deribit_basis_20p_threshold_long

not live
19
closed trades
47%
win rate
-49.82
total pnl ($)
1.056
weight
7d window — n=7 wr=57% pnl=-2.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 19 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 11:11BTCBuy63632.2→64413.8+5.76timeout
06-20 09:46BTCBuy62385.1→63650.8+9.65timeout
06-18 15:51BTCBuy64150.2→62571.6-12.70stop_loss
06-18 10:44BTCBuy64895.2→63989.8-7.49timeout
06-17 08:37BTCBuy66682.3→65030.2-12.90stop_loss
06-16 09:49BTCBuy65520.3→66526.7+7.18timeout
06-15 09:43BTCBuy64524.2→65557.7+7.56timeout
06-14 09:21BTCBuy63838.2→64307.8+3.18timeout
06-13 09:24BTCBuy63646.2→63785.8+0.56timeout
06-12 09:09BTCBuy62830.1→63482.8+4.66timeout
06-11 09:09BTCBuy61176.1→62824.9+12.92timeout
06-09 14:47BTCBuy62723.1→61180.3-12.75stop_loss
06-09 09:03BTCBuy63203.2→62822.9-3.45timeout
06-07 19:18BTCBuy62859.1→61313.3-12.72stop_loss
06-07 08:58BTCBuy61309.1→62798.9+11.74timeout
06-05 13:56BTCBuy62510.1→60972.4-12.75stop_loss
06-05 06:22BTCBuy62839.1→61293.3-12.69stop_loss
06-03 16:27BTCBuy67203.4→65547.9-12.78stop_loss
06-02 14:27BTCBuy69383.5→67672.8-12.79stop_loss

Paper vs Live

Paper (trades.jsonl)
19
closed
47%
win rate
-49.82
total pnl ($)
-52.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1947%-52.1-49.82

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems