deribit_basis_crossover_fear_long_v4

not live
80
closed trades
42%
win rate
-273.36
total pnl ($)
0.817
weight
7d window — n=16 wr=44% pnl=-61.78  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 80 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:22BTCBuy60353→58868.6-12.73stop_loss
06-30 12:21BTCBuy60371→58884.6-12.74stop_loss
06-29 19:45BTCBuy59382→60455+8.43timeout
06-29 17:53BTCBuy59591→60508+7.09timeout
06-28 18:43BTCBuy60524→59577-8.24timeout
06-28 16:41BTCBuy60740→59688-9.12timeout
06-27 18:11BTCBuy60095→60514+3.06timeout
06-27 16:11BTCBuy60169→60715+4.15timeout
06-26 17:31BTCBuy59552→60145+4.43timeout
06-26 15:23BTCBuy59167→59991+6.46timeout
06-25 13:58BTCBuy59562→58096-12.69stop_loss
06-25 13:51BTCBuy60670→59177.4-12.70stop_loss
06-24 14:19BTCBuy62377.1→60842.5-12.75stop_loss
06-24 14:02BTCBuy62713.1→61160.3-12.83stop_loss
06-24 11:04BTCBuy62324.1→62394.9+0.08timeout
06-24 07:05BTCBuy62922.1→62772.9-1.69timeout
06-23 06:20BTCBuy64411.2→62824.4-12.78stop_loss
06-23 06:20BTCBuy64397.2→62812.4-12.77stop_loss
06-22 20:19BTCBuy64034.2→64477.8+2.98timeout
06-22 18:16BTCBuy63977.2→64687.8+5.05timeout
06-21 19:53BTCBuy63908.2→64180.8+1.70timeout
06-21 17:53BTCBuy63799.2→64140.8+2.31timeout
06-20 18:17BTCBuy63129.2→63807.8+4.92timeout
06-20 16:14BTCBuy63367.2→63960.8+4.14timeout
06-19 17:39BTCBuy62527.1→63023.8+3.52timeout
06-19 15:40BTCBuy62784.1→63081.8+2.02timeout
06-18 15:57BTCBuy63891.2→62295.7-12.80stop_loss
06-18 14:52BTCBuy65137.3→63534-12.75stop_loss
06-18 04:11BTCBuy65408.3→63799.9-12.75stop_loss
06-17 18:28BTCBuy65887.3→65333.7-4.76timeout
06-17 14:15BTCBuy66015.3→65409.7-5.06timeout
06-16 17:48BTCBuy66883.3→65872.7-8.10timeout
06-16 13:49BTCBuy66553.3→66158.7-3.50timeout
06-15 15:52BTCBuy64375.2→67203.6+21.53take_profit
06-15 13:00BTCBuy63784.2→66587.7+21.54take_profit
06-14 20:36BTCBuy64221.2→64008.8-2.14timeout
06-14 18:32BTCBuy64156.2→63701.8-4.09timeout
06-13 20:04BTCBuy63635.2→64245.8+4.35timeout
06-13 18:02BTCBuy63868.2→63991.8+0.50timeout
06-12 19:28BTCBuy63597.2→63713.8+0.46timeout
06-12 17:24BTCBuy62329.1→63755.8+10.96timeout
06-11 18:37BTCBuy61791.1→63489.8+13.17timeout
06-11 16:31BTCBuy62195.1→62577.9+2.52timeout
06-10 18:23BTCBuy61768.1→61883.9+0.45timeout
06-10 16:19BTCBuy60890→62301.9+11.10timeout
06-09 14:47BTCBuy62729.1→61186.3-12.75stop_loss
06-09 14:39BTCBuy62884.1→61330.3-12.81stop_loss
06-09 09:40BTCBuy63266.2→62592.9-5.75timeout
06-09 07:37BTCBuy63194.2→63061.8-1.55timeout
06-08 07:52BTCBuy62204.1→63245.8+7.89timeout
06-08 05:48BTCBuy61753.1→62489.9+5.52timeout
06-07 07:23BTCBuy60886→62104.9+9.60timeout
06-07 05:21BTCBuy60368→61776.9+11.25timeout
06-06 04:32BTCBuy61195.1→59690.2-12.75stop_loss
06-06 04:10BTCBuy61822.1→60300.8-12.76stop_loss
06-05 21:04BTCBuy59276→61878.9+21.51take_profit
06-05 18:52BTCBuy60774→59278.4-12.76stop_loss
06-05 18:51BTCBuy60995→59495.3-12.75stop_loss
06-05 14:06BTCBuy61976.1→60437.7-12.86stop_loss
06-05 13:56BTCBuy62425.1→60889.5-12.75stop_loss
06-05 06:21BTCBuy63085.2→61533.1-12.75stop_loss
06-05 06:01BTCBuy63652.2→62086.8-12.70stop_loss
06-05 02:41BTCBuy63287.2→62835.9-3.99timeout
06-04 10:48BTCBuy63883.2→62311.7-12.72stop_loss
06-04 01:22BTCBuy64298.2→62716.5-12.75stop_loss
06-04 00:29BTCBuy65045.3→63445.1-12.75stop_loss
06-03 20:55BTCBuy66423.3→64778.4-12.87stop_loss
06-03 16:27BTCBuy67198.4→65545.9-12.77stop_loss
06-03 03:44BTCBuy67362.4→65704.8-12.76stop_loss
06-03 03:43BTCBuy67387.4→65728.8-12.76stop_loss
06-02 13:00BTCBuy70660.5→68891.1-13.03stop_loss
06-02 12:40BTCBuy70768.5→69028-12.79stop_loss
06-01 15:25BTCBuy73916.7→71111.9-19.53stop_loss
06-01 15:25BTCBuy73627.7→71111.9-17.68stop_loss
05-31 16:38BTCBuy73940.7→73504.3-3.47timeout
05-31 13:14BTCBuy73740.7→73911.3+0.59timeout
05-31 09:42BTCBuy73529.7→73985.3+2.50timeout
05-29 20:23BTCBuy73598.7→73661.3-0.06timeout
05-29 18:05BTCBuy73586.7→73914.3+1.74timeout
05-29 11:25BTCBuy73401.7→73622.3+1.01timeout

Paper vs Live

Paper (trades.jsonl)
80
closed
42%
win rate
-273.36
total pnl ($)
-67.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8042%-67.9-273.36

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems