deribit_basis_discount_long_v12

not live
68
closed trades
38%
win rate
-189.64
total pnl ($)
0.523
weight
7d window — n=16 wr=31% pnl=-114.44  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 68 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 04:08BTCBuy59972→60198+1.43timeout
06-27 23:52BTCBuy59789→60041+1.70timeout
06-27 19:49BTCBuy59213→60183+7.84timeout
06-27 17:48BTCBuy59471→60530+8.45timeout
06-27 15:45BTCBuy59303→60726+11.58timeout
06-26 02:16BTCBuy59961→58426.8-13.24stop_loss
06-25 13:59BTCBuy59564→58030.1-13.25stop_loss
06-25 13:59BTCBuy59608→58080-13.20stop_loss
06-25 13:48BTCBuy60820→59263.4-13.19stop_loss
06-25 13:48BTCBuy60840→59282.4-13.21stop_loss
06-25 13:48BTCBuy60973→59412.3-13.20stop_loss
06-24 17:20BTCBuy60997→59432.3-13.26stop_loss
06-24 15:56BTCBuy61850.1→60266.8-13.24stop_loss
06-24 15:28BTCBuy62367.1→60770.6-13.15stop_loss
06-24 14:19BTCBuy62443.1→60844.5-13.25stop_loss
06-24 14:02BTCBuy62762.1→61156.3-13.24stop_loss
06-18 05:04BTCBuy65369.3→63695.9-13.26stop_loss
06-17 08:49BTCBuy66528.3→64824.3-13.29stop_loss
06-17 08:35BTCBuy66793.3→65084.2-13.27stop_loss
06-16 14:23BTCBuy67184.4→65465-13.32stop_loss
06-16 13:29BTCBuy64282.2→66023.7+12.94timeout
06-16 11:26BTCBuy64530.2→66384.7+13.79timeout
06-15 19:11BTCBuy64159.2→66824.7+20.15timeout
06-15 15:54BTCBuy64031.2→67226.6+24.52take_profit
06-15 15:47BTCBuy63882.2→67074.6+24.55take_profit
06-14 16:37BTCBuy63822.2→64151.8+2.05timeout
06-14 14:17BTCBuy63471.2→64223.8+5.48timeout
06-14 12:06BTCBuy63642.2→64488.8+6.23timeout
06-14 09:53BTCBuy63767.2→64581.8+5.84timeout
06-13 17:12BTCBuy62499.1→63921.8+10.93timeout
06-12 15:19BTCBuy61999.1→64259.8+17.63timeout
06-12 12:23BTCBuy61044.1→63567.8+20.07timeout
06-12 10:20BTCBuy61165.1→63734.8+20.38timeout
06-12 08:15BTCBuy61610.1→63272.8+12.82timeout
06-11 16:40BTCBuy60861→62660.9+14.14timeout
06-09 15:56BTCBuy62618.1→61010.4-13.29stop_loss
06-09 15:55BTCBuy62696.1→61089.4-13.30stop_loss
06-09 14:46BTCBuy62864.1→61254.3-13.28stop_loss
06-09 14:35BTCBuy63003.2→61390.2-13.27stop_loss
06-09 14:17BTCBuy63426.2→61803-13.25stop_loss
06-09 10:26BTCBuy62503.1→62746.9+1.57timeout
06-07 22:15BTCBuy61041.1→64086.8+24.52take_profit
06-07 22:14BTCBuy60688→63716.8+24.52take_profit
06-07 22:14BTCBuy60699→63727.8+24.51take_profit
06-07 22:14BTCBuy60580→63602.8+24.51take_profit
06-07 08:28BTCBuy59557→62528.9+24.59take_profit
06-06 04:27BTCBuy61363.1→59793.1-13.25stop_loss
06-05 18:54BTCBuy60668→59115.5-13.25stop_loss
06-05 18:43BTCBuy61419.1→59847.1-13.25stop_loss
06-05 14:26BTCBuy61922.1→60337.8-13.24stop_loss
06-05 14:26BTCBuy61927.1→60341.8-13.25stop_loss
06-05 13:57BTCBuy62419.1→60820.5-13.26stop_loss
06-05 13:57BTCBuy62442.1→60844.5-13.24stop_loss
06-05 13:56BTCBuy62557.1→60956.5-13.25stop_loss
06-05 06:19BTCBuy63384.2→61762-13.16stop_loss
06-05 06:16BTCBuy63537.2→61906.9-13.23stop_loss
06-05 06:03BTCBuy63688.2→62051.9-13.23stop_loss
06-05 06:01BTCBuy63786.2→62152.8-13.21stop_loss
06-04 10:49BTCBuy63938.2→62301.7-13.22stop_loss
06-04 01:22BTCBuy64247.2→62602.6-13.25stop_loss
06-04 00:30BTCBuy64931.2→63269.2-13.25stop_loss
06-03 23:24BTCBuy65990.3→64300.6-13.25stop_loss
06-03 23:08BTCBuy66080.3→64389.6-13.24stop_loss
06-03 19:54BTCBuy67099.4→65382-13.28stop_loss
06-03 19:52BTCBuy67184.4→65465-13.26stop_loss
06-03 19:52BTCBuy67183.4→65464-13.27stop_loss
06-03 03:50BTCBuy67240.4→65519.9-13.25stop_loss
06-03 03:44BTCBuy67423.4→65688.9-13.32stop_loss

Paper vs Live

Paper (trades.jsonl)
68
closed
38%
win rate
-189.64
total pnl ($)
-55.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6838%-55.6-189.64

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems