deribit_basis_discount_threshold_long_v5

not live
52
closed trades
40%
win rate
-71.98
total pnl ($)
1.338
weight
7d window — n=10 wr=50% pnl=+25.82  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 52 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 04:11BTCBuy65371.3→63739.9-12.94stop_loss
06-17 19:29BTCBuy65930.3→64250.6-13.26stop_loss
06-17 11:02BTCBuy66343.3→64711.4-12.91stop_loss
06-17 08:35BTCBuy66718.3→65077.2-12.73stop_loss
06-16 14:31BTCBuy67078.4→65426-12.84stop_loss
06-16 11:27BTCBuy64522.2→66385.7+13.86timeout
06-16 01:12BTCBuy64657.2→66265.7+12.04timeout
06-15 16:10BTCBuy64437.2→67266.6+21.50take_profit
06-15 15:46BTCBuy64144.2→66961.7+21.55take_profit
06-15 13:16BTCBuy63953.2→66762.7+21.55take_profit
06-14 09:47BTCBuy63908.2→64541.8+4.41timeout
06-14 00:27BTCBuy63552.2→64481.8+6.88timeout
06-13 21:39BTCBuy63494.2→64304.8+5.88timeout
06-13 18:58BTCBuy63505.2→64111.8+4.32timeout
06-13 16:54BTCBuy62633.1→63976.8+10.28timeout
06-12 08:16BTCBuy61626.1→63274.8+12.71timeout
06-11 19:30BTCBuy61172.1→63865.8+21.39take_profit
06-11 18:51BTCBuy61715.1→63468.8+13.50timeout
06-11 18:01BTCBuy61055.1→63735.8+21.38take_profit
06-11 16:41BTCBuy60883→62666.9+13.99timeout
06-09 14:39BTCBuy62893.1→61343.2-12.79stop_loss
06-09 14:21BTCBuy63140.2→61587.1-12.76stop_loss
06-09 14:21BTCBuy63150.2→61592.1-12.79stop_loss
06-09 14:21BTCBuy63199.2→61645.1-12.75stop_loss
06-09 14:19BTCBuy63269.2→61713-12.75stop_loss
06-09 05:28BTCBuy61800.1→63296.8+11.63timeout
06-07 22:14BTCBuy61011.1→63689.8+21.52take_profit
06-07 22:14BTCBuy61081.1→63763.8+21.53take_profit
06-07 22:14BTCBuy60759→63426.8+21.52take_profit
06-07 22:14BTCBuy60661→63323.8+21.51take_profit
06-07 05:18BTCBuy59482→62102.9+21.62take_profit
06-06 04:13BTCBuy61646.1→60124.9-12.79stop_loss
06-05 18:53BTCBuy60668→59174.4-12.77stop_loss
06-05 18:37BTCBuy61426.1→59915-12.75stop_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 13:56BTCBuy62505.1→60967.5-12.76stop_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 09:27BTCBuy64402.2→62805.4-12.84stop_loss
06-04 01:16BTCBuy64457.2→62872.4-12.74stop_loss
06-04 00:29BTCBuy65053.3→63453.1-12.75stop_loss
06-03 23:54BTCBuy65695.3→64078.7-12.75stop_loss
06-03 23:03BTCBuy66104.3→64478.5-12.75stop_loss
06-03 19:54BTCBuy66944.3→65297.1-12.79stop_loss
06-03 19:53BTCBuy67097.4→65445-12.78stop_loss
06-03 16:27BTCBuy67191.4→65537.9-12.77stop_loss
06-03 03:50BTCBuy67227.4→65568.9-12.79stop_loss
06-03 03:43BTCBuy67420.4→65757.8-12.78stop_loss

Paper vs Live

Paper (trades.jsonl)
52
closed
40%
win rate
-71.98
total pnl ($)
-27.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5240%-27.2-71.98

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems