deribit_basis_discount_fear10_dom30_long

not live
73
closed trades
51%
win rate
-120.65
total pnl ($)
1.001
weight
7d window — n=18 wr=44% pnl=-42.34  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 73 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 10:54BTCBuy60165→60140-0.68timeout
06-28 04:53BTCBuy60782→60141-5.73timeout
06-27 15:48BTCBuy60304→60753+3.20timeout
06-27 09:49BTCBuy59916→60391+3.50timeout
06-27 02:55BTCBuy59384→60295+7.22timeout
06-26 14:26BTCBuy58625.9→60003+11.27timeout
06-26 13:19BTCBuy60186→58705.7-12.76stop_loss
06-26 08:08BTCBuy59601→60257+5.09timeout
06-26 02:30BTCBuy59303→58823.1-4.47timeout
06-25 13:48BTCBuy60903→59397.3-12.77stop_loss
06-25 13:43BTCBuy61683.1→60161.9-12.76stop_loss
06-25 07:55BTCBuy59814→61827.9+16.39timeout
06-24 16:51BTCBuy61325.1→59814.1-12.75stop_loss
06-24 14:17BTCBuy62595.1→61054.4-12.75stop_loss
06-24 13:47BTCBuy62826.1→61281.3-12.74stop_loss
06-24 06:31BTCBuy62285.1→62788.9+3.57timeout
06-24 00:08BTCBuy62460.1→62797.9+2.27timeout
06-23 17:48BTCBuy63353.2→62469.9-7.42timeout
06-19 20:45BTCBuy62632.1→63061.8+2.96timeout
06-16 23:06BTCBuy66535.3→65762.7-6.30timeout
06-16 15:59BTCBuy66131.3→65863.7-2.48timeout
06-16 09:51BTCBuy66406.3→66459.7-0.05timeout
06-16 03:47BTCBuy67112.4→66121.7-7.81timeout
06-15 21:39BTCBuy65502.3→66402.7+6.39timeout
06-15 15:32BTCBuy65699.3→66608.7+6.48timeout
06-15 09:25BTCBuy64871.2→65639.7+5.48timeout
06-15 03:14BTCBuy64079.2→65656.7+11.84timeout
06-14 21:10BTCBuy64437.2→63993.8-3.90timeout
06-14 15:07BTCBuy64477.2→64088.8-3.47timeout
06-14 09:01BTCBuy64272.2→64391.8+0.45timeout
06-14 02:57BTCBuy64215.2→64467.8+1.53timeout
06-13 20:52BTCBuy63790.2→64237.8+3.05timeout
06-13 14:55BTCBuy63579.2→64196.8+4.39timeout
06-13 08:51BTCBuy63418.2→63814.8+2.64timeout
06-13 02:51BTCBuy63567.2→63533.8-0.71timeout
06-12 20:42BTCBuy63369.2→63529.8+0.81timeout
06-12 14:39BTCBuy63567.2→63696.8+0.53timeout
06-12 08:37BTCBuy63294.2→63405.8+0.39timeout
06-12 02:35BTCBuy62899.1→63492.8+4.22timeout
06-11 20:30BTCBuy62917.1→63325.8+2.73timeout
06-11 14:30BTCBuy62058.1→62978.9+6.92timeout
06-11 08:26BTCBuy61887.1→62866.9+7.39timeout
06-11 02:24BTCBuy62003.1→62046.9-0.12timeout
06-10 20:17BTCBuy61681.1→61772.9+0.26timeout
06-10 06:01BTCBuy61759.1→62016.9+1.69timeout
06-09 15:55BTCBuy62643.1→61102.4-12.77stop_loss
06-09 14:17BTCBuy63382.2→61817-12.80stop_loss
06-09 12:06BTCBuy63029.2→62833.9-1.97timeout
06-09 06:00BTCBuy63549.2→63318.8-2.29timeout
06-08 23:51BTCBuy63467.2→63038.8-3.83timeout
06-08 17:50BTCBuy62540.1→63449.8+6.77timeout
06-08 11:35BTCBuy63178.2→63586.8+2.77timeout
06-08 05:35BTCBuy62266.1→62589.9+2.15timeout
06-07 23:32BTCBuy62518.1→63296.8+5.78timeout
06-07 17:36BTCBuy61728.1→62274.9+3.99timeout
06-07 11:35BTCBuy60711→62515.9+14.43timeout
06-07 05:29BTCBuy60646→61708.9+8.33timeout
06-06 23:12BTCBuy60662→60703-0.08timeout
06-06 17:08BTCBuy59956→60622+5.11timeout
06-06 04:12BTCBuy61710.1→60189.9-12.77stop_loss
06-05 18:54BTCBuy60650→59158.4-12.75stop_loss
06-05 13:49BTCBuy62978.1→61419.2-12.83stop_loss
06-05 06:24BTCBuy62599.1→61059.4-12.74stop_loss
06-05 06:01BTCBuy63662.2→62095.8-12.73stop_loss
06-05 03:47BTCBuy63728.2→62767.9-7.96timeout
06-04 21:41BTCBuy62790.1→63155.8+2.47timeout
06-04 09:27BTCBuy64367.2→62777.5-12.79stop_loss
06-04 00:29BTCBuy64973.2→63375.1-12.74stop_loss
06-03 20:55BTCBuy66547.3→64910.3-12.76stop_loss
06-03 17:41BTCBuy66993.3→66112.7-7.05timeout
06-03 13:46BTCBuy66482.3→66686.7+1.07timeout
06-03 03:43BTCBuy67382.4→65723.8-12.76stop_loss
06-02 12:06BTCBuy70975.5→69222.9-12.85stop_loss

Paper vs Live

Paper (trades.jsonl)
73
closed
51%
win rate
-120.65
total pnl ($)
-32.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7351%-32.9-120.65

Recent bounces (last 20 of 1)

timesymsidereason
06-28 21:41BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems