deribit_basis_discount_contrarian_long_v5

not live
82
closed trades
43%
win rate
-218.91
total pnl ($)
0.946
weight
7d window — n=17 wr=47% pnl=-42.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 82 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 13:34BTCBuy59721→58240-12.84stop_loss
06-30 01:02BTCBuy59517→59789+1.90timeout
06-29 23:42BTCBuy59769→60231+3.44timeout
06-28 21:04BTCBuy60281→59629-5.87timeout
06-28 20:03BTCBuy60217→59491-6.47timeout
06-27 19:53BTCBuy59855→60166+2.20timeout
06-27 18:51BTCBuy59633→60499+6.83timeout
06-26 16:07BTCBuy59582→60304+5.53timeout
06-26 14:32BTCBuy59157→59954+6.24timeout
06-25 13:54BTCBuy60071→58546.8-13.06stop_loss
06-25 13:45BTCBuy61406.1→59893-12.76stop_loss
06-25 07:16BTCBuy59232→61833.9+21.53take_profit
06-24 17:48BTCBuy60540→59051.5-12.73stop_loss
06-24 14:02BTCBuy62729.1→61184.3-12.76stop_loss
06-24 13:57BTCBuy62751.1→61205.3-12.77stop_loss
06-24 09:39BTCBuy62420.1→62663.9+1.44timeout
06-24 07:43BTCBuy62910.1→62658.9-2.53timeout
06-23 08:17BTCBuy63987.2→62401.7-12.85stop_loss
06-23 06:21BTCBuy64250.2→62668.5-12.77stop_loss
06-22 23:32BTCBuy63425.2→63987.8+4.04timeout
06-22 21:11BTCBuy63572.2→64367.8+5.80timeout
06-21 23:15BTCBuy64241.2→63700.8-4.63timeout
06-21 18:41BTCBuy63816.2→64169.8+2.37timeout
06-20 21:54BTCBuy63052.2→63991.8+7.01timeout
06-20 18:24BTCBuy63106.2→63824.8+5.25timeout
06-19 19:59BTCBuy62953.1→62975.9-0.30timeout
06-19 17:16BTCBuy62488.1→62966.9+3.38timeout
06-18 15:55BTCBuy63977.2→62400.7-12.72stop_loss
06-18 15:40BTCBuy64280.2→62698.5-12.48stop_loss
06-18 08:49BTCBuy64922.2→64465.8-4.03timeout
06-17 19:50BTCBuy65667.3→64031.8-12.90stop_loss
06-17 06:59BTCBuy66411.3→65591.7-6.65timeout
06-17 05:27BTCBuy66034.3→65813.7-2.15timeout
06-16 05:45BTCBuy65700.3→66065.7+2.39timeout
06-16 04:00BTCBuy65865.3→66137.7+1.67timeout
06-15 02:58BTCBuy64474.2→65420.7+6.86timeout
06-15 00:09BTCBuy64414.2→65738.7+9.81timeout
06-13 21:11BTCBuy63551.2→64250.8+5.03timeout
06-13 19:34BTCBuy63634.2→64148.8+3.59timeout
06-12 20:54BTCBuy63376.2→63393.8-0.33timeout
06-12 17:40BTCBuy63211.2→63763.8+3.91timeout
06-11 19:41BTCBuy61935.1→63740.8+14.00timeout
06-11 16:02BTCBuy62490.1→62710.9+1.18timeout
06-10 16:12BTCBuy61068.1→62397.9+10.39timeout
06-10 15:11BTCBuy61624.1→61888.9+1.65timeout
06-09 14:21BTCBuy63168.2→61615.1-12.74stop_loss
06-09 14:20BTCBuy63265.2→61708-12.76stop_loss
06-08 22:48BTCBuy63191.2→63214.8-0.29timeout
06-08 17:20BTCBuy62265.1→63459.8+9.05timeout
06-07 21:49BTCBuy60822→61696.9+6.76timeout
06-07 15:16BTCBuy60546→61853.9+10.34timeout
06-06 19:32BTCBuy59472→60585+8.96timeout
06-06 14:32BTCBuy60329→60894+4.24timeout
06-05 18:52BTCBuy60912→59414.3-12.75stop_loss
06-05 15:39BTCBuy61683.1→60158.9-12.80stop_loss
06-05 13:55BTCBuy62573.1→61034.4-12.75stop_loss
06-05 12:10BTCBuy62432.1→62007.9-3.89timeout
06-05 02:31BTCBuy63095.2→62725.9-3.36timeout
06-04 09:27BTCBuy64387.2→62802.4-12.75stop_loss
06-04 00:29BTCBuy65071.3→63471.1-12.74stop_loss
06-04 00:25BTCBuy65468.3→63857.9-12.75stop_loss
06-03 19:55BTCBuy66858.3→65170.1-13.11stop_loss
06-03 16:27BTCBuy67173.4→65514.9-12.82stop_loss
06-03 03:49BTCBuy67314.4→65657.9-12.76stop_loss
06-03 03:43BTCBuy67442.4→65783.8-12.75stop_loss
06-02 15:37BTCBuy68764.4→67070.1-12.77stop_loss
06-02 14:27BTCBuy69473.5→67764.7-12.76stop_loss
06-02 01:34BTCBuy72683.6→70895-12.84stop_loss
06-01 22:25BTCBuy73534.7→71211.8-16.37stop_loss
06-01 03:37BTCBuy74144.7→73941.3-1.90timeout
05-31 16:57BTCBuy73896.7→73494.3-3.23timeout
05-31 14:57BTCBuy73900.7→73653.3-2.15timeout
05-30 18:26BTCBuy73841.7→73953.3+0.19timeout
05-30 16:42BTCBuy74044.7→73920.3-1.40timeout
05-30 14:57BTCBuy73128.7→73893.3+4.63timeout
05-30 09:54BTCBuy73704.7→73573.3-1.37timeout
05-30 08:41BTCBuy73780.7→73496.3-2.42timeout
05-29 13:11BTCBuy73335.7→73132.3-1.86timeout
05-29 12:17BTCBuy73335.7→73373.3-0.23timeout
05-29 10:12BTCBuy73559.7→73656.3+0.12timeout
05-29 09:06BTCBuy73375.7→73680.3+1.55timeout
05-29 08:03BTCBuy73318.7→73644.3+1.74timeout

Paper vs Live

Paper (trades.jsonl)
82
closed
43%
win rate
-218.91
total pnl ($)
-53.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8243%-53.1-218.91

Recent bounces (last 20 of 1)

timesymsidereason
06-30 03:35BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems