vol_basis_mean_reversion_short · strategy

closed trades

54%

win rate

+86.22

total pnl ($)

1.475

weight

7d window — n=25 wr=72% pnl=+40.26 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 80 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-23 07:34	BTC	Sell	64394.8→62917.1	+11.04	timeout
06-23 01:16	BTC	Sell	65071.7→64203.2	+6.22	timeout
06-22 19:15	BTC	Sell	64218.8→64371.2	-1.61	timeout
06-22 13:13	BTC	Sell	63851.8→65148.3	-10.53	timeout
06-22 07:08	BTC	Sell	64136.8→64059.2	+0.16	timeout
06-22 01:07	BTC	Sell	64112.8→63948.2	+0.86	timeout
06-21 19:00	BTC	Sell	64268.8→64192.2	+0.12	timeout
06-21 12:42	BTC	Sell	64273.8→64014.2	+1.54	timeout
06-21 05:43	BTC	Sell	63847.8→64326.2	-4.20	timeout
06-20 13:28	BTC	Sell	63446.8→63278.2	+0.90	timeout
06-20 07:27	BTC	Sell	62911.9→63742.2	-7.05	timeout
06-20 01:27	BTC	Sell	62721.9→63403.2	-5.88	timeout
06-19 19:23	BTC	Sell	62724.9→62972.1	-2.41	timeout
06-19 13:20	BTC	Sell	63020.8→62675.1	+2.24	timeout
06-19 07:18	BTC	Sell	62659.9→62739.1	-1.10	timeout
06-19 01:25	BTC	Sell	64347.8→62985.1	+10.08	timeout
06-18 19:19	BTC	Sell	64117.8→62648.1	+10.90	timeout
06-18 13:18	BTC	Sell	64615.8→64372.2	+1.44	timeout
06-18 07:15	BTC	Sell	65186.7→64086.2	+7.99	timeout
06-18 01:15	BTC	Sell	65064.7→64700.2	+2.40	timeout
06-17 19:09	BTC	Sell	65620.7→65181.3	+2.93	timeout
06-17 13:03	BTC	Sell	65774.7→65013.3	+5.37	timeout
06-17 07:03	BTC	Sell	65682.7→65596.3	+0.22	timeout
06-17 01:02	BTC	Sell	66367.7→65713.3	+4.51	timeout
06-16 19:00	BTC	Sell	66397.7→65799.3	+4.09	timeout
06-16 03:55	BTC	Sell	67170.6→66065.3	+7.76	timeout
06-15 21:52	BTC	Sell	65535.7→66402.3	-7.03	timeout
06-15 15:48	BTC	Sell	65881.7→67137.4	-9.99	timeout
06-15 09:08	BTC	Sell	63992.8→65687.3	-13.69	timeout
06-15 01:58	BTC	Sell	64295.8→65459.3	-9.48	timeout
06-14 19:51	BTC	Sell	64386.8→63747.2	+4.54	timeout
06-14 13:50	BTC	Sell	64612.8→64283.2	+2.10	timeout
06-14 07:51	BTC	Sell	64296.8→64398.2	-1.23	timeout
06-14 01:50	BTC	Sell	64138.8→64619.2	-4.21	timeout
06-13 19:50	BTC	Sell	63791.8→64317.2	-4.57	timeout
06-13 13:46	BTC	Sell	63777.8→64076.2	-2.76	timeout
06-13 07:38	BTC	Sell	63732.8→63799.2	-0.96	timeout
06-12 23:25	BTC	Sell	63838.8→63467.2	+2.48	timeout
06-12 17:17	BTC	Sell	63488.8→63845.2	-3.24	timeout
06-12 08:57	BTC	Sell	63366.8→63455.2	-1.11	timeout
06-12 01:51	BTC	Sell	63075.8→63398.2	-2.95	timeout
06-11 18:49	BTC	Sell	62787.9→63496.2	-6.03	timeout
06-11 10:19	BTC	Sell	61127.9→62795.1	-14.02	timeout
06-11 02:52	BTC	Sell	61876.9→62017.1	-1.56	timeout
06-10 20:15	BTC	Sell	61602.9→61826.1	-2.23	timeout
06-10 01:45	BTC	Sell	62340.9→62023.1	+2.03	timeout
06-09 19:44	BTC	Sell	63165.8→61847.1	+10.03	timeout
06-09 07:59	BTC	Sell	63345.8→63181.2	+0.85	timeout
06-09 01:56	BTC	Sell	63766.8→62752.1	+7.50	timeout
06-08 19:51	BTC	Sell	63231.8→63464.2	-2.26	timeout
06-08 13:48	BTC	Sell	63106.8→63480.2	-3.39	timeout
06-07 22:15	BTC	Sell	61747.9→64257.3	-20.77	stop_loss
06-07 22:14	BTC	Sell	61161.9→63647	-20.77	stop_loss
06-07 19:44	BTC	Sell	62193.9→61177.1	+7.70	timeout
06-07 13:48	BTC	Sell	61481.9→61732.1	-2.47	timeout
06-07 07:40	BTC	Sell	60542→62189.1	-14.07	timeout
06-07 01:34	BTC	Sell	60750→61522.1	-6.77	timeout
06-06 10:17	BTC	Sell	61514.9→60653	+6.57	timeout
06-06 03:16	BTC	Sell	60530→60833	-2.95	timeout
06-05 16:03	BTC	Sell	62561.9→60166	+18.71	timeout
06-05 15:39	BTC	Sell	62997.8→60231	+21.50	take_profit
06-05 09:17	BTC	Sell	63710.8→62987.1	+5.22	timeout
06-05 03:46	BTC	Sell	63745.8→62717.1	+7.59	timeout
06-04 21:41	BTC	Sell	62798.9→63124.2	-3.05	timeout
06-04 16:56	BTC	Sell	64350.8→63533.2	+5.94	timeout
06-04 01:49	BTC	Sell	65345.7→62476.1	+21.51	take_profit
06-04 00:24	BTC	Sell	66915.7→63977.2	+21.50	take_profit
06-03 16:41	BTC	Sell	66373.7→65910.3	+3.07	timeout
06-03 11:16	BTC	Sell	66724.7→67309.4	-4.76	timeout
06-03 03:49	BTC	Sell	67222.6→65776.3	+10.31	timeout
06-02 15:37	BTC	Sell	70167.5→67086.4	+21.52	take_profit
06-02 14:27	BTC	Sell	70946.5→67831.4	+21.52	take_profit
06-02 08:05	BTC	Sell	71517.4→69999.5	+10.24	timeout
06-01 03:43	BTC	Sell	73590.3→73807.7	-1.89	timeout
05-31 19:27	BTC	Sell	73888.3→73454.7	+2.49	timeout
05-31 07:48	BTC	Sell	74033.3→73857.7	+0.81	timeout
05-30 02:53	BTC	Sell	73046.3→73728.7	-5.10	timeout
05-29 19:50	BTC	Sell	73365.3→73648.7	-2.35	timeout
05-29 11:33	BTC	Sell	73685.3→73505.7	+0.79	timeout
05-29 02:15	BTC	Sell	73281.3→73615.7	-2.66	timeout

Paper vs Live

Paper (trades.jsonl)

closed

54%

win rate

+86.22

total pnl ($)

+21.3 bps

avg bps net

Live (dry_run=0)

closed

50%

win rate

+24.29

total pnl ($)

+100.1 bps

avg bps net

Live WR is 93% of paper WR (50% vs 54%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	80	54%	+21.3	+86.22

Recent bounces (last 20 of 5)

time	sym	side	reason
06-23 06:06	BTC	Sell	stale_intent
06-22 19:49	BTC	Sell	below_min_notional_skip
06-22 13:30	BTC	Sell	below_min_notional_skip
06-22 07:30	BTC	Sell	below_min_notional_skip
06-22 01:29	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…