deribit_basis_change_momentum_long

not live
23
closed trades
52%
win rate
-45.04
total pnl ($)
1.268
weight
7d window — n=5 wr=80% pnl=+7.43  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:29BTCBuy59358→60184+6.46timeout
06-23 05:23BTCBuy64973.2→63375.1-12.77stop_loss
06-22 14:34BTCBuy64001.2→65025.7+7.45timeout
06-21 14:21BTCBuy63279.2→63994.8+5.27timeout
06-20 14:17BTCBuy63048.2→63241.8+1.02timeout
06-19 15:20BTCBuy63378.2→63062.8-2.84timeout
06-18 14:52BTCBuy65163.3→63531-12.93stop_loss
06-17 14:33BTCBuy65366.3→65162.7-2.02timeout
06-16 14:18BTCBuy66495.3→65835.7-5.49timeout
06-15 14:00BTCBuy64296.2→66384.7+15.80timeout
06-14 13:55BTCBuy64046.2→64286.8+1.43timeout
06-13 12:38BTCBuy63450.2→63984.8+3.68timeout
06-12 11:50BTCBuy63110.2→63786.8+4.83timeout
06-11 08:50BTCBuy61204.1→62949.9+13.71timeout
06-09 14:18BTCBuy63324.2→61766-12.76stop_loss
06-09 06:55BTCBuy62965.1→63256.8+1.81timeout
06-08 06:44BTCBuy62184.1→62988.9+6.00timeout
06-06 04:15BTCBuy61489.1→59977-12.75stop_loss
06-05 06:01BTCBuy63692.2→62125.8-12.73stop_loss
06-04 00:29BTCBuy65148.3→63546-12.75stop_loss
06-03 20:50BTCBuy66654.3→65015.2-12.80stop_loss
06-02 12:31BTCBuy70889.5→69146-12.80stop_loss
05-30 07:53BTCBuy73396.7→73486.3+0.12timeout

Paper vs Live

Paper (trades.jsonl)
23
closed
52%
win rate
-45.04
total pnl ($)
-38.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2352%-38.7-45.04

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems