deribit_basis_extreme_discount_fear_long_v2

not live
27
closed trades
41%
win rate
-67.01
total pnl ($)
1.093
weight
7d window — n=6 wr=33% pnl=-21.54  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 19:49BTCBuy59212→59839+4.73timeout
06-24 14:13BTCBuy62639.1→61097.4-12.75stop_loss
06-24 07:05BTCBuy62912.1→62728.9-1.96timeout
06-23 06:21BTCBuy64132.2→62554.6-12.78stop_loss
06-22 06:59BTCBuy64265.2→64001.8-2.52timeout
06-21 06:57BTCBuy63730.2→64263.8+3.74timeout
06-20 06:52BTCBuy62773.1→63721.8+7.09timeout
06-18 15:38BTCBuy64396.2→62811.4-12.64stop_loss
06-17 22:03BTCBuy65525.3→63912.8-12.75stop_loss
06-17 06:57BTCBuy66494.3→65586.7-7.30timeout
06-15 22:26BTCBuy65143.3→66176.7+7.44timeout
06-14 19:49BTCBuy64297.2→63748.8-4.76timeout
06-13 19:42BTCBuy63701.2→64249.8+3.85timeout
06-12 16:59BTCBuy62556.1→63952.8+10.67timeout
06-11 16:45BTCBuy62167.1→62626.9+3.15timeout
06-10 16:40BTCBuy60860→62314.9+11.41timeout
06-09 14:04BTCBuy63638.2→62072.8-12.75stop_loss
06-08 16:40BTCBuy62193.1→63661.8+11.27timeout
06-07 16:30BTCBuy60548→62133.9+12.57timeout
06-05 18:51BTCBuy61065.1→59563.2-12.75stop_loss
06-05 06:03BTCBuy63640.2→62070.8-12.74stop_loss
06-04 00:26BTCBuy65377.3→63769.9-12.74stop_loss
06-03 03:44BTCBuy67332.4→65676.9-12.75stop_loss
06-02 12:34BTCBuy70850.5→69108-12.81stop_loss
05-31 16:56BTCBuy73895.7→73495.3-3.22timeout
05-30 14:16BTCBuy72989.6→73871.3+5.48timeout
05-29 13:26BTCBuy73056.7→72947.4-1.22timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-67.01
total pnl ($)
-49.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-49.0-67.01

Recent bounces (last 20 of 1)

timesymsidereason
06-24 08:19BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems