perp_perp_basis_vol_fear_convergence_short · strategy

closed trades

50%

win rate

+165.94

total pnl ($)

2.001

weight

7d window — n=17 wr=65% pnl=+114.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 78 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 14:28	BTC	Sell	59457→59056	+2.95	timeout
06-30 08:01	BTC	Sell	59984→59518	+3.40	timeout
06-30 00:55	BTC	Sell	59477→59850	-3.65	timeout
06-29 08:38	BTC	Sell	60479→59833	+4.98	timeout
06-28 22:55	BTC	Sell	60164→59012	+9.15	timeout
06-28 16:54	BTC	Sell	60790→59635	+9.02	timeout
06-27 19:40	BTC	Sell	59918→60147	-2.41	timeout
06-27 06:52	BTC	Sell	60216→60352	-1.58	timeout
06-27 00:41	BTC	Sell	59758→59953	-2.06	timeout
06-26 18:36	BTC	Sell	59427→59784	-3.35	timeout
06-25 18:11	BTC	Sell	59575→59534	-0.14	timeout
06-25 13:57	BTC	Sell	60958→58280.9	+21.46	take_profit
06-25 13:53	BTC	Sell	61696.9→58982.9	+21.52	take_profit
06-24 16:47	BTC	Sell	62810.9→60053	+21.47	take_profit
06-24 16:46	BTC	Sell	62837.9→60078	+21.42	take_profit
06-24 07:35	BTC	Sell	62876.9→62649.1	+1.41	timeout
06-23 22:34	BTC	Sell	64089.8→62597.1	+11.18	timeout
06-23 16:10	BTC	Sell	64658.8→62718.1	+14.57	timeout
06-23 03:56	BTC	Sell	63880.8→64012.2	-1.48	timeout
06-22 21:38	BTC	Sell	63774.8→64246.2	-4.14	timeout
06-22 15:37	BTC	Sell	64157.8→65041.3	-7.26	timeout
06-22 03:34	BTC	Sell	64324.8→64252.2	+0.19	timeout
06-21 20:19	BTC	Sell	63920.8→64051.2	-1.47	timeout
06-21 14:16	BTC	Sell	63244.8→64028.2	-6.72	timeout
06-20 20:27	BTC	Sell	63045.8→63903.2	-7.28	timeout
06-20 14:24	BTC	Sell	62989.9→63316.2	-2.97	timeout
06-20 08:21	BTC	Sell	62625.9→63524.2	-7.56	timeout
06-19 20:07	BTC	Sell	63113.8→63038.2	+0.18	timeout
06-19 14:05	BTC	Sell	63857.8→63172.2	+4.82	timeout
06-19 07:56	BTC	Sell	64408.8→62598.1	+13.76	timeout
06-18 19:53	BTC	Sell	64114.8→62959.1	+8.38	timeout
06-18 13:43	BTC	Sell	65249.7→63942.2	+9.56	timeout
06-18 07:33	BTC	Sell	65520.7→64231.2	+9.38	timeout
06-17 19:28	BTC	Sell	65674.7→64634.2	+7.52	timeout
06-17 13:26	BTC	Sell	66083.7→64863.2	+8.83	timeout
06-17 07:24	BTC	Sell	66319.7→65481.3	+5.90	timeout
06-16 15:59	BTC	Sell	67201.6→65863.3	+9.45	timeout
06-16 03:39	BTC	Sell	65693.7→66026.3	-3.01	timeout
06-15 13:19	BTC	Sell	64239.8→66850.7	-20.79	stop_loss
06-15 12:46	BTC	Sell	63901.8→66502.6	-20.81	stop_loss
06-15 02:01	BTC	Sell	64550.8→65443.3	-7.33	timeout
06-14 19:55	BTC	Sell	64296.8→63758.2	+3.78	timeout
06-14 13:56	BTC	Sell	64054.8→64303.2	-2.39	timeout
06-14 01:45	BTC	Sell	63761.8→64577.2	-6.87	timeout
06-13 19:30	BTC	Sell	63695.8→64169.2	-4.16	timeout
06-13 12:04	BTC	Sell	63629.8→63947.2	-2.86	timeout
06-12 23:34	BTC	Sell	63493.8→63458.2	-0.12	timeout
06-12 17:34	BTC	Sell	63183.8→63807.2	-5.37	timeout
06-12 11:02	BTC	Sell	63137.8→63687.2	-4.73	timeout
06-11 17:49	BTC	Sell	61122.9→63621	-20.81	stop_loss
06-11 14:51	BTC	Sell	61912.9→62913.1	-8.43	timeout
06-11 08:14	BTC	Sell	61579.9→62796.1	-10.18	timeout
06-10 13:45	BTC	Sell	62340.9→62249.1	+0.30	timeout
06-10 07:44	BTC	Sell	63165.8→62023.1	+8.53	timeout
06-09 19:00	BTC	Sell	63420.8→61735.1	+12.92	timeout
06-09 06:52	BTC	Sell	62960.9→63241.2	-2.62	timeout
06-09 00:49	BTC	Sell	63722.8→62454.1	+9.53	timeout
06-08 18:47	BTC	Sell	62196.9→63395.2	-10.02	timeout
06-08 06:42	BTC	Sell	62132.9→62919.1	-6.76	timeout
06-07 22:15	BTC	Sell	61607.9→64111.2	-20.77	stop_loss
06-07 12:21	BTC	Sell	60904→62104.1	-10.31	timeout
06-07 08:48	BTC	Sell	60501→62959.6	-20.78	stop_loss
06-07 05:28	BTC	Sell	60692→61805.1	-9.65	timeout
06-06 15:25	BTC	Sell	60911→60541	+2.58	timeout
06-05 14:26	BTC	Sell	63128.8→60357	+21.50	take_profit
06-05 13:56	BTC	Sell	63741.8→60941	+21.53	take_profit
06-05 09:42	BTC	Sell	62813.9→62789.1	-0.27	timeout
06-05 04:54	BTC	Sell	64376.8→63193.2	+8.69	timeout
06-04 00:29	BTC	Sell	66346.7→63433.2	+21.49	take_profit
06-04 00:26	BTC	Sell	66646.7→63720.2	+21.49	take_profit
06-03 23:28	BTC	Sell	66381.7→64431.2	+14.23	timeout
06-02 19:31	BTC	Sell	70008.5→66644.3	+23.58	take_profit
06-02 14:26	BTC	Sell	70984.5→67866.4	+21.54	take_profit
06-01 23:53	BTC	Sell	73666.3→71460.6	+14.67	timeout
05-31 10:19	BTC	Sell	73619.3→73784.7	-1.44	timeout
05-30 14:51	BTC	Sell	72829.4→73923.7	-7.81	timeout
05-30 07:47	BTC	Sell	73367.3→73463.7	-1.06	timeout
05-29 14:37	BTC	Sell	72917.4→72792.6	+0.53	timeout

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

+165.94

total pnl ($)

+42.2 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	78	50%	+42.2	+165.94

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:43	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…