perp_spot_basis_discount_volume_gate_long · strategy

closed trades

53%

win rate

-20.70

total pnl ($)

1.150

weight

7d window — n=5 wr=60% pnl=-8.21 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 53 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-19 17:01	BTC	Buy	62606.1→62899.9	+1.90	timeout
06-18 02:32	BTC	Buy	65420.3→64701.8	-5.96	timeout
06-16 19:39	BTC	Buy	66362.3→65593.7	-6.27	timeout
06-16 13:20	BTC	Buy	66041.3→66221.7	+0.89	timeout
06-16 07:20	BTC	Buy	66183.3→66403.7	+1.24	timeout
06-16 01:12	BTC	Buy	66811.3→66276.7	-4.44	timeout
06-15 19:11	BTC	Buy	65995.3→66851.7	+6.01	timeout
06-15 13:07	BTC	Buy	65600.3→66614.7	+7.29	timeout
06-15 06:51	BTC	Buy	65449.3→65841.7	+2.54	timeout
06-15 00:51	BTC	Buy	63984.2→65513.7	+11.50	timeout
06-14 18:43	BTC	Buy	64592.2→63753.8	-6.97	timeout
06-14 12:41	BTC	Buy	64408.2→64312.8	-1.19	timeout
06-14 06:40	BTC	Buy	64494.2→64211.8	-2.64	timeout
06-14 00:38	BTC	Buy	64005.2→64524.8	+3.61	timeout
06-13 18:32	BTC	Buy	63789.2→64148.8	+2.36	timeout
06-13 12:29	BTC	Buy	63517.2→63953.8	+2.96	timeout
06-13 06:36	BTC	Buy	63505.2→63657.8	+0.75	timeout
06-13 00:08	BTC	Buy	63734.2→63556.8	-1.87	timeout
06-12 17:58	BTC	Buy	63783.2→63812.8	-0.22	timeout
06-12 11:54	BTC	Buy	63484.2→63799.8	+2.01	timeout
06-12 05:36	BTC	Buy	63451.2→63432.8	-0.61	timeout
06-11 23:03	BTC	Buy	62613.1→63383.8	+5.66	timeout
06-11 16:51	BTC	Buy	62940.1→62584.9	-3.29	timeout
06-11 10:52	BTC	Buy	62020.1→63012.8	+7.50	timeout
06-11 04:45	BTC	Buy	61779.1→62665.9	+6.68	timeout
06-10 22:43	BTC	Buy	62008.1→61535.9	-4.25	timeout
06-10 16:17	BTC	Buy	61681.1→62296.9	+4.52	timeout
06-10 00:40	BTC	Buy	60861→62016.9	+9.08	timeout
06-09 16:48	BTC	Buy	62845.1→61315.9	-12.64	timeout
06-09 10:36	BTC	Buy	62594.1→62655.9	+0.06	timeout
06-09 04:21	BTC	Buy	63189.2→62877.9	-2.91	timeout
06-08 22:17	BTC	Buy	63605.2→63263.8	-3.14	timeout
06-08 15:58	BTC	Buy	63294.2→63724.8	+2.91	timeout
06-08 09:55	BTC	Buy	63057.2→63404.8	+2.30	timeout
06-07 22:14	BTC	Buy	61503.1→63466.8	+15.52	take_profit
06-07 21:47	BTC	Buy	61747.1→61696.9	-0.85	timeout
06-07 14:39	BTC	Buy	62132.1→62135.9	-0.43	timeout
06-07 08:34	BTC	Buy	60920→62458.9	+12.19	timeout
06-07 02:29	BTC	Buy	60715→61197.9	+3.50	timeout
06-06 20:25	BTC	Buy	60860→60587	-2.67	timeout
06-06 13:28	BTC	Buy	60698→60840	+0.73	timeout
06-05 23:40	BTC	Buy	60171→60635	+3.39	timeout
06-05 14:26	BTC	Buy	62934.1→60379.8	-20.74	stop_loss
06-05 12:42	BTC	Buy	63009.2→61893.9	-9.31	timeout
06-05 05:55	BTC	Buy	63366.2→62676.9	-5.87	timeout
06-04 23:54	BTC	Buy	63743.2→63827.8	+0.23	timeout
06-04 17:42	BTC	Buy	62820.1→62975.9	+0.76	timeout
06-04 13:16	BTC	Buy	63842.2→63526.8	-2.89	timeout
06-04 01:51	BTC	Buy	64978.2→62341.7	-20.74	stop_loss
06-03 22:59	BTC	Buy	66844.3→64845.8	-15.40	timeout
06-03 13:42	BTC	Buy	66990.3→66818.7	-1.74	timeout
06-03 10:26	BTC	Buy	66675.3→67227.6	+3.65	timeout
06-03 01:52	BTC	Buy	67406.4→66740.7	-5.39	timeout

Paper vs Live

Paper (trades.jsonl)

closed

53%

win rate

-20.70

total pnl ($)

-7.6 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	53	53%	-7.6	-20.70

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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