perp_perp_basis_spread_vol_regime_long_v2

not live
87
closed trades
40%
win rate
-402.60
total pnl ($)
0.250
weight
7d window — n=19 wr=26% pnl=-146.34  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 87 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 01:00BTCBuy59618→59807+1.18timeout
06-29 13:33BTCBuy60136→60103-0.84timeout
06-29 05:19BTCBuy59993→59555-4.12timeout
06-28 19:02BTCBuy60563→59548-8.80timeout
06-28 08:06BTCBuy60436→60138-2.94timeout
06-27 19:40BTCBuy59924→60141+1.41timeout
06-27 07:20BTCBuy60540→60329-2.21timeout
06-27 00:41BTCBuy59760→59939+1.04timeout
06-26 18:20BTCBuy59691→60017+2.16timeout
06-25 17:30BTCBuy59676→59526-1.65timeout
06-25 13:54BTCBuy61057.1→58544.8-20.97stop_loss
06-25 13:53BTCBuy61292.1→58791.6-20.84stop_loss
06-25 13:51BTCBuy61668.1→59165.4-20.71stop_loss
06-24 15:46BTCBuy62916.1→60361.8-20.74stop_loss
06-24 12:08BTCBuy62459.1→62815.9+2.40timeout
06-24 05:37BTCBuy63420.2→63057.8-3.36timeout
06-23 23:04BTCBuy63944.2→62524.9-11.52timeout
06-23 10:51BTCBuy64143.2→62236.9-15.12timeout
06-23 08:27BTCBuy64616.2→61993.9-20.70stop_loss
06-23 04:36BTCBuy64000.2→63830.8-1.79timeout
06-22 22:09BTCBuy63579.2→64315.8+5.34timeout
06-22 15:56BTCBuy64194.2→64801.8+4.33timeout
06-22 09:36BTCBuy64142.2→64100.8-0.85timeout
06-22 03:35BTCBuy64332.2→64213.8-1.44timeout
06-21 16:01BTCBuy64005.2→64190.8+1.00timeout
06-21 05:01BTCBuy63552.2→64263.8+5.16timeout
06-20 22:27BTCBuy63283.2→64222.8+6.97timeout
06-20 03:00BTCBuy62990.1→63304.8+2.05timeout
06-19 20:34BTCBuy63104.2→63021.8-1.14timeout
06-19 14:52BTCBuy63755.2→63264.8-4.19timeout
06-19 08:39BTCBuy64549.2→62744.9-14.30timeout
06-19 02:12BTCBuy64522.2→63015.8-12.01timeout
06-18 20:18BTCBuy64255.2→63096.8-9.30timeout
06-18 14:17BTCBuy65333.3→63880.8-11.56timeout
06-18 07:53BTCBuy65414.3→64431.8-7.99timeout
06-18 01:45BTCBuy65779.3→64549.8-9.87timeout
06-17 19:35BTCBuy65680.3→64461.8-9.75timeout
06-17 13:27BTCBuy66111.3→64882.8-9.78timeout
06-17 07:25BTCBuy66353.3→65473.7-7.10timeout
06-16 16:18BTCBuy67113.4→65763.7-10.59timeout
06-16 10:13BTCBuy65730.3→66506.7+5.44timeout
06-16 04:11BTCBuy65725.3→66155.7+2.87timeout
06-15 21:20BTCBuy64738.2→66493.7+13.05timeout
06-15 03:01BTCBuy64452.2→65429.7+7.10timeout
06-14 20:27BTCBuy64225.2→63941.8-2.70timeout
06-14 14:15BTCBuy64147.2→64275.8+0.55timeout
06-14 08:07BTCBuy63755.2→64383.8+4.42timeout
06-13 22:25BTCBuy63604.2→64436.8+6.06timeout
06-13 12:19BTCBuy63614.2→63925.8+1.92timeout
06-13 05:43BTCBuy63380.2→63559.8+0.97timeout
06-12 23:42BTCBuy63649.2→63492.8-1.72timeout
06-12 17:43BTCBuy63298.2→63818.8+3.65timeout
06-12 10:05BTCBuy62850.1→63656.8+5.87timeout
06-11 16:01BTCBuy62508.1→62721.9+1.11timeout
06-11 09:38BTCBuy61281.1→62891.9+12.55timeout
06-10 14:41BTCBuy61425.1→62072.9+4.79timeout
06-10 07:43BTCBuy63169.2→62016.9-9.46timeout
06-09 16:19BTCBuy63443.2→60868.5-20.87stop_loss
06-09 13:01BTCBuy63760.2→62589.9-9.59timeout
06-09 06:56BTCBuy62963.1→63270.8+1.94timeout
06-09 00:49BTCBuy63667.2→62468.9-9.89timeout
06-08 18:48BTCBuy62209.1→63347.8+8.64timeout
06-08 12:44BTCBuy61612.1→63567.8+15.41timeout
06-08 06:39BTCBuy62132.1→62911.9+5.81timeout
06-07 22:14BTCBuy60767→63436.8+21.53take_profit
06-07 18:25BTCBuy60549→62175.9+13.03timeout
06-07 12:21BTCBuy60908→62111.9+9.43timeout
06-07 05:29BTCBuy60729→61716.9+7.72timeout
06-06 15:25BTCBuy60917→60535-3.58timeout
06-05 14:04BTCBuy63135.2→60572.7-20.74stop_loss
06-05 13:56BTCBuy63489.2→60904.5-20.81stop_loss
06-05 09:42BTCBuy62820.1→62782.9-0.73timeout
06-05 06:24BTCBuy63748.2→61153.3-20.76stop_loss
06-05 04:58BTCBuy64315.2→63298.8-8.30timeout
06-04 01:51BTCBuy64960.2→62323.7-20.74stop_loss
06-04 00:26BTCBuy66353.3→63661-20.72stop_loss
06-03 23:54BTCBuy66742.3→64031.8-20.75stop_loss
06-03 23:54BTCBuy66800.3→64089.7-20.73stop_loss
06-03 16:26BTCBuy67778.4→65627.7-16.38timeout
06-02 15:30BTCBuy70015.5→67163-20.83stop_loss
06-02 14:22BTCBuy70991.5→68108.5-20.78stop_loss
06-02 14:08BTCBuy71438.6→68533.3-20.84stop_loss
06-02 02:07BTCBuy73134.7→70166.4-20.86stop_loss
06-01 23:53BTCBuy73673.7→71453.4-15.67timeout
05-31 16:57BTCBuy73895.7→73495.3-3.21timeout
05-30 14:51BTCBuy72788.6→73913.3+7.13timeout
05-30 07:48BTCBuy73375.7→73480.3+0.22timeout

Paper vs Live

Paper (trades.jsonl)
87
closed
40%
win rate
-402.60
total pnl ($)
-92.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8740%-92.3-402.60

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems