vol_basis_discount_mean_rev_long · strategy

closed trades

45%

win rate

-207.37

total pnl ($)

0.801

weight

7d window — n=24 wr=42% pnl=-65.95 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 89 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:49	BTC	Buy	60476→60184	-2.84	timeout
06-26 23:18	BTC	Buy	59394→59955	+4.26	timeout
06-26 15:58	BTC	Buy	59885→60275	+2.76	timeout
06-26 09:27	BTC	Buy	59642→60098	+3.34	timeout
06-26 03:23	BTC	Buy	59250→58776.1	-4.44	timeout
06-25 13:48	BTC	Buy	60823→59327.4	-12.70	stop_loss
06-25 13:46	BTC	Buy	61284.1→59777.1	-12.73	stop_loss
06-25 10:04	BTC	Buy	61024.1→61698.9	+5.08	timeout
06-25 04:17	BTC	Buy	60445→60755	+2.13	timeout
06-24 15:08	BTC	Buy	62348.1→60814.5	-12.72	stop_loss
06-24 13:57	BTC	Buy	62764.1→61220.3	-12.69	stop_loss
06-24 10:27	BTC	Buy	62579.1→62528.9	-0.85	timeout
06-24 03:40	BTC	Buy	62300.1→62791.9	+3.47	timeout
06-23 21:43	BTC	Buy	62351.1→62579.9	+1.38	timeout
06-23 08:24	BTC	Buy	63661.2→62092.8	-12.74	stop_loss
06-23 06:20	BTC	Buy	64502.2→62915.4	-12.66	stop_loss
06-23 01:14	BTC	Buy	65115.3→64209.8	-7.40	timeout
06-22 19:50	BTC	Buy	64222.2→64412.8	+1.03	timeout
06-22 13:43	BTC	Buy	64491.2→65277.7	+5.61	timeout
06-22 07:09	BTC	Buy	64137.2→64071.8	-1.00	timeout
06-22 01:07	BTC	Buy	64133.2→63926.8	-2.08	timeout
06-21 19:01	BTC	Buy	64273.2→64198.8	-1.03	timeout
06-21 12:46	BTC	Buy	64255.2→64018.8	-2.26	timeout
06-21 05:43	BTC	Buy	63854.2→64318.8	+3.13	timeout
06-20 12:40	BTC	Buy	63547.2→63562.8	-0.36	timeout
06-20 06:08	BTC	Buy	63111.2→63642.8	+3.76	timeout
06-19 23:37	BTC	Buy	62597.1→63319.8	+5.33	timeout
06-19 17:07	BTC	Buy	62603.1→62967.9	+2.46	timeout
06-19 11:05	BTC	Buy	62828.1→62527.9	-2.80	timeout
06-19 05:04	BTC	Buy	62509.1→62557.9	-0.04	timeout
06-18 15:58	BTC	Buy	63799.2→62229.8	-12.59	stop_loss
06-18 15:51	BTC	Buy	64081.2→62505.6	-12.68	stop_loss
06-18 10:57	BTC	Buy	64321.2→64124.8	-2.03	timeout
06-17 22:54	BTC	Buy	64804.2→64361.8	-3.86	timeout
06-17 19:39	BTC	Buy	65836.3→64217.7	-12.75	stop_loss
06-17 16:50	BTC	Buy	65991.3→65891.7	-1.21	timeout
06-17 10:48	BTC	Buy	65672.3→64844.8	-6.80	timeout
06-17 04:49	BTC	Buy	65699.3→66002.7	+1.84	timeout
06-16 22:43	BTC	Buy	66581.3→65686.7	-7.21	timeout
06-16 16:38	BTC	Buy	65850.3→65729.7	-1.41	timeout
06-15 22:57	BTC	Buy	65833.3→66174.7	+2.12	timeout
06-15 16:03	BTC	Buy	65821.3→67101.6	+9.26	timeout
06-15 09:20	BTC	Buy	64763.2→65722.7	+6.97	timeout
06-14 18:56	BTC	Buy	64259.2→63777.8	-4.24	timeout
06-14 12:52	BTC	Buy	64511.2→64276.8	-2.27	timeout
06-14 06:29	BTC	Buy	64174.2→64328.8	+0.76	timeout
06-13 23:07	BTC	Buy	63848.2→64425.8	+4.06	timeout
06-13 16:50	BTC	Buy	63626.2→63896.8	+1.67	timeout
06-13 09:09	BTC	Buy	63562.2→63785.8	+1.26	timeout
06-12 23:33	BTC	Buy	63724.2→63415.8	-2.89	timeout
06-12 17:40	BTC	Buy	63348.2→63782.8	+2.98	timeout
06-12 11:39	BTC	Buy	63485.2→63659.8	+0.89	timeout
06-12 05:42	BTC	Buy	63336.2→63343.8	-0.42	timeout
06-11 23:04	BTC	Buy	63158.2→63389.8	+1.32	timeout
06-11 04:02	BTC	Buy	62477.1→62617.9	+0.61	timeout
06-10 20:19	BTC	Buy	61601.1→61816.9	+1.28	timeout
06-10 03:09	BTC	Buy	61637.1→62016.9	+2.68	timeout
06-09 14:21	BTC	Buy	63169.2→61615.1	-12.75	stop_loss
06-09 08:14	BTC	Buy	63230.2→62881.9	-3.22	timeout
06-09 02:11	BTC	Buy	63771.2→62740.9	-8.52	timeout
06-08 20:05	BTC	Buy	63132.2→63390.8	+1.58	timeout
06-08 14:01	BTC	Buy	63107.2→63737.8	+4.52	timeout
06-08 01:57	BTC	Buy	61761.1→63207.8	+11.23	timeout
06-07 22:15	BTC	Buy	61284.1→63974.8	+21.50	take_profit
06-07 19:49	BTC	Buy	62213.1→61214.9	-8.45	timeout
06-07 13:59	BTC	Buy	61486.1→61721.9	+1.46	timeout
06-07 07:44	BTC	Buy	60585→62185.9	+12.78	timeout
06-07 01:34	BTC	Buy	60756→61516.9	+5.78	timeout
06-06 04:14	BTC	Buy	61542.1→60029	-12.75	stop_loss
06-05 18:53	BTC	Buy	60679→59186.4	-12.76	stop_loss
06-05 12:04	BTC	Buy	63136.2→61582.1	-12.76	stop_loss
06-05 06:24	BTC	Buy	62622.1→61071.4	-12.82	stop_loss
06-05 06:03	BTC	Buy	63614.2→62046.9	-12.74	stop_loss
06-05 03:50	BTC	Buy	63713.2→62790.9	-7.66	timeout
06-04 21:43	BTC	Buy	62870.1→63362.8	+3.48	timeout
06-04 09:29	BTC	Buy	64355.2→62772.5	-12.74	stop_loss
06-04 00:26	BTC	Buy	65331.3→63724.9	-12.74	stop_loss
06-03 16:40	BTC	Buy	66380.3→65884.7	-4.21	timeout
06-03 16:27	BTC	Buy	67158.4→65505	-12.77	stop_loss
06-03 14:33	BTC	Buy	66659.3→66730.7	+0.06	timeout
06-03 03:50	BTC	Buy	67238.4→65581.9	-12.77	stop_loss
06-02 14:27	BTC	Buy	69473.5→67764.7	-12.76	stop_loss
06-02 12:35	BTC	Buy	70822.5→69080	-12.82	stop_loss
06-01 02:28	BTC	Buy	73555.7→73491.3	-0.92	timeout
05-31 18:10	BTC	Buy	73994.7→73615.3	-3.05	timeout
05-31 03:20	BTC	Buy	73907.7→74134.3	+1.05	timeout
05-30 02:54	BTC	Buy	72946.6→73745.3	+5.00	timeout
05-29 19:48	BTC	Buy	73375.7→73613.3	+1.14	timeout
05-29 02:41	BTC	Buy	72974.6→73414.3	+2.50	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-207.37

total pnl ($)

-46.5 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	89	45%	-46.5	-207.37

Recent bounces (last 20 of 1)

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

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…