perp_perp_basis_vol_gate_long_v5 · strategy

closed trades

48%

win rate

-167.22

total pnl ($)

0.520

weight

7d window — n=23 wr=43% pnl=-88.75 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 05:39	BTC	Buy	60407→59405	-8.72	timeout
06-29 23:28	BTC	Buy	59944→60202	+1.72	timeout
06-29 17:17	BTC	Buy	59673→60485	+6.28	timeout
06-29 10:50	BTC	Buy	59170→60069	+7.07	timeout
06-29 04:37	BTC	Buy	59616→59811	+1.17	timeout
06-28 22:05	BTC	Buy	60152→59802	-3.37	timeout
06-28 15:43	BTC	Buy	60169→59910	-2.60	timeout
06-28 09:27	BTC	Buy	60391→60311	-1.13	timeout
06-28 02:59	BTC	Buy	60587→60132	-4.21	timeout
06-27 20:54	BTC	Buy	60454→60248	-2.12	timeout
06-27 14:52	BTC	Buy	60318→60583	+1.75	timeout
06-27 08:48	BTC	Buy	59686→60368	+5.26	timeout
06-27 02:46	BTC	Buy	59627→60302	+5.20	timeout
06-26 20:42	BTC	Buy	60197→59596	-5.50	timeout
06-26 14:36	BTC	Buy	58859.9→59627	+6.04	timeout
06-26 07:50	BTC	Buy	59238→60496	+10.18	timeout
06-25 13:57	BTC	Buy	60710→58245.9	-20.71	stop_loss
06-25 13:53	BTC	Buy	61360.1→58867.6	-20.75	stop_loss
06-24 15:56	BTC	Buy	62817.1→60266.8	-20.74	stop_loss
06-24 15:56	BTC	Buy	62839.1→60288.8	-20.71	stop_loss
06-24 08:28	BTC	Buy	62482.1→62665.9	+0.98	timeout
06-23 16:50	BTC	Buy	63769.2→62503.9	-10.36	timeout
06-23 10:42	BTC	Buy	63891.2→62211.9	-13.49	timeout
06-23 02:47	BTC	Buy	64904.2→64134.8	-6.38	timeout
06-22 20:39	BTC	Buy	64015.2→64463.8	+3.04	timeout
06-22 14:36	BTC	Buy	64501.2→65024.7	+3.55	timeout
06-22 08:32	BTC	Buy	64063.2→64206.8	+0.65	timeout
06-22 02:27	BTC	Buy	64018.2→64478.8	+3.10	timeout
06-21 19:23	BTC	Buy	64196.2→64177.8	-0.58	timeout
06-20 20:07	BTC	Buy	63540.2→63946.8	+2.77	timeout
06-20 14:05	BTC	Buy	63463.2→63262.8	-2.06	timeout
06-20 08:02	BTC	Buy	63040.2→63578.8	+3.79	timeout
06-20 02:02	BTC	Buy	63190.2→63521.8	+2.18	timeout
06-19 19:59	BTC	Buy	62601.1→62990.9	+2.65	timeout
06-19 13:56	BTC	Buy	62990.1→63219.8	+1.42	timeout
06-19 01:35	BTC	Buy	64090.2→62827.9	-10.25	timeout
06-18 19:28	BTC	Buy	64284.2→62772.9	-12.10	timeout
06-18 13:29	BTC	Buy	64646.2→64334.8	-2.86	timeout
06-18 07:31	BTC	Buy	64587.2→64244.8	-3.10	timeout
06-18 01:22	BTC	Buy	64975.2→64669.8	-2.84	timeout
06-17 19:08	BTC	Buy	65565.3→65316.7	-2.38	timeout
06-17 13:02	BTC	Buy	65714.3→65025.7	-5.72	timeout
06-17 07:01	BTC	Buy	65787.3→65563.7	-2.16	timeout
06-17 01:00	BTC	Buy	66402.3→65688.7	-5.85	timeout
06-16 18:59	BTC	Buy	66411.3→65810.7	-5.01	timeout
06-16 04:00	BTC	Buy	67244.4→66123.7	-8.76	timeout
06-15 21:58	BTC	Buy	65580.3→66334.7	+5.27	timeout
06-15 15:53	BTC	Buy	65924.3→67210.6	+9.23	timeout
06-15 09:19	BTC	Buy	64808.2→65751.7	+6.84	timeout
06-15 01:52	BTC	Buy	64279.2→65520.7	+9.19	timeout
06-14 19:51	BTC	Buy	64398.2→63746.8	-5.53	timeout
06-14 13:49	BTC	Buy	64619.2→64276.8	-3.10	timeout
06-14 07:48	BTC	Buy	64288.2→64385.8	+0.30	timeout
06-14 01:49	BTC	Buy	64150.2→64607.8	+3.13	timeout
06-13 19:49	BTC	Buy	63830.2→64278.8	+3.06	timeout
06-13 13:48	BTC	Buy	63803.2→64038.8	+1.37	timeout
06-13 07:44	BTC	Buy	63628.2→63814.8	+1.01	timeout
06-12 23:24	BTC	Buy	63815.2→63419.8	-3.57	timeout
06-12 17:23	BTC	Buy	63465.2→63757.8	+1.84	timeout
06-12 08:57	BTC	Buy	63374.2→63444.8	+0.07	timeout
06-12 01:43	BTC	Buy	62808.1→63383.8	+4.08	timeout
06-11 18:48	BTC	Buy	62812.1→63501.8	+4.97	timeout
06-11 10:24	BTC	Buy	61184.1→62815.9	+12.81	timeout
06-11 02:51	BTC	Buy	61935.1→62052.9	+0.47	timeout
06-10 20:18	BTC	Buy	61677.1→61778.9	+0.35	timeout
06-10 01:44	BTC	Buy	62403.1→62016.9	-3.49	timeout
06-09 19:43	BTC	Buy	63175.2→61842.9	-11.04	timeout
06-09 03:03	BTC	Buy	63962.2→62796.9	-9.55	timeout
06-08 20:59	BTC	Buy	63104.2→63456.8	+2.32	timeout
06-08 14:55	BTC	Buy	63071.2→63852.8	+5.73	timeout
06-08 08:58	BTC	Buy	61879.1→63069.8	+9.14	timeout
06-08 02:52	BTC	Buy	61901.1→63095.8	+9.18	timeout
06-07 20:42	BTC	Buy	62448.1→61746.9	-6.05	timeout
06-07 14:37	BTC	Buy	61195.1→62248.9	+8.15	timeout
06-07 08:37	BTC	Buy	60659→62591.9	+15.50	timeout
06-07 02:28	BTC	Buy	60863→61164.9	+1.99	timeout
06-06 12:52	BTC	Buy	61202.1→61020.9	-1.90	timeout
06-06 06:50	BTC	Buy	59717→60754	+8.22	timeout
06-05 18:52	BTC	Buy	61876.1→59365.3	-20.75	stop_loss
06-05 15:39	BTC	Buy	62692.1→60145.9	-20.74	stop_loss
06-05 08:08	BTC	Buy	63223.2→62834.9	-3.52	timeout
06-05 01:58	BTC	Buy	63984.2→63325.8	-5.59	timeout
06-04 19:57	BTC	Buy	63664.2→63528.8	-1.52	timeout
06-04 02:02	BTC	Buy	64389.2→61776	-20.74	stop_loss
06-04 00:38	BTC	Buy	65901.3→63227.2	-20.73	stop_loss
06-03 19:40	BTC	Buy	67204.4→65751.7	-11.29	timeout
06-01 02:27	BTC	Buy	73562.7→73480.3	-1.04	timeout
05-31 16:39	BTC	Buy	74182.7→73497.3	-5.10	timeout
05-31 03:09	BTC	Buy	73865.7→74047.3	+0.75	timeout
05-29 21:08	BTC	Buy	73676.7→73696.3	-0.34	timeout
05-29 09:42	BTC	Buy	73859.7→73790.3	-0.95	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-167.22

total pnl ($)

-36.6 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	91	48%	-36.6	-167.22

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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