deribit_basis_discount_fear_long_v6

not live
72
closed trades
47%
win rate
-207.80
total pnl ($)
0.908
weight
7d window — n=17 wr=53% pnl=-53.20  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:48BTCBuy59866→60133+1.83timeout
06-27 18:50BTCBuy59644→60500+6.75timeout
06-26 18:19BTCBuy59653→59977+2.15timeout
06-26 14:31BTCBuy59264→59953+5.31timeout
06-25 17:50BTCBuy59339→59480+0.77timeout
06-25 13:53BTCBuy60456→58967.6-12.67stop_loss
06-24 16:51BTCBuy61161.1→59657.2-12.72stop_loss
06-24 14:02BTCBuy62713.1→61163.3-12.80stop_loss
06-24 13:48BTCBuy62804.1→61257.3-12.76stop_loss
06-24 09:34BTCBuy62445.1→62666.9+1.25timeout
06-24 08:33BTCBuy62195.1→62756.9+4.02timeout
06-23 08:17BTCBuy63987.2→62404.7-12.83stop_loss
06-23 08:17BTCBuy63990.2→62415.7-12.77stop_loss
06-22 23:33BTCBuy63392.2→63977.8+4.22timeout
06-22 22:20BTCBuy63667.2→64165.8+3.46timeout
06-21 22:26BTCBuy64153.2→63698.8-3.97timeout
06-21 21:24BTCBuy63920.2→63667.8-2.43timeout
06-20 20:59BTCBuy63238.2→63880.8+4.64timeout
06-20 19:15BTCBuy63039.2→63865.8+6.12timeout
06-19 20:24BTCBuy63103.2→62993.9-1.35timeout
06-19 17:59BTCBuy62582.1→63184.8+4.36timeout
06-18 15:51BTCBuy64082.2→62506.6-12.67stop_loss
06-18 15:40BTCBuy64302.2→62720.5-12.47stop_loss
06-18 08:44BTCBuy64939.2→64485.8-3.99timeout
06-17 19:50BTCBuy65643.3→64026.8-12.76stop_loss
06-17 06:56BTCBuy66493.3→65587.7-7.22timeout
06-16 22:44BTCBuy66253.3→65686.7-4.81timeout
06-16 05:47BTCBuy65722.3→66059.7+2.19timeout
06-15 21:21BTCBuy64807.2→66505.7+12.60timeout
06-15 01:04BTCBuy64522.2→65336.7+5.84timeout
06-14 20:05BTCBuy64242.2→63793.8-3.99timeout
06-13 22:17BTCBuy63498.2→64366.8+6.36timeout
06-13 19:42BTCBuy63702.2→64249.8+3.85timeout
06-12 22:04BTCBuy63563.2→63516.8-0.86timeout
06-12 17:40BTCBuy63211.2→63763.8+3.91timeout
06-11 21:57BTCBuy61271.1→63430.8+17.03timeout
06-11 15:07BTCBuy61942.1→62652.9+5.19timeout
06-10 15:11BTCBuy61624.1→61888.9+1.65timeout
06-10 14:18BTCBuy61854.1→61914.9+0.02timeout
06-09 14:18BTCBuy63315.2→61755-12.77stop_loss
06-09 14:04BTCBuy63657.2→62083.8-12.81stop_loss
06-08 22:48BTCBuy63191.2→63214.8-0.29timeout
06-08 17:20BTCBuy62265.1→63459.8+9.05timeout
06-07 21:49BTCBuy60825→61684.9+6.64timeout
06-07 15:20BTCBuy60432→61722.9+10.22timeout
06-06 19:11BTCBuy59449→60736+10.43timeout
06-06 14:27BTCBuy60394→60769+2.66timeout
06-05 18:52BTCBuy60888→59390.3-12.76stop_loss
06-05 13:58BTCBuy62273.1→60741.6-12.75stop_loss
06-05 13:49BTCBuy62930.1→61378.2-12.78stop_loss
06-05 11:16BTCBuy62406.1→62307.9-1.28timeout
06-05 05:59BTCBuy63775.2→62206.8-12.70stop_loss
06-04 10:49BTCBuy63821.2→62251.7-12.72stop_loss
06-04 00:29BTCBuy65103.3→63502.1-12.75stop_loss
06-04 00:29BTCBuy65108.3→63507.1-12.74stop_loss
06-03 19:54BTCBuy66964.3→65317.1-12.79stop_loss
06-03 19:54BTCBuy67002.3→65354-12.78stop_loss
06-03 03:33BTCBuy67648.4→65981.7-12.77stop_loss
06-02 23:03BTCBuy67829.4→66161.6-12.75stop_loss
06-02 12:51BTCBuy70757.5→69014-12.83stop_loss
06-02 12:06BTCBuy70995.5→69249.9-12.80stop_loss
06-01 15:32BTCBuy73539.7→71299.8-15.82stop_loss
05-31 19:47BTCBuy74028.7→73494.3-4.08timeout
05-31 13:21BTCBuy73799.7→73973.3+0.62timeout
05-31 11:26BTCBuy73559.7→73891.3+1.66timeout
05-31 09:42BTCBuy73529.7→73985.3+2.50timeout
05-30 11:45BTCBuy73458.7→73588.3+0.38timeout
05-30 08:41BTCBuy73780.7→73496.3-2.42timeout
05-29 10:52BTCBuy73356.7→73602.3+1.18timeout
05-29 09:51BTCBuy73526.7→73704.3+0.69timeout
05-29 08:48BTCBuy73305.7→73719.3+2.35timeout
05-29 07:45BTCBuy73463.7→73370.3-1.24timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
47%
win rate
-207.80
total pnl ($)
-57.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7247%-57.3-207.80

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems