perp_perp_basis_vol_regime_long

not live
69
closed trades
48%
win rate
-233.04
total pnl ($)
0.415
weight
7d window — n=15 wr=33% pnl=-129.59  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 69 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 22:51BTCBuy60001→60180+1.09timeout
06-27 16:58BTCBuy60036→60751+5.49timeout
06-27 11:03BTCBuy59377→60399+8.11timeout
06-27 04:42BTCBuy59933→60349+3.03timeout
06-26 22:08BTCBuy59953→59811-1.69timeout
06-26 15:31BTCBuy59258→60174+7.18timeout
06-25 13:57BTCBuy60801→58323.9-20.75stop_loss
06-25 13:55BTCBuy60849→58379.9-20.70stop_loss
06-25 13:54BTCBuy60992→58467.8-21.05stop_loss
06-25 13:51BTCBuy61671.1→59167.4-20.73stop_loss
06-24 16:51BTCBuy62383.1→59842.1-20.63stop_loss
06-24 16:43BTCBuy62669.1→60122.9-20.70stop_loss
06-24 16:43BTCBuy62671.1→60122.9-20.66stop_loss
06-24 13:32BTCBuy62331.1→61815.9-4.58timeout
06-24 07:24BTCBuy63006.2→62686.9-2.98timeout
06-20 09:02BTCBuy62612.1→63404.8+5.77timeout
06-18 15:40BTCBuy65391.3→62733.5-20.43stop_loss
06-17 04:38BTCBuy65859.3→65855.7-0.52timeout
06-16 22:34BTCBuy66224.3→65694.7-4.54timeout
06-16 16:21BTCBuy67111.4→65763.7-10.56timeout
06-16 10:19BTCBuy65693.3→66578.7+6.26timeout
06-16 04:18BTCBuy65740.3→66080.7+2.19timeout
06-15 22:14BTCBuy65187.3→66349.7+8.42timeout
06-15 13:19BTCBuy63999.2→66810.7+21.53take_profit
06-15 09:57BTCBuy64594.2→65562.7+7.05timeout
06-15 03:30BTCBuy64518.2→65696.7+8.65timeout
06-14 21:29BTCBuy64236.2→64676.8+2.95timeout
06-14 15:28BTCBuy64278.2→64037.8-2.33timeout
06-14 09:22BTCBuy63830.2→64325.8+3.38timeout
06-14 03:21BTCBuy63559.2→64501.8+6.99timeout
06-13 21:19BTCBuy63612.2→64229.8+4.38timeout
06-13 15:14BTCBuy64325.2→64263.8-0.96timeout
06-13 09:04BTCBuy63415.2→63788.8+2.42timeout
06-13 03:23BTCBuy63372.2→63532.8+0.81timeout
06-12 21:20BTCBuy63494.2→63578.8+0.19timeout
06-12 15:13BTCBuy62782.1→64238.8+11.07timeout
06-12 09:02BTCBuy62918.1→63476.8+3.92timeout
06-12 02:49BTCBuy61972.1→63581.8+12.44timeout
06-11 20:42BTCBuy61820.1→63268.8+11.13timeout
06-11 14:39BTCBuy61821.1→62913.9+8.29timeout
06-11 08:18BTCBuy61682.1→62779.9+8.30timeout
06-10 19:17BTCBuy61760.1→61688.9-1.10timeout
06-10 13:08BTCBuy62636.1→61554.9-9.06timeout
06-10 01:02BTCBuy62648.1→62016.9-5.38timeout
06-09 16:39BTCBuy63360.2→60787.5-20.79stop_loss
06-09 16:19BTCBuy63443.2→60868.5-20.87stop_loss
06-09 13:01BTCBuy63760.2→62589.9-9.59timeout
06-09 06:57BTCBuy62934.1→63262.8+2.11timeout
06-09 00:49BTCBuy63667.2→62468.9-9.89timeout
06-08 18:48BTCBuy62201.1→63376.8+8.94timeout
06-08 12:44BTCBuy61665.1→63619.8+15.39timeout
06-08 06:39BTCBuy62188.1→62922.9+5.44timeout
06-07 22:14BTCBuy60771→63438.8+21.51take_profit
06-07 18:26BTCBuy60623→62188.9+12.51timeout
06-07 12:21BTCBuy60934→62096.9+9.09timeout
06-07 05:29BTCBuy60722→61716.9+7.78timeout
06-06 15:32BTCBuy60697→60617-1.10timeout
06-05 14:29BTCBuy62835.1→60280.8-20.77stop_loss
06-05 14:06BTCBuy63030.2→60470.7-20.75stop_loss
06-05 13:56BTCBuy63562.2→60976.4-20.79stop_loss
06-05 09:44BTCBuy62874.1→62771.9-1.24timeout
06-05 06:23BTCBuy63799.2→61208.3-20.71stop_loss
06-05 04:59BTCBuy64367.2→63575.8-6.54timeout
06-04 01:51BTCBuy64973.2→62336.7-20.74stop_loss
06-04 00:24BTCBuy66636.3→63931.8-20.73stop_loss
06-03 23:54BTCBuy66776.3→64064.7-20.75stop_loss
06-03 23:42BTCBuy66914.3→64198.7-20.75stop_loss
06-03 17:43BTCBuy67504.4→66134.7-10.65timeout
06-02 14:22BTCBuy70944.5→68062.5-20.78stop_loss

Paper vs Live

Paper (trades.jsonl)
69
closed
48%
win rate
-233.04
total pnl ($)
-67.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6948%-67.4-233.04

Recent bounces (last 20 of 1)

timesymsidereason
06-27 23:00BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems