deribit_basis_drop_recovery_long_v3

not live
67
closed trades
34%
win rate
-311.88
total pnl ($)
0.665
weight
7d window — n=12 wr=25% pnl=-91.95  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 03:29BTCBuy59072→60230+9.36timeout
06-27 18:13BTCBuy59389→60512+9.04timeout
06-26 18:02BTCBuy59352→60019+5.00timeout
06-26 02:24BTCBuy59756→58283.9-12.76stop_loss
06-25 13:53BTCBuy60288→58767.7-13.00stop_loss
06-25 13:51BTCBuy60646→59146.5-12.77stop_loss
06-24 15:28BTCBuy62305.1→60770.6-12.71stop_loss
06-24 14:19BTCBuy62427.1→60882.5-12.80stop_loss
06-24 14:17BTCBuy62594.1→61053.4-12.74stop_loss
06-23 08:17BTCBuy63924.2→62346.7-12.88stop_loss
06-23 08:17BTCBuy63956.2→62380.7-12.84stop_loss
06-23 08:17BTCBuy63983.2→62403.7-12.87stop_loss
06-21 09:05BTCBuy62521.1→63979.8+10.92timeout
06-21 07:03BTCBuy62833.1→64224.8+10.63timeout
06-21 00:43BTCBuy63023.2→64278.8+9.40timeout
06-18 15:52BTCBuy64068.2→62491.6-12.63stop_loss
06-18 15:37BTCBuy64435.2→62847.4-12.74stop_loss
06-18 14:52BTCBuy65214.3→63610-12.74stop_loss
06-18 05:05BTCBuy65247.3→63643-12.75stop_loss
06-17 19:41BTCBuy65754.3→64134.7-12.80stop_loss
06-17 08:38BTCBuy66660.3→65019.2-12.74stop_loss
06-17 08:31BTCBuy66744.3→65103.2-12.74stop_loss
06-16 10:47BTCBuy64536.2→66562.7+15.16timeout
06-15 15:47BTCBuy64225.2→67065.6+21.70take_profit
06-15 15:46BTCBuy64161.2→66977.7+21.53take_profit
06-14 09:48BTCBuy63847.2→64546.8+4.93timeout
06-13 21:17BTCBuy63503.2→64232.8+5.25timeout
06-13 19:08BTCBuy63381.2→64126.8+5.43timeout
06-12 08:15BTCBuy61601.1→63260.8+12.85timeout
06-11 18:51BTCBuy61715.1→63468.8+13.49timeout
06-11 16:51BTCBuy61306.1→62602.9+10.00timeout
06-09 16:59BTCBuy62023.1→61412.9-5.53timeout
06-09 15:55BTCBuy62641.1→61099.4-12.76stop_loss
06-09 14:47BTCBuy62729.1→61186.3-12.75stop_loss
06-09 12:14BTCBuy62061.1→62752.9+5.24timeout
06-09 09:27BTCBuy62621.1→62806.9+1.06timeout
06-07 15:43BTCBuy60423→62068.9+13.14timeout
06-07 08:37BTCBuy59973→62616.9+21.63take_profit
06-07 08:23BTCBuy59830→62461.9+21.62take_profit
06-06 04:27BTCBuy61341.1→59830.1-12.77stop_loss
06-05 18:52BTCBuy60730→59236.4-12.75stop_loss
06-05 15:39BTCBuy61595.1→60069.9-12.82stop_loss
06-05 13:52BTCBuy62587.1→61047.4-12.75stop_loss
06-05 13:49BTCBuy62721.1→61175.3-12.78stop_loss
06-05 06:20BTCBuy63251.2→61693.1-12.69stop_loss
06-05 06:03BTCBuy63527.2→61950.9-12.82stop_loss
06-05 05:59BTCBuy63813.2→62230.8-12.81stop_loss
06-04 11:10BTCBuy63751.2→62183.8-12.73stop_loss
06-04 10:49BTCBuy63812.2→62242.7-12.72stop_loss
06-04 01:23BTCBuy64134.2→62556.6-12.75stop_loss
06-04 00:29BTCBuy64932.2→63335.1-12.75stop_loss
06-03 20:43BTCBuy66785.3→65142.2-12.80stop_loss
06-03 19:55BTCBuy66853.3→65170.1-13.09stop_loss
06-03 16:27BTCBuy67173.4→65514.9-12.82stop_loss
06-03 03:50BTCBuy67240.4→65579.9-12.80stop_loss
06-03 03:33BTCBuy67679.4→66014.7-12.75stop_loss
06-02 19:31BTCBuy68318.4→66637.3-12.76stop_loss
06-02 14:27BTCBuy69504.5→67791.7-12.78stop_loss
06-02 14:10BTCBuy69994.5→68272.4-12.77stop_loss
06-01 22:25BTCBuy73636.7→71199.8-17.17stop_loss
06-01 22:25BTCBuy74143.7→71199.8-20.56stop_loss
06-01 22:25BTCBuy73780.7→71199.8-18.23stop_loss
05-30 20:20BTCBuy73547.7→73920.3+1.86timeout
05-30 16:31BTCBuy73150.7→73874.3+4.27timeout
05-30 13:10BTCBuy73336.7→73752.3+2.25timeout
05-30 09:52BTCBuy73522.7→73568.3-0.20timeout
05-30 07:42BTCBuy73414.7→73456.3-0.24timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
34%
win rate
-311.88
total pnl ($)
-92.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6734%-92.4-311.88

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems