perp_perp_basis_vol_gate_convergence_long

not live
56
closed trades
36%
win rate
-150.43
total pnl ($)
1.186
weight
7d window — n=22 wr=45% pnl=+9.73  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 56 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-20 21:02ETHBuy1706.57→1730.53+6.53timeout
06-20 12:55ETHBuy1691.77→1724.73+9.18timeout
06-20 06:38ETHBuy1696.67→1725.83+8.07timeout
06-20 00:52ETHBuy1714.87→1708.63-2.35timeout
06-19 18:47ETHBuy1684.67→1701.13+4.35timeout
06-18 15:53ETHBuy1735.77→1682.19-15.85stop_loss
06-18 15:45ETHBuy1749.57→1695.88-15.78stop_loss
06-18 15:43ETHBuy1752.48→1698.48-15.78stop_loss
06-18 10:42ETHBuy1771.88→1741.13-9.26timeout
06-18 05:08ETHBuy1775.88→1720.97-15.88stop_loss
06-17 16:14ETHBuy1778.18→1774.22-1.65timeout
06-17 14:47ETHBuy1795.08→1739.96-15.80stop_loss
06-17 14:47ETHBuy1795.28→1739.96-15.85stop_loss
06-17 10:23ETHBuy1792.88→1773.22-5.90timeout
06-17 04:13ETHBuy1776.58→1796.02+4.94timeout
06-16 13:56ETHBuy1811.28→1800.12-3.59timeout
06-16 04:31ETHBuy1816.78→1761.04-15.79stop_loss
06-15 13:16ETHBuy1720.97→1806.92+24.48take_profit
06-15 13:16ETHBuy1716.97→1802.82+24.53take_profit
06-15 11:20ETHBuy1669.87→1753.82+24.63take_profit
06-15 11:20ETHBuy1665.97→1749.03+24.43take_profit
06-15 06:33ETHBuy1677.97→1720.13+12.08timeout
06-15 00:28ETHBuy1681.07→1724.93+12.60timeout
06-14 18:25ETHBuy1678.47→1659.53-6.19timeout
06-14 12:22ETHBuy1677.57→1673.43-1.71timeout
06-14 06:10ETHBuy1664.47→1680.63+4.38timeout
06-13 21:33ETHBuy1666.57→1676.03+2.43timeout
06-13 13:29ETHBuy1664.87→1679.63+3.89timeout
06-13 06:47ETHBuy1656.37→1667.23+2.83timeout
06-13 00:43ETHBuy1674.77→1666.03-3.19timeout
06-12 17:43ETHBuy1675.47→1668.13-2.59timeout
06-12 10:06ETHBuy1657.47→1677.23+5.47timeout
06-11 17:17ETHBuy1641.86→1635.84-2.28timeout
06-11 09:43ETHBuy1619.76→1658.83+11.48timeout
06-09 16:38ETHBuy1668.17→1616.93-15.80stop_loss
06-09 16:05ETHBuy1679.47→1627.92-15.74stop_loss
06-09 14:20ETHBuy1693.67→1641.61-15.80stop_loss
06-08 23:06ETHBuy1672.07→1707.23+10.21timeout
06-07 22:14ETHBuy1606.46→1688.63+25.23take_profit
06-07 06:28ETHBuy1537.05→1613.74+24.61take_profit
06-06 04:33ETHBuy1566.56→1518.39-15.82stop_loss
06-06 04:05ETHBuy1601.76→1552.47-15.77stop_loss
06-05 13:56ETHBuy1672.27→1620.93-15.79stop_loss
06-05 05:57ETHBuy1733.27→1678.99-16.11stop_loss
06-05 04:04ETHBuy1774.98→1720.27-15.81stop_loss
06-05 01:57ETHBuy1758.88→1754.22-1.66timeout
06-03 20:48ETHBuy1840.38→1783.73-15.82stop_loss
06-03 16:27ETHBuy1866.59→1809.21-15.81stop_loss
06-02 23:24ETHBuy1905.49→1846.89-15.82stop_loss
06-02 15:20ETHBuy1980.5→1919.65-15.82stop_loss
06-02 14:27ETHBuy1983.6→1922.55-15.84stop_loss
06-02 14:24ETHBuy1971.3→1939.31-8.57timeout
06-02 14:22ETHBuy2003.9→1942.23-15.84stop_loss
06-02 06:28ETHBuy1986.9→1983.1-1.43timeout
06-01 23:28ETHBuy2009.1→1999.7-2.81timeout
06-01 14:28ETHBuy2009.9→1967-11.27timeout

Paper vs Live

Paper (trades.jsonl)
56
closed
36%
win rate
-150.43
total pnl ($)
-53.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH5636%-53.5-150.43

Recent bounces (last 20 of 1)

timesymsidereason
06-22 00:56ETHBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems