deribit_basis_compression_long_v9

not live
20
closed trades
40%
win rate
-64.87
total pnl ($)
1.208
weight
7d window — n=9 wr=56% pnl=-0.64  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 20 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 06:58BTCBuy62879.1→64263.8+10.56timeout
06-21 04:59BTCBuy62423.1→64241.8+14.14timeout
06-21 02:41BTCBuy62895.1→64218.8+10.05timeout
06-21 00:35BTCBuy62993.1→64248.8+9.44timeout
06-20 20:23BTCBuy63085.2→63914.8+6.19timeout
06-18 15:57BTCBuy63902.2→62293.7-12.98stop_loss
06-18 15:53BTCBuy64023.2→62446.6-12.61stop_loss
06-18 15:51BTCBuy64153.2→62574.6-12.66stop_loss
06-17 19:29BTCBuy65966.3→64340.6-12.77stop_loss
06-14 06:29BTCBuy63131.2→64315.8+8.95timeout
06-11 15:11BTCBuy61628.1→62682.9+7.91timeout
06-07 22:14BTCBuy60396→63047.8+21.52take_profit
06-06 04:34BTCBuy61025.1→59524.2-12.75stop_loss
06-06 04:27BTCBuy61286.1→59774.1-12.79stop_loss
06-06 04:14BTCBuy61556.1→60042-12.75stop_loss
06-04 09:26BTCBuy64436.2→62846.4-12.78stop_loss
06-02 22:59BTCBuy67961.4→66221.6-13.25stop_loss
06-02 15:26BTCBuy68995.4→67298-12.75stop_loss
06-02 14:23BTCBuy69728.5→68013.6-12.76stop_loss
06-02 14:10BTCBuy69986.5→68262.4-12.78stop_loss

Paper vs Live

Paper (trades.jsonl)
20
closed
40%
win rate
-64.87
total pnl ($)
-65.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2040%-65.0-64.87

Recent bounces (last 20 of 3)

timesymsidereason
06-21 23:33BTCBuystale_intent
06-21 21:18BTCBuystale_intent
06-21 21:18BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems