deribit_basis_high_percentile_long

not live
69
closed trades
42%
win rate
-242.17
total pnl ($)
1.145
weight
7d window — n=10 wr=50% pnl=-16.24  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 69 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 07:48BTCBuy60470→60219-2.53timeout
06-27 20:46BTCBuy59619→60246+4.88timeout
06-27 19:36BTCBuy59945→60128+1.13timeout
06-26 12:43BTCBuy60532→59043.5-12.75stop_loss
06-23 03:56BTCBuy63901.2→64006.8+0.35timeout
06-23 02:57BTCBuy64246.2→64231.8-0.60timeout
06-22 23:34BTCBuy63363.2→63975.8+4.41timeout
06-22 00:09BTCBuy64235.2→63466.8-6.51timeout
06-21 23:01BTCBuy64245.2→63660.8-5.08timeout
06-21 20:40BTCBuy63853.2→63966.8+0.46timeout
06-20 21:01BTCBuy63192.2→63920.8+5.30timeout
06-20 19:53BTCBuy63071.2→63901.8+6.14timeout
06-20 17:31BTCBuy62929.1→63935.8+7.57timeout
06-19 17:21BTCBuy62564.1→63058.8+3.49timeout
06-19 16:18BTCBuy62600.1→63313.8+5.25timeout
06-19 15:20BTCBuy63410.2→63102.8-2.87timeout
06-18 15:54BTCBuy63996.2→62422.7-12.70stop_loss
06-18 15:53BTCBuy64060.2→62482.6-12.80stop_loss
06-18 14:52BTCBuy65137.3→63529-12.79stop_loss
06-18 11:41BTCBuy64778.2→63917.8-7.16timeout
06-18 09:44BTCBuy64937.2→64247.8-5.82timeout
06-17 14:16BTCBuy65861.3→65412.7-3.87timeout
06-17 11:05BTCBuy66137.3→64497.5-12.93stop_loss
06-17 08:49BTCBuy66466.3→64831.3-12.76stop_loss
06-15 21:19BTCBuy64703.2→66491.7+13.31timeout
06-13 06:24BTCBuy63161.2→63593.8+2.97timeout
06-13 05:21BTCBuy63473.2→63557.8+0.23timeout
06-13 00:35BTCBuy63623.2→63542.8-1.16timeout
06-11 14:49BTCBuy61854.1→62890.9+7.83timeout
06-10 19:00BTCBuy61726.1→61860.9+0.58timeout
06-10 15:28BTCBuy61380.1→62274.9+6.79timeout
06-10 14:30BTCBuy61578.1→62043.9+3.30timeout
06-09 16:40BTCBuy62278.1→60734.6-12.86stop_loss
06-07 08:04BTCBuy60868→62346.9+11.78timeout
06-07 07:01BTCBuy60717→61969.9+9.91timeout
06-07 04:48BTCBuy59942→61776.9+14.87timeout
06-06 04:34BTCBuy60932→59432.3-12.76stop_loss
06-06 04:31BTCBuy61213.1→59707.1-12.75stop_loss
06-06 04:14BTCBuy61559.1→60044-12.76stop_loss
06-05 06:20BTCBuy63226.2→61671.1-12.71stop_loss
06-05 02:27BTCBuy63026.2→62818.9-2.08timeout
06-04 10:49BTCBuy63860.2→62289.7-12.72stop_loss
06-04 09:26BTCBuy64445.2→62859.4-12.75stop_loss
06-04 00:29BTCBuy65151.3→63549-12.74stop_loss
06-03 20:55BTCBuy66577.3→64935.3-12.84stop_loss
06-03 03:33BTCBuy67679.4→66014.7-12.75stop_loss
06-02 22:59BTCBuy67932.4→66261.5-12.75stop_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 15:25BTCBuy73874.7→71111.9-19.25stop_loss
06-01 15:25BTCBuy73508.7→71111.9-16.88stop_loss
06-01 15:25BTCBuy73622.7→71111.9-17.63stop_loss
05-31 17:39BTCBuy73874.7→73691.3-1.74timeout
05-31 15:42BTCBuy73830.7→73644.3-1.75timeout
05-31 13:48BTCBuy73750.7→73859.3+0.27timeout
05-31 11:39BTCBuy73593.7→73919.3+1.62timeout
05-31 09:45BTCBuy73540.7→73943.3+2.14timeout
05-30 12:21BTCBuy73316.7→73635.3+1.68timeout
05-30 11:10BTCBuy73607.7→73597.3-0.58timeout
05-30 08:42BTCBuy73784.7→73493.3-2.47timeout
05-30 07:52BTCBuy73398.7→73486.3+0.11timeout
05-30 06:36BTCBuy73677.7→73674.3-0.51timeout
05-29 10:49BTCBuy73512.7→73571.3-0.10timeout
05-29 09:43BTCBuy73443.7→73790.3+1.84timeout
05-29 08:38BTCBuy73242.7→73767.3+3.12timeout
05-29 07:35BTCBuy73367.7→73458.3+0.10timeout
05-29 06:33BTCBuy72826.6→73387.3+3.28timeout

Paper vs Live

Paper (trades.jsonl)
69
closed
42%
win rate
-242.17
total pnl ($)
-69.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6942%-69.6-242.17

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems