deribit_basis_crossover_long_v10

not live
83
closed trades
45%
win rate
-182.30
total pnl ($)
0.919
weight
7d window — n=16 wr=50% pnl=-46.18  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 83 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:23BTCBuy60332→58848.6-12.73stop_loss
06-30 12:20BTCBuy60384→58898.6-12.73stop_loss
06-29 20:55BTCBuy59631→60274+4.79timeout
06-29 16:31BTCBuy59715→59667-1.00timeout
06-28 19:37BTCBuy60089→59471-5.57timeout
06-28 15:25BTCBuy60743→60024-6.40timeout
06-27 19:23BTCBuy59869→60428+4.26timeout
06-27 15:10BTCBuy59918→60665+5.79timeout
06-26 18:23BTCBuy59531→60032+3.66timeout
06-26 14:18BTCBuy58935.9→59880+7.51timeout
06-25 17:39BTCBuy59455→59695+1.62timeout
06-25 13:59BTCBuy59517→58053.1-12.69stop_loss
06-24 14:19BTCBuy62433.1→60883.5-12.86stop_loss
06-24 14:17BTCBuy62548.1→61007.4-12.76stop_loss
06-24 10:35BTCBuy62273.1→62540.9+1.64timeout
06-24 09:34BTCBuy62445.1→62671.9+1.29timeout
06-23 06:18BTCBuy64651.2→63061.3-12.77stop_loss
06-23 06:08BTCBuy64702.2→63078.3-13.02stop_loss
06-22 18:04BTCBuy63953.2→64665.8+5.07timeout
06-22 16:59BTCBuy64113.2→64727.8+4.34timeout
06-21 17:54BTCBuy63816.2→64140.8+2.17timeout
06-21 16:47BTCBuy63938.2→64107.8+0.91timeout
06-20 17:16BTCBuy62963.1→63863.8+6.67timeout
06-20 16:15BTCBuy63323.2→64016.8+4.93timeout
06-19 16:18BTCBuy62600.1→63309.8+5.21timeout
06-19 15:24BTCBuy63310.2→63026.8-2.59timeout
06-18 15:57BTCBuy63945.2→62365.7-12.75stop_loss
06-18 14:52BTCBuy65184.3→63581-12.74stop_loss
06-18 12:04BTCBuy64791.2→63989.8-6.70timeout
06-17 15:13BTCBuy65835.3→65087.7-6.13timeout
06-17 11:05BTCBuy66124.3→64496.5-12.83stop_loss
06-16 14:45BTCBuy66553.3→65709.7-6.87timeout
06-16 13:45BTCBuy66503.3→66086.7-3.67timeout
06-15 13:16BTCBuy63922.2→66729.7+21.53take_profit
06-15 12:46BTCBuy63697.2→66495.7+21.53take_profit
06-14 18:03BTCBuy63993.2→63715.8-2.71timeout
06-14 16:58BTCBuy64002.2→63927.8-1.07timeout
06-13 17:37BTCBuy63858.2→64084.8+1.31timeout
06-13 16:35BTCBuy63848.2→63958.8+0.43timeout
06-12 17:21BTCBuy62356.1→63830.8+11.34timeout
06-12 16:19BTCBuy62775.1→63806.8+7.73timeout
06-11 16:38BTCBuy62314.1→62716.9+2.68timeout
06-11 15:36BTCBuy62328.1→62755.9+2.89timeout
06-10 15:44BTCBuy61288.1→62375.9+8.37timeout
06-10 14:43BTCBuy61348.1→62030.9+5.08timeout
06-09 14:20BTCBuy63234.2→61674.1-12.79stop_loss
06-09 14:17BTCBuy63357.2→61799-12.75stop_loss
06-08 22:49BTCBuy63100.2→63250.8+0.71timeout
06-08 17:33BTCBuy62219.1→63388.8+8.86timeout
06-07 22:15BTCBuy61277.1→63967.8+21.51take_profit
06-07 18:59BTCBuy60609→62008.9+11.15timeout
06-07 16:59BTCBuy60736→62045.9+10.31timeout
06-06 18:52BTCBuy59424→60539+8.98timeout
06-06 15:49BTCBuy60344→60796+3.30timeout
06-05 18:51BTCBuy61014.1→59513.3-12.75stop_loss
06-05 14:06BTCBuy61951.1→60427.7-12.74stop_loss
06-05 13:56BTCBuy62416.1→60881.5-12.74stop_loss
06-05 10:28BTCBuy62568.1→62530.9-0.76timeout
06-05 06:21BTCBuy63109.2→61551.1-12.74stop_loss
06-04 11:10BTCBuy63767.2→62198.8-12.72stop_loss
06-04 09:29BTCBuy64341.2→62756.5-12.76stop_loss
06-04 01:22BTCBuy64294.2→62713.5-12.74stop_loss
06-04 00:25BTCBuy65501.3→63890.8-12.74stop_loss
06-03 20:55BTCBuy66375.3→64739.4-12.81stop_loss
06-03 20:50BTCBuy66654.3→65015.2-12.80stop_loss
06-03 03:34BTCBuy67616.4→65953.7-12.75stop_loss
06-02 14:21BTCBuy69928.5→68205.5-12.78stop_loss
06-02 14:10BTCBuy69983.5→68256.4-12.80stop_loss
06-01 22:34BTCBuy72985.6→71186.8-12.87stop_loss
06-01 22:26BTCBuy73461.7→71239.8-15.70stop_loss
05-31 23:47BTCBuy73791.7→73588.3-1.81timeout
05-31 19:52BTCBuy73995.7→73511.3-3.72timeout
05-31 15:50BTCBuy73883.7→73621.3-2.28timeout
05-30 19:38BTCBuy73695.7→73988.3+1.42timeout
05-30 17:52BTCBuy74039.7→73975.3-1.00timeout
05-30 16:09BTCBuy73897.7→73876.3-0.71timeout
05-30 14:17BTCBuy72954.6→73899.3+5.90timeout
05-30 12:21BTCBuy73316.7→73635.3+1.68timeout
05-29 15:37BTCBuy72907.6→73992.3+6.95timeout
05-29 14:27BTCBuy73025.7→72563.4-3.72timeout
05-29 13:16BTCBuy73282.7→73067.3-1.94timeout
05-29 12:21BTCBuy73305.7→73309.3-0.46timeout
05-29 11:18BTCBuy73384.7→73625.3+1.15timeout

Paper vs Live

Paper (trades.jsonl)
83
closed
45%
win rate
-182.30
total pnl ($)
-43.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8345%-43.4-182.30

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems