deribit_basis_crossover_momentum_long_v8

not live
27
closed trades
33%
win rate
-69.59
total pnl ($)
0.971
weight
7d window — n=7 wr=29% pnl=-42.19  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:59BTCBuy59547→58081-12.67stop_loss
06-24 15:08BTCBuy62337.1→60799.5-12.71stop_loss
06-23 08:24BTCBuy63817.2→62243.7-12.61stop_loss
06-23 06:21BTCBuy64159.2→62561.6-12.94stop_loss
06-23 06:21BTCBuy64337.2→62754.5-12.76stop_loss
06-22 18:13BTCBuy63133.2→64654.8+11.41timeout
06-21 18:07BTCBuy62657.1→63959.8+10.09timeout
06-18 04:11BTCBuy65373.3→63743.9-12.92stop_loss
06-17 19:29BTCBuy66015.3→64389.6-12.80stop_loss
06-17 08:20BTCBuy66808.3→65165.1-12.74stop_loss
06-15 13:19BTCBuy63998.2→66809.7+21.55take_profit
06-15 13:06BTCBuy63835.2→66637.7+21.55take_profit
06-15 12:50BTCBuy63750.2→66549.7+21.52take_profit
06-14 18:00BTCBuy63670.2→63708.8-0.43timeout
06-13 17:56BTCBuy61923.1→63914.8+15.58timeout
06-12 17:52BTCBuy61761.1→63856.8+16.49timeout
06-10 17:59BTCBuy62142.1→61961.9-2.01timeout
06-09 14:11BTCBuy63492.2→61929.9-12.75stop_loss
06-07 22:14BTCBuy60608→63268.8+21.51take_profit
06-05 18:52BTCBuy60737→59243.4-12.75stop_loss
06-05 05:59BTCBuy63819.2→62248.7-12.71stop_loss
06-03 23:08BTCBuy66028.3→64404.6-12.75stop_loss
06-03 03:28BTCBuy67792.4→66118.6-12.80stop_loss
06-02 08:56BTCBuy71394.6→69638.7-12.81stop_loss
06-01 15:32BTCBuy73598.7→71299.8-16.21stop_loss
06-01 15:32BTCBuy73862.7→71299.8-18.09stop_loss
05-31 13:43BTCBuy72878.6→73845.3+6.16timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
33%
win rate
-69.59
total pnl ($)
-51.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2733%-51.1-69.59

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems