deribit_basis_discount_fear_long_v17

not live
76
closed trades
53%
win rate
-58.34
total pnl ($)
1.196
weight
7d window — n=5 wr=60% pnl=-1.40  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-16 14:44BTCBuy66508.3→65634.7-7.10timeout
06-16 13:45BTCBuy66489.3→66140.7-3.15timeout
06-16 12:40BTCBuy66332.3→66553.7+1.14timeout
06-16 11:36BTCBuy66130.3→66332.7+1.00timeout
06-16 10:29BTCBuy65697.3→66644.7+6.72timeout
06-15 13:13BTCBuy64320.2→66618.7+17.44timeout
06-15 12:46BTCBuy63698.2→66495.7+21.52take_profit
06-15 12:09BTCBuy64466.2→66183.7+12.88timeout
06-15 11:04BTCBuy64444.2→65885.7+10.73timeout
06-15 10:00BTCBuy64566.2→65563.7+7.28timeout
06-14 18:08BTCBuy64041.2→63724.8-3.02timeout
06-14 12:49BTCBuy64083.2→64293.8+1.20timeout
06-14 11:45BTCBuy63882.2→64580.8+5.02timeout
06-14 10:42BTCBuy63813.2→64586.8+5.59timeout
06-14 09:38BTCBuy63778.2→64434.8+4.64timeout
06-13 17:35BTCBuy63813.2→64081.8+1.64timeout
06-13 12:03BTCBuy63740.2→63931.8+0.97timeout
06-13 11:03BTCBuy63799.2→63814.8-0.43timeout
06-13 09:54BTCBuy63770.2→63729.8-0.84timeout
06-13 08:53BTCBuy63438.2→63775.8+2.13timeout
06-12 17:13BTCBuy62418.1→63849.8+10.97timeout
06-12 11:50BTCBuy63108.2→63787.8+4.86timeout
06-12 10:43BTCBuy62910.1→63643.8+5.30timeout
06-12 09:37BTCBuy62905.1→63837.8+6.88timeout
06-12 08:34BTCBuy62930.1→63465.8+3.72timeout
06-11 17:03BTCBuy62295.1→62512.9+1.23timeout
06-11 11:21BTCBuy61165.1→63105.8+15.28timeout
06-11 10:19BTCBuy61156.1→62788.9+12.77timeout
06-11 09:17BTCBuy61054.1→62770.9+13.50timeout
06-11 08:15BTCBuy61610.1→62782.9+8.95timeout
06-10 16:38BTCBuy60955→62275.9+10.29timeout
06-09 14:39BTCBuy62886.1→61339.2-12.75stop_loss
06-09 14:17BTCBuy63344.2→61786-12.76stop_loss
06-09 14:11BTCBuy63494.2→61930.9-12.77stop_loss
06-09 14:11BTCBuy63502.2→61940.9-12.76stop_loss
06-09 14:11BTCBuy63585.2→62020.9-12.76stop_loss
06-09 07:21BTCBuy63114.2→63284.8+0.85timeout
06-08 18:46BTCBuy62214.1→63467.8+9.56timeout
06-08 17:46BTCBuy62224.1→63394.8+8.86timeout
06-08 16:46BTCBuy62185.1→63559.8+10.51timeout
06-08 15:46BTCBuy62029.1→63813.8+13.79timeout
06-08 06:25BTCBuy61812.1→62978.9+8.98timeout
06-07 18:39BTCBuy60634→62170.9+12.27timeout
06-07 17:24BTCBuy60601→62268.9+13.29timeout
06-07 16:11BTCBuy60713→61997.9+10.02timeout
06-07 15:06BTCBuy60524→61681.9+9.10timeout
06-07 06:06BTCBuy61044.1→61618.9+4.31timeout
06-06 16:05BTCBuy60197→60829+4.83timeout
06-06 15:15BTCBuy60496→60547-0.03timeout
06-06 04:20BTCBuy61436.1→59919-12.80stop_loss
06-05 21:04BTCBuy59296→61898.9+21.50take_profit
06-05 18:52BTCBuy60763→59268.4-12.76stop_loss
06-05 18:52BTCBuy60808→59312.4-12.75stop_loss
06-05 18:43BTCBuy61289.1→59781.1-12.76stop_loss
06-05 14:06BTCBuy61951.1→60426.7-12.75stop_loss
06-05 14:01BTCBuy62149.1→60619.6-12.76stop_loss
06-05 13:56BTCBuy62492.1→60954.5-12.75stop_loss
06-05 13:49BTCBuy62897.1→61349.2-12.76stop_loss
06-05 13:49BTCBuy62936.1→61388.2-12.75stop_loss
06-05 11:09BTCBuy62378.1→62309.9-1.04timeout
06-05 06:24BTCBuy62643.1→61102.4-12.74stop_loss
06-05 06:16BTCBuy63427.2→61867-12.69stop_loss
06-05 06:03BTCBuy63607.2→62041.9-12.70stop_loss
06-05 05:59BTCBuy63819.2→62248.7-12.71stop_loss
06-05 02:14BTCBuy62385.1→63145.8+5.65timeout
06-04 10:49BTCBuy63820.2→62250.7-12.73stop_loss
06-04 10:30BTCBuy63976.2→62402.7-12.72stop_loss
06-04 09:22BTCBuy64597.2→63008.3-12.74stop_loss
06-04 02:03BTCBuy63226.2→61671.1-12.75stop_loss
06-04 01:16BTCBuy64519.2→62932.4-12.75stop_loss
06-04 00:26BTCBuy65418.3→63809.9-12.74stop_loss
06-03 20:45BTCBuy66725.3→65084.2-12.76stop_loss
06-03 19:55BTCBuy66825.3→65168.1-12.88stop_loss
06-03 19:53BTCBuy67094.4→65442-12.78stop_loss
06-03 16:27BTCBuy67191.4→65538.9-12.77stop_loss
06-03 16:24BTCBuy67278.4→65623.9-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
76
closed
53%
win rate
-58.34
total pnl ($)
-14.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7653%-14.7-58.34

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems