perp_perp_basis_vix_fear_gate_long · strategy

closed trades

53%

win rate

-125.92

total pnl ($)

0.916

weight

7d window — n=14 wr=50% pnl=-29.27 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 62 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-21 21:52	BTC	Buy	63994.2→63812.8	-2.24	timeout
06-21 08:09	BTC	Buy	63523.2→64080.8	+4.65	timeout
06-21 02:06	BTC	Buy	63468.2→64212.8	+6.45	timeout
06-20 19:16	BTC	Buy	63026.2→63883.8	+7.64	timeout
06-20 07:43	BTC	Buy	62499.1→63717.8	+11.16	timeout
06-18 15:37	BTC	Buy	65574.3→62876.4	-24.85	stop_loss
06-18 00:34	BTC	Buy	65784.3→64567.8	-11.76	timeout
06-17 10:17	BTC	Buy	66598.3→64895.8	-15.98	timeout
06-17 04:05	BTC	Buy	66248.3→65824.7	-4.43	timeout
06-16 22:00	BTC	Buy	66341.3→65737.7	-6.11	timeout
06-16 15:47	BTC	Buy	67156.4→65719.7	-13.48	timeout
06-16 09:52	BTC	Buy	65540.3→66514.7	+8.34	timeout
06-16 03:48	BTC	Buy	65934.3→66117.7	+1.19	timeout
06-15 21:42	BTC	Buy	65238.3→66408.7	+10.17	timeout
06-15 13:20	BTC	Buy	64008.2→66820.7	+25.84	take_profit
06-15 09:10	BTC	Buy	64436.2→65683.7	+11.10	timeout
06-15 03:06	BTC	Buy	64477.2→65540.7	+9.31	timeout
06-14 21:04	BTC	Buy	64292.2→63993.8	-3.36	timeout
06-14 14:57	BTC	Buy	64215.2→63928.8	-3.23	timeout
06-14 08:52	BTC	Buy	63788.2→64432.8	+5.46	timeout
06-14 02:46	BTC	Buy	63616.2→64459.8	+7.44	timeout
06-13 20:46	BTC	Buy	63503.2→64221.8	+6.23	timeout
06-13 14:50	BTC	Buy	63604.2→64188.8	+4.92	timeout
06-13 08:42	BTC	Buy	63367.2→63891.8	+4.32	timeout
06-13 02:38	BTC	Buy	63565.2→63689.8	+0.64	timeout
06-12 20:38	BTC	Buy	63315.2→63513.8	+1.32	timeout
06-12 14:38	BTC	Buy	62939.1→63705.8	+6.68	timeout
06-12 08:32	BTC	Buy	62906.1→63442.8	+4.47	timeout
06-12 02:31	BTC	Buy	61991.1→63567.8	+14.59	timeout
06-11 20:26	BTC	Buy	61887.1→63418.8	+14.15	timeout
06-11 14:26	BTC	Buy	62041.1→62869.9	+7.35	timeout
06-11 08:18	BTC	Buy	61677.1→62792.9	+10.16	timeout
06-10 17:53	BTC	Buy	61718.1→61846.9	+0.66	timeout
06-10 12:06	BTC	Buy	62841.1→61111.9	-16.99	timeout
06-09 23:57	BTC	Buy	63066.2→62016.9	-10.39	timeout
06-09 16:40	BTC	Buy	63305.2→60734.6	-24.96	stop_loss
06-09 16:06	BTC	Buy	63456.2→60880.5	-25.06	stop_loss
06-09 11:46	BTC	Buy	63587.2→62619.9	-9.60	timeout
06-09 05:43	BTC	Buy	62482.1→63366.8	+7.92	timeout
06-08 23:35	BTC	Buy	63191.2→63068.8	-1.73	timeout
06-08 17:45	BTC	Buy	62247.1→63372.8	+10.19	timeout
06-08 11:39	BTC	Buy	62645.1→63820.8	+10.69	timeout
06-08 05:34	BTC	Buy	61640.1→62631.9	+9.11	timeout
06-07 22:14	BTC	Buy	60689→63353.8	+25.82	take_profit
06-07 17:31	BTC	Buy	60693→62263.9	+15.02	timeout
06-07 11:12	BTC	Buy	60655→62488.9	+17.62	timeout
06-07 04:56	BTC	Buy	60155→61867.9	+16.57	timeout
06-06 21:20	BTC	Buy	61740.1→60840	-9.20	timeout
06-06 15:21	BTC	Buy	60650→60490	-2.12	timeout
06-05 15:39	BTC	Buy	62616.1→60068.9	-24.92	stop_loss
06-05 15:38	BTC	Buy	62751.1→60204.9	-24.87	stop_loss
06-05 09:41	BTC	Buy	62806.1→62791.9	-0.65	timeout
06-05 06:24	BTC	Buy	63730.2→61143.4	-24.86	stop_loss
06-05 06:24	BTC	Buy	63753.2→61166.3	-24.83	stop_loss
06-05 04:55	BTC	Buy	64416.2→63222.8	-11.59	timeout
06-04 01:51	BTC	Buy	64958.2→62321.7	-24.89	stop_loss
06-04 00:29	BTC	Buy	66249.3→63561	-24.87	stop_loss
06-03 23:38	BTC	Buy	66942.3→64225.7	-24.89	stop_loss
06-03 22:52	BTC	Buy	66511.3→64952.8	-14.59	timeout
06-03 15:20	BTC	Buy	67656.4→66306.7	-12.61	timeout
06-02 14:22	BTC	Buy	70979.5→68095.5	-24.95	stop_loss
05-30 21:07	BTC	Buy	73749.7→73945.3	+0.92	timeout

Paper vs Live

Paper (trades.jsonl)

closed

53%

win rate

-125.92

total pnl ($)

-33.5 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	62	53%	-33.5	-125.92

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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