deribit_basis_annualized_trend_long

not live
26
closed trades
50%
win rate
-37.18
total pnl ($)
1.021
weight
7d window — n=16 wr=50% pnl=-22.79  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 23:15BTCBuy65048.3→63922.8-9.10timeout
06-22 17:13BTCBuy64191.2→64661.8+3.21timeout
06-22 11:00BTCBuy64221.2→64108.8-1.36timeout
06-22 02:37BTCBuy64131.2→64511.8+2.49timeout
06-21 19:29BTCBuy64374.2→64183.8-1.92timeout
06-21 11:59BTCBuy64402.2→64113.8-2.67timeout
06-21 05:58BTCBuy63985.2→64217.8+1.37timeout
06-20 23:55BTCBuy64057.2→64274.8+1.25timeout
06-20 17:46BTCBuy63658.2→63810.8+0.74timeout
06-20 10:44BTCBuy63346.2→63563.8+1.25timeout
06-20 04:40BTCBuy63013.2→63517.8+3.56timeout
06-19 22:39BTCBuy63307.2→63213.8-1.20timeout
06-19 09:21BTCBuy63053.2→62375.9-5.77timeout
06-18 22:31BTCBuy63811.2→62783.9-8.47timeout
06-18 01:02BTCBuy65822.3→64552.8-10.13timeout
06-16 22:18BTCBuy65732.3→65819.7+0.18timeout
06-16 16:21BTCBuy66389.3→65747.7-5.31timeout
06-12 04:55BTCBuy63362.2→63680.8+2.04timeout
06-10 22:51BTCBuy61941.1→61429.9-4.57timeout
06-06 07:55BTCBuy60924→60997.9+0.14timeout
06-02 10:16BTCBuy70266.5→69674.5-4.71timeout
05-31 09:48BTCBuy74099.7→73949.3-1.51timeout
05-30 19:17BTCBuy73588.7→74001.3+2.32timeout
05-29 20:47BTCBuy73219.7→73695.3+2.79timeout
05-29 06:29BTCBuy73604.7→73380.3-2.01timeout
05-28 21:06BTCBuy73446.7→73555.3+0.24timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
50%
win rate
-37.18
total pnl ($)
-28.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2650%-28.3-37.18

Recent bounces (last 20 of 2)

timesymsidereason
06-22 15:25BTCBuytrigger_already_opened
06-22 03:17BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems