deribit_basis_low_fear_long_19480

not live
71
closed trades
51%
win rate
-28.23
total pnl ($)
1.094
weight
7d window — n=23 wr=61% pnl=-20.06  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 71 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 10:34BTCBuy58812.9→59747+7.47timeout
06-26 03:58BTCBuy59302→59877+4.42timeout
06-25 22:17BTCBuy58983.9→59927+7.53timeout
06-25 13:43BTCBuy61748.1→60167.9-13.23stop_loss
06-25 09:48BTCBuy60804→61722.9+7.10timeout
06-25 03:47BTCBuy59759→60755+7.89timeout
06-24 16:51BTCBuy61346.1→59758.1-13.37stop_loss
06-24 14:13BTCBuy62691.1→61083.4-13.27stop_loss
06-24 09:42BTCBuy62914.1→62630.9-2.73timeout
06-24 02:58BTCBuy62217.1→62637.9+2.91timeout
06-23 20:49BTCBuy62298.1→62405.9+0.41timeout
06-23 14:38BTCBuy62858.1→62651.9-2.06timeout
06-23 08:17BTCBuy63984.2→62345.7-13.26stop_loss
06-23 00:12BTCBuy64712.2→63893.8-6.75timeout
06-22 17:05BTCBuy64225.2→64689.8+3.16timeout
06-22 11:03BTCBuy64097.2→64094.8-0.50timeout
06-22 05:01BTCBuy63814.2→64088.8+1.70timeout
06-21 22:38BTCBuy64014.2→63594.8-3.72timeout
06-21 15:44BTCBuy64186.2→64277.8+0.28timeout
06-21 05:57BTCBuy64008.2→64217.8+1.19timeout
06-20 15:46BTCBuy63732.2→64118.8+2.56timeout
06-20 09:44BTCBuy63527.2→63668.8+0.63timeout
06-20 02:25BTCBuy63120.2→63373.8+1.56timeout
06-19 16:22BTCBuy62661.1→63273.8+4.43timeout
06-19 10:47BTCBuy62914.1→62430.9-4.26timeout
06-19 04:23BTCBuy63085.2→62712.9-3.38timeout
06-18 14:25BTCBuy63906.2→63978.8+0.13timeout
06-17 22:26BTCBuy65157.3→64276.8-7.20timeout
06-17 16:16BTCBuy65277.3→65888.7+4.22timeout
06-17 10:07BTCBuy65851.3→64867.8-7.95timeout
06-17 03:59BTCBuy65633.3→65814.7+0.92timeout
06-16 21:40BTCBuy66030.3→65660.7-3.28timeout
06-16 15:00BTCBuy66420.3→65624.7-6.47timeout
06-16 04:16BTCBuy66512.3→66115.7-3.41timeout
06-15 10:06BTCBuy65559.3→65665.7+0.36timeout
06-15 02:47BTCBuy63786.2→65522.7+13.15timeout
06-14 20:40BTCBuy64313.2→63999.8-2.90timeout
06-14 14:03BTCBuy64402.2→64260.8-1.55timeout
06-13 15:59BTCBuy63792.2→64296.8+3.51timeout
06-13 09:53BTCBuy63801.2→63726.8-1.06timeout
06-12 21:29BTCBuy63358.2→63486.8+0.55timeout
06-12 15:02BTCBuy63050.2→64136.8+8.14timeout
06-12 08:56BTCBuy63698.2→63455.8-2.38timeout
06-12 01:43BTCBuy63298.2→63382.8+0.18timeout
06-11 10:03BTCBuy62201.1→62849.9+4.72timeout
06-11 00:08BTCBuy62471.1→61591.9-7.46timeout
06-10 17:30BTCBuy61238.1→61841.9+4.47timeout
06-09 22:03BTCBuy62311.1→62016.9-2.78timeout
06-09 14:29BTCBuy63160.2→61542.1-13.26stop_loss
06-08 23:27BTCBuy64006.2→63095.8-7.57timeout
06-08 17:23BTCBuy63479.2→63512.8-0.21timeout
06-08 11:21BTCBuy63253.2→63521.8+1.67timeout
06-07 22:15BTCBuy61768.1→64233.8+19.51take_profit
06-07 22:15BTCBuy61704.1→64166.8+19.51take_profit
06-07 15:55BTCBuy62302.1→62014.9-2.79timeout
06-07 09:43BTCBuy61402.1→62543.9+8.85timeout
06-06 16:08BTCBuy60992→60804-1.99timeout
06-06 10:03BTCBuy60976→60701-2.72timeout
06-06 03:57BTCBuy60229→60710+3.54timeout
06-05 13:49BTCBuy62897.1→61287.3-13.25stop_loss
06-05 06:22BTCBuy63066.2→61451.2-13.25stop_loss
06-04 04:15BTCBuy62149.1→64630.8+19.51take_profit
06-03 15:52BTCBuy67278.4→66266.7-7.99timeout
06-03 09:14BTCBuy66680.3→66950.7+1.53timeout
06-02 23:47BTCBuy67272.4→66677.7-4.87timeout
06-02 09:39BTCBuy70847.5→69453.5-10.34timeout
05-31 22:27BTCBuy73565.7→73965.3+2.27timeout
05-31 13:11BTCBuy74168.7→73911.3-2.22timeout
05-30 23:26BTCBuy73861.7→73833.3-0.68timeout
05-29 15:48BTCBuy73375.7→73795.3+2.39timeout
05-28 23:44BTCBuy72983.6→73568.3+3.51timeout

Paper vs Live

Paper (trades.jsonl)
71
closed
51%
win rate
-28.23
total pnl ($)
-7.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7151%-7.8-28.23

Recent bounces (last 20 of 6)

timesymsidereason
06-26 02:49BTCBuystale_intent
06-25 08:17BTCBuybelow_min_notional_skip
06-25 01:50BTCBuybelow_min_notional_skip
06-24 19:51BTCBuybelow_min_notional_skip
06-24 14:11BTCBuybelow_min_notional_skip
06-24 08:01BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems