perp_spot_basis_compression_momentum

not live
14
closed trades
64%
win rate
+27.91
total pnl ($)
1.222
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-15 13:51BTCBuy80595→78616.7-12.72stop_loss
05-15 13:51BTCBuy80589→78610.7-12.72stop_loss
05-13 22:43BTCBuy81724.1→81715.9-0.36timeout
05-13 22:43ETHBuy2339.83→2339.37-0.71timeout
05-12 22:37BTCBuy81899.1→81715.9-1.54timeout
05-11 04:08ETHBuy2321.33→2328.37+0.86timeout
05-11 03:25ETHBuy2318.43→2324.47+0.60timeout
05-11 02:44ETHBuy2318.13→2343.97+4.82timeout
05-11 02:01ETHBuy2315.03→2355.96+8.09timeout
05-10 22:06ETHBuy2318.13→2337.87+3.70timeout
05-06 13:18ETHBuy2349.43→2388.36+7.62timeout
05-06 13:18BTCBuy79599→81999.9+14.51timeout
05-04 21:43ETHBuy2327.33→2360.26+6.70timeout
05-04 03:36BTCBuy78455.9→79990+9.06timeout

Paper vs Live

Paper (trades.jsonl)
14
closed
64%
win rate
+27.91
total pnl ($)
+42.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH888%+82.9+31.69
BTC633%-11.9-3.78

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-06 13:18ETHBuy+7.62The market was in a broad downtrend with ETH declining across all timeframes alongside BTC. The thesis failed because the trade was closed by timeout, likely due to a lack of directional conviction or entry/exit triggers in a persistently bearish regime.
05-06 13:18BTCBuy+14.51The market was in a broad downtrend with BTC falling 1% hourly and nearly 2% daily, while funding remained slightly positive. The thesis failed because the trade was closed by timeout before the anticipated reversal materialized, as the persistent bearish m…
05-04 21:43ETHBuy+6.70The market was in a low-volatility consolidation phase with minimal momentum across both ETH and BTC. The trade failed because the position was closed due to a timeout, indicating the thesis lacked sufficient immediate price movement to justify holding the …