deribit_basis_5bar_pct_drop_snapback_fear_long

not live
20
closed trades
80%
win rate
+105.36
total pnl ($)
1.244
weight
7d window — n=11 wr=64% pnl=+4.01  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 20 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 09:53BTCBuy63995.2→64089.8+0.17timeout
06-21 04:48BTCBuy63171.2→64440.8+9.62timeout
06-20 23:45BTCBuy62637.1→64308.8+12.87timeout
06-20 18:40BTCBuy62747.1→63811.8+8.04timeout
06-20 13:33BTCBuy62838.1→63362.8+3.65timeout
06-18 04:11BTCBuy65362.3→63743.9-12.84stop_loss
06-17 11:05BTCBuy66255.3→64625.4-12.87stop_loss
06-17 07:39BTCBuy66617.3→65507.7-8.82timeout
06-17 02:32BTCBuy66485.3→65957.7-4.45timeout
06-16 21:06BTCBuy65669.3→65831.7+0.65timeout
06-16 10:59BTCBuy65363.3→66475.7+7.98timeout
06-15 15:47BTCBuy64217.2→67065.6+21.75take_profit
06-15 13:34BTCBuy64572.2→66800.7+16.84timeout
06-15 12:50BTCBuy63703.2→66516.7+21.64take_profit
06-15 08:29BTCBuy64232.2→65651.7+10.58timeout
06-14 17:17BTCBuy63526.2→63935.8+2.66timeout
06-14 12:10BTCBuy63570.2→64442.8+6.43timeout
06-14 06:11BTCBuy63857.2→64421.8+3.99timeout
06-14 01:02BTCBuy63371.2→64539.8+8.84timeout
06-13 20:01BTCBuy63111.2→64254.8+8.61timeout

Paper vs Live

Paper (trades.jsonl)
20
closed
80%
win rate
+105.36
total pnl ($)
+105.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2080%+105.9+105.36

Recent bounces (last 20 of 2)

timesymsidereason
06-23 00:52BTCBuystale_intent
06-22 14:23BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems