deribit_basis_annualized_crossover_long_v4

not live
81
closed trades
46%
win rate
-247.70
total pnl ($)
0.703
weight
7d window — n=17 wr=47% pnl=-78.32  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 81 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:23BTCBuy60289→58806.6-12.73stop_loss
06-30 12:06BTCBuy60446→58955.6-12.77stop_loss
06-29 19:28BTCBuy59493→60393+6.96timeout
06-29 18:17BTCBuy59603→60359+5.74timeout
06-28 17:59BTCBuy60551→59569-8.53timeout
06-28 16:54BTCBuy60795→59628-10.02timeout
06-27 17:03BTCBuy60097→60491+2.80timeout
06-27 16:04BTCBuy60399→60778+2.74timeout
06-26 16:02BTCBuy59492→60320+6.43timeout
06-26 14:58BTCBuy59495→59607+0.44timeout
06-25 13:59BTCBuy59513→58036.1-12.78stop_loss
06-25 13:57BTCBuy59779→58297.9-12.75stop_loss
06-24 17:44BTCBuy60761→59264.4-12.75stop_loss
06-24 15:56BTCBuy61824.1→60303.8-12.74stop_loss
06-24 15:08BTCBuy62324.1→60790.5-12.74stop_loss
06-24 09:53BTCBuy62374.1→62672.9+1.89timeout
06-24 08:52BTCBuy62386.1→62759.9+2.48timeout
06-23 08:20BTCBuy63867.2→62296.7-12.73stop_loss
06-23 08:17BTCBuy63967.2→62393.7-12.76stop_loss
06-22 19:31BTCBuy64207.2→64336.8+0.52timeout
06-22 18:28BTCBuy64013.2→64578.8+3.91timeout
06-21 18:18BTCBuy63832.2→63980.8+0.76timeout
06-21 17:14BTCBuy63913.2→64169.8+1.63timeout
06-20 17:05BTCBuy62919.1→63907.8+7.38timeout
06-20 16:01BTCBuy63219.2→63990.8+5.52timeout
06-19 16:28BTCBuy62636.1→63355.8+5.30timeout
06-19 15:38BTCBuy62908.1→63121.8+1.34timeout
06-18 15:40BTCBuy64361.2→62775.5-12.74stop_loss
06-18 14:36BTCBuy65155.3→63817.8-10.71timeout
06-17 22:03BTCBuy65485.3→63844.9-12.97stop_loss
06-17 15:25BTCBuy65811.3→65368.7-3.82timeout
06-17 14:23BTCBuy65591.3→65208.7-3.38timeout
06-16 14:19BTCBuy66514.3→65731.7-6.41timeout
06-16 13:17BTCBuy66703.3→66219.7-4.15timeout
06-15 13:16BTCBuy63882.2→66686.7+21.52take_profit
06-15 12:50BTCBuy63719.2→66516.7+21.51take_profit
06-14 18:16BTCBuy64059.2→63707.8-3.29timeout
06-14 17:11BTCBuy63957.2→63913.8-0.86timeout
06-13 18:02BTCBuy63877.2→63989.8+0.41timeout
06-13 16:56BTCBuy63890.2→64010.8+0.49timeout
06-12 17:14BTCBuy62440.1→63851.8+10.83timeout
06-12 16:13BTCBuy62732.1→63844.8+8.38timeout
06-11 16:04BTCBuy62490.1→62653.9+0.71timeout
06-11 15:03BTCBuy62317.1→62596.9+1.70timeout
06-10 14:59BTCBuy61467.1→62072.9+4.44timeout
06-10 14:10BTCBuy62084.1→62122.9-0.16timeout
06-09 14:18BTCBuy63334.2→61777-12.75stop_loss
06-09 13:36BTCBuy63695.2→62115.8-12.85stop_loss
06-08 21:15BTCBuy61970.1→63711.8+13.57timeout
06-08 20:09BTCBuy61551.1→63310.8+13.81timeout
06-07 20:05BTCBuy60504→61487.9+7.72timeout
06-07 19:06BTCBuy60615→61691.9+8.49timeout
06-06 18:57BTCBuy59474→60626+9.29timeout
06-06 15:48BTCBuy60238→60733+3.66timeout
06-05 18:52BTCBuy60844→59347.3-12.76stop_loss
06-05 15:39BTCBuy61673.1→60154.9-12.74stop_loss
06-05 14:04BTCBuy62097.1→60569.7-12.75stop_loss
06-05 10:29BTCBuy62516.1→62523.9-0.40timeout
06-05 06:23BTCBuy62774.1→61213.3-12.87stop_loss
06-05 02:32BTCBuy63176.2→62731.9-3.94timeout
06-04 09:27BTCBuy64387.2→62801.4-12.76stop_loss
06-04 00:29BTCBuy65116.3→63515-12.74stop_loss
06-04 00:25BTCBuy65512.3→63900.8-12.75stop_loss
06-03 20:55BTCBuy66386.3→64736.4-12.92stop_loss
06-03 16:24BTCBuy67312.4→65656.9-12.78stop_loss
06-03 03:50BTCBuy67169.4→65516.9-12.75stop_loss
06-03 03:43BTCBuy67406.4→65740.8-12.81stop_loss
06-02 14:23BTCBuy69680.5→67962.6-12.79stop_loss
06-02 14:08BTCBuy70222.5→68495.3-12.78stop_loss
06-02 09:12BTCBuy71244.6→69492.8-12.80stop_loss
06-01 15:25BTCBuy73595.7→71111.9-17.45stop_loss
06-01 15:25BTCBuy73488.7→71111.9-16.76stop_loss
05-31 15:06BTCBuy73856.7→73637.3-1.95timeout
05-31 13:24BTCBuy73774.7→73959.3+0.70timeout
05-31 11:28BTCBuy73568.7→73935.3+1.90timeout
05-30 12:12BTCBuy73337.7→73563.3+1.03timeout
05-30 11:07BTCBuy73614.7→73607.3-0.56timeout
05-30 09:54BTCBuy73703.7→73575.3-1.35timeout
05-29 11:25BTCBuy73401.7→73623.3+1.02timeout
05-29 10:23BTCBuy73352.7→73621.3+1.31timeout
05-29 09:20BTCBuy73349.7→73829.3+2.76timeout

Paper vs Live

Paper (trades.jsonl)
81
closed
46%
win rate
-247.70
total pnl ($)
-60.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8146%-60.7-247.70

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems