deribit_basis_change_momentum_long_v2

not live
80
closed trades
49%
win rate
-94.49
total pnl ($)
0.962
weight
7d window — n=13 wr=38% pnl=-30.37  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 80 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 16:34BTCBuy59871→59625-2.58timeout
06-29 01:16BTCBuy60062→59400-5.98timeout
06-28 12:06BTCBuy60046→60350+2.06timeout
06-27 22:49BTCBuy60383→60148-2.37timeout
06-27 08:01BTCBuy59851→60442+4.48timeout
06-26 17:10BTCBuy59899→60234+2.30timeout
06-26 03:28BTCBuy59277→59076-2.11timeout
06-25 13:44BTCBuy61668.1→60148.9-12.75stop_loss
06-25 04:56BTCBuy59805→61298.9+12.05timeout
06-24 14:20BTCBuy62372.1→60838.5-12.74stop_loss
06-24 09:57BTCBuy62585.1→62674.9+0.23timeout
06-23 20:57BTCBuy62402.1→62429.9-0.22timeout
06-23 06:20BTCBuy64374.2→62791.4-12.75stop_loss
06-22 20:36BTCBuy64088.2→64394.8+1.93timeout
06-22 08:06BTCBuy64213.2→64081.8-1.52timeout
06-21 19:43BTCBuy64185.2→64195.8-0.36timeout
06-21 07:23BTCBuy63898.2→64196.8+1.89timeout
06-20 18:39BTCBuy63712.2→63841.8+0.57timeout
06-20 05:37BTCBuy62995.1→63650.8+4.76timeout
06-19 16:41BTCBuy62562.1→63243.8+5.01timeout
06-19 04:24BTCBuy62704.1→62735.9-0.18timeout
06-18 15:38BTCBuy64413.2→62829.4-12.73stop_loss
06-18 07:53BTCBuy64189.2→64438.8+1.42timeout
06-17 19:26BTCBuy65512.3→64778.8-6.07timeout
06-17 07:06BTCBuy65656.3→65588.7-0.98timeout
06-16 18:45BTCBuy66403.3→65827.7-4.82timeout
06-16 05:59BTCBuy66830.3→66039.7-6.34timeout
06-15 17:12BTCBuy65635.3→66819.7+8.52timeout
06-15 04:08BTCBuy64036.2→65736.7+12.81timeout
06-14 15:17BTCBuy64492.2→64047.8-3.90timeout
06-14 03:02BTCBuy64203.2→64466.8+1.61timeout
06-13 14:58BTCBuy63628.2→64204.8+4.06timeout
06-13 01:46BTCBuy63163.2→63780.8+4.40timeout
06-12 12:10BTCBuy63716.2→63660.8-0.92timeout
06-11 22:34BTCBuy62881.1→63548.8+4.79timeout
06-11 08:48BTCBuy61750.1→62916.9+8.94timeout
06-10 20:16BTCBuy61661.1→61746.9+0.22timeout
06-10 02:47BTCBuy61260.1→62016.9+5.79timeout
06-09 14:35BTCBuy62963.1→61413.2-12.76stop_loss
06-09 08:19BTCBuy63217.2→62887.9-3.07timeout
06-08 20:16BTCBuy63184.2→63237.8-0.04timeout
06-08 05:53BTCBuy62127.1→62631.9+3.61timeout
06-07 17:25BTCBuy61900.1→62222.9+2.17timeout
06-07 05:00BTCBuy60764→61846.9+8.47timeout
06-06 16:36BTCBuy59819→60526+5.48timeout
06-06 04:34BTCBuy61001→59501.3-12.75stop_loss
06-05 18:44BTCBuy61225.1→59719.1-12.75stop_loss
06-05 14:26BTCBuy61911.1→60387.8-12.75stop_loss
06-05 06:03BTCBuy63582.2→62017.9-12.75stop_loss
06-05 04:14BTCBuy63636.2→62820.9-6.83timeout
06-04 14:29BTCBuy62980.1→64107.8+8.53timeout
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-03 16:36BTCBuy66375.3→65765.7-5.08timeout
06-03 03:43BTCBuy67389.4→65728.8-12.77stop_loss
06-02 14:10BTCBuy69987.5→68264.4-12.77stop_loss
06-02 02:30BTCBuy71572.6→70737.5-6.36timeout
06-01 04:36BTCBuy73415.7→73437.3-0.32timeout
05-31 22:53BTCBuy73825.7→73930.3+0.27timeout
05-31 20:10BTCBuy73856.7→73661.3-1.76timeout
05-31 17:35BTCBuy74152.7→73645.3-3.90timeout
05-31 16:32BTCBuy74125.7→73525.3-4.53timeout
05-31 11:47BTCBuy73791.7→73895.3+0.18timeout
05-31 05:33BTCBuy73792.7→74120.3+1.74timeout
05-31 01:44BTCBuy73725.7→74042.3+1.66timeout
05-30 21:44BTCBuy73529.7→73978.3+2.54timeout
05-30 20:52BTCBuy73497.7→73908.3+2.29timeout
05-30 17:24BTCBuy73516.7→73952.3+2.46timeout
05-30 13:35BTCBuy73604.7→73674.3-0.01timeout
05-30 09:53BTCBuy73420.7→73572.3+0.57timeout
05-30 01:11BTCBuy73138.7→73553.3+2.36timeout
05-29 23:08BTCBuy73626.7→73435.3-1.77timeout
05-29 20:42BTCBuy73783.7→73668.3-1.25timeout
05-29 18:36BTCBuy73673.7→73734.3-0.09timeout
05-29 15:14BTCBuy73427.7→73661.3+1.11timeout
05-29 12:35BTCBuy73774.7→73197.3-4.37timeout
05-29 08:12BTCBuy73430.7→73663.3+1.13timeout
05-29 05:53BTCBuy73541.7→73387.3-1.56timeout
05-29 03:36BTCBuy72905.6→73312.3+2.28timeout
05-29 01:15BTCBuy73232.7→73710.3+2.74timeout
05-28 22:14BTCBuy73554.7→73687.3+0.38timeout

Paper vs Live

Paper (trades.jsonl)
80
closed
49%
win rate
-94.49
total pnl ($)
-23.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8049%-23.3-94.49

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems