deribit_basis_annualized_trend_crossover_long

not live
76
closed trades
43%
win rate
-234.86
total pnl ($)
0.829
weight
7d window — n=15 wr=33% pnl=-47.66  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 04:36BTCBuy59864→59664-2.05timeout
06-29 18:17BTCBuy59603→60358+5.73timeout
06-29 03:53BTCBuy60131→60019-1.41timeout
06-28 17:26BTCBuy60547→59574-8.46timeout
06-28 03:44BTCBuy60296→60149-1.67timeout
06-27 16:24BTCBuy60038→60683+4.96timeout
06-27 03:10BTCBuy58703.9→60175+12.07timeout
06-26 15:34BTCBuy59241→60110+6.84timeout
06-26 02:13BTCBuy60213→58727.7-12.77stop_loss
06-25 13:57BTCBuy59756→58275.9-12.78stop_loss
06-25 13:55BTCBuy59930→58452.8-12.72stop_loss
06-24 14:17BTCBuy62592.1→61051.4-12.76stop_loss
06-24 14:02BTCBuy62709.1→61166.3-12.75stop_loss
06-24 09:02BTCBuy62408.1→62674.9+1.64timeout
06-24 06:41BTCBuy62947.1→62815.9-1.55timeout
06-23 06:20BTCBuy64383.2→62799.4-12.77stop_loss
06-23 06:08BTCBuy64666.2→63071.3-12.80stop_loss
06-22 18:48BTCBuy64174.2→64441.8+1.57timeout
06-22 17:46BTCBuy64151.2→64458.8+1.91timeout
06-21 18:31BTCBuy63826.2→64042.8+1.30timeout
06-21 17:26BTCBuy63877.2→64121.8+1.54timeout
06-20 18:18BTCBuy63089.2→63837.8+5.48timeout
06-20 17:17BTCBuy63025.2→63864.8+6.18timeout
06-19 17:12BTCBuy62390.1→62985.9+4.32timeout
06-19 16:13BTCBuy62692.1→63233.8+3.87timeout
06-18 15:40BTCBuy64285.2→62703.5-12.72stop_loss
06-18 15:39BTCBuy64377.2→62793.4-12.72stop_loss
06-17 19:41BTCBuy65761.3→64141.7-12.77stop_loss
06-17 19:29BTCBuy65884.3→64261.6-12.77stop_loss
06-17 15:49BTCBuy65792.3→65652.7-1.52timeout
06-17 14:48BTCBuy65699.3→64892.8-6.60timeout
06-16 14:44BTCBuy66489.3→65641.7-6.91timeout
06-16 13:44BTCBuy66512.3→66094.7-3.67timeout
06-15 13:19BTCBuy64000.2→66812.7+21.54take_profit
06-15 12:50BTCBuy63708.2→66514.7+21.59take_profit
06-14 20:12BTCBuy64250.2→63794.8-4.04timeout
06-14 17:04BTCBuy63962.2→63966.8-0.48timeout
06-13 20:02BTCBuy63602.2→64254.8+4.68timeout
06-13 16:43BTCBuy63788.2→64031.8+1.46timeout
06-12 16:41BTCBuy62637.1→63916.8+9.74timeout
06-12 15:41BTCBuy62798.1→63913.8+8.39timeout
06-11 16:26BTCBuy62155.1→62578.9+2.86timeout
06-11 15:26BTCBuy62272.1→62720.9+3.06timeout
06-10 15:18BTCBuy61583.1→61940.9+2.41timeout
06-10 14:19BTCBuy61781.1→61876.9+0.30timeout
06-09 14:04BTCBuy63659.2→62092.8-12.75stop_loss
06-09 13:36BTCBuy63740.2→62165.8-12.79stop_loss
06-08 21:44BTCBuy61685.1→63803.8+16.69timeout
06-08 17:29BTCBuy62235.1→63597.8+10.41timeout
06-07 21:04BTCBuy60715→61744.9+8.05timeout
06-07 16:59BTCBuy60736→62045.9+10.31timeout
06-06 19:53BTCBuy60287→60587+2.10timeout
06-06 15:48BTCBuy60238→60731+3.65timeout
06-05 18:52BTCBuy60764→59269.4-12.76stop_loss
06-05 15:37BTCBuy61785.1→60265.8-12.73stop_loss
06-05 13:52BTCBuy62598.1→61054.4-12.79stop_loss
06-05 06:23BTCBuy62728.1→61175.3-12.77stop_loss
06-05 02:33BTCBuy63390.2→62760.9-5.39timeout
06-04 09:26BTCBuy64445.2→62857.4-12.76stop_loss
06-04 00:29BTCBuy65037.3→63438.1-12.74stop_loss
06-04 00:25BTCBuy65509.3→63897.8-12.75stop_loss
06-03 20:55BTCBuy66432.3→64797.3-12.80stop_loss
06-03 16:24BTCBuy67300.4→65643.9-12.79stop_loss
06-03 03:50BTCBuy67029.4→65378-12.77stop_loss
06-03 03:34BTCBuy67616.4→65953.7-12.75stop_loss
06-02 19:33BTCBuy68101.4→66426.4-12.75stop_loss
06-02 12:59BTCBuy70674.5→68936.1-12.81stop_loss
06-02 12:06BTCBuy70995.5→69249.9-12.80stop_loss
06-01 15:32BTCBuy73594.7→71299.8-16.17stop_loss
06-01 15:32BTCBuy73620.7→71299.8-16.36stop_loss
05-31 15:05BTCBuy73864.7→73610.3-2.19timeout
05-31 13:22BTCBuy73793.7→73962.3+0.59timeout
05-30 12:12BTCBuy73347.7→73564.3+0.96timeout
05-30 11:06BTCBuy73633.7→73607.3-0.69timeout
05-29 11:20BTCBuy73410.7→73623.3+0.96timeout
05-29 09:45BTCBuy73463.7→73796.3+1.75timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
43%
win rate
-234.86
total pnl ($)
-61.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7643%-61.4-234.86

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems