deribit_basis_annualized_rolling_change_contraction_long

not live
28
closed trades
43%
win rate
-26.60
total pnl ($)
0.793
weight
7d window — n=5 wr=20% pnl=-50.76  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 22:28BTCBuy65471.3→63860.9-12.75stop_loss
06-18 04:11BTCBuy65348.3→63738.9-12.77stop_loss
06-17 19:40BTCBuy65831.3→64212.7-12.73stop_loss
06-17 07:54BTCBuy66841.3→65194.1-12.82stop_loss
06-17 03:32BTCBuy65700.3→65810.7+0.31timeout
06-16 00:50BTCBuy64544.2→66326.7+13.39timeout
06-15 15:47BTCBuy64284.2→67106.6+21.43take_profit
06-15 12:22BTCBuy63913.2→66179.7+17.32timeout
06-15 00:11BTCBuy63548.2→65717.7+16.59timeout
06-14 12:09BTCBuy63648.2→64465.8+5.99timeout
06-14 00:16BTCBuy63602.2→64424.8+6.02timeout
06-13 10:21BTCBuy62832.1→63734.8+6.57timeout
06-12 08:16BTCBuy61661.1→63357.8+13.07timeout
06-11 19:30BTCBuy61201.1→63887.8+21.39take_profit
06-09 14:30BTCBuy62982.1→61430.2-12.79stop_loss
06-09 14:21BTCBuy63198.2→61643.1-12.76stop_loss
06-09 14:20BTCBuy63220.2→61659.1-12.81stop_loss
06-09 11:32BTCBuy62547.1→62565.9-0.20timeout
06-07 22:14BTCBuy60653→63315.8+21.51take_profit
06-07 22:14BTCBuy60580→63239.8+21.52take_profit
06-06 04:13BTCBuy61611.1→60092.9-12.78stop_loss
06-05 13:56BTCBuy62442.1→60906.5-12.75stop_loss
06-05 06:21BTCBuy63087.2→61534.1-12.70stop_loss
06-05 06:03BTCBuy63608.2→62043.9-12.72stop_loss
06-04 00:29BTCBuy65155.3→63553-12.74stop_loss
06-03 20:55BTCBuy66374.3→64742.4-12.78stop_loss
06-02 23:00BTCBuy67945.4→66274.5-12.75stop_loss
06-02 12:06BTCBuy70978.5→69224.9-12.86stop_loss

Paper vs Live

Paper (trades.jsonl)
28
closed
43%
win rate
-26.60
total pnl ($)
-18.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2843%-18.6-26.60

Recent bounces (last 20 of 1)

timesymsidereason
06-22 14:22BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems