deribit_basis_crossover_long_v8

not live
84
closed trades
46%
win rate
-200.59
total pnl ($)
0.801
weight
7d window — n=17 wr=47% pnl=-64.24  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 84 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:22BTCBuy60351→58866.6-12.73stop_loss
06-30 12:22BTCBuy60349→58864.6-12.73stop_loss
06-29 18:27BTCBuy59606→60334+5.51timeout
06-29 17:21BTCBuy59634→60547+7.05timeout
06-28 17:11BTCBuy60545→59585-8.36timeout
06-28 16:08BTCBuy60809→59876-8.17timeout
06-27 16:58BTCBuy60036→60753+5.50timeout
06-27 15:03BTCBuy59733→60567+6.53timeout
06-26 15:54BTCBuy59372→60219+6.66timeout
06-26 14:24BTCBuy59282→59973+5.33timeout
06-25 13:57BTCBuy59753→58275.9-12.75stop_loss
06-25 13:55BTCBuy59874→58400.9-12.70stop_loss
06-24 16:51BTCBuy61053.1→59545.2-12.78stop_loss
06-24 14:19BTCBuy62377.1→60841.5-12.76stop_loss
06-24 13:57BTCBuy62737.1→61194.3-12.74stop_loss
06-24 09:50BTCBuy62352.1→62647.9+1.84timeout
06-24 08:48BTCBuy62301.1→62745.9+3.05timeout
06-23 08:24BTCBuy63860.2→62289.7-12.73stop_loss
06-23 08:17BTCBuy64005.2→62430.6-12.77stop_loss
06-22 20:25BTCBuy64088.2→64379.8+1.80timeout
06-22 19:23BTCBuy64184.2→64374.8+0.98timeout
06-21 19:15BTCBuy63869.2→64179.8+2.02timeout
06-21 18:12BTCBuy63837.2→63963.8+0.62timeout
06-20 18:42BTCBuy63035.2→63808.8+5.70timeout
06-20 17:37BTCBuy62983.1→63789.8+5.94timeout
06-19 17:30BTCBuy62613.1→62901.9+1.86timeout
06-19 16:38BTCBuy62633.1→63286.8+4.78timeout
06-18 15:40BTCBuy64345.2→62760.5-12.44stop_loss
06-18 14:47BTCBuy64838.2→63879.8-7.82timeout
06-17 19:41BTCBuy65777.3→64148.7-12.83stop_loss
06-17 15:25BTCBuy65761.3→65351.7-3.57timeout
06-17 14:23BTCBuy65633.3→65177.7-3.93timeout
06-16 14:34BTCBuy66486.3→65498.7-7.96timeout
06-16 13:39BTCBuy66687.3→66044.7-5.35timeout
06-15 13:00BTCBuy63794.2→66594.7+21.51take_profit
06-15 13:00BTCBuy63788.2→66589.7+21.52take_profit
06-14 19:06BTCBuy64138.2→63786.8-3.27timeout
06-14 18:02BTCBuy63996.2→63682.8-2.99timeout
06-13 18:18BTCBuy63701.2→64068.8+2.41timeout
06-13 17:18BTCBuy63837.2→63979.8+0.67timeout
06-12 17:24BTCBuy62372.1→63756.8+10.62timeout
06-12 16:21BTCBuy62692.1→63796.8+8.32timeout
06-11 16:06BTCBuy62481.1→62768.9+1.70timeout
06-11 15:03BTCBuy62346.1→62634.9+1.77timeout
06-10 15:39BTCBuy61213.1→62170.9+7.32timeout
06-10 14:39BTCBuy61385.1→61857.9+3.37timeout
06-09 14:17BTCBuy63389.2→61827-12.77stop_loss
06-09 14:16BTCBuy63421.2→61859-12.77stop_loss
06-08 18:47BTCBuy62200.1→63405.8+9.18timeout
06-08 16:40BTCBuy62215.1→63667.8+11.13timeout
06-07 17:41BTCBuy60634→62257.9+12.96timeout
06-07 16:36BTCBuy60553→62199.9+13.07timeout
06-06 16:03BTCBuy60241→60813+4.37timeout
06-06 15:14BTCBuy60552→60579-0.23timeout
06-05 14:04BTCBuy62024.1→60495.7-12.77stop_loss
06-05 13:49BTCBuy62913.1→61366.2-12.75stop_loss
06-05 06:23BTCBuy62746.1→61186.3-12.87stop_loss
06-05 06:23BTCBuy62787.1→61216.3-12.90stop_loss
06-05 02:42BTCBuy63457.2→62670.9-6.62timeout
06-04 09:29BTCBuy64345.2→62759.5-12.77stop_loss
06-04 00:29BTCBuy65155.3→63553-12.74stop_loss
06-04 00:26BTCBuy65351.3→63743.9-12.75stop_loss
06-03 20:55BTCBuy66374.3→64742.4-12.78stop_loss
06-03 19:40BTCBuy66712.3→65762.7-7.63timeout
06-03 03:34BTCBuy67600.4→65927.7-12.82stop_loss
06-02 14:22BTCBuy69867.5→68148.5-12.76stop_loss
06-02 14:10BTCBuy69987.5→68264.4-12.77stop_loss
06-01 22:26BTCBuy73069.7→71240.8-13.06stop_loss
06-01 22:26BTCBuy73432.7→71240.8-15.50stop_loss
05-31 23:47BTCBuy73791.7→73588.3-1.80timeout
05-31 19:33BTCBuy73961.7→73451.3-3.91timeout
05-31 15:41BTCBuy73841.7→73679.3-1.60timeout
05-31 13:48BTCBuy73751.7→73858.3+0.24timeout
05-31 11:39BTCBuy73593.7→73919.3+1.62timeout
05-30 16:10BTCBuy73962.7→73886.3-1.08timeout
05-30 14:17BTCBuy72943.6→73914.3+6.09timeout
05-30 12:21BTCBuy73316.7→73635.3+1.68timeout
05-30 11:11BTCBuy73604.7→73597.3-0.56timeout
05-30 09:56BTCBuy73700.7→73567.3-1.38timeout
05-29 13:45BTCBuy72813.6→73223.3+2.34timeout
05-29 12:36BTCBuy73362.7→73227.3-1.39timeout
05-29 11:31BTCBuy73306.7→73485.3+0.73timeout
05-29 10:29BTCBuy73399.7→73590.3+0.79timeout
05-29 09:11BTCBuy73244.7→73789.3+3.19timeout

Paper vs Live

Paper (trades.jsonl)
84
closed
46%
win rate
-200.59
total pnl ($)
-47.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8446%-47.3-200.59

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems