deribit_basis_high_contango_long

not live
70
closed trades
41%
win rate
-280.04
total pnl ($)
1.043
weight
7d window — n=10 wr=60% pnl=-34.28  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 70 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 21:46BTCBuy59964→60220+1.75timeout
06-27 20:47BTCBuy59642→60265+4.83timeout
06-27 19:39BTCBuy59862→60123+1.78timeout
06-26 12:43BTCBuy60503→59010.5-12.79stop_loss
06-23 06:21BTCBuy64350.2→62767.5-12.76stop_loss
06-23 06:20BTCBuy64419.2→62830.4-12.79stop_loss
06-23 06:20BTCBuy64464.2→62867.4-12.85stop_loss
06-22 19:25BTCBuy64192.2→64346.8+0.71timeout
06-22 18:23BTCBuy63994.2→64661.8+4.71timeout
06-22 17:19BTCBuy64142.2→64606.8+3.14timeout
06-21 18:30BTCBuy63848.2→64001.8+0.80timeout
06-21 17:28BTCBuy63879.2→64108.8+1.43timeout
06-21 16:11BTCBuy64007.2→64126.8+0.48timeout
06-20 17:58BTCBuy63187.2→63823.8+4.58timeout
06-20 16:58BTCBuy62968.1→63971.8+7.49timeout
06-20 15:53BTCBuy63206.2→64077.8+6.30timeout
06-19 17:12BTCBuy62385.1→62984.9+4.35timeout
06-19 16:10BTCBuy62676.1→63082.8+2.80timeout
06-19 15:12BTCBuy63637.2→63141.8-4.24timeout
06-18 15:54BTCBuy63996.2→62422.7-12.77stop_loss
06-18 15:40BTCBuy64182.2→62602.6-12.75stop_loss
06-18 14:52BTCBuy65182.3→63756.8-11.38timeout
06-18 11:40BTCBuy64784.2→63925.8-7.15timeout
06-18 09:44BTCBuy64933.2→64247.8-5.79timeout
06-17 14:16BTCBuy65872.3→65411.7-3.97timeout
06-17 11:05BTCBuy66132.3→64500.5-12.87stop_loss
06-17 08:45BTCBuy66478.3→64839.3-12.78stop_loss
06-13 05:17BTCBuy63493.2→63521.8-0.21timeout
06-13 00:37BTCBuy63672.2→63543.8-1.54timeout
06-12 22:04BTCBuy63566.2→63492.8-1.08timeout
06-11 14:49BTCBuy61883.1→62889.9+7.59timeout
06-10 18:59BTCBuy61792.1→61844.9-0.08timeout
06-10 15:28BTCBuy61343.1→62309.9+7.38timeout
06-10 14:30BTCBuy61543.1→61983.9+3.10timeout
06-09 16:39BTCBuy62293.1→60760.6-12.76stop_loss
06-07 07:01BTCBuy60711→61986.9+10.10timeout
06-07 04:48BTCBuy59918→61778.9+15.10timeout
06-06 23:27BTCBuy60922→60642-2.68timeout
06-06 04:27BTCBuy61303.1→59795.1-12.75stop_loss
06-06 04:14BTCBuy61580.1→60064.9-12.76stop_loss
06-05 06:20BTCBuy63226.2→61671.1-12.71stop_loss
06-05 02:29BTCBuy62878.1→62741.9-1.51timeout
06-04 10:49BTCBuy63813.2→62243.7-12.72stop_loss
06-04 09:29BTCBuy64326.2→62724.5-12.89stop_loss
06-04 00:27BTCBuy65168.3→63566-12.74stop_loss
06-03 20:55BTCBuy66577.3→64940.3-12.80stop_loss
06-03 03:33BTCBuy67679.4→66014.7-12.75stop_loss
06-02 22:59BTCBuy67932.4→66240.5-12.91stop_loss
06-02 14:23BTCBuy69680.5→67962.6-12.79stop_loss
06-02 14:09BTCBuy70185.5→68459.3-12.77stop_loss
06-02 12:17BTCBuy70963.5→69216.9-12.81stop_loss
06-02 09:02BTCBuy71340.6→69584.7-12.80stop_loss
06-01 15:25BTCBuy73910.7→71111.9-19.49stop_loss
06-01 15:25BTCBuy73508.7→71111.9-16.88stop_loss
06-01 15:25BTCBuy73528.7→71111.9-17.03stop_loss
05-31 16:55BTCBuy73896.7→73517.3-3.08timeout
05-31 15:06BTCBuy73856.7→73637.3-1.95timeout
05-31 13:22BTCBuy73793.7→73962.3+0.59timeout
05-31 11:28BTCBuy73568.7→73935.3+1.90timeout
05-31 09:44BTCBuy73529.7→73951.3+2.27timeout
05-30 12:13BTCBuy73336.7→73564.3+1.04timeout
05-30 11:06BTCBuy73633.7→73607.3-0.69timeout
05-30 08:42BTCBuy73782.7→73494.3-2.45timeout
05-30 07:51BTCBuy73399.7→73485.3+0.09timeout
05-30 06:36BTCBuy73677.7→73674.3-0.51timeout
05-29 10:45BTCBuy73476.7→73560.3+0.07timeout
05-29 09:41BTCBuy73438.7→73807.3+1.99timeout
05-29 08:37BTCBuy73242.7→73774.3+3.17timeout
05-29 07:35BTCBuy73373.7→73484.3+0.24timeout
05-29 06:33BTCBuy72833.6→73387.3+3.23timeout

Paper vs Live

Paper (trades.jsonl)
70
closed
41%
win rate
-280.04
total pnl ($)
-79.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7041%-79.4-280.04

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems