deribit_basis_annualized_threshold_long_v2

not live
39
closed trades
41%
win rate
-135.17
total pnl ($)
0.942
weight
7d window — n=10 wr=40% pnl=-52.17  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 39 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 04:45BTCBuy60147→59765-3.63timeout
06-28 07:58BTCBuy60520→60178-3.30timeout
06-27 19:53BTCBuy59875→60167+2.04timeout
06-26 12:42BTCBuy60547→59057.5-12.76stop_loss
06-24 13:46BTCBuy62839.1→61293.3-12.75stop_loss
06-24 10:02BTCBuy62490.1→62581.9+0.21timeout
06-23 08:15BTCBuy64058.2→62481.6-12.80stop_loss
06-23 06:20BTCBuy64478.2→62888.4-12.79stop_loss
06-22 20:37BTCBuy64032.2→64400.8+2.40timeout
06-22 08:36BTCBuy63877.2→64096.8+1.21timeout
06-21 20:33BTCBuy63836.2→64037.8+1.13timeout
06-21 08:28BTCBuy63452.2→64017.8+3.88timeout
06-20 20:26BTCBuy63023.2→63914.8+6.66timeout
06-20 08:21BTCBuy62620.1→63524.8+6.69timeout
06-19 20:19BTCBuy63162.2→62998.8-1.78timeout
06-18 15:40BTCBuy64187.2→62606.5-12.73stop_loss
06-18 15:37BTCBuy64573.2→62985.3-12.73stop_loss
06-18 04:11BTCBuy65390.3→63743.9-13.06stop_loss
06-17 20:06BTCBuy65575.3→64359.8-9.73timeout
06-17 08:04BTCBuy66339.3→65466.7-6.96timeout
06-15 15:52BTCBuy64384.2→67210.6+21.51take_profit
06-13 13:27BTCBuy63380.2→64187.8+5.86timeout
06-12 20:56BTCBuy63373.2→63446.8+0.11timeout
06-11 14:49BTCBuy61854.1→62890.9+7.83timeout
06-09 14:46BTCBuy62769.1→61225.3-12.75stop_loss
06-07 08:14BTCBuy61095.1→62328.9+9.73timeout
06-06 20:11BTCBuy60703→60545-1.68timeout
06-05 06:03BTCBuy63632.2→62065.8-12.72stop_loss
06-04 00:29BTCBuy65098.3→63497.1-12.75stop_loss
06-03 20:50BTCBuy66654.3→65015.2-12.80stop_loss
06-02 14:10BTCBuy69983.5→68256.4-12.80stop_loss
06-02 09:27BTCBuy71092.6→69342.8-12.83stop_loss
06-01 22:26BTCBuy73204.7→71239.8-13.97stop_loss
05-31 23:47BTCBuy73791.7→73588.3-1.81timeout
05-31 09:45BTCBuy73539.7→73938.3+2.11timeout
05-30 23:44BTCBuy73385.7→73770.3+2.06timeout
05-30 06:43BTCBuy73656.7→73606.3-0.83timeout
05-29 19:25BTCBuy73502.7→73296.3-1.91timeout
05-29 06:33BTCBuy72826.6→73387.3+3.28timeout

Paper vs Live

Paper (trades.jsonl)
39
closed
41%
win rate
-135.17
total pnl ($)
-68.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3941%-68.8-135.17

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems