deribit_basis_capitulation_bounce

not live
52
closed trades
44%
win rate
-139.55
total pnl ($)
1.028
weight
7d window — n=9 wr=44% pnl=-30.35  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 52 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:59BTCBuy59813→58336.9-12.78stop_loss
06-29 22:26BTCBuy59372→60417+8.23timeout
06-28 21:38BTCBuy60329→59669-5.92timeout
06-27 20:35BTCBuy59615→60236+4.82timeout
06-26 18:45BTCBuy59378→59672+1.90timeout
06-25 17:54BTCBuy59345→59559+1.38timeout
06-24 17:20BTCBuy60942→59440.3-12.76stop_loss
06-24 14:02BTCBuy62699.1→61156.3-12.74stop_loss
06-24 07:12BTCBuy62982.1→62738.9-2.47timeout
06-23 06:20BTCBuy64403.2→62817.4-12.77stop_loss
06-22 19:33BTCBuy64204.2→64407.8+1.09timeout
06-21 17:53BTCBuy63807.2→64139.8+2.23timeout
06-20 17:14BTCBuy62970.1→63916.8+7.05timeout
06-19 16:32BTCBuy62521.1→63272.8+5.57timeout
06-18 15:57BTCBuy63887.2→62308.7-12.62stop_loss
06-18 04:11BTCBuy65371.3→63743.9-12.91stop_loss
06-17 14:55BTCBuy65639.3→65191.7-3.86timeout
06-16 13:54BTCBuy66437.3→66006.7-3.77timeout
06-15 12:50BTCBuy63757.2→66561.7+21.56take_profit
06-14 18:14BTCBuy64059.2→63695.8-3.39timeout
06-13 17:20BTCBuy63820.2→64012.8+1.07timeout
06-12 16:40BTCBuy62664.1→63963.8+9.87timeout
06-11 16:01BTCBuy62538.1→62755.9+1.14timeout
06-10 15:04BTCBuy61445.1→62241.9+5.99timeout
06-09 14:21BTCBuy63170.2→61615.1-12.76stop_loss
06-08 22:25BTCBuy62991.1→63307.8+2.03timeout
06-07 21:48BTCBuy60818→61679.9+6.66timeout
06-06 20:05BTCBuy59995→60500+3.83timeout
06-05 18:52BTCBuy60915→59417.3-12.75stop_loss
06-05 16:09BTCBuy61471.1→59959-12.77stop_loss
06-05 06:20BTCBuy63186.2→61632.1-12.74stop_loss
06-05 02:54BTCBuy63236.2→62632.9-5.18timeout
06-04 00:29BTCBuy64940.2→63343.1-12.74stop_loss
06-03 20:55BTCBuy66328.3→64655.4-13.10stop_loss
06-03 03:28BTCBuy67750.4→66083.6-12.76stop_loss
06-02 14:10BTCBuy69993.5→68272.4-12.76stop_loss
06-01 22:25BTCBuy73947.7→71201.8-19.15stop_loss
05-31 18:40BTCBuy74018.7→73640.3-3.03timeout
05-31 16:37BTCBuy73925.7→73451.3-3.72timeout
05-31 14:30BTCBuy74002.7→73579.3-3.33timeout
05-31 12:24BTCBuy73628.7→73896.3+1.24timeout
05-31 09:56BTCBuy73575.7→73850.3+1.27timeout
05-30 12:41BTCBuy73239.7→73644.3+2.26timeout
05-30 11:34BTCBuy73524.7→73555.3-0.30timeout
05-30 10:19BTCBuy73625.7→73641.3-0.39timeout
05-30 08:51BTCBuy73665.7→73486.3-1.71timeout
05-30 08:03BTCBuy73656.7→73510.3-1.48timeout
05-29 11:00BTCBuy73360.7→73566.3+0.91timeout
05-29 09:57BTCBuy73533.7→73692.3+0.55timeout
05-29 08:49BTCBuy73343.7→73722.3+2.11timeout
05-29 07:45BTCBuy73423.7→73360.3-0.90timeout
05-29 06:42BTCBuy72799.6→73650.3+5.27timeout

Paper vs Live

Paper (trades.jsonl)
52
closed
44%
win rate
-139.55
total pnl ($)
-53.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5244%-53.1-139.55

Recent bounces (last 20 of 1)

timesymsidereason
06-30 00:57BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems