deribit_basis_discount_threshold_long_v9

not live
75
closed trades
37%
win rate
-198.58
total pnl ($)
0.674
weight
7d window — n=16 wr=31% pnl=-97.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:53BTCBuy60332→58846.6-12.78stop_loss
06-28 22:43BTCBuy60553→59063.5-12.77stop_loss
06-27 15:25BTCBuy58801.9→60747+16.10timeout
06-27 09:06BTCBuy59462→60429+7.63timeout
06-27 07:01BTCBuy59436→60323+7.00timeout
06-27 04:49BTCBuy59316→60294+7.81timeout
06-27 02:38BTCBuy59632→60236+4.60timeout
06-26 02:21BTCBuy59839→58356.9-12.83stop_loss
06-25 13:58BTCBuy59567→58100-12.69stop_loss
06-25 13:53BTCBuy60372→58887.6-12.67stop_loss
06-25 13:51BTCBuy60602→59111.5-12.69stop_loss
06-25 13:48BTCBuy60915→59413.3-12.73stop_loss
06-25 13:48BTCBuy60974→59473.3-12.71stop_loss
06-24 16:51BTCBuy61223.1→59712.1-12.77stop_loss
06-24 13:48BTCBuy62788.1→61241.3-12.77stop_loss
06-24 13:48BTCBuy62800.1→61255.3-12.75stop_loss
06-18 04:11BTCBuy65358.3→63743.9-12.81stop_loss
06-17 08:52BTCBuy66424.3→64789.3-12.82stop_loss
06-17 05:54BTCBuy66889.3→65760.7-8.92timeout
06-16 21:42BTCBuy65569.3→65675.7+0.22timeout
06-16 19:34BTCBuy65768.3→65692.7-1.17timeout
06-16 17:30BTCBuy65807.3→65695.7-1.43timeout
06-15 20:39BTCBuy64488.2→66611.7+15.92timeout
06-15 16:10BTCBuy64436.2→67266.6+21.47take_profit
06-15 08:19BTCBuy64257.2→65646.7+10.36timeout
06-15 06:16BTCBuy64071.2→65852.7+13.42timeout
06-15 04:11BTCBuy64079.2→65715.7+12.27timeout
06-14 20:01BTCBuy63787.2→63837.8-0.13timeout
06-14 06:38BTCBuy63790.2→64231.8+3.02timeout
06-13 19:47BTCBuy63004.2→64270.8+9.60timeout
06-13 16:38BTCBuy63704.2→63992.8+1.84timeout
06-13 14:15BTCBuy63640.2→64158.8+3.56timeout
06-13 07:33BTCBuy63845.2→63727.8-1.39timeout
06-12 16:49BTCBuy62749.1→63930.8+8.90timeout
06-12 03:32BTCBuy62307.1→63422.8+8.37timeout
06-11 20:15BTCBuy61610.1→63480.8+14.53timeout
06-11 19:30BTCBuy61165.1→63851.8+21.34take_profit
06-11 18:01BTCBuy61044.1→63729.8+21.42take_profit
06-11 04:40BTCBuy60861→62619.9+13.77timeout
06-09 15:55BTCBuy62610.1→61066.4-12.78stop_loss
06-09 14:30BTCBuy62993.1→61439.2-12.80stop_loss
06-09 14:21BTCBuy63161.2→61607.1-12.75stop_loss
06-09 13:36BTCBuy63748.2→62177.8-12.75stop_loss
06-09 12:36BTCBuy63509.2→62550.9-7.92timeout
06-09 10:32BTCBuy62802.1→62684.9-1.32timeout
06-09 06:40BTCBuy62179.1→63379.8+9.13timeout
06-08 20:14BTCBuy62336.1→63220.8+6.59timeout
06-07 22:14BTCBuy60694→63358.8+21.52take_profit
06-07 22:14BTCBuy60699→63363.8+21.51take_profit
06-07 22:14BTCBuy60606→63266.8+21.51take_profit
06-07 18:06BTCBuy61045.1→62159.9+8.75timeout
06-07 06:36BTCBuy59532→62150.9+21.62take_profit
06-06 04:27BTCBuy61378.1→59868.1-12.75stop_loss
06-05 18:52BTCBuy60900→59402.3-12.76stop_loss
06-05 18:43BTCBuy61353.1→59844.1-12.75stop_loss
06-05 14:06BTCBuy61936.1→60412.8-12.75stop_loss
06-05 14:06BTCBuy61984.1→60437.7-12.92stop_loss
06-05 13:57BTCBuy62391.1→60856.5-12.75stop_loss
06-05 13:56BTCBuy62433.1→60897.5-12.75stop_loss
06-05 06:23BTCBuy62792.1→61246.3-12.70stop_loss
06-05 06:21BTCBuy63119.2→61566.1-12.75stop_loss
06-05 06:19BTCBuy63287.2→61731-12.66stop_loss
06-05 06:01BTCBuy63655.2→62087.8-12.71stop_loss
06-05 06:01BTCBuy63669.2→62101.8-12.70stop_loss
06-05 03:11BTCBuy63836.2→62265.7-12.72stop_loss
06-04 10:48BTCBuy63883.2→62311.7-12.72stop_loss
06-04 01:22BTCBuy64241.2→62659.5-12.76stop_loss
06-04 00:29BTCBuy64932.2→63335.1-12.75stop_loss
06-03 23:54BTCBuy65652.3→64037.8-12.74stop_loss
06-03 23:03BTCBuy66071.3→64441.5-12.78stop_loss
06-03 19:55BTCBuy66941.3→65295.1-12.76stop_loss
06-03 19:53BTCBuy67086.4→65435-12.79stop_loss
06-03 16:27BTCBuy67183.4→65530.9-12.76stop_loss
06-03 03:44BTCBuy67330.4→65674.9-12.75stop_loss
06-03 03:43BTCBuy67561.4→65899.7-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
75
closed
37%
win rate
-198.58
total pnl ($)
-52.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7537%-52.7-198.58

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems