sol_perp_basis_arbitrage · strategy

397

closed trades

38%

win rate

-239.00

total pnl ($)

0.269

weight

7d window — n=115 wr=37% pnl=-83.67 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-21 22:20	SOL	Sell	72.7581→73.049	-2.44	timeout
06-21 21:49	SOL	Sell	73.362→73.304	-0.05	timeout
06-21 21:09	SOL	Sell	74.2169→73.123	+6.93	take_profit
06-21 20:44	SOL	Sell	74.3558→73.8861	+2.72	timeout
06-21 20:09	SOL	Sell	74.1899→74.4022	-1.87	timeout
06-21 19:34	SOL	Sell	74.3658→74.3512	-0.34	timeout
06-21 18:57	SOL	Sell	74.2939→74.1511	+0.52	timeout
06-21 18:22	SOL	Sell	74.4988→74.0191	+2.78	timeout
06-21 17:47	SOL	Sell	74.0979→74.3592	-2.21	timeout
06-21 17:12	SOL	Sell	73.9929→74.5052	-3.91	timeout
06-21 16:36	SOL	Sell	74.0749→73.9611	+0.32	timeout
06-21 16:01	SOL	Sell	74.0089→74.0451	-0.69	timeout
06-21 15:25	SOL	Sell	73.9389→73.9891	-0.78	timeout
06-21 14:51	SOL	Sell	73.7029→73.9701	-2.26	timeout
06-21 14:16	SOL	Sell	73.8879→73.6871	+0.92	timeout
06-21 13:16	SOL	Sell	73.223→73.947	-5.39	stop_loss
06-21 13:06	SOL	Sell	73.192→73.7511	-4.26	timeout
06-21 12:07	SOL	Sell	73.7999→73.192	+3.68	timeout
06-21 11:37	SOL	Sell	74.1899→73.424	+4.72	timeout
06-21 11:01	SOL	Sell	73.9679→73.9091	-0.05	timeout
06-21 10:24	SOL	Sell	73.579→74.3033	-5.37	stop_loss
06-21 09:32	SOL	Sell	73.039→73.7569	-5.36	stop_loss
06-21 09:18	SOL	Sell	73.081→73.311	-2.02	timeout
06-21 08:48	SOL	Sell	73.288→72.9609	+1.79	timeout
06-21 08:13	SOL	Sell	73.305→73.166	+0.50	timeout
06-21 07:38	SOL	Sell	73.296→73.262	-0.22	timeout
06-21 07:04	SOL	Sell	73.054→73.235	-1.69	timeout
06-21 06:30	SOL	Sell	73.249→73.213	-0.20	timeout
06-21 05:26	SOL	Sell	73.7019→73.24	+2.69	timeout
06-21 04:22	SOL	Sell	73.8459→73.7051	+0.51	timeout
06-21 03:48	SOL	Sell	73.333→73.7311	-3.16	timeout
06-21 02:48	SOL	Sell	73.157→73.387	-2.02	timeout
06-21 02:12	SOL	Sell	73.222→73.155	+0.01	timeout
06-21 01:41	SOL	Sell	73.082→73.056	-0.27	timeout
06-21 01:09	SOL	Sell	73.126→73.234	-1.18	timeout
06-21 00:39	SOL	Sell	73.397→73.19	+0.97	timeout
06-21 00:09	SOL	Sell	73.492→73.157	+1.84	timeout
06-20 23:38	SOL	Sell	73.9739→73.35	+3.77	timeout
06-20 22:13	SOL	Sell	72.5481→73.2736	-5.45	stop_loss
06-20 22:12	SOL	Sell	72.2432→72.9534	-5.36	stop_loss
06-20 22:03	SOL	Sell	72.0602→72.4609	-3.22	timeout
06-20 21:31	SOL	Sell	71.8282→72.1958	-3.00	timeout
06-20 20:56	SOL	Sell	71.7792→72.0118	-2.06	timeout
06-20 19:58	SOL	Sell	71.7292→71.7898	-0.87	timeout
06-20 19:27	SOL	Sell	71.8002→71.6808	+0.39	timeout
06-20 18:55	SOL	Sell	71.5643→71.7418	-1.68	timeout
06-20 18:22	SOL	Sell	71.4713→71.7138	-2.14	timeout
06-20 17:49	SOL	Sell	71.5993→71.4457	+0.63	timeout
06-20 17:06	SOL	Sell	71.6632→71.4857	+0.79	timeout
06-20 16:34	SOL	Sell	72.0972→71.4807	+3.83	timeout
06-20 15:19	SOL	Sell	71.7592→72.4661	-5.37	stop_loss
06-20 14:46	SOL	Sell	71.1853→71.8857	-5.36	stop_loss
06-20 14:45	SOL	Sell	70.7404→71.4414	-5.40	stop_loss
06-20 14:14	SOL	Sell	71.4863→70.5166	+6.34	timeout
06-20 13:40	SOL	Sell	71.4923→71.0567	+2.60	timeout
06-20 13:06	SOL	Sell	71.8292→71.5127	+1.76	timeout
06-20 12:32	SOL	Sell	71.5793→71.7008	-1.30	timeout
06-20 11:59	SOL	Sell	71.6712→71.8228	-1.50	timeout
06-20 11:26	SOL	Sell	71.5503→71.5727	-0.60	timeout
06-20 10:53	SOL	Sell	71.5143→71.6687	-1.53	timeout
06-20 10:21	SOL	Sell	71.2723→71.5157	-2.15	timeout
06-20 09:48	SOL	Sell	71.3503→71.4957	-1.46	timeout
06-20 09:15	SOL	Sell	71.5513→71.3697	+0.83	timeout
06-20 08:43	SOL	Sell	71.7062→71.4057	+1.65	timeout
06-20 08:11	SOL	Sell	71.6682→71.4707	+0.93	timeout
06-20 07:40	SOL	Sell	72.2662→71.7878	+2.87	timeout
06-20 06:23	SOL	Sell	71.7032→72.407	-5.35	stop_loss
06-16 15:35	SOL	Sell	72.8591→73.5768	-5.37	stop_loss
06-16 14:30	SOL	Sell	73.8359→72.7459	+6.93	take_profit
06-16 14:20	SOL	Sell	74.2569→73.16	+6.94	take_profit
06-16 13:42	SOL	Sell	74.9378→74.2471	+4.16	timeout
06-16 12:31	SOL	Sell	74.6028→75.3359	-5.36	stop_loss
06-16 01:30	SOL	Sell	73.8659→74.2291	-2.91	timeout
06-16 01:00	SOL	Sell	73.9049→73.9921	-1.04	timeout
06-16 00:25	SOL	Sell	73.636→73.8801	-2.11	timeout
06-15 23:26	SOL	Sell	73.7489→73.7811	-0.67	timeout
06-15 22:55	SOL	Sell	74.4528→73.7481	+4.29	timeout
06-15 22:16	SOL	Sell	74.9128→74.3592	+3.25	timeout
06-15 21:44	SOL	Sell	74.9648→74.5832	+2.10	timeout
06-15 21:07	SOL	Sell	75.3637→74.7412	+3.68	timeout
06-15 20:31	SOL	Sell	74.9568→75.1203	-1.54	timeout
06-15 19:54	SOL	Sell	75.2957→75.1833	+0.30	timeout
06-15 19:19	SOL	Sell	75.4527→74.6912	+4.60	timeout
06-15 18:47	SOL	Sell	75.2577→75.4483	-1.72	timeout
06-15 18:14	SOL	Sell	75.0977→75.3283	-1.98	timeout
06-15 17:31	SOL	Sell	75.8726→74.7542	+6.92	take_profit
06-15 15:47	SOL	Sell	74.2889→75.0478	-5.56	stop_loss
06-15 15:38	SOL	Sell	73.7369→74.4624	-5.37	stop_loss
06-15 14:32	SOL	Sell	73.222→73.941	-5.36	stop_loss
06-15 14:31	SOL	Sell	73.8619→73.8091	-0.09	timeout
06-15 13:16	SOL	Sell	72.8261→73.5528	-5.44	stop_loss
06-15 13:08	SOL	Sell	72.5151→73.2266	-5.35	stop_loss
06-15 12:52	SOL	Sell	72.7191→72.8099	-1.07	timeout
06-15 12:21	SOL	Sell	72.3911→72.3809	-0.38	timeout
06-15 11:12	SOL	Sell	71.4893→72.1969	-5.40	stop_loss
06-15 10:54	SOL	Sell	71.3653→72.1629	-6.04	stop_loss
06-15 10:40	SOL	Sell	70.9214→71.5087	-4.60	timeout
06-15 10:06	SOL	Sell	71.3303→71.4177	-1.07	timeout
06-15 09:30	SOL	Sell	71.3253→71.1727	+0.62	timeout
06-15 08:53	SOL	Sell	71.3303→71.3017	-0.25	timeout

Paper vs Live

Paper (trades.jsonl)

397

closed

38%

win rate

-239.00

total pnl ($)

-12.4 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 ($)
SOL	397	38%	-12.5	-239.00

Recent bounces (last 20 of 1)

time	sym	side	reason
06-21 21:38	SOL	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…