deribit_basis_crossover_trend_long_v3

not live
83
closed trades
47%
win rate
-324.33
total pnl ($)
0.422
weight
7d window — n=20 wr=40% pnl=-130.42  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 83 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 11:22BTCBuy60310→60224-1.21timeout
06-27 22:51BTCBuy60013→60189+1.07timeout
06-27 16:42BTCBuy60150→60752+4.54timeout
06-27 04:17BTCBuy60181→60371+1.14timeout
06-26 21:41BTCBuy59841→59900-0.02timeout
06-26 15:37BTCBuy59364→60300+7.34timeout
06-25 16:03BTCBuy60307→59508-7.11timeout
06-25 13:54BTCBuy61063.1→58546.8-20.99stop_loss
06-25 13:48BTCBuy61861.1→59333.4-20.86stop_loss
06-24 16:46BTCBuy62577.1→60038-20.68stop_loss
06-24 16:46BTCBuy62631.1→60086.9-20.66stop_loss
06-24 15:42BTCBuy62278.1→60581-13.99timeout
06-24 09:39BTCBuy62419.1→62662.9+1.43timeout
06-23 22:10BTCBuy64317.2→62676.9-13.18timeout
06-23 09:50BTCBuy64090.2→62351.9-13.80timeout
06-23 08:24BTCBuy64720.2→62092.8-20.70stop_loss
06-22 21:24BTCBuy63657.2→64244.8+4.16timeout
06-22 15:20BTCBuy64173.2→64938.8+5.44timeout
06-22 09:17BTCBuy63971.2→64138.8+0.78timeout
06-21 21:15BTCBuy63956.2→63615.8-3.11timeout
06-21 15:16BTCBuy63980.2→64184.8+1.21timeout
06-21 09:07BTCBuy63464.2→63938.8+3.14timeout
06-20 21:07BTCBuy63167.2→63903.8+5.39timeout
06-20 15:06BTCBuy63130.2→63915.8+5.70timeout
06-20 09:02BTCBuy62606.1→63410.8+5.86timeout
06-19 15:33BTCBuy63179.2→63129.8-0.74timeout
06-19 09:29BTCBuy64219.2→62348.9-14.86timeout
06-19 03:20BTCBuy64460.2→62572.9-15.03timeout
06-18 14:53BTCBuy65198.3→63583.8-12.81timeout
06-18 08:46BTCBuy64923.2→64481.8-3.88timeout
06-18 02:43BTCBuy65843.3→64707.8-9.10timeout
06-17 14:31BTCBuy65429.3→65169.7-2.44timeout
06-17 08:30BTCBuy66524.3→65255.7-9.97timeout
06-17 02:23BTCBuy66028.3→66084.7-0.04timeout
06-16 14:15BTCBuy66462.3→66004.7-3.97timeout
06-16 08:16BTCBuy65724.3→66467.7+5.27timeout
06-16 02:13BTCBuy65621.3→66069.7+2.97timeout
06-15 14:03BTCBuy64258.2→66279.7+15.29timeout
06-15 08:03BTCBuy64394.2→65724.7+9.85timeout
06-15 02:01BTCBuy64558.2→65429.7+6.27timeout
06-14 03:37BTCBuy63469.2→64467.8+7.45timeout
06-13 21:37BTCBuy63540.2→64286.8+5.40timeout
06-13 15:34BTCBuy63932.2→64268.8+2.16timeout
06-12 21:02BTCBuy63383.2→63461.8+0.12timeout
06-12 14:59BTCBuy62725.1→63928.8+9.07timeout
06-12 08:44BTCBuy62819.1→63340.8+3.61timeout
06-11 20:27BTCBuy61880.1→63387.8+11.59timeout
06-11 14:24BTCBuy62116.1→62934.9+6.04timeout
06-11 08:18BTCBuy61682.1→62779.9+8.30timeout
06-10 14:51BTCBuy61227.1→61909.9+5.09timeout
06-10 08:53BTCBuy62934.1→61260.9-13.60timeout
06-10 02:45BTCBuy62629.1→62016.9-5.23timeout
06-09 14:44BTCBuy63853.2→61262.3-20.76stop_loss
06-09 08:36BTCBuy63119.2→62908.9-2.11timeout
06-09 02:32BTCBuy63039.2→62743.9-2.77timeout
06-08 08:22BTCBuy62378.1→62980.9+4.27timeout
06-08 02:58BTCBuy61518.1→63079.8+12.19timeout
06-07 20:31BTCBuy60568→61745.9+9.31timeout
06-07 02:08BTCBuy60982→61474.9+3.52timeout
06-06 20:06BTCBuy59932→60498+4.34timeout
06-06 14:25BTCBuy60511→60858+2.42timeout
06-05 14:28BTCBuy62851.1→60300.8-20.74stop_loss
06-05 06:22BTCBuy63921.2→61325.3-20.69stop_loss
06-05 06:20BTCBuy64208.2→61599.1-20.72stop_loss
06-05 03:03BTCBuy63527.2→62537.9-8.18timeout
06-04 00:26BTCBuy66340.3→63648-20.72stop_loss
06-03 23:52BTCBuy66693.3→64168.8-19.37timeout
06-03 23:08BTCBuy67110.4→64386.6-20.74stop_loss
06-02 15:30BTCBuy70120.5→67275-20.75stop_loss
06-02 14:10BTCBuy71211.6→68311.4-20.84stop_loss
06-02 13:01BTCBuy71778.6→68863.1-20.89stop_loss
06-02 02:06BTCBuy73316.7→70319.3-21.02stop_loss
06-01 22:54BTCBuy73939.7→71359.4-18.05timeout
06-01 05:47BTCBuy74057.7→73391.3-4.99timeout
05-31 23:50BTCBuy73816.7→73668.3-1.43timeout
05-31 21:15BTCBuy73959.7→73671.3-2.39timeout
05-31 09:49BTCBuy73535.7→73962.3+2.30timeout
05-30 23:37BTCBuy73313.7→73765.3+2.52timeout
05-30 12:55BTCBuy73312.7→73634.3+1.86timeout
05-30 06:38BTCBuy73637.7→73632.3-0.53timeout
05-29 23:34BTCBuy73667.7→73322.3-2.81timeout
05-29 17:43BTCBuy73476.7→74247.3+4.69timeout
05-29 11:25BTCBuy73400.7→73629.3+1.06timeout

Paper vs Live

Paper (trades.jsonl)
83
closed
47%
win rate
-324.33
total pnl ($)
-77.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8347%-77.9-324.33

Recent bounces (last 20 of 1)

timesymsidereason
06-28 17:31BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems