perp_perp_basis_spread_vol_gate_v2

not live
81
closed trades
41%
win rate
-359.16
total pnl ($)
0.250
weight
7d window — n=24 wr=38% pnl=-184.50  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 81 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 03:01ETHBuy1578.06→1513.19-20.98stop_loss
06-25 13:55ETHBuy1615.16→1549.17-20.82stop_loss
06-25 13:51ETHBuy1631.56→1564.66-20.94stop_loss
06-25 13:47ETHBuy1647.76→1580.65-20.78stop_loss
06-25 06:56ETHBuy1588.96→1658.63+21.41take_profit
06-24 16:51ETHBuy1664.87→1596.64-20.71stop_loss
06-24 16:51ETHBuy1671.77→1603.54-20.71stop_loss
06-24 16:48ETHBuy1677.27→1609.03-20.73stop_loss
06-24 16:44ETHBuy1661.67→1621.94-12.10timeout
06-24 10:23ETHBuy1655.07→1664.63+2.42timeout
06-23 08:24ETHBuy1705.37→1635.32-20.97stop_loss
06-23 08:17ETHBuy1723.47→1653.31-20.73stop_loss
06-23 08:13ETHBuy1745.47→1674.39-20.61stop_loss
06-23 06:21ETHBuy1752.08→1680.79-20.66stop_loss
06-23 03:34ETHBuy1737.97→1727.53-3.35timeout
06-22 21:00ETHBuy1720.67→1733.93+3.43timeout
06-22 14:35ETHBuy1721.67→1756.32+9.71timeout
06-22 07:44ETHBuy1733.17→1747.83+3.63timeout
06-21 08:35ETHBuy1722.77→1724.03-0.09timeout
06-21 02:18ETHBuy1705.77→1736.23+8.44timeout
06-20 19:55ETHBuy1702.67→1727.73+6.82timeout
06-20 08:45ETHBuy1695.47→1722.73+7.45timeout
06-20 02:47ETHBuy1702.47→1706.73+0.76timeout
06-19 20:22ETHBuy1713.47→1700.03-4.37timeout
06-18 17:23ETHBuy1747.57→1675.69-20.99stop_loss
06-18 15:57ETHBuy1751.28→1679.89-20.78stop_loss
06-18 15:43ETHBuy1771.48→1699.38-20.70stop_loss
06-18 10:19ETHBuy1771.48→1739.23-9.70timeout
06-17 02:29ETHBuy1774.28→1804.22+7.88timeout
06-16 20:34ETHBuy1820.98→1792.02-8.55timeout
06-16 14:32ETHBuy1811.98→1765.22-13.41timeout
06-15 13:13ETHBuy1720.57→1795.92+21.41take_profit
06-15 13:12ETHBuy1720.07→1795.52+21.47take_profit
06-15 10:54ETHBuy1665.27→1738.53+21.51take_profit
06-15 10:54ETHBuy1665.57→1738.53+21.40take_profit
06-15 07:51ETHBuy1675.17→1717.23+12.04timeout
06-15 01:50ETHBuy1685.77→1718.23+9.14timeout
06-14 19:52ETHBuy1679.27→1664.83-4.81timeout
06-14 13:53ETHBuy1676.57→1665.13-3.86timeout
06-14 07:53ETHBuy1676.27→1674.83-0.84timeout
06-14 01:46ETHBuy1672.77→1684.13+2.89timeout
06-13 15:10ETHBuy1685.27→1679.13-2.36timeout
06-13 06:41ETHBuy1655.07→1666.13+2.89timeout
06-12 13:43ETHBuy1646.96→1655.63+2.18timeout
06-12 07:11ETHBuy1654.27→1658.83+0.99timeout
06-11 17:48ETHBuy1614.26→1685.03+21.40take_profit
06-11 15:59ETHBuy1656.07→1643.84-4.22timeout
06-11 08:18ETHBuy1637.76→1656.93+5.26timeout
06-09 16:39ETHBuy1680.17→1610.93-20.98stop_loss
06-09 16:39ETHBuy1680.67→1610.93-21.02stop_loss
06-09 14:26ETHBuy1683.97→1646.84-11.47timeout
06-09 08:23ETHBuy1664.87→1674.73+2.64timeout
06-09 02:19ETHBuy1679.77→1661.83-5.37timeout
06-07 22:14ETHBuy1625.96→1697.83+21.66take_profit
06-07 22:14ETHBuy1619.86→1690.83+21.51take_profit
06-07 22:14ETHBuy1611.36→1681.93+21.54take_profit
06-07 22:13ETHBuy1585.56→1656.03+21.90take_profit
06-07 08:46ETHBuy1557.86→1626.14+21.44take_profit
06-07 06:29ETHBuy1552.36→1620.44+21.53take_profit
06-06 08:28ETHBuy1516.25→1582.94+21.52take_profit
06-06 04:34ETHBuy1579.16→1514.89-20.65stop_loss
06-06 04:12ETHBuy1603.96→1538.38-20.82stop_loss
06-05 14:06ETHBuy1667.67→1599.84-20.76stop_loss
06-05 06:18ETHBuy1731.17→1660.3-20.91stop_loss
06-05 06:00ETHBuy1748.77→1677.59-20.72stop_loss
06-05 05:42ETHBuy1773.18→1700.98-20.78stop_loss
06-05 05:41ETHBuy1777.68→1704.98-20.85stop_loss
06-04 20:53ETHBuy1787.88→1771.92-4.94timeout
06-04 10:51ETHBuy1806.88→1733.36-20.78stop_loss
06-04 01:23ETHBuy1839.28→1764.34-20.85stop_loss
06-03 20:55ETHBuy1849.38→1774.13-20.76stop_loss
06-03 19:55ETHBuy1869.19→1793.12-20.79stop_loss
06-02 23:25ETHBuy1915.19→1837-20.86stop_loss
06-02 15:30ETHBuy1982.8→1902.06-20.81stop_loss
06-02 15:20ETHBuy2000.1→1918.65-20.82stop_loss
06-02 15:09ETHBuy1972.1→1939.51-8.73timeout
06-02 06:59ETHBuy1987.8→1981.8-1.98timeout
06-01 23:40ETHBuy2001.3→2006.3+0.78timeout
06-01 14:27ETHBuy2010.5→1966.9-11.44timeout
05-30 14:51ETHBuy1999.1→2025.2+5.96timeout
05-30 07:49ETHBuy2004.8→2014.1+1.75timeout

Paper vs Live

Paper (trades.jsonl)
81
closed
41%
win rate
-359.16
total pnl ($)
-88.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH8141%-88.9-359.16

Recent bounces (last 20 of 6)

timesymsidereason
06-26 11:51ETHBuybelow_min_notional_skip
06-25 22:26ETHBuybelow_min_notional_skip
06-25 11:59ETHBuybelow_min_notional_skip
06-24 23:19ETHBuybelow_min_notional_skip
06-24 17:14ETHBuybelow_min_notional_skip
06-24 12:35ETHBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems