deribit_basis_high_threshold_long

not live
38
closed trades
39%
win rate
-201.34
total pnl ($)
0.851
weight
7d window — n=8 wr=25% pnl=-62.64  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 38 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 15:40BTCBuy60422→59891-4.94timeout
06-26 12:43BTCBuy60547→58989.5-13.32stop_loss
06-24 15:28BTCBuy62372.1→60775.6-13.16stop_loss
06-24 13:46BTCBuy62936.1→61325.3-13.24stop_loss
06-23 06:20BTCBuy64474.2→62815.4-13.33stop_loss
06-23 06:18BTCBuy64690.2→63033.3-13.27stop_loss
06-22 19:09BTCBuy63824.2→64303.8+3.21timeout
06-22 17:08BTCBuy63907.2→64659.8+5.43timeout
06-20 18:01BTCBuy62576.1→63836.8+9.59timeout
06-20 16:20BTCBuy62698.1→63992.8+9.71timeout
06-18 15:37BTCBuy64570.2→62901.4-12.93stop_loss
06-18 15:17BTCBuy64986.2→63305.2-13.34stop_loss
06-17 11:02BTCBuy66375.3→64674.4-13.36stop_loss
06-17 08:39BTCBuy66629.3→64922.3-13.26stop_loss
06-13 23:01BTCBuy63412.2→64435.8+7.57timeout
06-13 20:56BTCBuy63367.2→64249.8+6.48timeout
06-11 16:20BTCBuy60851→62775.9+15.10timeout
06-11 14:21BTCBuy61700.1→62836.9+8.55timeout
06-09 14:47BTCBuy62758.1→61148.4-13.28stop_loss
06-07 22:14BTCBuy60719→63445.8+22.02take_profit
06-07 20:11BTCBuy60703→61609.9+7.10timeout
06-06 04:30BTCBuy61319.1→59750.1-13.25stop_loss
06-05 06:22BTCBuy62980.1→61351.2-13.30stop_loss
06-05 06:03BTCBuy63632.2→62001.9-13.22stop_loss
06-04 10:49BTCBuy63890.2→62254.7-13.22stop_loss
06-04 00:29BTCBuy65148.3→63481.1-13.24stop_loss
06-03 20:55BTCBuy66375.3→64652.4-13.47stop_loss
06-03 20:43BTCBuy66868.3→65157.1-13.30stop_loss
06-03 03:32BTCBuy67754.4→66020.7-13.25stop_loss
06-02 14:27BTCBuy69414.5→67634.8-13.28stop_loss
06-02 14:21BTCBuy69983.5→68171.5-13.41stop_loss
06-01 22:26BTCBuy74137.7→71239.8-20.26stop_loss
06-01 22:26BTCBuy73791.7→71239.8-18.03stop_loss
05-30 15:00BTCBuy72991.6→73902.3+5.49timeout
05-30 12:41BTCBuy73502.7→73644.3+0.40timeout
05-30 10:45BTCBuy73476.7→73617.3+0.39timeout
05-30 08:38BTCBuy73247.7→73518.3+1.31timeout
05-30 06:33BTCBuy72826.6→73631.3+4.99timeout

Paper vs Live

Paper (trades.jsonl)
38
closed
39%
win rate
-201.34
total pnl ($)
-105.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3839%-105.1-201.34

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems