deribit_basis_acceleration_long

not live
45
closed trades
44%
win rate
-87.56
total pnl ($)
0.910
weight
7d window — n=9 wr=44% pnl=-51.75  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 45 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:16BTCBuy60025→58485.8-13.26stop_loss
06-25 13:59BTCBuy59554→58030.1-13.16stop_loss
06-24 16:51BTCBuy61130.1→59560.2-13.27stop_loss
06-24 14:13BTCBuy62735.1→61127.4-13.26stop_loss
06-24 08:44BTCBuy62370.1→62765.9+2.67timeout
06-23 08:20BTCBuy63959.2→62322.7-13.24stop_loss
06-22 21:22BTCBuy63674.2→64274.8+4.26timeout
06-21 20:17BTCBuy63940.2→64091.8+0.74timeout
06-20 20:13BTCBuy63045.2→63950.8+6.77timeout
06-19 16:25BTCBuy62633.1→63295.8+4.82timeout
06-18 14:54BTCBuy65188.3→63559.8-12.92timeout
06-17 13:44BTCBuy66101.3→65215.7-7.18timeout
06-16 13:26BTCBuy66939.3→66066.7-7.05timeout
06-15 12:50BTCBuy63700.2→66516.7+21.67take_profit
06-14 17:31BTCBuy64054.2→63867.8-1.98timeout
06-13 17:04BTCBuy63955.2→63959.8-0.42timeout
06-12 16:47BTCBuy62601.1→63827.8+9.30timeout
06-11 16:03BTCBuy62484.1→62720.9+1.30timeout
06-10 15:20BTCBuy61554.1→62096.9+3.91timeout
06-09 14:43BTCBuy62917.1→61299.3-13.31stop_loss
06-09 06:58BTCBuy62968.1→63259.8+1.81timeout
06-08 06:13BTCBuy61711.1→62925.9+9.38timeout
06-07 04:18BTCBuy60162→61598.9+11.49timeout
06-06 04:09BTCBuy61901.1→60316.8-13.25stop_loss
06-05 21:04BTCBuy59349→61954.9+21.50take_profit
06-05 18:54BTCBuy60716→59162.4-13.25stop_loss
06-05 13:57BTCBuy62465.1→60866.5-13.25stop_loss
06-05 02:06BTCBuy62100.1→63248.8+8.80timeout
06-04 00:29BTCBuy65080.3→63415.1-13.24stop_loss
06-03 19:32BTCBuy66697.3→65670.7-8.21timeout
06-02 14:21BTCBuy69983.5→68173.5-13.40stop_loss
06-02 07:01BTCBuy71662.6→69823.6-13.39stop_loss
06-01 04:32BTCBuy74137.7→73411.3-5.38timeout
05-31 14:58BTCBuy73894.7→73583.3-2.57timeout
05-31 11:39BTCBuy73593.7→73919.3+1.63timeout
05-30 21:20BTCBuy73684.7→73958.3+1.29timeout
05-30 19:22BTCBuy73249.7→74001.3+4.57timeout
05-30 16:36BTCBuy74055.7→73918.3-1.49timeout
05-30 11:08BTCBuy73626.7→73606.3-0.65timeout
05-30 09:54BTCBuy73703.7→73573.3-1.36timeout
05-29 15:47BTCBuy73034.7→73734.3+4.29timeout
05-29 14:43BTCBuy72818.6→72616.4-1.98timeout
05-29 13:30BTCBuy73052.7→72964.4-1.07timeout
05-29 10:29BTCBuy73367.7→73580.3+0.93timeout
05-29 09:15BTCBuy73284.7→73777.3+2.84timeout

Paper vs Live

Paper (trades.jsonl)
45
closed
44%
win rate
-87.56
total pnl ($)
-38.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4544%-38.2-87.56

Recent bounces (last 20 of 3)

timesymsidereason
06-26 03:08BTCBuybelow_min_notional_skip
06-25 14:49BTCBuystale_intent
06-24 15:03BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems