perp_perp_basis_vol_gate_long · strategy

closed trades

48%

win rate

-67.04

total pnl ($)

0.976

weight

7d window — n=20 wr=45% pnl=-27.08 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 56 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 14:30	BTC	Buy	64495.2→64874.8	+2.43	timeout
06-22 08:21	BTC	Buy	64055.2→64294.8	+1.38	timeout
06-22 02:24	BTC	Buy	64033.2→64509.8	+3.23	timeout
06-21 19:43	BTC	Buy	64185.2→64188.8	-0.41	timeout
06-21 09:56	BTC	Buy	64003.2→64181.8	+0.89	timeout
06-20 19:46	BTC	Buy	63714.2→63922.8	+1.20	timeout
06-20 13:44	BTC	Buy	63535.2→63415.8	-1.42	timeout
06-20 06:24	BTC	Buy	63106.2→63690.8	+4.18	timeout
06-19 20:05	BTC	Buy	62573.1→63018.8	+3.09	timeout
06-19 14:42	BTC	Buy	62915.1→63314.8	+2.78	timeout
06-19 08:24	BTC	Buy	63103.2→62673.9	-3.79	timeout
06-18 18:54	BTC	Buy	64052.2→62661.9	-11.19	timeout
06-18 02:09	BTC	Buy	65240.3→64549.8	-5.77	timeout
06-17 20:12	BTC	Buy	65370.3→64289.8	-8.71	timeout
06-17 13:51	BTC	Buy	65843.3→65294.7	-4.62	timeout
06-17 07:58	BTC	Buy	65580.3→65538.7	-0.77	timeout
06-17 01:16	BTC	Buy	66224.3→65655.7	-4.76	timeout
06-16 19:00	BTC	Buy	66419.3→65807.7	-5.10	timeout
06-16 09:21	BTC	Buy	66509.3→66615.7	+0.34	timeout
06-16 00:00	BTC	Buy	66220.3→66271.7	-0.05	timeout
06-15 17:50	BTC	Buy	65753.3→66881.7	+8.07	timeout
06-15 04:42	BTC	Buy	64137.2→65626.7	+11.15	timeout
06-14 20:44	BTC	Buy	64455.2→64023.8	-3.81	timeout
06-14 14:40	BTC	Buy	64511.2→63964.8	-4.69	timeout
06-14 08:32	BTC	Buy	64227.2→64431.8	+1.13	timeout
06-14 01:51	BTC	Buy	64106.2→64607.8	+3.47	timeout
06-13 19:51	BTC	Buy	63838.2→64297.8	+3.15	timeout
06-13 13:46	BTC	Buy	63781.2→64077.8	+1.85	timeout
06-12 19:05	BTC	Buy	63078.2→63732.8	+4.73	timeout
06-12 12:56	BTC	Buy	63702.2→63399.8	-2.86	timeout
06-12 05:46	BTC	Buy	63393.2→63377.8	-0.60	timeout
06-11 14:02	BTC	Buy	62202.1→63017.8	+6.05	timeout
06-11 04:02	BTC	Buy	62493.1→62601.9	+0.35	timeout
06-10 21:30	BTC	Buy	61233.1→61618.9	+2.69	timeout
06-10 02:02	BTC	Buy	62294.1→62016.9	-2.62	timeout
06-09 19:49	BTC	Buy	63163.2→61803.9	-11.15	timeout
06-09 03:27	BTC	Buy	64014.2→62796.9	-9.95	timeout
06-08 21:24	BTC	Buy	63404.2→63673.8	+1.66	timeout
06-08 15:21	BTC	Buy	63246.2→64077.8	+6.10	timeout
06-08 09:23	BTC	Buy	61769.1→63483.8	+13.42	timeout
06-08 03:07	BTC	Buy	61693.1→63010.8	+10.21	timeout
06-07 19:55	BTC	Buy	62298.1→61307.9	-8.38	timeout
06-07 13:41	BTC	Buy	61437.1→61700.9	+1.69	timeout
06-06 20:07	BTC	Buy	60975→60532	-4.05	timeout
06-06 14:02	BTC	Buy	60973→60872	-1.27	timeout
06-06 07:57	BTC	Buy	60238→60962	+5.51	timeout
06-05 14:26	BTC	Buy	62897.1→60343.8	-20.75	stop_loss
06-05 14:04	BTC	Buy	63069.2→60502.7	-20.80	stop_loss
06-04 13:57	BTC	Buy	62179.1→63996.8	+14.20	timeout
06-03 19:41	BTC	Buy	67134.4→65793.7	-10.46	timeout
06-03 03:46	BTC	Buy	67429.4→65782.7	-12.67	timeout
06-02 13:47	BTC	Buy	70839.5→68877.6	-14.32	timeout
06-01 02:22	BTC	Buy	73609.7→73486.3	-1.32	timeout
05-31 07:45	BTC	Buy	73990.7→73824.3	-1.65	timeout
05-30 05:29	BTC	Buy	74216.7→73513.3	-5.21	timeout
05-29 19:49	BTC	Buy	73378.7→73619.3	+1.16	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-67.04

total pnl ($)

-23.7 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	56	48%	-23.7	-67.04

Recent bounces (last 20 of 1)

time	sym	side	reason
06-22 08:53	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…