deribit_basis_ewma_bull_cross_trend_long

not live
22
closed trades
45%
win rate
-73.57
total pnl ($)
0.607
weight
7d window — n=18 wr=33% pnl=-97.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 22 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 17:42BTCBuy59881→60582+5.40timeout
06-27 14:28BTCBuy58762.9→60604+15.21timeout
06-27 08:10BTCBuy59572→60467+7.03timeout
06-27 05:08BTCBuy59175→60213+8.33timeout
06-27 02:26BTCBuy59441→60329+7.00timeout
06-26 02:16BTCBuy59913→58435.8-12.77stop_loss
06-25 13:57BTCBuy59819→58340.9-12.73stop_loss
06-25 13:48BTCBuy60787→59292.4-12.70stop_loss
06-25 13:48BTCBuy60838→59341.3-12.70stop_loss
06-25 13:44BTCBuy61521.1→60005-12.74stop_loss
06-25 13:42BTCBuy61729.1→60210.9-12.73stop_loss
06-24 17:46BTCBuy60701→59200.4-12.80stop_loss
06-24 15:28BTCBuy62314.1→60781.6-12.68stop_loss
06-24 14:19BTCBuy62454.1→60885.5-13.00stop_loss
06-24 14:19BTCBuy62411.1→60876.5-12.73stop_loss
06-24 14:19BTCBuy62412.1→60877.5-12.72stop_loss
06-24 14:19BTCBuy62483.1→60943.5-12.75stop_loss
06-21 00:05BTCBuy62632.1→64230.8+12.16timeout
06-20 13:46BTCBuy62902.1→63439.8+3.75timeout
06-20 10:36BTCBuy62764.1→63591.8+6.03timeout
06-20 07:25BTCBuy62713.1→63750.8+7.81timeout
06-20 04:36BTCBuy62594.1→63496.8+6.78timeout

Paper vs Live

Paper (trades.jsonl)
22
closed
45%
win rate
-73.57
total pnl ($)
-66.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2245%-66.9-73.57

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems