deribit_basis_compression_fear_long_v4

not live
18
closed trades
44%
win rate
+7.24
total pnl ($)
0.992
weight
7d window — n=3 wr=0% pnl=-38.18  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 18 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:44BTCBuy61669.1→60148.9-12.76stop_loss
06-24 15:32BTCBuy62215.1→60684.6-12.65stop_loss
06-24 14:13BTCBuy62622.1→61079.4-12.76stop_loss
06-17 22:03BTCBuy65564.3→63942.8-12.81stop_loss
06-17 08:20BTCBuy66808.3→65165.1-12.71stop_loss
06-15 13:16BTCBuy63936.2→66752.7+21.59take_profit
06-15 13:16BTCBuy63939.2→66752.7+21.59take_profit
06-15 13:08BTCBuy63845.2→66651.7+21.58take_profit
06-14 17:23BTCBuy62362.1→63918.8+11.83timeout
06-13 17:12BTCBuy62045.1→63934.8+14.78timeout
06-12 15:00BTCBuy61436.1→64135.8+21.29take_profit
06-10 17:00BTCBuy62042.1→62185.9+0.52timeout
06-09 14:11BTCBuy63543.2→61980.9-12.74stop_loss
06-07 22:14BTCBuy60733→63400.8+21.53take_profit
06-05 18:52BTCBuy60747→59253.4-12.75stop_loss
06-05 06:03BTCBuy63553.2→61980.9-12.78stop_loss
06-04 00:24BTCBuy65528.3→63916.8-12.74stop_loss
06-03 03:49BTCBuy67316.4→65660.9-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
18
closed
44%
win rate
+7.24
total pnl ($)
+8.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1844%+8.4+7.24

Recent bounces (last 20 of 3)

timesymsidereason
06-26 11:02BTCBuybelow_min_notional_skip
06-25 10:17BTCBuybelow_min_notional_skip
06-24 10:24BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems