deribit_basis_crossover_long_v14

not live
20
closed trades
55%
win rate
-59.35
total pnl ($)
1.088
weight
7d window — n=4 wr=50% pnl=+0.08  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 20 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-20 16:27BTCBuy62697.1→63971.8+9.57timeout
06-18 15:18BTCBuy64778.2→63182.2-12.35stop_loss
06-17 08:49BTCBuy66454.3→64815.3-12.82stop_loss
06-16 09:41BTCBuy64571.2→66664.7+15.68timeout
06-14 09:28BTCBuy63761.2→64318.8+3.80timeout
06-12 08:15BTCBuy61610.1→63272.8+12.82timeout
06-09 20:35BTCBuy61795.1→62016.9+1.62timeout
06-07 20:16BTCBuy60744→61461.9+5.53timeout
06-05 18:52BTCBuy60907→59409.3-12.75stop_loss
06-05 14:26BTCBuy61846.1→60322.8-12.76stop_loss
06-05 06:22BTCBuy62878.1→61328.3-12.69stop_loss
06-04 00:29BTCBuy65045.3→63445.1-12.75stop_loss
06-03 19:55BTCBuy66880.3→65231.1-12.85stop_loss
06-02 14:10BTCBuy69994.5→68271.4-12.77stop_loss
06-01 22:25BTCBuy73780.7→71210.8-18.16stop_loss
05-30 17:50BTCBuy73614.7→73974.3+1.77timeout
05-30 15:33BTCBuy72837.6→73845.3+6.18timeout
05-30 13:14BTCBuy73323.7→73722.3+2.19timeout
05-30 11:23BTCBuy73389.7→73540.3+0.47timeout
05-30 09:15BTCBuy73284.7→73497.3+0.92timeout

Paper vs Live

Paper (trades.jsonl)
20
closed
55%
win rate
-59.35
total pnl ($)
-58.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2055%-58.4-59.35

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems