deribit_basis_discount_fear_convergence_long

not live
59
closed trades
51%
win rate
-73.84
total pnl ($)
1.172
weight
7d window — n=11 wr=45% pnl=-3.91  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 59 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 02:07BTCBuy63541.2→64212.8+4.81timeout
06-20 20:05BTCBuy63463.2→63901.8+3.03timeout
06-20 01:59BTCBuy62601.1→63531.8+6.98timeout
06-18 12:34BTCBuy65358.3→64185.8-9.44timeout
06-17 18:42BTCBuy65793.3→65629.7-1.77timeout
06-17 04:05BTCBuy66499.3→65826.7-5.54timeout
06-16 21:54BTCBuy66070.3→65746.7-2.97timeout
06-16 15:54BTCBuy66385.3→65904.7-4.03timeout
06-16 09:46BTCBuy66983.3→66639.7-3.02timeout
06-16 03:40BTCBuy65539.3→66023.7+3.27timeout
06-15 21:34BTCBuy65703.3→66393.7+4.76timeout
06-15 15:25BTCBuy64859.2→66642.7+13.31timeout
06-15 09:15BTCBuy64079.2→65661.7+11.91timeout
06-15 03:10BTCBuy64437.2→65584.7+8.43timeout
06-14 21:06BTCBuy64477.2→63993.8-4.22timeout
06-14 15:07BTCBuy64288.2→64088.8-2.01timeout
06-14 09:03BTCBuy64188.2→64414.8+1.27timeout
06-14 02:58BTCBuy63800.2→64466.8+4.79timeout
06-13 21:07BTCBuy63705.2→64273.8+3.99timeout
06-13 15:01BTCBuy63468.2→64191.8+5.22timeout
06-13 08:57BTCBuy63921.2→63786.8-1.56timeout
06-13 02:50BTCBuy63393.2→63546.8+0.76timeout
06-12 21:09BTCBuy63561.2→63545.8-0.59timeout
06-12 15:07BTCBuy63446.2→64084.8+4.52timeout
06-12 08:51BTCBuy62916.1→63387.8+3.23timeout
06-12 02:41BTCBuy62913.1→63559.8+4.62timeout
06-11 20:34BTCBuy61931.1→63360.8+10.99timeout
06-11 14:29BTCBuy61881.1→62933.9+7.98timeout
06-11 08:26BTCBuy62045.1→62866.9+6.07timeout
06-11 02:18BTCBuy61682.1→62223.9+3.91timeout
06-10 12:01BTCBuy61759.1→60927-7.15timeout
06-10 06:29BTCBuy62643.1→62016.9-5.37timeout
06-09 15:55BTCBuy63029.2→61099.4-15.85stop_loss
06-09 14:30BTCBuy63382.2→61434.2-15.82stop_loss
06-09 12:00BTCBuy63549.2→62674.9-7.29timeout
06-09 05:51BTCBuy63467.2→63353.8-1.38timeout
06-08 23:50BTCBuy62540.1→62997.8+3.20timeout
06-08 17:35BTCBuy63178.2→63397.8+1.21timeout
06-08 11:35BTCBuy62266.1→63587.8+10.15timeout
06-08 05:32BTCBuy62518.1→62602.9+0.23timeout
06-07 23:30BTCBuy61743.1→63287.8+12.06timeout
06-07 17:29BTCBuy60663→62234.9+12.51timeout
06-07 11:29BTCBuy60655→62519.9+14.94timeout
06-07 05:12BTCBuy60662→61776.9+8.76timeout
06-06 23:07BTCBuy59900→60662+5.96timeout
06-06 09:32BTCBuy60678→61246.9+4.19timeout
06-06 04:34BTCBuy61415.1→59536.2-15.75stop_loss
06-05 13:56BTCBuy62816.1→60892.5-15.77stop_loss
06-05 13:51BTCBuy63031.2→61093.4-15.82stop_loss
06-05 06:22BTCBuy63380.2→61436.2-15.76stop_loss
06-05 06:17BTCBuy63797.2→61846-15.70stop_loss
06-05 03:58BTCBuy63157.2→62673.9-4.23timeout
06-04 23:23BTCBuy63796.2→63371.8-3.75timeout
06-04 00:54BTCBuy64958.2→62970.3-15.75stop_loss
06-03 20:55BTCBuy66917.3→64859.3-15.84stop_loss
06-03 20:54BTCBuy67035.4→64985.2-15.78stop_loss
06-03 19:05BTCBuy66867.3→65979.7-7.13timeout
06-03 03:50BTCBuy67456.4→65393-15.75stop_loss
06-02 13:15BTCBuy70979.5→68799.1-15.87stop_loss

Paper vs Live

Paper (trades.jsonl)
59
closed
51%
win rate
-73.84
total pnl ($)
-24.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5951%-24.7-73.84

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems