perp_perp_basis_vol_gate_long_v2 · strategy

closed trades

42%

win rate

-296.03

total pnl ($)

0.478

weight

7d window — n=13 wr=38% pnl=-125.21 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 52 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 10:49	BTC	Buy	59326→60381	+8.40	timeout
06-27 03:41	BTC	Buy	59450→60283	+6.55	timeout
06-26 21:31	BTC	Buy	59688→59865	+0.95	timeout
06-26 15:28	BTC	Buy	59274→60101	+6.48	timeout
06-25 13:57	BTC	Buy	60718→58253.9	-20.71	stop_loss
06-25 13:57	BTC	Buy	60821→58351.9	-20.69	stop_loss
06-25 13:54	BTC	Buy	60975→58467.8	-20.95	stop_loss
06-25 13:51	BTC	Buy	61715.1→59210.4	-20.73	stop_loss
06-24 16:51	BTC	Buy	62341.1→59803.1	-20.61	stop_loss
06-24 16:46	BTC	Buy	62609.1→60067.9	-20.63	stop_loss
06-24 16:43	BTC	Buy	62688.1→60143.9	-20.68	stop_loss
06-24 12:08	BTC	Buy	62442.1→62780.9	+2.26	timeout
06-24 05:50	BTC	Buy	63428.2→62878.9	-4.84	timeout
06-20 08:43	BTC	Buy	62609.1→63418.8	+5.91	timeout
06-18 15:40	BTC	Buy	65420.3→62765.5	-20.71	stop_loss
06-17 06:59	BTC	Buy	66412.3→65592.7	-6.65	timeout
06-16 21:24	BTC	Buy	66526.3→65724.7	-6.56	timeout
06-16 15:21	BTC	Buy	66669.3→65747.7	-7.44	timeout
06-16 09:18	BTC	Buy	65758.3→66647.7	+6.32	timeout
06-16 03:09	BTC	Buy	65549.3→65740.7	+1.01	timeout
06-15 19:33	BTC	Buy	63789.2→66631.7	+21.75	timeout
06-15 03:36	BTC	Buy	64492.2→65682.7	+8.74	timeout
06-14 20:07	BTC	Buy	64223.2→63788.8	-3.88	timeout
06-14 12:56	BTC	Buy	64096.2→64290.8	+1.06	timeout
06-13 07:43	BTC	Buy	63054.2→63794.8	+5.41	timeout
06-12 17:42	BTC	Buy	63293.2→63787.8	+3.45	timeout
06-11 16:01	BTC	Buy	62478.1→62727.9	+1.41	timeout
06-11 08:17	BTC	Buy	61681.1→62778.9	+8.32	timeout
06-10 07:43	BTC	Buy	63174.2→62016.9	-9.50	timeout
06-09 14:43	BTC	Buy	63887.2→61291.3	-20.79	stop_loss
06-09 09:29	BTC	Buy	63400.2→62812.9	-5.06	timeout
06-09 03:23	BTC	Buy	63270.2→62822.9	-3.97	timeout
06-08 21:17	BTC	Buy	61867.1→63710.8	+14.41	timeout
06-08 15:13	BTC	Buy	61822.1→64148.8	+18.32	timeout
06-08 09:14	BTC	Buy	62773.1→63250.8	+3.33	timeout
06-08 03:03	BTC	Buy	61432.1→63021.8	+12.45	timeout
06-07 20:59	BTC	Buy	60675→61847.9	+9.24	timeout
06-07 14:57	BTC	Buy	60859→61902.9	+8.11	timeout
06-06 22:16	BTC	Buy	61414.1→60626	-6.79	timeout
06-06 15:12	BTC	Buy	60586→60605	-0.29	timeout
06-05 15:41	BTC	Buy	62510.1→59973	-20.73	stop_loss
06-05 15:39	BTC	Buy	62744.1→60194.9	-20.75	stop_loss
06-05 09:33	BTC	Buy	62841.1→62966.9	+0.56	timeout
06-05 06:24	BTC	Buy	63719.2→61130.4	-20.74	stop_loss
06-05 06:23	BTC	Buy	63866.2→61272.3	-20.71	stop_loss
06-05 04:45	BTC	Buy	64349.2→63037.8	-10.58	timeout
06-04 01:23	BTC	Buy	65175.3→62530.6	-20.74	stop_loss
06-04 00:25	BTC	Buy	66523.3→63823.9	-20.72	stop_loss
06-03 23:51	BTC	Buy	66845.3→64131.7	-20.74	stop_loss
06-03 23:51	BTC	Buy	66858.3→64140.7	-20.77	stop_loss
06-03 17:52	BTC	Buy	67406.4→65893.7	-11.74	timeout
06-02 14:22	BTC	Buy	70996.5→68114.5	-20.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

-296.03

total pnl ($)

-113.8 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	52	42%	-113.8	-296.03

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…