perp_perp_basis_vol_regime_long_v2

not live
86
closed trades
43%
win rate
-272.21
total pnl ($)
0.256
weight
7d window — n=24 wr=42% pnl=-159.97  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 86 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:00ETHBuy1545.15→1582.94+11.79timeout
06-27 05:24ETHBuy1550.56→1578.84+8.70timeout
06-26 17:16ETHBuy1572.46→1583.84+3.06timeout
06-25 13:55ETHBuy1615.16→1549.17-20.82stop_loss
06-25 13:52ETHBuy1628.66→1562.36-20.80stop_loss
06-25 13:46ETHBuy1650.77→1583.55-20.77stop_loss
06-25 06:56ETHBuy1587.16→1656.73+21.40take_profit
06-24 16:51ETHBuy1659.77→1592.24-20.56stop_loss
06-24 16:48ETHBuy1676.97→1608.33-20.77stop_loss
06-24 16:48ETHBuy1677.47→1609.03-20.79stop_loss
06-24 16:18ETHBuy1664.37→1627.34-11.31timeout
06-24 10:00ETHBuy1650.37→1666.23+4.32timeout
06-23 08:24ETHBuy1710.27→1640.42-20.85stop_loss
06-23 08:17ETHBuy1722.17→1652.11-20.71stop_loss
06-23 08:00ETHBuy1749.37→1678.09-20.62stop_loss
06-23 06:22ETHBuy1751.38→1679.99-20.70stop_loss
06-23 03:05ETHBuy1734.47→1727.63-2.35timeout
06-22 20:29ETHBuy1729.97→1732.43+0.29timeout
06-22 14:29ETHBuy1721.67→1755.72+9.54timeout
06-22 07:24ETHBuy1733.07→1744.73+2.76timeout
06-21 23:16ETHBuy1741.67→1710.33-9.60timeout
06-21 13:18ETHBuy1725.77→1725.73-0.59timeout
06-21 07:05ETHBuy1725.07→1733.43+2.04timeout
06-21 00:45ETHBuy1710.37→1737.13+7.34timeout
06-20 06:45ETHBuy1699.97→1726.33+7.15timeout
06-20 00:52ETHBuy1714.87→1708.63-2.33timeout
06-19 18:47ETHBuy1684.67→1701.13+4.40timeout
06-19 07:03ETHBuy1735.77→1697.53-11.45timeout
06-18 17:23ETHBuy1749.57→1678.39-20.78stop_loss
06-18 15:53ETHBuy1752.48→1681.19-20.73stop_loss
06-18 15:40ETHBuy1775.88→1703.38-20.77stop_loss
06-18 11:09ETHBuy1766.18→1746.83-6.02timeout
06-18 04:57ETHBuy1795.18→1732.03-17.98timeout
06-17 22:49ETHBuy1791.68→1745.33-13.40timeout
06-17 16:40ETHBuy1777.58→1774.32-1.47timeout
06-17 10:46ETHBuy1795.48→1772.72-6.75timeout
06-17 04:39ETHBuy1764.38→1795.22+8.22timeout
06-15 15:47ETHBuy1764.28→1841.82+21.52take_profit
06-15 13:13ETHBuy1721.97→1797.42+21.41take_profit
06-15 13:13ETHBuy1720.87→1796.32+21.45take_profit
06-15 10:54ETHBuy1666.97→1740.63+21.60take_profit
06-15 08:28ETHBuy1676.97→1717.43+11.58timeout
06-15 02:26ETHBuy1683.07→1720.93+10.72timeout
06-14 20:22ETHBuy1676.47→1664.83-3.97timeout
06-14 13:51ETHBuy1677.87→1665.13-4.25timeout
06-14 07:51ETHBuy1676.17→1674.93-0.81timeout
06-14 01:45ETHBuy1672.57→1683.73+2.83timeout
06-13 19:30ETHBuy1669.07→1676.03+1.72timeout
06-13 13:28ETHBuy1663.57→1679.63+4.28timeout
06-13 07:01ETHBuy1659.47→1668.43+2.24timeout
06-13 00:56ETHBuy1675.07→1666.93-3.01timeout
06-12 17:43ETHBuy1675.47→1668.13-2.58timeout
06-12 11:17ETHBuy1663.37→1674.83+2.95timeout
06-12 05:07ETHBuy1650.57→1673.73+6.57timeout
06-11 17:48ETHBuy1611.56→1684.93+22.24take_profit
06-11 14:37ETHBuy1638.86→1650.23+2.95timeout
06-11 08:18ETHBuy1638.16→1656.53+5.01timeout
06-10 14:02ETHBuy1667.07→1650.53-5.40timeout
06-09 16:39ETHBuy1679.27→1610.63-20.81stop_loss
06-09 14:20ETHBuy1684.97→1647.04-11.70timeout
06-09 08:11ETHBuy1667.17→1668.83+0.15timeout
06-09 02:01ETHBuy1684.77→1668.13-4.96timeout
06-07 22:14ETHBuy1616.06→1686.83+21.50take_profit
06-07 22:14ETHBuy1610.86→1681.53+21.50take_profit
06-07 22:14ETHBuy1608.66→1679.43+21.64take_profit
06-07 22:13ETHBuy1588.06→1658.43+21.84take_profit
06-07 08:08ETHBuy1575.06→1609.64+10.60timeout
06-06 05:02ETHBuy1570.86→1506.9-20.69stop_loss
06-06 04:34ETHBuy1578.36→1514.09-20.78stop_loss
06-05 13:57ETHBuy1681.27→1612.43-20.90stop_loss
06-05 06:18ETHBuy1728.87→1658.3-20.85stop_loss
06-05 05:45ETHBuy1766.28→1694.18-20.81stop_loss
06-05 01:56ETHBuy1754.58→1753.72-0.58timeout
06-03 19:55ETHBuy1874.79→1798.42-20.80stop_loss
06-02 15:31ETHBuy1974.1→1893.76-20.81stop_loss
06-02 15:30ETHBuy1983.4→1902.66-20.81stop_loss
06-02 14:27ETHBuy2005.4→1922.15-21.23stop_loss
06-02 07:06ETHBuy1988.8→1976.1-3.67timeout
06-01 23:40ETHBuy2001.3→2006.3+0.78timeout
06-01 14:27ETHBuy2010.5→1966.9-11.44timeout
06-01 06:15ETHBuy2029→1991.4-9.87timeout
06-01 00:36ETHBuy2025.4→2013.6-3.41timeout
05-31 15:00ETHBuy2027→2008.7-4.98timeout
05-30 07:48ETHBuy2004.6→2013.3+1.61timeout
05-29 21:43ETHBuy2022.6→2014-2.59timeout
05-29 15:34ETHBuy1988.3→2041.1+12.68timeout

Paper vs Live

Paper (trades.jsonl)
86
closed
43%
win rate
-272.21
total pnl ($)
-63.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH8643%-63.4-272.21

Recent bounces (last 20 of 1)

timesymsidereason
06-27 13:10ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems