deribit_basis_fear_discount_long_v5

not live
73
closed trades
34%
win rate
-295.57
total pnl ($)
0.657
weight
7d window — n=16 wr=25% pnl=-96.48  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 73 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 20:51BTCBuy60264→59625-5.73timeout
06-28 18:48BTCBuy60511→59533-8.51timeout
06-27 19:43BTCBuy59904→60166+1.79timeout
06-27 15:41BTCBuy60415→60793+2.69timeout
06-26 14:57BTCBuy59507→59466-0.85timeout
06-26 14:11BTCBuy59523→59951+3.10timeout
06-25 13:59BTCBuy59554→58089-12.68stop_loss
06-25 13:53BTCBuy60472→58967.6-12.82stop_loss
06-24 16:51BTCBuy61295.1→59739.1-13.12stop_loss
06-24 15:56BTCBuy61757.1→60236.9-12.75stop_loss
06-24 13:44BTCBuy62903.1→61355.2-12.75stop_loss
06-24 08:52BTCBuy62375.1→62756.9+2.54timeout
06-24 06:50BTCBuy62922.1→62710.9-2.18timeout
06-23 08:24BTCBuy63697.2→62123.8-12.79stop_loss
06-23 06:27BTCBuy64068.2→62642.9-11.61timeout
06-23 03:52BTCBuy64083.2→64038.8-0.80timeout
06-22 05:05BTCBuy64230.2→64069.8-1.72timeout
06-22 03:32BTCBuy64309.2→64359.8-0.14timeout
06-21 03:47BTCBuy63439.2→64390.8+7.06timeout
06-21 02:10BTCBuy63473.2→64222.8+5.42timeout
06-19 21:27BTCBuy62923.1→63148.8+1.29timeout
06-19 20:25BTCBuy63104.2→63016.8-1.18timeout
06-18 15:53BTCBuy64002.2→62428.6-12.77stop_loss
06-18 15:51BTCBuy64117.2→62537.6-12.80stop_loss
06-18 11:14BTCBuy64604.2→63990.8-5.28timeout
06-18 09:22BTCBuy64923.2→64427.8-4.30timeout
06-17 08:39BTCBuy66549.3→64912.3-12.73stop_loss
06-17 06:57BTCBuy66411.3→65575.7-6.77timeout
06-16 09:16BTCBuy65674.3→66664.7+7.11timeout
06-16 06:10BTCBuy65849.3→66142.7+1.83timeout
06-15 08:08BTCBuy64410.2→65703.7+9.60timeout
06-15 03:34BTCBuy64507.2→65696.7+8.73timeout
06-14 07:34BTCBuy63741.2→64321.8+4.10timeout
06-14 01:50BTCBuy63781.2→64611.8+6.09timeout
06-13 06:17BTCBuy63143.2→63523.8+2.56timeout
06-12 17:41BTCBuy63287.2→63809.8+3.66timeout
06-12 01:12BTCBuy61948.1→63457.8+11.60timeout
06-11 16:02BTCBuy62493.1→62716.9+1.19timeout
06-10 16:12BTCBuy61088.1→62410.9+10.32timeout
06-10 15:12BTCBuy61526.1→61898.9+2.54timeout
06-09 14:44BTCBuy62814.1→61268.3-12.76stop_loss
06-09 14:21BTCBuy63170.2→61615.1-12.76stop_loss
06-08 22:38BTCBuy63312.2→63325.8-0.38timeout
06-08 21:30BTCBuy61810.1→63638.8+14.31timeout
06-07 21:04BTCBuy60693→61708.9+7.94timeout
06-07 14:37BTCBuy60963→62242.9+10.03timeout
06-06 20:11BTCBuy60703→60544-1.69timeout
06-06 14:33BTCBuy60402→60912+3.78timeout
06-05 18:52BTCBuy60923→59424.3-12.76stop_loss
06-05 15:39BTCBuy61584.1→60069.9-12.73stop_loss
06-05 13:49BTCBuy62761.1→61217.3-12.75stop_loss
06-05 06:24BTCBuy62706.1→61164.3-12.73stop_loss
06-05 06:22BTCBuy62834.1→61284.3-12.78stop_loss
06-05 02:30BTCBuy64144.2→62566.6-12.74stop_loss
06-04 10:49BTCBuy63821.2→62251.7-12.72stop_loss
06-04 09:27BTCBuy64376.2→62792.4-12.75stop_loss
06-04 02:04BTCBuy62906.1→61359.2-12.75stop_loss
06-04 01:22BTCBuy64287.2→62706.5-12.74stop_loss
06-03 19:54BTCBuy67042.4→65386-12.84stop_loss
06-03 19:51BTCBuy67148.4→65495-12.79stop_loss
06-03 03:49BTCBuy67267.4→65612.9-12.75stop_loss
06-02 22:59BTCBuy68022.4→66248.5-13.49stop_loss
06-02 14:27BTCBuy69444.5→67735.7-12.76stop_loss
06-01 22:25BTCBuy73517.7→71209.8-16.27stop_loss
06-01 22:25BTCBuy73877.7→71209.8-18.65stop_loss
05-31 19:32BTCBuy73951.7→73472.3-3.70timeout
05-31 16:54BTCBuy73896.7→73495.3-3.22timeout
05-31 14:57BTCBuy73901.7→73652.3-2.16timeout
05-29 18:55BTCBuy73652.7→73295.3-2.86timeout
05-29 16:55BTCBuy73395.7→73970.3+3.38timeout
05-29 15:50BTCBuy72915.6→73830.3+5.76timeout
05-29 14:39BTCBuy72919.6→72723.4-1.92timeout
05-29 13:27BTCBuy73164.7→73048.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
73
closed
34%
win rate
-295.57
total pnl ($)
-80.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7334%-80.6-295.57

Recent bounces (last 20 of 1)

timesymsidereason
06-29 08:27BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems