deribit_basis_crossover_long_v11

not live
58
closed trades
43%
win rate
-212.48
total pnl ($)
0.628
weight
7d window — n=15 wr=27% pnl=-104.53  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 58 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:44BTCBuy60885→59020.5-15.79stop_loss
06-28 15:31BTCBuy60299→60021-2.82timeout
06-28 03:36BTCBuy60299→60185-1.39timeout
06-27 15:32BTCBuy59183→60754+12.84timeout
06-27 03:21BTCBuy59230→60249+8.13timeout
06-25 13:53BTCBuy60776→58914.6-15.74stop_loss
06-24 17:47BTCBuy60948→59067.5-15.86stop_loss
06-24 15:45BTCBuy62310.1→60396.8-15.72stop_loss
06-24 15:43BTCBuy62455.1→60544.7-15.70stop_loss
06-23 08:27BTCBuy63989.2→62025.9-15.78stop_loss
06-23 08:24BTCBuy64090.2→62125.8-15.73stop_loss
06-23 06:08BTCBuy65078.3→63078.3-15.84stop_loss
06-23 03:06BTCBuy64266.2→63982.8-2.65timeout
06-22 15:04BTCBuy64214.2→65084.7+6.18timeout
06-22 03:00BTCBuy63928.2→64171.8+1.35timeout
06-21 14:59BTCBuy63315.2→64089.8+5.76timeout
06-21 02:56BTCBuy63222.2→64229.8+7.50timeout
06-20 14:50BTCBuy62897.1→63842.8+6.97timeout
06-20 02:50BTCBuy63864.2→63372.8-4.29timeout
06-18 15:40BTCBuy64714.2→62734.5-15.73stop_loss
06-18 15:18BTCBuy65097.3→63106.3-15.73stop_loss
06-18 04:11BTCBuy65843.3→63827.9-15.78stop_loss
06-18 02:42BTCBuy65676.3→64707.8-7.91timeout
06-17 14:40BTCBuy65845.3→65083.7-6.25timeout
06-17 02:34BTCBuy66505.3→65894.7-5.07timeout
06-16 14:32BTCBuy65598.3→65407.7-2.03timeout
06-15 21:25BTCBuy64313.2→66499.7+16.46timeout
06-15 09:21BTCBuy64226.2→65688.7+10.95timeout
06-14 21:20BTCBuy63823.2→64803.8+7.20timeout
06-14 09:53BTCBuy63450.2→64581.8+8.40timeout
06-13 21:18BTCBuy63535.2→64233.8+5.01timeout
06-13 09:30BTCBuy63465.2→63796.8+2.03timeout
06-12 21:14BTCBuy62800.1→63566.8+5.59timeout
06-12 08:58BTCBuy61708.1→63444.8+13.52timeout
06-11 20:54BTCBuy61257.1→63369.8+16.58timeout
06-11 05:30BTCBuy61762.1→62595.9+6.07timeout
06-09 17:07BTCBuy62585.1→61520.9-9.03timeout
06-09 14:35BTCBuy63335.2→61395.2-15.77stop_loss
06-09 14:29BTCBuy63482.2→61540.1-15.77stop_loss
06-09 05:40BTCBuy62242.1→63400.8+8.79timeout
06-08 17:03BTCBuy61789.1→63301.8+11.65timeout
06-08 04:58BTCBuy60725→62736.9+16.10timeout
06-07 16:53BTCBuy60191→62185.9+16.12timeout
06-05 18:52BTCBuy61284.1→59409.3-15.75stop_loss
06-05 06:24BTCBuy63085.2→61150.4-15.78stop_loss
06-05 06:19BTCBuy63680.2→61731-15.71stop_loss
06-04 00:38BTCBuy65074.3→63083.3-15.75stop_loss
06-03 23:03BTCBuy66564.3→64493.5-16.00stop_loss
06-03 20:46BTCBuy67091.4→65039.2-15.78stop_loss
06-02 14:26BTCBuy69994.5→67852.7-15.76stop_loss
06-02 13:39BTCBuy70928.5→68753.2-15.81stop_loss
06-02 01:32BTCBuy73242.7→71000.9-15.87stop_loss
06-01 22:25BTCBuy73836.7→71211.8-18.43stop_loss
06-01 01:02BTCBuy73703.7→73797.3+0.19timeout
05-31 20:20BTCBuy73474.7→73683.3+0.99timeout
05-30 23:44BTCBuy73489.7→73770.3+1.29timeout
05-30 11:35BTCBuy73648.7→73555.3-1.17timeout
05-29 23:16BTCBuy73371.7→73427.3+0.02timeout

Paper vs Live

Paper (trades.jsonl)
58
closed
43%
win rate
-212.48
total pnl ($)
-72.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5843%-72.5-212.48

Recent bounces (last 20 of 1)

timesymsidereason
06-28 16:20BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems