deribit_basis_discount_band_long_v2

not live
71
closed trades
37%
win rate
-229.56
total pnl ($)
0.250
weight
7d window — n=20 wr=25% pnl=-149.84  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 71 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:58BTCBuy59933→58394.9-13.26stop_loss
06-30 12:56BTCBuy59991→58454.8-13.23stop_loss
06-30 01:54BTCBuy60229→59884-3.18timeout
06-29 20:47BTCBuy60272→60346-0.14timeout
06-28 22:53BTCBuy60530→58979.5-13.28stop_loss
06-28 00:44BTCBuy59763→60110+2.54timeout
06-27 22:30BTCBuy59759→60131+2.78timeout
06-27 20:25BTCBuy59625→60224+4.69timeout
06-27 18:28BTCBuy59618→60456+6.61timeout
06-27 16:16BTCBuy59679→60698+8.16timeout
06-25 13:57BTCBuy59848→58315.9-13.16stop_loss
06-25 13:54BTCBuy60056→58518.8-13.15stop_loss
06-25 13:51BTCBuy60737→59182.4-13.16stop_loss
06-25 13:51BTCBuy60748→59193.4-13.18stop_loss
06-25 13:48BTCBuy60805→59248.4-13.18stop_loss
06-24 14:19BTCBuy62488.1→60880.5-13.06stop_loss
06-24 14:19BTCBuy62443.1→60841.5-12.97stop_loss
06-24 14:13BTCBuy62687.1→61079.4-13.23stop_loss
06-24 13:57BTCBuy62799.1→61192.3-13.20stop_loss
06-24 13:47BTCBuy62886.1→61276.3-13.24stop_loss
06-17 19:29BTCBuy66163.3→64467.5-13.25stop_loss
06-17 08:52BTCBuy66491.3→64789.3-13.39stop_loss
06-16 14:31BTCBuy67099.4→65376-13.36stop_loss
06-16 14:02BTCBuy64254.2→66145.7+14.10timeout
06-16 11:56BTCBuy64552.2→66411.7+13.80timeout
06-15 21:27BTCBuy64225.2→66440.7+16.70timeout
06-15 19:23BTCBuy64152.2→66506.7+17.76timeout
06-15 15:54BTCBuy64031.2→67229.6+24.45take_profit
06-14 14:10BTCBuy63400.2→64269.8+6.40timeout
06-14 11:50BTCBuy63797.2→64576.8+5.68timeout
06-14 09:47BTCBuy63908.2→64541.8+4.43timeout
06-13 20:14BTCBuy63489.2→64240.8+5.46timeout
06-13 18:09BTCBuy63344.2→64047.8+5.05timeout
06-12 12:23BTCBuy61033.1→63568.8+20.19timeout
06-12 10:20BTCBuy61145.1→63736.8+20.55timeout
06-12 08:15BTCBuy61601.1→63260.8+12.89timeout
06-11 18:51BTCBuy61714.1→63473.8+13.55timeout
06-11 16:40BTCBuy60862→62657.9+14.10timeout
06-09 15:57BTCBuy62573.1→60971.4-13.25stop_loss
06-09 14:43BTCBuy62900.1→61289.3-13.28stop_loss
06-09 14:30BTCBuy63088.2→61473.2-13.26stop_loss
06-09 14:29BTCBuy63137.2→61521.1-13.26stop_loss
06-09 14:29BTCBuy63148.2→61530.1-13.28stop_loss
06-09 09:37BTCBuy62521.1→62615.9+0.34timeout
06-07 22:15BTCBuy61013.1→64057.8+24.52take_profit
06-07 22:15BTCBuy61043.1→64088.8+24.51take_profit
06-07 22:14BTCBuy60665→63692.8+24.52take_profit
06-07 22:14BTCBuy60743→63773.8+24.51take_profit
06-07 08:03BTCBuy59471→62438.9+24.66take_profit
06-06 04:15BTCBuy61572.1→59986-13.34stop_loss
06-05 18:54BTCBuy60706→59152.4-13.25stop_loss
06-05 18:43BTCBuy61401.1→59830.1-13.25stop_loss
06-05 15:37BTCBuy61846.1→60255.8-13.29stop_loss
06-05 14:26BTCBuy61983.1→60396.8-13.25stop_loss
06-05 13:57BTCBuy62402.1→60799.5-13.29stop_loss
06-05 13:57BTCBuy62425.1→60827.5-13.26stop_loss
06-05 13:57BTCBuy62436.1→60837.5-13.25stop_loss
06-05 06:24BTCBuy62723.1→61116.4-13.20stop_loss
06-05 06:20BTCBuy63290.2→61670.1-13.20stop_loss
06-05 06:03BTCBuy63669.2→62039.9-13.18stop_loss
06-05 05:59BTCBuy63850.2→62214.8-13.21stop_loss
06-04 11:10BTCBuy63809.2→62175.8-13.22stop_loss
06-04 01:16BTCBuy64596.2→62943.4-13.24stop_loss
06-04 00:29BTCBuy65074.3→63409.1-13.24stop_loss
06-03 23:38BTCBuy65927.3→64239.7-13.25stop_loss
06-03 23:10BTCBuy66064.3→64372.6-13.26stop_loss
06-03 19:54BTCBuy67037.4→65321.1-13.29stop_loss
06-03 19:54BTCBuy67107.4→65384-13.31stop_loss
06-03 19:52BTCBuy67188.4→65469-13.27stop_loss
06-03 03:50BTCBuy67286.4→65563.9-13.25stop_loss
06-03 03:43BTCBuy67498.4→65770.8-13.25stop_loss

Paper vs Live

Paper (trades.jsonl)
71
closed
37%
win rate
-229.56
total pnl ($)
-64.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7137%-64.6-229.56

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems