deribit_basis_annualized_crossover_long_v3

not live
49
closed trades
41%
win rate
-209.92
total pnl ($)
0.820
weight
7d window — n=11 wr=36% pnl=-67.51  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 49 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 16:29BTCBuy59725→60684+7.65timeout
06-27 14:41BTCBuy59554→60600+8.32timeout
06-25 13:57BTCBuy59882→58349.9-13.16stop_loss
06-25 13:48BTCBuy60916→59357.3-13.18stop_loss
06-24 17:21BTCBuy60904→59336.3-13.31stop_loss
06-24 14:19BTCBuy62454.1→60841.5-13.30stop_loss
06-24 13:47BTCBuy62892.1→61280.3-13.22stop_loss
06-23 06:21BTCBuy64332.2→62683.5-13.27stop_loss
06-23 06:20BTCBuy64487.2→62836.4-13.26stop_loss
06-22 20:41BTCBuy63850.2→64472.8+4.41timeout
06-22 18:44BTCBuy63814.2→64498.8+4.81timeout
06-20 18:39BTCBuy62693.1→63827.8+8.62timeout
06-20 16:54BTCBuy62630.1→63987.8+10.32timeout
06-18 15:39BTCBuy64440.2→62790.4-12.97stop_loss
06-18 15:17BTCBuy64898.2→63235.2-12.80stop_loss
06-17 19:29BTCBuy65967.3→64250.6-13.48stop_loss
06-17 08:35BTCBuy66792.3→65083.2-13.29stop_loss
06-16 14:32BTCBuy67069.4→65353-13.32stop_loss
06-15 15:47BTCBuy64299.2→67196.6+22.05take_profit
06-15 15:47BTCBuy64150.2→67075.6+22.32take_profit
06-13 19:38BTCBuy63733.2→64228.8+3.44timeout
06-13 17:35BTCBuy63166.2→64081.8+6.76timeout
06-11 17:53BTCBuy61688.1→63459.8+13.71timeout
06-11 15:48BTCBuy61265.1→62578.9+9.99timeout
06-09 15:56BTCBuy62667.1→61062.4-13.29stop_loss
06-09 14:46BTCBuy62798.1→61190.3-13.29stop_loss
06-09 08:14BTCBuy62346.1→62881.9+3.86timeout
06-07 22:14BTCBuy60842→63575.8+22.03take_profit
06-07 07:56BTCBuy59622→62298.9+21.77take_profit
06-06 04:20BTCBuy61500.1→59918-13.32stop_loss
06-05 18:52BTCBuy60783→59227.4-13.25stop_loss
06-05 18:52BTCBuy60782→59226.4-13.25stop_loss
06-05 14:26BTCBuy61911.1→60322.8-13.27stop_loss
06-05 13:58BTCBuy62326.1→60730.6-13.25stop_loss
06-05 06:21BTCBuy63109.2→61492.2-13.21stop_loss
06-05 06:16BTCBuy63529.2→61899.9-13.19stop_loss
06-04 10:49BTCBuy63909.2→62273.7-13.22stop_loss
06-04 01:16BTCBuy64596.2→62943.4-13.24stop_loss
06-03 20:55BTCBuy66511.3→64809.3-13.29stop_loss
06-03 20:55BTCBuy66536.3→64830.3-13.33stop_loss
06-02 14:27BTCBuy69414.5→67634.8-13.28stop_loss
06-02 14:21BTCBuy69983.5→68171.5-13.41stop_loss
06-01 22:26BTCBuy74137.7→71239.8-20.26stop_loss
06-01 22:26BTCBuy73791.7→71239.8-18.03stop_loss
05-30 20:09BTCBuy73286.7→73955.3+3.88timeout
05-30 17:51BTCBuy73592.7→73955.3+1.79timeout
05-30 15:33BTCBuy72837.6→73845.3+6.18timeout
05-30 13:18BTCBuy73207.7→73738.3+3.07timeout
05-30 11:27BTCBuy73324.7→73560.3+1.05timeout

Paper vs Live

Paper (trades.jsonl)
49
closed
41%
win rate
-209.92
total pnl ($)
-85.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4941%-85.0-209.92

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems