perp_perp_basis_spread_vol_regime

not live
44
closed trades
45%
win rate
-174.77
total pnl ($)
0.521
weight
7d window — n=13 wr=46% pnl=-117.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 44 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 18:05ETHBuy1561.66→1582.64+7.22timeout
06-25 13:48ETHBuy1646.06→1579.05-24.93stop_loss
06-24 16:51ETHBuy1663.57→1595.84-24.81stop_loss
06-24 16:51ETHBuy1673.67→1605.44-24.94stop_loss
06-23 08:15ETHBuy1733.47→1662.1-25.14stop_loss
06-23 08:15ETHBuy1733.77→1662.1-25.05stop_loss
06-23 08:13ETHBuy1747.87→1676.59-24.69stop_loss
06-23 07:15ETHBuy1734.67→1693.13-14.64timeout
06-22 19:11ETHBuy1726.77→1733.03+1.46timeout
06-22 06:37ETHBuy1725.67→1733.83+2.24timeout
06-21 18:37ETHBuy1701.97→1732.33+10.09timeout
06-21 06:32ETHBuy1700.47→1734.63+11.49timeout
06-20 18:56ETHBuy1684.07→1725.63+14.20timeout
06-19 19:35ETHBuy1738.87→1699.13-14.36timeout
06-18 17:24ETHBuy1743.47→1672.5-24.93stop_loss
06-18 15:36ETHBuy1787.58→1714.87-24.82stop_loss
06-18 07:02ETHBuy1770.08→1734.13-13.09timeout
06-17 22:03ETHBuy1796.98→1723.87-24.97stop_loss
06-15 15:47ETHBuy1721.77→1842.32+41.45take_profit
06-15 13:19ETHBuy1691.67→1810.42+41.52take_profit
06-15 13:11ETHBuy1675.67→1792.62+41.18take_profit
06-15 13:11ETHBuy1673.27→1790.12+41.26take_profit
06-15 08:09ETHBuy1674.07→1718.63+15.35timeout
06-14 13:31ETHBuy1662.77→1664.53+0.09timeout
06-14 00:45ETHBuy1674.37→1682.33+2.17timeout
06-13 12:32ETHBuy1644.66→1677.13+11.06timeout
06-12 21:48ETHBuy1623.56→1664.63+14.73timeout
06-12 08:48ETHBuy1619.16→1670.83+18.56timeout
06-11 15:35ETHBuy1643.56→1647.34+0.54timeout
06-11 03:37ETHBuy1664.27→1645.14-7.77timeout
06-09 16:39ETHBuy1682.97→1610.73-25.85stop_loss
06-09 16:06ETHBuy1693.97→1625.02-24.77stop_loss
06-07 22:15ETHBuy1606.26→1718.83+41.63take_profit
06-07 22:14ETHBuy1575.66→1686.03+41.78take_profit
06-06 05:02ETHBuy1571.96→1507.5-25.00stop_loss
06-05 06:18ETHBuy1730.97→1660.2-25.06stop_loss
06-05 05:56ETHBuy1755.48→1683.99-24.85stop_loss
06-03 20:45ETHBuy1866.19→1790.23-24.93stop_loss
06-03 19:51ETHBuy1884.29→1807.22-25.07stop_loss
06-02 15:30ETHBuy1983.6→1902.86-24.97stop_loss
06-02 15:20ETHBuy1999.5→1916.85-25.37stop_loss
06-02 14:27ETHBuy2007.5→1925.34-25.11stop_loss
06-02 07:51ETHBuy2024→1982.8-12.91timeout
05-31 07:48ETHBuy2004.6→2024.1+5.23timeout

Paper vs Live

Paper (trades.jsonl)
44
closed
45%
win rate
-174.77
total pnl ($)
-66.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH4445%-66.2-174.77

Recent bounces (last 20 of 3)

timesymsidereason
06-25 18:18ETHBuybelow_min_notional_skip
06-24 18:15ETHBuybelow_min_notional_skip
06-24 06:23ETHBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems