deribit_basis_crossover_momentum_long_v3

not live
27
closed trades
56%
win rate
-25.54
total pnl ($)
1.162
weight
7d window — n=6 wr=50% pnl=-14.75  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 09:56BTCBuy59749→60382+2.40timeout
06-25 13:42BTCBuy61707.1→60188.9-6.37stop_loss
06-24 14:02BTCBuy62702.1→61160.3-6.37stop_loss
06-24 08:45BTCBuy62306.1→62744.9+1.51timeout
06-23 06:21BTCBuy64179.2→62593.6-6.41stop_loss
06-22 08:42BTCBuy63924.2→64116.8+0.49timeout
06-21 08:40BTCBuy63445.2→63899.8+1.50timeout
06-20 08:37BTCBuy62667.1→63439.8+2.82timeout
06-18 15:37BTCBuy64507.2→62894.4-6.47stop_loss
06-18 08:34BTCBuy65142.3→64512.8-2.64timeout
06-17 08:28BTCBuy66513.3→65353.7-4.58timeout
06-16 08:27BTCBuy65676.3→66495.7+2.94timeout
06-15 08:26BTCBuy64452.2→65645.7+4.40timeout
06-14 08:26BTCBuy63786.2→64443.8+2.34timeout
06-13 08:26BTCBuy63464.2→63783.8+0.98timeout
06-12 08:28BTCBuy62905.1→63469.8+1.97timeout
06-11 08:16BTCBuy61661.1→62772.9+4.22timeout
06-09 14:19BTCBuy63269.2→61713-6.38stop_loss
06-09 04:55BTCBuy62766.1→63271.8+1.79timeout
06-08 04:59BTCBuy61890.1→62698.9+3.04timeout
06-07 04:50BTCBuy59744→61793.9+8.36timeout
06-05 06:21BTCBuy63123.2→61566.1-6.39stop_loss
06-04 10:27BTCBuy64162.2→62582.6-6.37stop_loss
06-02 14:26BTCBuy69552.5→67839.7-6.38stop_loss
06-02 07:03BTCBuy71429.6→69671.7-6.41stop_loss
05-31 09:44BTCBuy73529.7→73952.3+1.14timeout
05-30 06:48BTCBuy73708.7→73590.3-0.65timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
56%
win rate
-25.54
total pnl ($)
-37.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2756%-37.2-25.54

Recent bounces (last 20 of 1)

timesymsidereason
06-28 09:27BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems