skew_term_structure_carry_short · strategy

103

closed trades

47%

win rate

+124.89

total pnl ($)

1.551

weight

7d window — n=27 wr=48% pnl=+58.18 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 11:17	BTC	Sell	59953→59387	+4.30	timeout
06-26 05:12	BTC	Sell	59302→59897	-5.47	timeout
06-25 13:54	BTC	Sell	61219.9→58502.9	+21.73	take_profit
06-25 13:53	BTC	Sell	61616.9→58906.9	+21.51	take_profit
06-25 11:02	BTC	Sell	60827→61264.1	-4.03	timeout
06-25 04:58	BTC	Sell	59823→61341.1	-13.15	timeout
06-24 16:51	BTC	Sell	62328.9→59592	+21.46	take_profit
06-24 16:46	BTC	Sell	62838.9→60079	+21.41	take_profit
06-24 11:12	BTC	Sell	62523.9→62401.1	+0.54	timeout
06-24 05:03	BTC	Sell	62476.9→62777.1	-2.82	timeout
06-23 22:50	BTC	Sell	62257.9→62528.1	-2.63	timeout
06-23 17:30	BTC	Sell	63475.8→62577.1	+6.63	timeout
06-23 11:15	BTC	Sell	63897.8→62397.1	+11.19	timeout
06-23 05:14	BTC	Sell	64671.8→63614.2	+7.74	timeout
06-22 22:59	BTC	Sell	64107.8→63966.2	+0.66	timeout
06-22 16:56	BTC	Sell	64048.8→64756.2	-5.97	timeout
06-22 10:40	BTC	Sell	63603.8→64075.2	-4.11	timeout
06-22 04:31	BTC	Sell	64140.8→63957.2	+0.99	timeout
06-21 22:31	BTC	Sell	64269.8→63572.2	+4.97	timeout
06-21 16:29	BTC	Sell	64503.8→64153.2	+2.27	timeout
06-21 10:24	BTC	Sell	64140.8→64335.2	-1.93	timeout
06-21 04:29	BTC	Sell	63981.8→64511.2	-4.59	timeout
06-20 22:19	BTC	Sell	63671.8→64082.2	-3.67	timeout
06-20 16:15	BTC	Sell	63388.8→64023.2	-5.41	timeout
06-20 10:13	BTC	Sell	63046.8→63663.2	-5.30	timeout
06-20 04:11	BTC	Sell	63098.8→63389.2	-2.76	timeout
06-19 22:08	BTC	Sell	62416.9→63034.2	-5.37	timeout
06-19 16:04	BTC	Sell	62620.9→63145.2	-4.65	timeout
06-19 10:05	BTC	Sell	62891.9→62402.1	+3.40	timeout
06-19 04:01	BTC	Sell	62508.9→62663.1	-1.71	timeout
06-18 21:52	BTC	Sell	64208.8→62899.1	+9.70	timeout
06-18 15:48	BTC	Sell	64290.8→62738.1	+11.45	timeout
06-18 09:50	BTC	Sell	64179.8→64230.2	-0.81	timeout
06-18 03:49	BTC	Sell	65664.7→64301.2	+9.94	timeout
06-17 21:41	BTC	Sell	64936.8→64280.2	+4.60	timeout
06-17 15:41	BTC	Sell	65789.7→65419.3	+2.37	timeout
06-17 09:43	BTC	Sell	65675.7→64947.2	+5.12	timeout
06-17 03:39	BTC	Sell	65796.7→65785.3	-0.35	timeout
06-16 21:33	BTC	Sell	66673.7→65701.3	+6.89	timeout
06-16 15:30	BTC	Sell	65948.7→65808.3	+0.65	timeout
06-16 09:25	BTC	Sell	66486.7→66636.3	-1.57	timeout
06-16 03:28	BTC	Sell	66646.7→65952.3	+4.75	timeout
06-15 21:25	BTC	Sell	65639.7→66479.3	-6.82	timeout
06-15 15:26	BTC	Sell	65666.7→66653.3	-7.97	timeout
06-15 09:20	BTC	Sell	64748.8→65728.3	-8.02	timeout
06-15 03:15	BTC	Sell	64090.8→65702.3	-13.00	timeout
06-14 21:11	BTC	Sell	64429.8→63998.2	+2.91	timeout
06-14 15:07	BTC	Sell	64470.8→64090.2	+2.51	timeout
06-14 09:08	BTC	Sell	64255.8→64437.2	-1.84	timeout
06-14 03:03	BTC	Sell	64182.8→64481.2	-2.79	timeout
06-13 20:58	BTC	Sell	63793.8→64265.2	-4.13	timeout
06-13 15:02	BTC	Sell	63654.8→64184.2	-4.59	timeout
06-13 09:00	BTC	Sell	63438.8→63789.2	-3.17	timeout
06-13 03:00	BTC	Sell	63973.8→63627.2	+2.26	timeout
06-12 20:50	BTC	Sell	63387.8→63423.2	-0.72	timeout
06-12 14:39	BTC	Sell	63559.8→63712.2	-1.61	timeout
06-12 08:36	BTC	Sell	63305.8→63431.2	-1.40	timeout
06-12 02:34	BTC	Sell	62835.9→63488.2	-5.59	timeout
06-11 20:31	BTC	Sell	62910.9→63345.2	-3.84	timeout
06-11 14:29	BTC	Sell	62019.9→62976.1	-8.11	timeout
06-11 08:21	BTC	Sell	61783.9→62792.1	-8.55	timeout
06-11 02:16	BTC	Sell	61916.9→62135.1	-2.19	timeout
06-10 20:14	BTC	Sell	61579.9→61793.1	-2.15	timeout
06-10 03:57	BTC	Sell	61011.9→62023.1	-8.81	timeout
06-09 21:54	BTC	Sell	62642.9→62023.1	+4.43	timeout
06-09 15:53	BTC	Sell	62730.9→61270.1	+11.21	timeout
06-09 09:49	BTC	Sell	63752.8→62634.1	+8.31	timeout
06-09 03:49	BTC	Sell	63773.8→62764.1	+7.46	timeout
06-08 21:43	BTC	Sell	63276.8→63791.2	-4.50	timeout
06-08 15:38	BTC	Sell	63062.8→63905.2	-7.10	timeout
06-08 09:38	BTC	Sell	61771.9→63274.2	-12.60	timeout
06-08 03:34	BTC	Sell	61959.9→63162.2	-10.14	timeout
06-07 21:31	BTC	Sell	62568.9→61798.1	+5.70	timeout
06-07 15:35	BTC	Sell	61604.9→62076.1	-4.27	timeout
06-07 09:49	BTC	Sell	60834→62404.1	-13.36	timeout
06-07 03:23	BTC	Sell	60483→61561.1	-9.34	timeout
06-06 21:17	BTC	Sell	61224.9→60841	+2.65	timeout
06-06 15:15	BTC	Sell	60890→60553	+2.32	timeout
06-06 09:11	BTC	Sell	61753.9→61215.1	+3.94	timeout
06-06 03:26	BTC	Sell	60982→60724	+1.67	timeout
06-05 15:40	BTC	Sell	62847.9→60088	+21.49	take_profit
06-05 14:28	BTC	Sell	63103.8→60333	+21.50	take_profit
06-05 09:19	BTC	Sell	63609.8→62992.1	+4.39	timeout
06-05 03:52	BTC	Sell	63853.8→62768.1	+8.02	timeout
06-04 21:46	BTC	Sell	63135.8→63358.2	-2.22	timeout
06-04 17:00	BTC	Sell	64251.8→63472.2	+5.66	timeout
06-04 01:49	BTC	Sell	65382.7→62512.1	+21.50	take_profit
06-04 00:26	BTC	Sell	66748.7→63817.2	+21.50	take_profit
06-03 16:41	BTC	Sell	66366.7→65934.3	+2.84	timeout
06-03 11:53	BTC	Sell	66673.7→67047.4	-3.20	timeout
06-03 04:07	BTC	Sell	67474.6→66356.3	+7.84	timeout
06-02 15:37	BTC	Sell	70160.5→67077.4	+21.54	take_profit
06-01 02:01	BTC	Sell	73806.3→73266.7	+3.25	timeout
05-31 17:48	BTC	Sell	74047.3→73697.7	+1.95	timeout
05-31 11:53	BTC	Sell	73805.3→73888.7	-0.95	timeout
05-30 21:52	BTC	Sell	73547.3→73935.7	-3.03	timeout
05-30 11:48	BTC	Sell	73381.3→73573.7	-1.73	timeout
05-30 01:15	BTC	Sell	73086.3→73527.7	-3.45	timeout
05-29 18:45	BTC	Sell	73664.3→73727.7	-0.83	timeout
05-29 13:26	BTC	Sell	73599.3→72965.6	+3.86	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

47%

win rate

+124.89

total pnl ($)

+24.1 bps

avg bps net

Live (dry_run=0)

closed

75%

win rate

+17.77

total pnl ($)

+71.6 bps

avg bps net

Live: 4 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	103	47%	+24.1	+124.89

Recent bounces (last 20 of 4)

time	sym	side	reason
06-26 05:56	BTC	Sell	below_min_notional_skip
06-25 17:15	BTC	Sell	below_min_notional_skip
06-25 11:31	BTC	Sell	below_min_notional_skip
06-24 17:14	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…