deribit_basis_change_fear_long

not live
86
closed trades
35%
win rate
-392.42
total pnl ($)
0.543
weight
7d window — n=18 wr=28% pnl=-118.72  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 86 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 19:47BTCBuy60762→59266.4-12.73stop_loss
06-27 17:47BTCBuy59487→60529+8.30timeout
06-27 16:45BTCBuy59196→60753+12.69timeout
06-27 15:44BTCBuy59154→60766+13.21timeout
06-27 14:38BTCBuy59603→60529+7.31timeout
06-25 13:58BTCBuy59565→58096-12.71stop_loss
06-25 13:57BTCBuy59794→58323.9-12.68stop_loss
06-25 13:53BTCBuy60463→58967.6-12.76stop_loss
06-25 13:48BTCBuy60821→59317.4-12.78stop_loss
06-24 15:30BTCBuy62246.1→60715.6-12.66stop_loss
06-24 15:08BTCBuy62339.1→60797.5-12.74stop_loss
06-24 14:20BTCBuy62360.1→60825.5-12.72stop_loss
06-24 14:19BTCBuy62483.1→60946.5-12.73stop_loss
06-23 06:22BTCBuy64089.2→62508.6-12.85stop_loss
06-23 06:21BTCBuy64119.2→62534.6-12.87stop_loss
06-23 06:21BTCBuy64135.2→62556.6-12.81stop_loss
06-23 06:21BTCBuy64210.2→62629.5-12.77stop_loss
06-22 18:00BTCBuy63834.2→64616.8+5.58timeout
06-21 08:32BTCBuy62688.1→64016.8+9.86timeout
06-21 02:00BTCBuy63002.1→64223.8+9.14timeout
06-18 15:57BTCBuy63895.2→62321.7-12.61stop_loss
06-18 15:51BTCBuy64151.2→62573.6-12.66stop_loss
06-18 15:39BTCBuy64386.2→62798.4-12.76stop_loss
06-18 04:11BTCBuy65359.3→63744.9-12.81stop_loss
06-17 19:44BTCBuy65699.3→64073.7-12.86stop_loss
06-17 08:44BTCBuy66513.3→64876.3-12.77stop_loss
06-17 08:39BTCBuy66623.3→64984.2-12.74stop_loss
06-17 08:35BTCBuy66720.3→65079.2-12.73stop_loss
06-16 14:23BTCBuy67117.4→65465-12.84stop_loss
06-16 10:19BTCBuy64530.2→66571.7+15.33timeout
06-15 13:24BTCBuy64068.2→66880.7+21.54take_profit
06-15 13:24BTCBuy64060.2→66872.7+21.54take_profit
06-15 13:20BTCBuy64021.2→66832.7+21.55take_profit
06-14 09:18BTCBuy63533.2→64330.8+5.73timeout
06-13 18:07BTCBuy63379.2→64046.8+4.77timeout
06-13 16:49BTCBuy62612.1→63947.8+10.22timeout
06-13 15:41BTCBuy62798.1→64320.8+11.63timeout
06-12 08:43BTCBuy61258.1→63359.8+16.52timeout
06-11 16:43BTCBuy61162.1→62638.9+11.44timeout
06-11 15:38BTCBuy61235.1→62799.9+12.14timeout
06-11 14:39BTCBuy61349.1→62885.9+11.88timeout
06-09 21:05BTCBuy61713.1→62016.9+2.26timeout
06-09 16:36BTCBuy62229.1→61293.9-8.17timeout
06-09 14:36BTCBuy62925.1→61371.2-12.80stop_loss
06-09 14:18BTCBuy63303.2→61746-12.76stop_loss
06-09 06:13BTCBuy61712.1→63341.8+12.66timeout
06-07 22:14BTCBuy60403→63054.8+21.52take_profit
06-07 19:59BTCBuy60365→61269.9+7.14timeout
06-07 15:54BTCBuy60507→62029.9+12.04timeout
06-07 05:18BTCBuy59479→62097.9+21.60take_profit
06-06 04:13BTCBuy61602.1→60086.9-12.75stop_loss
06-05 18:52BTCBuy60708→59214.4-12.76stop_loss
06-05 18:52BTCBuy60800→59304.4-12.75stop_loss
06-05 18:42BTCBuy61416.1→59906-12.75stop_loss
06-05 14:04BTCBuy62059.1→60531.7-12.76stop_loss
06-05 14:01BTCBuy62150.1→60619.6-12.77stop_loss
06-05 13:57BTCBuy62360.1→60820.5-12.80stop_loss
06-05 13:49BTCBuy62894.1→61347.2-12.75stop_loss
06-05 06:03BTCBuy63605.2→62037.9-12.77stop_loss
06-05 06:03BTCBuy63632.2→62065.8-12.72stop_loss
06-05 03:06BTCBuy63894.2→62320.7-12.73stop_loss
06-04 10:49BTCBuy63865.2→62294.7-12.71stop_loss
06-04 10:48BTCBuy63890.2→62318.7-12.72stop_loss
06-04 09:29BTCBuy64323.2→62724.5-12.87stop_loss
06-04 01:16BTCBuy64492.2→62906.4-12.74stop_loss
06-04 00:29BTCBuy65116.3→63515-12.74stop_loss
06-04 00:25BTCBuy65512.3→63900.8-12.75stop_loss
06-03 20:55BTCBuy66364.3→64732.4-12.79stop_loss
06-03 20:45BTCBuy66727.3→65086.2-12.81stop_loss
06-03 19:55BTCBuy66884.3→65235.1-12.83stop_loss
06-03 16:23BTCBuy67354.4→65695.8-12.79stop_loss
06-03 03:44BTCBuy67362.4→65703.8-12.77stop_loss
06-03 03:43BTCBuy67542.4→65880.7-12.75stop_loss
06-02 19:31BTCBuy68614.4→66679.3-14.55stop_loss
06-02 14:27BTCBuy69452.5→67743.7-12.76stop_loss
06-02 12:17BTCBuy70956.5→69211.9-12.79stop_loss
06-02 12:06BTCBuy70983.5→69237.9-12.80stop_loss
06-02 01:34BTCBuy72777.6→70987.9-12.85stop_loss
06-02 01:32BTCBuy72795.6→71004.9-12.85stop_loss
06-01 15:33BTCBuy73696.7→71307.8-16.80stop_loss
06-01 15:33BTCBuy73613.7→71307.8-16.27stop_loss
05-30 16:54BTCBuy73362.7→73888.3+2.90timeout
05-30 15:49BTCBuy72948.6→73879.3+5.63timeout
05-30 14:38BTCBuy72894.6→74015.3+7.03timeout
05-30 13:27BTCBuy73164.7→73749.3+3.33timeout
05-30 11:14BTCBuy73415.7→73597.3+0.67timeout

Paper vs Live

Paper (trades.jsonl)
86
closed
35%
win rate
-392.42
total pnl ($)
-90.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8635%-90.6-392.42

Recent bounces (last 20 of 1)

timesymsidereason
06-28 22:18BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems