deribit_basis_contango_short_vix_gated

not live
30
closed trades
63%
win rate
+190.02
total pnl ($)
1.152
weight
7d window — n=8 wr=50% pnl=-11.65  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 30 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 22:41BTCSell63911.8→62557.1+12.15timeout
06-23 10:36BTCSell64112.8→62323.1+15.97timeout
06-22 13:49BTCSell63567.8→65526-18.91stop_loss
06-22 10:21BTCSell64261.8→64130.2+0.80timeout
06-21 21:36BTCSell63925.8→63740.2+1.21timeout
06-21 09:35BTCSell63587.8→64095.2-5.18timeout
06-20 19:53BTCSell63046.8→63907.2-8.76timeout
06-20 06:55BTCSell62837.9→63718.2-8.93timeout
06-19 18:49BTCSell62750.9→63023.2-3.11timeout
06-19 06:52BTCSell64054.8→62765.1+11.49timeout
06-18 15:51BTCSell65876.7→62588.1+29.10take_profit
06-18 06:44BTCSell65611.7→64067.2+13.59timeout
06-17 12:11BTCSell66514.7→64838.2+14.68timeout
06-15 13:08BTCSell64730.8→66713.7-18.93stop_loss
06-13 00:36BTCSell63640.8→63542.2+0.50timeout
06-10 13:25BTCSell62263.9→61465.1+7.16timeout
06-07 09:04BTCSell61141.9→62831.1-17.17timeout
06-06 20:47BTCSell61349.9→60707+5.67timeout
06-05 15:39BTCSell63273.8→60107+29.45take_profit
06-04 02:02BTCSell65105.7→61856.1+29.41take_profit
06-04 00:27BTCSell66959.7→63617.2+29.39take_profit
06-02 19:32BTCSell70216.5→66678.3+29.70take_profit
06-02 15:25BTCSell71023.4→67454.4+29.64take_profit
06-02 06:33BTCSell73165.3→70314.5+23.02timeout
06-01 00:13BTCSell73864.3→73718.7+0.63timeout
05-31 10:02BTCSell73564.3→73794.7-2.24timeout
05-31 00:17BTCSell73480.3→73863.7-3.61timeout
05-30 07:02BTCSell73732.3→73529.7+1.15timeout
05-29 19:48BTCSell73466.3→73627.7-1.78timeout
05-29 06:52BTCSell73062.3→73749.7-6.04timeout

Paper vs Live

Paper (trades.jsonl)
30
closed
63%
win rate
+190.02
total pnl ($)
+105.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3063%+105.3+190.02

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems