deribit_basis_discount_threshold_long_v4

not live
76
closed trades
38%
win rate
-195.90
total pnl ($)
0.588
weight
7d window — n=18 wr=28% pnl=-111.17  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 08:55BTCBuy60247→59851-3.82timeout
06-28 22:44BTCBuy60506→59017.5-12.77stop_loss
06-27 15:09BTCBuy58706.9→60666+16.24timeout
06-27 08:48BTCBuy59450→60367+7.27timeout
06-27 06:45BTCBuy59378→60406+8.21timeout
06-27 04:44BTCBuy59218→60346+9.09timeout
06-27 02:38BTCBuy59613→60238+4.76timeout
06-26 02:24BTCBuy59774→58303.9-12.74stop_loss
06-25 13:58BTCBuy59619→58152-12.69stop_loss
06-25 13:53BTCBuy60505→59016.5-12.68stop_loss
06-25 13:48BTCBuy60741→59244.4-12.73stop_loss
06-25 13:48BTCBuy60901→59397.3-12.76stop_loss
06-25 13:48BTCBuy61026.1→59525.2-12.72stop_loss
06-24 16:51BTCBuy61214.1→59702.1-12.78stop_loss
06-24 14:20BTCBuy62367.1→60832.5-12.73stop_loss
06-24 14:17BTCBuy62596.1→61052.4-12.78stop_loss
06-24 13:57BTCBuy62769.1→61220.3-12.79stop_loss
06-24 13:47BTCBuy62828.1→61281.3-12.76stop_loss
06-18 04:11BTCBuy65371.3→63739.9-12.94stop_loss
06-17 11:02BTCBuy66196.3→64755.8-11.46timeout
06-17 02:49BTCBuy66604.3→65844.7-6.17timeout
06-16 18:39BTCBuy65797.3→65801.7-0.53timeout
06-16 16:36BTCBuy65692.3→65745.7-0.19timeout
06-16 14:32BTCBuy65629.3→65431.7-2.08timeout
06-15 22:06BTCBuy64525.2→66398.7+13.99timeout
06-15 13:06BTCBuy63816.2→66617.7+21.51take_profit
06-15 05:36BTCBuy64103.2→65738.7+12.28timeout
06-15 03:32BTCBuy64311.2→65694.7+10.25timeout
06-15 01:30BTCBuy64198.2→65366.7+8.61timeout
06-14 19:21BTCBuy63697.2→63796.8+0.23timeout
06-14 08:27BTCBuy63495.2→64444.8+6.99timeout
06-13 16:32BTCBuy63741.2→63990.8+1.55timeout
06-13 14:30BTCBuy63535.2→64127.8+4.15timeout
06-13 12:27BTCBuy63552.2→63941.8+2.50timeout
06-13 06:58BTCBuy63505.2→63700.8+1.08timeout
06-12 18:31BTCBuy62846.1→63727.8+6.55timeout
06-12 03:19BTCBuy62073.1→63464.8+10.62timeout
06-11 20:16BTCBuy61626.1→63472.8+14.34timeout
06-11 19:30BTCBuy61172.1→63865.8+21.39take_profit
06-11 18:01BTCBuy61055.1→63735.8+21.38take_profit
06-11 04:41BTCBuy60883→62638.9+13.74timeout
06-09 15:55BTCBuy62607.1→61066.4-12.76stop_loss
06-09 14:30BTCBuy62998.1→61426.2-12.94stop_loss
06-09 14:21BTCBuy63170.2→61615.1-12.76stop_loss
06-09 14:11BTCBuy63533.2→61968.9-12.76stop_loss
06-09 12:35BTCBuy63502.2→62535.9-7.99timeout
06-09 10:31BTCBuy62853.1→62683.9-1.74timeout
06-09 06:27BTCBuy62194.1→63419.8+9.33timeout
06-08 18:06BTCBuy61650.1→63596.8+15.21timeout
06-07 22:14BTCBuy60698→63363.8+21.52take_profit
06-07 22:14BTCBuy60694→63358.8+21.52take_profit
06-07 22:14BTCBuy60609→63269.8+21.51take_profit
06-07 18:06BTCBuy61081.1→62152.9+8.37timeout
06-07 05:18BTCBuy59482→62102.9+21.62take_profit
06-06 04:27BTCBuy61341.1→59832.1-12.75stop_loss
06-05 18:53BTCBuy60668→59174.4-12.77stop_loss
06-05 18:37BTCBuy61426.1→59915-12.75stop_loss
06-05 14:26BTCBuy61922.1→60398.8-12.75stop_loss
06-05 14:26BTCBuy61927.1→60402.8-12.75stop_loss
06-05 13:56BTCBuy62419.1→60883.5-12.75stop_loss
06-05 13:56BTCBuy62442.1→60906.5-12.75stop_loss
06-05 13:56BTCBuy62478.1→60937.5-12.79stop_loss
06-05 06:19BTCBuy63330.2→61770-12.69stop_loss
06-05 06:03BTCBuy63504.2→61936.9-12.74stop_loss
06-05 06:01BTCBuy63688.2→62120.8-12.69stop_loss
06-05 05:59BTCBuy63786.2→62216.8-12.71stop_loss
06-04 11:10BTCBuy63788.2→62219.8-12.72stop_loss
06-04 01:22BTCBuy64275.2→62694.5-12.75stop_loss
06-04 00:29BTCBuy64932.2→63335.1-12.75stop_loss
06-03 23:24BTCBuy65936.3→64313.6-12.75stop_loss
06-03 23:07BTCBuy66042.3→64416.6-12.76stop_loss
06-03 19:55BTCBuy66938.3→65270.1-12.93stop_loss
06-03 16:27BTCBuy67189.4→65535.9-12.78stop_loss
06-03 16:27BTCBuy67197.4→65541.9-12.78stop_loss
06-03 03:50BTCBuy67240.4→65579.9-12.80stop_loss
06-03 03:43BTCBuy67423.4→65764.8-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
76
closed
38%
win rate
-195.90
total pnl ($)
-51.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7638%-51.2-195.90

Recent bounces (last 20 of 1)

timesymsidereason
06-29 07:04BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems