deribit_basis_low_band_fear

not live
72
closed trades
46%
win rate
-224.70
total pnl ($)
0.491
weight
7d window — n=21 wr=38% pnl=-101.37  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 23:21BTCBuy59942→59327-5.60timeout
06-28 21:25BTCBuy60383→59661-6.42timeout
06-28 20:24BTCBuy60247→59671-5.21timeout
06-28 19:23BTCBuy60419→59467-8.30timeout
06-28 18:20BTCBuy60499→59592-7.91timeout
06-27 22:45BTCBuy59939→60145+1.33timeout
06-27 16:02BTCBuy60447→60755+2.09timeout
06-27 14:42BTCBuy59667→60590+7.28timeout
06-27 11:51BTCBuy59363→60303+7.45timeout
06-27 10:46BTCBuy59423→60392+7.68timeout
06-26 20:02BTCBuy59554→59800+1.53timeout
06-26 13:19BTCBuy60117→58638.7-12.75stop_loss
06-26 13:18BTCBuy60293→58809.6-12.76stop_loss
06-26 02:13BTCBuy60130→58650.7-12.74stop_loss
06-24 14:19BTCBuy62432.1→60883.5-12.85stop_loss
06-24 14:19BTCBuy62457.1→60883.5-12.99stop_loss
06-24 14:19BTCBuy62511.1→60965.5-12.80stop_loss
06-24 14:17BTCBuy62585.1→61044.4-12.71stop_loss
06-24 13:46BTCBuy62303.1→61354.9-8.03timeout
06-24 09:39BTCBuy62426.1→62662.9+1.40timeout
06-24 08:20BTCBuy62440.1→62626.9+0.97timeout
06-18 05:04BTCBuy65291.3→63686-12.75stop_loss
06-15 21:52BTCBuy65494.3→66388.7+6.32timeout
06-13 22:04BTCBuy63499.2→64407.8+6.68timeout
06-13 20:56BTCBuy63412.2→64249.8+6.13timeout
06-13 18:27BTCBuy63729.2→64143.8+2.79timeout
06-13 16:56BTCBuy63890.2→64007.8+0.47timeout
06-13 12:44BTCBuy63437.2→63992.8+3.85timeout
06-12 19:38BTCBuy63733.2→63731.8-0.47timeout
06-12 18:32BTCBuy63371.2→63770.8+2.69timeout
06-12 17:28BTCBuy62350.1→63744.8+10.71timeout
06-12 16:18BTCBuy62800.1→63841.8+7.80timeout
06-12 12:27BTCBuy62691.1→63449.8+5.53timeout
06-11 18:49BTCBuy61792.1→63495.8+13.21timeout
06-11 17:21BTCBuy62107.1→62349.9+1.44timeout
06-11 15:20BTCBuy62141.1→62740.9+4.28timeout
06-11 13:25BTCBuy61438.1→62791.9+10.46timeout
06-11 08:45BTCBuy61220.1→62870.9+12.90timeout
06-10 18:24BTCBuy61780.1→61907.9+0.54timeout
06-10 17:19BTCBuy61837.1→62104.9+1.66timeout
06-09 14:19BTCBuy63269.2→61711-12.77stop_loss
06-09 14:18BTCBuy63338.2→61774-12.80stop_loss
06-09 14:17BTCBuy63384.2→61825-12.75stop_loss
06-09 14:11BTCBuy63499.2→61929.9-12.81stop_loss
06-09 13:36BTCBuy63733.2→62165.8-12.74stop_loss
06-09 05:26BTCBuy62561.1→63296.8+5.42timeout
06-09 04:10BTCBuy62939.1→62937.9-0.46timeout
06-08 13:37BTCBuy61718.1→63584.8+14.63timeout
06-07 20:35BTCBuy60643→61793.9+9.07timeout
06-07 13:32BTCBuy60694→61865.9+9.18timeout
06-07 12:32BTCBuy60711→61918.9+9.48timeout
06-07 06:12BTCBuy61107.1→61693.9+4.40timeout
06-07 05:07BTCBuy59791→61784.9+16.25timeout
06-06 19:50BTCBuy60272→60610+2.41timeout
06-06 04:14BTCBuy61588.1→60064.9-12.82stop_loss
06-05 11:59BTCBuy62506.1→61969.9-4.77timeout
06-05 06:23BTCBuy62727.1→61174.3-12.77stop_loss
06-05 06:16BTCBuy63459.2→61896.9-12.70stop_loss
06-05 03:05BTCBuy63955.2→62382.7-12.72stop_loss
06-05 02:42BTCBuy63361.2→62816.9-4.71timeout
06-04 10:27BTCBuy64185.2→62582.6-12.91stop_loss
06-04 01:22BTCBuy64273.2→62692.5-12.75stop_loss
06-04 00:29BTCBuy65074.3→63474.1-12.74stop_loss
06-04 00:25BTCBuy65501.3→63890.8-12.74stop_loss
06-03 23:54BTCBuy65704.3→64088.7-12.74stop_loss
06-03 23:03BTCBuy66064.3→64438.5-12.75stop_loss
06-03 20:55BTCBuy66565.3→64908.3-12.95stop_loss
06-03 19:54BTCBuy67037.4→65384-12.82stop_loss
06-03 19:52BTCBuy67139.4→65482-12.82stop_loss
06-03 03:50BTCBuy67188.4→65531.9-12.78stop_loss
06-03 03:50BTCBuy67233.4→65579.9-12.75stop_loss
06-03 03:43BTCBuy67408.4→65740.8-12.82stop_loss

Paper vs Live

Paper (trades.jsonl)
72
closed
46%
win rate
-224.70
total pnl ($)
-62.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7246%-62.2-224.70

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems