perp_spot_basis_zscore_fear_btcdom_short · strategy

closed trades

47%

win rate

+187.61

total pnl ($)

1.696

weight

7d window — n=22 wr=36% pnl=+77.86 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 23:19	BTC	Sell	59404→59964	-5.14	timeout
06-26 17:15	BTC	Sell	59948→60130	-1.91	timeout
06-26 11:00	BTC	Sell	59844→59246	+4.58	timeout
06-26 04:55	BTC	Sell	59209→59844	-5.83	timeout
06-25 13:59	BTC	Sell	61166.9→58113.9	+24.48	take_profit
06-25 13:58	BTC	Sell	61289.9→58230.9	+24.50	take_profit
06-25 10:53	BTC	Sell	60821→61323.1	-4.56	timeout
06-25 04:50	BTC	Sell	60071→61063.1	-8.71	timeout
06-24 17:21	BTC	Sell	62486.9→59366	+24.48	take_profit
06-24 16:50	BTC	Sell	62764.9→60052	+21.05	timeout
06-24 10:50	BTC	Sell	62522.9→62501.1	-0.25	timeout
06-24 04:48	BTC	Sell	62582.9→62770.1	-1.91	timeout
06-23 22:36	BTC	Sell	62316.9→62523.1	-2.11	timeout
06-23 16:39	BTC	Sell	63818.8→62577.1	+9.26	timeout
06-23 10:33	BTC	Sell	64010.8→62295.1	+12.85	timeout
06-23 02:48	BTC	Sell	64828.8→64153.2	+4.76	timeout
06-22 20:40	BTC	Sell	64072.8→64469.2	-3.53	timeout
06-22 14:36	BTC	Sell	64496.8→64984.2	-4.17	timeout
06-22 08:32	BTC	Sell	64057.8→64213.2	-1.64	timeout
06-22 02:26	BTC	Sell	64022.8→64508.2	-4.19	timeout
06-21 19:23	BTC	Sell	64189.8→64183.2	-0.42	timeout
06-20 20:19	BTC	Sell	63516.8→63928.2	-3.71	timeout
06-20 13:27	BTC	Sell	63405.8→63268.2	+0.66	timeout
06-20 07:27	BTC	Sell	62911.9→63743.2	-7.05	timeout
06-20 01:26	BTC	Sell	62721.9→63381.2	-5.70	timeout
06-19 19:22	BTC	Sell	62760.9→62994.1	-2.30	timeout
06-19 13:36	BTC	Sell	62852.9→62791.1	-0.01	timeout
06-19 07:16	BTC	Sell	62656.9→62748.1	-1.20	timeout
06-19 01:52	BTC	Sell	64041.8→62949.1	+8.03	timeout
06-18 19:36	BTC	Sell	64298.8→62788.1	+11.19	timeout
06-18 13:29	BTC	Sell	64634.8→64334.2	+1.87	timeout
06-18 07:24	BTC	Sell	64719.8→64228.2	+3.34	timeout
06-18 01:14	BTC	Sell	65065.7→64690.2	+2.47	timeout
06-17 19:15	BTC	Sell	65672.7→65241.3	+2.86	timeout
06-17 13:06	BTC	Sell	65774.7→65009.3	+5.40	timeout
06-17 07:08	BTC	Sell	65715.7→65565.3	+0.71	timeout
06-17 01:08	BTC	Sell	66303.7→65759.3	+3.68	timeout
06-16 18:59	BTC	Sell	66405.7→65826.3	+3.95	timeout
06-16 03:56	BTC	Sell	67150.6→66080.3	+7.50	timeout
06-15 21:52	BTC	Sell	65536.7→66403.3	-7.03	timeout
06-15 15:48	BTC	Sell	65910.7→67177.4	-10.07	timeout
06-15 01:52	BTC	Sell	64271.8→65522.3	-10.17	timeout
06-15 00:14	BTC	Sell	63889.8→65850.2	-15.79	stop_loss
06-14 19:45	BTC	Sell	64278.8→63744.2	+3.73	timeout
06-14 13:43	BTC	Sell	64587.8→64355.2	+1.35	timeout
06-14 07:43	BTC	Sell	64242.8→64293.2	-0.84	timeout
06-14 01:38	BTC	Sell	64199.8→64555.2	-3.24	timeout
06-13 19:36	BTC	Sell	63791.8→64222.2	-3.82	timeout
06-13 13:45	BTC	Sell	63767.8→64122.2	-3.20	timeout
06-13 07:42	BTC	Sell	63676.8→63802.2	-1.43	timeout
06-12 23:25	BTC	Sell	63832.8→63433.2	+2.70	timeout
06-12 17:17	BTC	Sell	63488.8→63845.2	-3.25	timeout
06-12 08:56	BTC	Sell	63360.8→63437.2	-1.02	timeout
06-12 01:45	BTC	Sell	62935.9→63350.2	-3.69	timeout
06-11 18:48	BTC	Sell	62798.9→63542.2	-6.30	timeout
06-11 06:21	BTC	Sell	61122.9→62994.6	-15.71	stop_loss
06-11 02:51	BTC	Sell	61912.9→62074.1	-1.72	timeout
06-10 20:14	BTC	Sell	61579.9→61793.1	-2.15	timeout
06-10 01:45	BTC	Sell	62340.9→62023.1	+2.07	timeout
06-09 19:44	BTC	Sell	63165.8→61847.1	+10.03	timeout
06-09 07:59	BTC	Sell	63345.8→63181.2	+0.92	timeout
06-09 01:56	BTC	Sell	63766.8→62750.1	+7.52	timeout
06-08 19:50	BTC	Sell	63316.8→63467.2	-1.61	timeout
06-08 13:48	BTC	Sell	63106.8→63480.2	-3.39	timeout
06-07 22:14	BTC	Sell	61747.9→63641	-15.78	stop_loss
06-07 22:14	BTC	Sell	61161.9→63034.7	-15.76	stop_loss
06-07 19:43	BTC	Sell	62160.9→61211.1	+7.16	timeout
06-07 13:48	BTC	Sell	61478.9→61712.1	-2.34	timeout
06-07 07:41	BTC	Sell	60542→62202.1	-14.18	timeout
06-07 01:33	BTC	Sell	60706→61499.1	-6.95	timeout
06-06 10:16	BTC	Sell	61408.9→60656	+5.71	timeout
06-06 03:21	BTC	Sell	60644→60835	-2.02	timeout
06-05 18:44	BTC	Sell	62744.9→59613	+24.53	take_profit
06-05 16:01	BTC	Sell	62609.9→60164	+19.09	timeout
06-05 09:17	BTC	Sell	63723.8→62983.1	+5.35	timeout
06-05 03:49	BTC	Sell	63746.8→62764.1	+7.23	timeout
06-04 21:41	BTC	Sell	62799.9→63155.2	-3.29	timeout
06-04 16:54	BTC	Sell	64376.8→63683.2	+4.98	timeout
06-04 02:02	BTC	Sell	64990.8→61747.1	+24.50	take_profit
06-04 00:29	BTC	Sell	66851.7→63515.2	+24.49	take_profit
06-03 16:38	BTC	Sell	66346.7→65837.3	+3.42	timeout
06-03 11:15	BTC	Sell	66722.7→67273.4	-4.51	timeout
06-03 03:46	BTC	Sell	67428.6→65720.3	+12.22	timeout
06-02 19:14	BTC	Sell	70029.5→67306.4	+19.00	timeout
06-02 15:02	BTC	Sell	70845.5→67924.4	+20.17	timeout
06-02 06:51	BTC	Sell	71428.4→70282.5	+7.65	timeout
06-01 23:17	BTC	Sell	72666.4→71398.6	+8.35	timeout
06-01 15:35	BTC	Sell	73919.3→71367.6	+16.89	timeout
05-31 23:14	BTC	Sell	73871.3→73929.7	-0.86	timeout
05-31 03:24	BTC	Sell	73849.3→74151.7	-2.47	timeout
05-29 19:48	BTC	Sell	73369.3→73623.7	-2.16	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

+187.61

total pnl ($)

+41.0 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	91	47%	+41.0	+187.61

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 14:32	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…