perp_spot_basis_zscore_fear_gate_v2

not live
86
closed trades
44%
win rate
-345.24
total pnl ($)
0.427
weight
7d window — n=23 wr=43% pnl=-131.10  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 86 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:55BTCBuy59272→60389+8.95timeout
06-27 05:46BTCBuy59763→60193+3.15timeout
06-26 23:06BTCBuy59836→60059+1.38timeout
06-26 17:00BTCBuy59327→59985+5.00timeout
06-25 13:57BTCBuy60162→58321.9-15.66stop_loss
06-25 13:53BTCBuy60814→58946.6-15.75stop_loss
06-25 13:48BTCBuy61349.1→59472.3-15.74stop_loss
06-25 13:46BTCBuy61589.1→59704.1-15.72stop_loss
06-24 15:42BTCBuy62458.1→60547.7-15.73stop_loss
06-24 15:37BTCBuy62518.1→60605.7-15.69stop_loss
06-24 15:31BTCBuy62619.1→60703.6-15.67stop_loss
06-24 10:28BTCBuy62318.1→62528.9+1.19timeout
06-24 05:07BTCBuy63700.2→62701.9-8.35timeout
06-23 08:27BTCBuy64012.2→62053.9-15.72stop_loss
06-23 08:24BTCBuy64236.2→62267.7-15.71stop_loss
06-23 06:21BTCBuy64665.2→62682.5-15.80stop_loss
06-23 04:00BTCBuy63897.2→64051.8+0.76timeout
06-22 21:46BTCBuy63813.2→64198.8+2.57timeout
06-22 15:43BTCBuy64281.2→65039.7+5.48timeout
06-22 09:36BTCBuy64143.2→64102.8-0.85timeout
06-22 03:33BTCBuy64330.2→64246.8-1.17timeout
06-21 17:45BTCBuy63797.2→64123.8+2.19timeout
06-21 01:03BTCBuy63490.2→64286.8+5.77timeout
06-20 12:55BTCBuy62697.1→63551.8+6.32timeout
06-20 06:49BTCBuy62767.1→63715.8+7.09timeout
06-20 01:05BTCBuy63068.2→63495.8+2.95timeout
06-19 19:01BTCBuy62688.1→63053.8+2.44timeout
06-18 15:57BTCBuy64231.2→62264.7-15.65stop_loss
06-18 15:53BTCBuy64410.2→62438.6-15.48stop_loss
06-18 15:40BTCBuy64628.2→62651.5-15.53stop_loss
06-18 13:31BTCBuy64932.2→64319.8-5.16timeout
06-18 01:05BTCBuy65773.3→64608.8-9.36timeout
06-17 19:02BTCBuy65683.3→65596.7-1.14timeout
06-17 12:57BTCBuy66421.3→64992.8-11.24timeout
06-17 07:01BTCBuy66379.3→65563.7-6.62timeout
06-16 12:16BTCBuy66250.3→66601.7+2.12timeout
06-16 06:09BTCBuy65850.3→66099.7+1.52timeout
06-15 21:19BTCBuy64794.2→66491.7+12.59timeout
06-15 11:17BTCBuy64529.2→65995.7+10.92timeout
06-15 05:19BTCBuy64330.2→65674.7+9.99timeout
06-14 23:15BTCBuy64430.2→65583.7+8.47timeout
06-14 17:13BTCBuy63944.2→63934.8-0.59timeout
06-14 11:07BTCBuy63853.2→64470.8+4.38timeout
06-14 04:43BTCBuy63594.2→64368.8+5.69timeout
06-13 21:36BTCBuy63522.2→64265.8+5.38timeout
06-13 12:19BTCBuy63645.2→63925.8+1.68timeout
06-13 05:49BTCBuy63343.2→63514.8+0.90timeout
06-12 23:51BTCBuy63540.2→63537.8-0.55timeout
06-12 17:41BTCBuy63323.2→63798.8+3.29timeout
06-12 07:07BTCBuy62633.1→63054.8+2.87timeout
06-11 15:59BTCBuy62609.1→62712.9+0.23timeout
06-11 08:17BTCBuy61681.1→62778.9+8.32timeout
06-10 15:08BTCBuy61561.1→61952.9+2.69timeout
06-09 14:46BTCBuy63174.2→61240.3-15.76stop_loss
06-09 14:46BTCBuy63186.2→61246.3-15.81stop_loss
06-09 14:10BTCBuy63751.2→62091.9-13.46timeout
06-09 08:04BTCBuy63125.2→63068.8-0.93timeout
06-09 02:00BTCBuy63209.2→62745.9-4.10timeout
06-08 20:04BTCBuy61433.1→63348.8+15.11timeout
06-08 13:58BTCBuy61731.1→63688.8+15.36timeout
06-08 07:48BTCBuy62223.1→63259.8+7.85timeout
06-08 01:50BTCBuy61443.1→63053.8+12.59timeout
06-07 19:43BTCBuy60576→61198.9+4.74timeout
06-07 13:33BTCBuy60740→61826.9+8.48timeout
06-06 15:21BTCBuy60650→60490-1.76timeout
06-06 04:34BTCBuy61439.1→59559.2-15.75stop_loss
06-05 13:57BTCBuy62751.1→60831.5-15.75stop_loss
06-05 09:40BTCBuy62887.1→62766.9-1.38timeout
06-05 06:18BTCBuy63744.2→61794-15.72stop_loss
06-05 06:18BTCBuy63753.2→61803-15.70stop_loss
06-05 05:16BTCBuy63842.2→63262.8-4.93timeout
06-04 00:53BTCBuy64978.2→62990.3-15.74stop_loss
06-03 23:18BTCBuy66353.3→64323.6-15.72stop_loss
06-03 23:02BTCBuy66670.3→64614.4-15.87stop_loss
06-03 20:55BTCBuy66729.3→64652.4-16.07stop_loss
06-03 03:50BTCBuy67435.4→65372-15.75stop_loss
06-02 14:26BTCBuy69997.5→67852.7-15.79stop_loss
06-02 13:13BTCBuy71005.6→68832.1-15.82stop_loss
06-02 09:27BTCBuy71538.6→69349.8-15.83stop_loss
06-01 16:11BTCBuy72985.6→70753.1-15.79stop_loss
06-01 15:25BTCBuy73413.7→71105.9-16.25stop_loss
06-01 15:25BTCBuy73629.7→71105.9-17.74stop_loss
05-31 19:47BTCBuy74027.7→73494.3-4.10timeout
05-30 14:51BTCBuy72806.6→73912.3+7.00timeout
05-30 07:47BTCBuy73374.7→73455.3+0.05timeout
05-29 14:40BTCBuy72951.6→72701.4-2.31timeout

Paper vs Live

Paper (trades.jsonl)
86
closed
44%
win rate
-345.24
total pnl ($)
-80.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8644%-80.0-345.24

Recent bounces (last 20 of 1)

timesymsidereason
06-27 14:32BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems