perp_spot_basis_discount_funding_gate_long_v2 · strategy

closed trades

43%

win rate

-179.64

total pnl ($)

0.639

weight

7d window — n=15 wr=27% pnl=-97.17 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 13:29	BTC	Buy	58870.9→60442	+10.30	timeout
06-27 01:20	BTC	Buy	59573→59955	+2.18	timeout
06-26 19:19	BTC	Buy	59200→59956	+4.65	timeout
06-26 13:19	BTC	Buy	60532→58672.7	-12.66	stop_loss
06-25 19:09	BTC	Buy	59681→59288	-2.97	timeout
06-25 13:53	BTC	Buy	60730→58872.6	-12.57	stop_loss
06-25 13:48	BTC	Buy	61241.1→59367.3	-12.60	stop_loss
06-25 13:45	BTC	Buy	61826.1→59934	-12.59	stop_loss
06-24 15:56	BTC	Buy	62147.1→60245.8	-12.59	stop_loss
06-24 15:56	BTC	Buy	62164.1→60261.8	-12.54	stop_loss
06-24 15:28	BTC	Buy	62688.1→60770.6	-12.58	stop_loss
06-24 14:19	BTC	Buy	62874.1→60937.5	-12.67	stop_loss
06-24 12:39	BTC	Buy	62304.1→62860.9	+3.21	timeout
06-24 06:41	BTC	Buy	62937.1→62816.9	-1.17	timeout
06-23 08:27	BTC	Buy	64003.2→62045.9	-12.58	stop_loss
06-20 19:14	BTC	Buy	63034.2→63864.8	+4.92	timeout
06-20 07:43	BTC	Buy	62505.1→63716.8	+7.39	timeout
06-18 15:17	BTC	Buy	65357.3→63357.1	-12.59	stop_loss
06-18 01:44	BTC	Buy	65735.3→64589.8	-7.38	timeout
06-17 06:59	BTC	Buy	66411.3→65592.7	-5.31	timeout
06-16 21:24	BTC	Buy	66526.3→65725.7	-5.25	timeout
06-16 11:55	BTC	Buy	66206.3→66371.7	+0.57	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+1.58	timeout
06-15 22:25	BTC	Buy	65118.3→66186.7	+6.16	timeout
06-15 07:01	BTC	Buy	64258.2→65690.7	+8.54	timeout
06-15 00:56	BTC	Buy	64534.2→65581.7	+6.12	timeout
06-14 18:28	BTC	Buy	64183.2→63691.8	-3.50	timeout
06-14 11:07	BTC	Buy	63848.2→64470.8	+3.54	timeout
06-14 04:49	BTC	Buy	63620.2→64347.8	+4.25	timeout
06-13 07:42	BTC	Buy	63053.2→63794.8	+4.33	timeout
06-12 17:33	BTC	Buy	63372.2→63753.8	+2.04	timeout
06-12 10:59	BTC	Buy	63112.2→63683.8	+3.21	timeout
06-12 04:53	BTC	Buy	62775.1→63686.8	+5.40	timeout
06-11 22:37	BTC	Buy	61343.1→63531.8	+13.81	timeout
06-11 15:50	BTC	Buy	62214.1→62591.9	+1.97	timeout
06-11 08:17	BTC	Buy	61681.1→62779.9	+6.67	timeout
06-09 14:46	BTC	Buy	63167.2→61234.3	-12.60	stop_loss
06-09 14:46	BTC	Buy	63187.2→61245.3	-12.66	stop_loss
06-09 14:12	BTC	Buy	63814.2→62077.9	-11.24	timeout
06-09 08:04	BTC	Buy	63113.2→63058.8	-0.73	timeout
06-09 02:01	BTC	Buy	63107.2→62751.9	-2.60	timeout
06-08 13:52	BTC	Buy	61806.1→63670.8	+11.67	timeout
06-08 07:47	BTC	Buy	62217.1→63196.8	+5.91	timeout
06-07 22:15	BTC	Buy	61423.1→64119.8	+17.21	take_profit
06-07 22:15	BTC	Buy	61280.1→63971.8	+17.21	take_profit
06-07 19:39	BTC	Buy	60543→61283.9	+4.58	timeout
06-07 13:33	BTC	Buy	60711→61810.9	+6.87	timeout
06-06 15:20	BTC	Buy	60656→60456	-1.67	timeout
06-06 04:34	BTC	Buy	61439.1→59559.2	-12.60	stop_loss
06-05 13:59	BTC	Buy	62585.1→60670.6	-12.60	stop_loss
06-05 13:51	BTC	Buy	63040.2→61111.4	-12.60	stop_loss
06-05 09:43	BTC	Buy	62876.1→62765.9	-1.04	timeout
06-05 06:19	BTC	Buy	63717.2→61766	-12.59	stop_loss
06-05 06:17	BTC	Buy	63765.2→61815	-12.56	stop_loss
06-04 10:30	BTC	Buy	64367.2→62398.7	-12.57	stop_loss
06-04 00:54	BTC	Buy	64973.2→62985.3	-12.59	stop_loss
06-03 23:38	BTC	Buy	66258.3→64225.7	-12.64	stop_loss
06-03 23:03	BTC	Buy	66301.3→64587.8	-10.69	timeout
06-03 20:55	BTC	Buy	66770.3→64652.4	-13.06	stop_loss
06-03 03:49	BTC	Buy	67697.4→65621.9	-12.63	stop_loss
06-02 13:15	BTC	Buy	70989.5→68803.1	-12.68	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-179.64

total pnl ($)

-73.3 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	61	43%	-73.3	-179.64

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 17:01	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…