deribit_basis_crossover_discount_long_v2

not live
58
closed trades
43%
win rate
-192.46
total pnl ($)
0.646
weight
7d window — n=14 wr=36% pnl=-101.34  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 58 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:53BTCBuy60385→58871.6-13.01stop_loss
06-28 10:32BTCBuy59854→60084+1.43timeout
06-27 22:37BTCBuy59700→60206+3.87timeout
06-27 09:30BTCBuy59684→60336+4.95timeout
06-25 13:48BTCBuy60806→59310.4-12.69stop_loss
06-25 13:42BTCBuy61717.1→60196.9-12.75stop_loss
06-24 14:19BTCBuy62427.1→60888.5-12.74stop_loss
06-24 14:17BTCBuy62602.1→61061.4-12.74stop_loss
06-24 14:13BTCBuy62644.1→61102.4-12.75stop_loss
06-23 08:27BTCBuy63635.2→62069.8-12.65stop_loss
06-23 06:21BTCBuy64130.2→62552.6-12.77stop_loss
06-23 06:21BTCBuy64209.2→62629.5-12.76stop_loss
06-22 21:16BTCBuy63962.2→64336.8+2.47timeout
06-22 09:13BTCBuy64008.2→64184.8+0.80timeout
06-21 21:12BTCBuy63472.2→63546.8+0.13timeout
06-21 09:11BTCBuy63231.2→63957.8+5.07timeout
06-20 21:06BTCBuy62497.1→63903.8+10.82timeout
06-20 08:59BTCBuy63080.2→63382.8+1.77timeout
06-18 15:40BTCBuy64336.2→62753.5-12.74stop_loss
06-18 15:38BTCBuy64406.2→62822.4-12.72stop_loss
06-18 15:17BTCBuy64977.2→63358.1-12.89stop_loss
06-17 19:39BTCBuy65836.3→64217.7-12.78stop_loss
06-17 08:44BTCBuy66497.3→64862.3-12.76stop_loss
06-17 08:20BTCBuy66810.3→65167.1-12.73stop_loss
06-16 20:48BTCBuy65766.3→65816.7-0.21timeout
06-15 20:38BTCBuy64476.2→66597.7+15.89timeout
06-15 13:20BTCBuy64028.2→66839.7+21.52take_profit
06-15 08:37BTCBuy64225.2→65701.7+11.02timeout
06-14 20:31BTCBuy63831.2→63901.8+0.04timeout
06-14 08:27BTCBuy63491.2→64445.8+7.03timeout
06-13 20:25BTCBuy63467.2→64218.8+5.46timeout
06-13 08:26BTCBuy63425.2→63779.8+2.19timeout
06-12 20:21BTCBuy62791.1→63518.8+5.33timeout
06-12 08:17BTCBuy61751.1→63355.8+12.38timeout
06-11 20:15BTCBuy61601.1→63478.8+14.60timeout
06-11 02:19BTCBuy61781.1→62265.9+3.40timeout
06-09 14:47BTCBuy62724.1→61180.3-12.77stop_loss
06-09 14:05BTCBuy63053.2→62172.9-7.42timeout
06-09 13:36BTCBuy63751.2→62177.8-12.77stop_loss
06-09 02:03BTCBuy61761.1→62814.9+8.11timeout
06-07 22:15BTCBuy61476.1→64174.8+21.51take_profit
06-07 22:14BTCBuy60785→63453.8+21.52take_profit
06-06 04:33BTCBuy61095.1→59592.2-12.75stop_loss
06-05 18:51BTCBuy61068.1→59565.2-12.77stop_loss
06-05 06:24BTCBuy62704.1→61150.4-12.83stop_loss
06-05 03:11BTCBuy63846.2→62268.7-12.77stop_loss
06-04 10:49BTCBuy63850.2→62279.7-12.71stop_loss
06-03 20:55BTCBuy66555.3→64914.3-12.83stop_loss
06-03 19:54BTCBuy67002.3→65354-12.78stop_loss
06-02 14:10BTCBuy69994.5→68271.4-12.77stop_loss
06-02 12:17BTCBuy70959.5→69214.9-12.83stop_loss
06-01 22:25BTCBuy73262.7→71201.8-14.62stop_loss
06-01 22:25BTCBuy73847.7→71201.8-18.57stop_loss
05-31 23:40BTCBuy73601.7→73517.3-0.99timeout
05-31 18:53BTCBuy73561.7→73577.3-0.43timeout
05-30 23:01BTCBuy73581.7→73872.3+1.36timeout
05-30 10:52BTCBuy73537.7→73626.3+0.06timeout
05-29 22:43BTCBuy73476.7→73417.3-0.90timeout

Paper vs Live

Paper (trades.jsonl)
58
closed
43%
win rate
-192.46
total pnl ($)
-65.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5843%-65.7-192.46

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems