deribit_basis_backwardation_recovery_long

not live
72
closed trades
38%
win rate
-202.19
total pnl ($)
0.418
weight
7d window — n=19 wr=32% pnl=-113.29  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 01:55BTCBuy60188→59880-2.88timeout
06-29 20:44BTCBuy60228→60380+0.51timeout
06-28 22:43BTCBuy60525→59032.5-12.80stop_loss
06-28 03:44BTCBuy59463→60162+5.43timeout
06-27 21:18BTCBuy59543→60334+6.32timeout
06-27 19:08BTCBuy59287→60541+10.19timeout
06-27 17:03BTCBuy59188→60570+11.18timeout
06-27 14:57BTCBuy59527→60584+8.43timeout
06-26 02:13BTCBuy60126→58644.7-12.76stop_loss
06-25 13:57BTCBuy59681→58213-12.66stop_loss
06-25 13:53BTCBuy60224→58742.7-12.65stop_loss
06-25 13:48BTCBuy60818→59321.4-12.70stop_loss
06-25 13:48BTCBuy60820→59324.4-12.68stop_loss
06-25 13:48BTCBuy60863→59366.3-12.67stop_loss
06-24 16:51BTCBuy61047.1→59533.2-12.83stop_loss
06-24 15:33BTCBuy62209.1→60679.6-12.46stop_loss
06-24 14:19BTCBuy62418.1→60883.5-12.74stop_loss
06-24 14:13BTCBuy62661.1→61119.4-12.75stop_loss
06-24 13:57BTCBuy62769.1→61222.3-12.76stop_loss
06-18 05:04BTCBuy65291.3→63686-12.75stop_loss
06-17 19:41BTCBuy65746.3→64128.7-12.80stop_loss
06-17 11:05BTCBuy66199.3→64571.5-12.88stop_loss
06-17 08:31BTCBuy66776.3→65134.2-12.72stop_loss
06-16 14:31BTCBuy67042.4→65376-12.95stop_loss
06-16 10:18BTCBuy64531.2→66586.7+15.41timeout
06-16 02:06BTCBuy64586.2→66276.7+12.65timeout
06-15 21:56BTCBuy64481.2→66356.7+13.98timeout
06-15 15:47BTCBuy64291.2→67113.6+21.53take_profit
06-15 15:47BTCBuy64168.2→66996.6+21.61take_profit
06-14 16:21BTCBuy63803.2→64080.8+1.55timeout
06-14 09:47BTCBuy63908.2→64541.8+4.41timeout
06-14 00:27BTCBuy63549.2→64481.8+6.92timeout
06-13 20:38BTCBuy63307.2→64231.8+6.82timeout
06-13 18:09BTCBuy63344.2→64047.8+5.06timeout
06-12 15:12BTCBuy61897.1→64212.8+18.09timeout
06-12 08:15BTCBuy61601.1→63260.8+12.89timeout
06-11 19:30BTCBuy61152.1→63838.8+21.34take_profit
06-11 18:01BTCBuy61033.1→63714.8+21.40take_profit
06-11 16:39BTCBuy60808→62676.9+14.71timeout
06-09 14:46BTCBuy62737.1→61193.3-12.78stop_loss
06-09 14:39BTCBuy62864.1→61312.3-12.82stop_loss
06-09 14:30BTCBuy62998.1→61444.2-12.80stop_loss
06-09 14:21BTCBuy63153.2→61596.1-12.78stop_loss
06-09 14:16BTCBuy63426.2→61866-12.75stop_loss
06-09 06:06BTCBuy61633.1→63395.8+13.76timeout
06-07 22:14BTCBuy61044.1→63723.8+21.52take_profit
06-07 22:14BTCBuy60747→63413.8+21.52take_profit
06-07 22:14BTCBuy60664→63328.8+21.53take_profit
06-07 22:14BTCBuy60608→63268.8+21.52take_profit
06-07 05:18BTCBuy59517→62129.9+21.54take_profit
06-06 04:27BTCBuy61364.1→59855.1-12.75stop_loss
06-05 18:52BTCBuy60890→59392.3-12.76stop_loss
06-05 18:37BTCBuy61425.1→59914-12.76stop_loss
06-05 14:26BTCBuy61913.1→60387.8-12.77stop_loss
06-05 14:25BTCBuy61929.1→60405.8-12.75stop_loss
06-05 13:57BTCBuy62411.1→60873.5-12.77stop_loss
06-05 13:56BTCBuy62435.1→60899.5-12.75stop_loss
06-05 06:23BTCBuy62727.1→61174.3-12.77stop_loss
06-05 06:20BTCBuy63180.2→61616.1-12.78stop_loss
06-05 06:19BTCBuy63330.2→61772-12.67stop_loss
06-05 06:03BTCBuy63622.2→62056.9-12.69stop_loss
06-05 05:59BTCBuy63819.2→62247.7-12.72stop_loss
06-04 11:10BTCBuy63788.2→62219.8-12.72stop_loss
06-04 01:22BTCBuy64275.2→62694.5-12.75stop_loss
06-04 00:29BTCBuy64932.2→63335.1-12.75stop_loss
06-03 23:24BTCBuy65936.3→64313.6-12.75stop_loss
06-03 23:07BTCBuy66042.3→64416.6-12.76stop_loss
06-03 19:55BTCBuy66938.3→65270.1-12.93stop_loss
06-03 16:27BTCBuy67182.4→65528.9-12.78stop_loss
06-03 16:27BTCBuy67197.4→65541.9-12.78stop_loss
06-03 03:44BTCBuy67330.4→65673.9-12.76stop_loss
06-03 03:43BTCBuy67561.4→65899.7-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
72
closed
38%
win rate
-202.19
total pnl ($)
-56.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7238%-56.0-202.19

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems