66timeout

Paper vs Live

Paper (trades.jsonl)
68
closed
43%
win rate
-211.74
total pnl ($)
-61.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6843%-61.9-211.74

Recent bounces (last 20 of 3)

timesymsidereason
06-22 10:24BTCBuystale_intent
06-22 04:16BTCBuystale_intent
06-21 22:07BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems