deribit_basis_annualized_discount_long

not live
67
closed trades
39%
win rate
-184.26
total pnl ($)
0.726
weight
7d window — n=13 wr=38% pnl=-79.37  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:53BTCBuy60518→58969.6-13.42stop_loss
06-27 22:36BTCBuy59783→60147+2.71timeout
06-27 20:33BTCBuy59463→60233+6.14timeout
06-27 18:38BTCBuy59405→60525+9.02timeout
06-27 16:26BTCBuy59741→60684+7.50timeout
06-26 18:42BTCBuy59509→59728+1.15timeout
06-25 13:57BTCBuy59867→58334.9-13.15stop_loss
06-25 13:51BTCBuy60760→59205.4-13.18stop_loss
06-25 13:48BTCBuy60859→59301.4-13.18stop_loss
06-25 13:48BTCBuy61090.1→59525.2-13.18stop_loss
06-24 17:21BTCBuy60853→59293.4-13.25stop_loss
06-24 16:51BTCBuy61301.1→59721.1-13.31stop_loss
06-24 14:02BTCBuy62784.1→61177.3-13.23stop_loss
06-18 05:08BTCBuy65291.3→63620-13.26stop_loss
06-17 19:29BTCBuy66099.3→64380.6-13.47stop_loss
06-17 10:56BTCBuy66456.3→64755.4-13.42stop_loss
06-17 08:44BTCBuy66565.3→64860.3-13.31stop_loss
06-17 07:54BTCBuy66909.3→65196.1-13.23stop_loss
06-16 10:42BTCBuy64592.2→66574.7+14.79timeout
06-16 02:31BTCBuy64521.2→65750.7+9.05timeout
06-15 15:47BTCBuy64241.2→67163.6+22.29take_profit
06-15 15:47BTCBuy64243.2→67163.6+22.27take_profit
06-15 13:21BTCBuy63979.2→66852.7+22.02take_profit
06-14 16:25BTCBuy63803.2→64161.8+2.25timeout
06-14 09:44BTCBuy63864.2→64516.8+4.56timeout
06-14 04:36BTCBuy63720.2→64431.8+5.23timeout
06-14 02:20BTCBuy63611.2→64606.8+7.40timeout
06-13 18:19BTCBuy63529.2→64045.8+3.57timeout
06-12 15:09BTCBuy61967.1→64078.8+16.42timeout
06-12 08:16BTCBuy61661.1→63357.8+13.09timeout
06-11 19:30BTCBuy61144.1→63889.8+21.83take_profit
06-11 19:30BTCBuy61052.1→63796.8+21.86take_profit
06-11 16:40BTCBuy60861→62657.9+14.19timeout
06-09 14:47BTCBuy62791.1→61180.3-13.31stop_loss
06-09 14:36BTCBuy62962.1→61351.2-13.27stop_loss
06-09 14:30BTCBuy63042.2→61425.2-13.31stop_loss
06-09 14:21BTCBuy63232.2→61614.1-13.28stop_loss
06-09 13:36BTCBuy63750.2→62108.8-13.32stop_loss
06-07 22:14BTCBuy61018.1→63758.8+22.02take_profit
06-07 22:14BTCBuy60718→63444.8+22.02take_profit
06-07 22:14BTCBuy60699→63424.8+22.02take_profit
06-07 22:14BTCBuy60581→63301.8+22.02take_profit
06-07 22:14BTCBuy60559→63278.8+22.02take_profit
06-06 04:20BTCBuy61492.1→59917-13.26stop_loss
06-05 21:04BTCBuy59297→61959.9+22.00take_profit
06-05 18:52BTCBuy60799→59243.4-13.25stop_loss
06-05 18:44BTCBuy61226.1→59659.2-13.25stop_loss
06-05 14:26BTCBuy61909.1→60321.8-13.27stop_loss
06-05 14:26BTCBuy61971.1→60383.8-13.26stop_loss
06-05 13:59BTCBuy62305.1→60709.6-13.25stop_loss
06-05 13:56BTCBuy62516.1→60916.5-13.25stop_loss
06-05 13:52BTCBuy62665.1→61061.4-13.25stop_loss
06-05 06:21BTCBuy63161.2→61544.1-13.20stop_loss
06-05 06:18BTCBuy63428.2→61802-13.19stop_loss
06-05 06:03BTCBuy63629.2→62000.9-13.24stop_loss
06-05 06:03BTCBuy63674.2→62044.9-13.17stop_loss
06-05 03:06BTCBuy63981.2→62343.7-13.21stop_loss
06-04 11:11BTCBuy63777.2→62144.8-13.23stop_loss
06-04 01:22BTCBuy64268.2→62623.5-13.25stop_loss
06-04 00:29BTCBuy64997.2→63334.1-13.24stop_loss
06-03 23:24BTCBuy66006.3→64316.6-13.24stop_loss
06-03 23:10BTCBuy66032.3→64339.6-13.27stop_loss
06-03 19:54BTCBuy67104.4→65387-13.28stop_loss
06-03 16:27BTCBuy67232.4→65512-13.25stop_loss
06-03 16:27BTCBuy67239.4→65515.9-13.28stop_loss
06-03 03:50BTCBuy67267.4→65543.9-13.26stop_loss
06-03 03:43BTCBuy67545.4→65814.8-13.26stop_loss

Paper vs Live

Paper (trades.jsonl)
67
closed
39%
win rate
-184.26
total pnl ($)
-54.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6739%-54.7-184.26

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems