deribit_basis_low_band_fear_long_v2

not live
75
closed trades
41%
win rate
-225.92
total pnl ($)
0.613
weight
7d window — n=24 wr=33% pnl=-104.66  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 01:32BTCBuy60161→59302-7.62timeout
06-28 23:30BTCBuy59960→59513-4.22timeout
06-28 21:27BTCBuy60397→59687-6.33timeout
06-28 18:55BTCBuy60548→59511-8.99timeout
06-28 16:52BTCBuy60786→59642-9.84timeout
06-27 23:58BTCBuy60060→59991-0.98timeout
06-27 21:52BTCBuy59917→60167+1.70timeout
06-27 16:09BTCBuy60218→60776+4.24timeout
06-27 12:24BTCBuy59604→60282+5.22timeout
06-27 10:41BTCBuy59503→60415+7.18timeout
06-26 20:05BTCBuy59624→59753+0.56timeout
06-26 16:48BTCBuy59299→60064+5.90timeout
06-26 12:43BTCBuy60388→58899.6-12.78stop_loss
06-26 02:21BTCBuy59857→58383.9-12.74stop_loss
06-25 13:46BTCBuy61291.1→59784.1-12.74stop_loss
06-25 13:42BTCBuy61774.1→60254.8-12.72stop_loss
06-24 17:20BTCBuy60916→59417.3-12.73stop_loss
06-24 15:49BTCBuy61828.1→60305.8-12.75stop_loss
06-24 14:19BTCBuy62450.1→60880.5-12.99stop_loss
06-24 13:25BTCBuy62016.1→61829.9-1.87timeout
06-24 11:18BTCBuy62375.1→62362.9-0.54timeout
06-24 09:18BTCBuy62427.1→62709.9+1.81timeout
06-24 07:58BTCBuy62893.1→62599.9-2.80timeout
06-24 06:23BTCBuy62565.1→62802.9+1.38timeout
06-20 09:00BTCBuy62599.1→63407.8+5.94timeout
06-17 10:56BTCBuy66370.3→64738.4-12.82stop_loss
06-17 07:54BTCBuy66824.3→65181.1-12.77stop_loss
06-16 21:23BTCBuy66511.3→65710.7-6.56timeout
06-14 00:43BTCBuy63573.2→64536.8+7.17timeout
06-13 22:36BTCBuy63507.2→64535.8+7.62timeout
06-13 20:25BTCBuy63507.2→64231.8+5.24timeout
06-13 16:55BTCBuy63895.2→63976.8+0.18timeout
06-13 12:38BTCBuy63485.2→63995.8+3.49timeout
06-12 22:44BTCBuy63493.2→63487.8-0.54timeout
06-12 20:14BTCBuy63489.2→63551.8+0.04timeout
06-12 18:09BTCBuy63344.2→63749.8+2.74timeout
06-12 15:57BTCBuy62652.1→63674.8+7.63timeout
06-12 12:28BTCBuy62713.1→63461.8+5.45timeout
06-11 19:24BTCBuy61690.1→63652.8+15.32timeout
06-11 17:15BTCBuy62087.1→62394.9+1.97timeout
06-11 15:07BTCBuy61951.1→62664.9+5.22timeout
06-11 12:55BTCBuy61615.1→62997.8+10.66timeout
06-11 08:46BTCBuy61165.1→62863.9+13.30timeout
06-10 18:51BTCBuy61714.1→61674.9-0.81timeout
06-10 16:40BTCBuy60862→62284.9+11.15timeout
06-09 14:47BTCBuy62709.1→61167.3-12.75stop_loss
06-09 14:29BTCBuy63073.2→61521.1-12.76stop_loss
06-09 14:16BTCBuy63434.2→61874-12.75stop_loss
06-09 14:11BTCBuy63485.2→61923.9-12.75stop_loss
06-09 13:36BTCBuy63697.2→62118.8-12.83stop_loss
06-09 04:16BTCBuy62949.1→62843.9-1.28timeout
06-09 01:52BTCBuy63123.2→62714.9-3.67timeout
06-08 12:35BTCBuy61852.1→63197.8+10.42timeout
06-07 20:46BTCBuy60728→61765.9+8.12timeout
06-07 16:21BTCBuy60673→62212.9+12.11timeout
06-07 14:17BTCBuy60876→61877.9+7.76timeout
06-07 12:15BTCBuy61046.1→62196.9+8.98timeout
06-07 05:07BTCBuy59791→61784.9+16.25timeout
06-06 19:50BTCBuy60266→60611+2.48timeout
06-05 11:49BTCBuy62426.1→62179.9-2.45timeout
06-05 06:16BTCBuy63453.2→61883.9-12.75stop_loss
06-05 06:03BTCBuy63523.2→61950.9-12.79stop_loss
06-05 06:03BTCBuy63607.2→62041.9-12.75stop_loss
06-05 03:05BTCBuy63945.2→62371.7-12.73stop_loss
06-05 02:43BTCBuy63367.2→62560.9-6.77timeout
06-04 10:27BTCBuy64193.2→62582.6-12.97stop_loss
06-04 01:21BTCBuy64300.2→62718.5-12.75stop_loss
06-04 00:29BTCBuy65053.3→63453.1-12.75stop_loss
06-03 23:03BTCBuy66187.3→64559.5-12.74stop_loss
06-03 20:55BTCBuy66380.3→64740.4-12.82stop_loss
06-03 20:50BTCBuy66636.3→64996.2-12.80stop_loss
06-03 16:27BTCBuy67156.4→65504-12.77stop_loss
06-03 16:24BTCBuy67301.4→65645.9-12.78stop_loss
06-03 03:50BTCBuy67132.4→65469-12.84stop_loss
06-03 03:44BTCBuy67375.4→65718.8-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
75
closed
41%
win rate
-225.92
total pnl ($)
-59.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7541%-59.9-225.92

Recent bounces (last 20 of 3)

timesymsidereason
06-29 11:38BTCBuycircuit_breaker
06-29 09:22BTCBuycircuit_breaker
06-29 07:04BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems