perp_perp_basis_vol_gate_long_v6

not live
51
closed trades
33%
win rate
-147.91
total pnl ($)
0.710
weight
7d window — n=16 wr=31% pnl=-40.47  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 51 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 03:35ETHBuy1737.47→1737.33-0.60timeout
06-21 21:30ETHBuy1733.17→1714.33-5.86timeout
06-21 15:29ETHBuy1742.47→1730.73-3.81timeout
06-20 17:19ETHBuy1701.27→1728.53+7.55timeout
06-20 08:34ETHBuy1695.77→1723.53+7.58timeout
06-20 02:27ETHBuy1707.37→1704.53-1.34timeout
06-19 20:23ETHBuy1712.97→1699.73-4.33timeout
06-18 17:24ETHBuy1734.87→1672.9-18.28stop_loss
06-18 15:54ETHBuy1742.87→1680.69-18.15stop_loss
06-17 19:38ETHBuy1798.78→1734.56-18.32stop_loss
06-17 14:47ETHBuy1805.08→1740.66-18.28stop_loss
06-17 13:47ETHBuy1803.68→1767.72-10.41timeout
06-17 07:32ETHBuy1772.88→1786.02+3.18timeout
06-16 04:31ETHBuy1825.98→1760.74-18.31stop_loss
06-15 13:25ETHBuy1720.87→1824.02+29.50take_profit
06-15 13:08ETHBuy1688.47→1789.42+29.40take_profit
06-15 07:21ETHBuy1675.97→1721.13+12.99timeout
06-14 23:14ETHBuy1681.07→1722.93+11.90timeout
06-14 17:12ETHBuy1674.27→1664.13-3.58timeout
06-14 11:08ETHBuy1674.87→1672.93-1.04timeout
06-14 04:43ETHBuy1666.97→1676.23+2.29timeout
06-13 22:27ETHBuy1664.97→1683.43+5.10timeout
06-13 09:24ETHBuy1676.67→1673.43-1.56timeout
06-13 03:28ETHBuy1670.17→1662.73-2.73timeout
06-12 20:17ETHBuy1678.77→1664.83-4.58timeout
06-11 11:48ETHBuy1621.06→1661.53+11.95timeout
06-09 16:39ETHBuy1670.67→1610.63-18.39stop_loss
06-09 16:20ETHBuy1679.87→1619.93-18.24stop_loss
06-09 14:21ETHBuy1699.77→1639.12-18.28stop_loss
06-08 22:09ETHBuy1632.66→1695.43+18.93timeout
06-08 15:14ETHBuy1624.96→1702.63+23.45timeout
06-08 09:08ETHBuy1639.36→1660.63+5.93timeout
06-07 22:14ETHBuy1591.46→1686.63+29.57take_profit
06-07 14:34ETHBuy1562.06→1633.94+22.71timeout
06-07 09:15ETHBuy1554.06→1647.24+29.57take_profit
06-06 05:02ETHBuy1559.56→1503.9-18.16stop_loss
06-05 15:09ETHBuy1641.86→1583.25-18.26stop_loss
06-05 14:06ETHBuy1658.27→1599.04-18.30stop_loss
06-05 05:45ETHBuy1757.38→1694.58-18.24stop_loss
06-05 05:37ETHBuy1773.68→1710.37-18.26stop_loss
06-04 21:00ETHBuy1776.98→1773.72-1.38timeout
06-04 10:48ETHBuy1803.58→1739.16-18.29stop_loss
06-03 20:55ETHBuy1839.28→1773.64-18.27stop_loss
06-03 19:55ETHBuy1864.39→1797.82-18.29stop_loss
06-03 16:25ETHBuy1882.19→1814.91-18.30stop_loss
06-02 22:52ETHBuy1936.99→1867.88-18.28stop_loss
06-02 14:27ETHBuy2002→1930.54-18.31stop_loss
06-01 20:18ETHBuy2001.4→2001.8-0.37timeout
06-01 11:16ETHBuy2021.9→1982.6-10.32timeout
05-30 08:04ETHBuy2009.9→2014.1+0.48timeout
05-29 14:39ETHBuy1988.5→1987.4-0.84timeout

Paper vs Live

Paper (trades.jsonl)
51
closed
33%
win rate
-147.91
total pnl ($)
-57.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH5133%-57.8-147.91

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems