deribit_basis_contango_fear_long_v3

not live
61
closed trades
36%
win rate
-249.45
total pnl ($)
0.691
weight
7d window — n=13 wr=23% pnl=-93.93  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 61 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 05:14BTCBuy59982→59502-4.47timeout
06-28 13:58BTCBuy60523→60043-4.45timeout
06-28 07:38BTCBuy60409→60168-2.48timeout
06-27 19:14BTCBuy60015→60572+4.22timeout
06-26 13:19BTCBuy60481→58627.7-15.78stop_loss
06-24 14:17BTCBuy62954.1→61018.4-15.69stop_loss
06-23 08:24BTCBuy64057.2→62092.8-15.74stop_loss
06-23 08:24BTCBuy64082.2→62116.8-15.59stop_loss
06-23 08:17BTCBuy64444.2→62468.6-15.67stop_loss
06-23 06:20BTCBuy64853.2→62868.4-15.64stop_loss
06-23 03:34BTCBuy64217.2→64004.8-2.13timeout
06-22 21:06BTCBuy63777.2→64406.8+4.48timeout
06-22 15:07BTCBuy64236.2→64937.8+5.01timeout
06-22 09:02BTCBuy63953.2→64153.8+0.97timeout
06-22 03:02BTCBuy64229.2→63932.8-2.77timeout
06-21 20:26BTCBuy63924.2→64063.8+0.66timeout
06-21 14:04BTCBuy63356.2→64061.8+5.15timeout
06-21 07:52BTCBuy63703.2→64180.8+3.24timeout
06-20 23:48BTCBuy63282.2→64267.8+7.32timeout
06-20 17:19BTCBuy63075.2→63892.8+6.05timeout
06-20 10:43BTCBuy62406.1→63563.8+8.78timeout
06-20 04:19BTCBuy62790.1→63427.8+4.63timeout
06-19 22:07BTCBuy62904.1→63043.8+0.63timeout
06-19 16:14BTCBuy62639.1→63329.8+5.06timeout
06-18 15:58BTCBuy64180.2→62216.8-15.65stop_loss
06-18 15:58BTCBuy64187.2→62220.8-15.48stop_loss
06-18 15:57BTCBuy64323.2→62352.7-15.57stop_loss
06-18 09:55BTCBuy64846.2→64214.8-5.41timeout
06-18 04:11BTCBuy65808.3→63743.9-16.14stop_loss
06-18 04:00BTCBuy65833.3→64245.8-12.53timeout
06-17 20:30BTCBuy65726.3→64334.8-11.03timeout
06-17 14:13BTCBuy66092.3→65285.7-6.56timeout
06-17 08:15BTCBuy66448.3→65319.7-8.93timeout
06-15 21:20BTCBuy64738.2→66493.7+13.05timeout
06-13 21:40BTCBuy63541.2→64327.8+5.71timeout
06-13 05:17BTCBuy63484.2→63521.8-0.14timeout
06-12 22:01BTCBuy63537.2→63518.8-0.64timeout
06-11 14:51BTCBuy61935.1→62917.9+7.39timeout
06-10 19:29BTCBuy61841.1→61754.9-1.21timeout
06-10 13:26BTCBuy62277.1→61422.9-7.31timeout
06-07 08:53BTCBuy61440.1→62762.9+10.35timeout
06-07 02:50BTCBuy61103.1→61476.9+2.55timeout
06-06 20:46BTCBuy61230.1→60722-4.53timeout
06-05 06:22BTCBuy63290.2→61354.2-15.71stop_loss
06-04 10:28BTCBuy64422.2→62447.6-15.75stop_loss
06-04 00:38BTCBuy65116.3→63124.3-15.74stop_loss
06-03 23:03BTCBuy66470.3→64436.5-15.74stop_loss
06-03 20:55BTCBuy66951.3→64903.3-15.80stop_loss
06-03 15:54BTCBuy67131.4→66158.7-7.77timeout
06-02 14:23BTCBuy70109.5→67962.6-15.78stop_loss
06-02 13:58BTCBuy70880.5→68712.2-15.77stop_loss
05-31 23:51BTCBuy73815.7→73686.3-1.30timeout
05-31 21:15BTCBuy73959.7→73671.3-2.39timeout
05-31 09:49BTCBuy73535.7→73962.3+2.30timeout
05-30 23:56BTCBuy73441.7→73814.3+2.02timeout
05-30 13:14BTCBuy73090.7→73722.3+3.83timeout
05-30 06:45BTCBuy73671.7→73619.3-0.85timeout
05-30 01:22BTCBuy73603.7→73568.3-0.73timeout
05-29 19:24BTCBuy73496.7→73278.3-1.99timeout
05-29 12:39BTCBuy73422.7→73240.3-1.71timeout
05-29 06:37BTCBuy72748.6→73667.3+5.74timeout

Paper vs Live

Paper (trades.jsonl)
61
closed
36%
win rate
-249.45
total pnl ($)
-81.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6136%-81.7-249.45

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems