deribit_basis_annualized_rolling_change_long

not live
49
closed trades
39%
win rate
-233.76
total pnl ($)
0.828
weight
7d window — n=11 wr=36% pnl=-67.62  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 49 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 16:19BTCBuy59732→60689+7.63timeout
06-27 14:12BTCBuy59416→60553+9.11timeout
06-25 13:59BTCBuy59546→58022.1-13.19stop_loss
06-25 13:53BTCBuy60377→58779.7-13.62stop_loss
06-24 16:51BTCBuy61296.1→59721.1-13.28stop_loss
06-24 15:37BTCBuy62194.1→60602.7-13.15stop_loss
06-24 13:47BTCBuy62876.1→61267.3-13.24stop_loss
06-23 06:21BTCBuy64251.2→62605.5-13.27stop_loss
06-23 06:20BTCBuy64505.2→62844.4-13.34stop_loss
06-22 20:28BTCBuy63901.2→64337.8+2.91timeout
06-22 18:24BTCBuy63848.2→64664.8+5.82timeout
06-20 19:11BTCBuy62621.1→63886.8+9.68timeout
06-20 17:02BTCBuy62583.1→63937.8+10.29timeout
06-18 15:18BTCBuy64826.2→63162.2-13.24stop_loss
06-18 15:17BTCBuy64952.2→63285.2-13.23stop_loss
06-17 10:59BTCBuy66422.3→64722.4-13.33stop_loss
06-17 08:35BTCBuy66783.3→65074.2-13.23stop_loss
06-16 10:48BTCBuy64538.2→66527.7+14.86timeout
06-15 15:46BTCBuy64090.2→66967.7+22.03take_profit
06-14 09:49BTCBuy63822.2→64562.8+5.25timeout
06-13 17:17BTCBuy62453.1→63974.8+11.74timeout
06-12 08:16BTCBuy61651.1→63357.8+13.16timeout
06-11 15:28BTCBuy61347.1→62698.9+10.38timeout
06-09 21:41BTCBuy61694.1→62016.9+2.42timeout
06-09 14:21BTCBuy63257.2→61638.1-13.26stop_loss
06-07 22:14BTCBuy60869→63602.8+22.02take_profit
06-07 20:17BTCBuy60718→61496.9+6.04timeout
06-06 04:15BTCBuy61589.1→60007-13.30stop_loss
06-05 18:52BTCBuy60776→59220.4-13.25stop_loss
06-05 18:52BTCBuy60777→59221.4-13.26stop_loss
06-05 15:39BTCBuy61665.1→60070.9-13.36stop_loss
06-05 13:56BTCBuy62568.1→60963.5-13.29stop_loss
06-05 06:03BTCBuy63695.2→62059.8-13.24stop_loss
06-04 11:10BTCBuy63812.2→62177.8-13.23stop_loss
06-04 01:16BTCBuy64471.2→62821.4-13.24stop_loss
06-04 00:29BTCBuy65178.3→63510.1-13.24stop_loss
06-03 20:55BTCBuy66387.3→64655.4-13.54stop_loss
06-03 19:52BTCBuy67202.4→65482-13.28stop_loss
06-03 03:50BTCBuy67203.4→65468-13.37stop_loss
06-03 03:49BTCBuy67388.4→65663.9-13.25stop_loss
06-02 14:27BTCBuy69526.5→67746.7-13.26stop_loss
06-02 14:21BTCBuy69987.5→68192.5-13.29stop_loss
06-01 22:26BTCBuy74137.7→71240.8-20.25stop_loss
06-01 22:26BTCBuy73791.7→71240.8-18.03stop_loss
05-30 16:32BTCBuy73202.7→73875.3+3.92timeout
05-30 13:42BTCBuy72926.6→73709.3+4.78timeout
05-30 11:50BTCBuy73420.7→73562.3+0.39timeout
05-30 09:45BTCBuy73477.7→73533.3-0.14timeout
05-30 07:31BTCBuy73292.7→73515.3+0.98timeout

Paper vs Live

Paper (trades.jsonl)
49
closed
39%
win rate
-233.76
total pnl ($)
-94.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4939%-94.8-233.76

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems