deribit_basis_fast_ema_crossover_uptrend_long

not live
24
closed trades
46%
win rate
-47.36
total pnl ($)
0.562
weight
7d window — n=23 wr=43% pnl=-68.88  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 11:01BTCBuy64234.2→64099.8-1.64timeout
06-21 22:53BTCBuy63628.2→63737.8+0.44timeout
06-21 16:52BTCBuy63558.2→64127.8+4.09timeout
06-21 04:48BTCBuy63179.2→64437.8+9.53timeout
06-20 22:44BTCBuy62416.1→64224.8+14.03timeout
06-20 17:00BTCBuy62466.1→63965.8+11.49timeout
06-20 10:50BTCBuy62844.1→63626.8+5.68timeout
06-20 04:37BTCBuy62612.1→63508.8+6.73timeout
06-18 15:57BTCBuy63898.2→62293.7-12.82stop_loss
06-18 15:53BTCBuy64044.2→62466.6-12.69stop_loss
06-18 15:40BTCBuy64329.2→62746.5-12.72stop_loss
06-18 15:17BTCBuy64924.2→63305.2-12.89stop_loss
06-17 19:44BTCBuy65691.3→64073.7-12.78stop_loss
06-17 19:41BTCBuy65764.3→64146.7-12.78stop_loss
06-17 19:29BTCBuy65921.3→64246.6-13.16stop_loss
06-17 19:29BTCBuy65896.3→64246.6-12.99stop_loss
06-17 10:17BTCBuy66349.3→64901.8-11.50timeout
06-17 08:44BTCBuy66520.3→64884.3-12.77stop_loss
06-16 22:02BTCBuy65606.3→65711.7+0.21timeout
06-16 15:59BTCBuy65879.3→65853.7-0.56timeout
06-16 14:23BTCBuy67126.4→65473-12.84stop_loss
06-16 09:52BTCBuy65476.3→66518.7+7.51timeout
06-15 21:47BTCBuy64543.2→66359.7+13.54timeout
06-15 13:20BTCBuy64021.2→66832.7+21.53take_profit

Paper vs Live

Paper (trades.jsonl)
24
closed
46%
win rate
-47.36
total pnl ($)
-39.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2446%-39.2-47.36

Recent bounces (last 20 of 3)

timesymsidereason
06-22 11:30BTCBuytrigger_already_opened
06-21 23:33BTCBuystale_intent
06-21 23:33BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems