deribit_basis_low_fee_spike_gate_long

not live
24
closed trades
50%
win rate
-61.59
total pnl ($)
1.033
weight
7d window — n=4 wr=25% pnl=-31.92  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 15:30BTCBuy62673.1→60749.6-15.78stop_loss
06-24 15:03BTCBuy62618.1→60922-13.97timeout
06-24 02:27BTCBuy62493.1→62687.9+1.08timeout
06-23 20:11BTCBuy62827.1→62474.9-3.26timeout
06-14 09:41BTCBuy64553.2→64492.8-0.95timeout
06-13 08:30BTCBuy63507.2→63771.8+1.58timeout
06-13 01:01BTCBuy63416.2→63598.8+0.94timeout
06-12 11:11BTCBuy63354.2→63740.8+2.56timeout
06-12 05:09BTCBuy62485.1→63561.8+8.13timeout
06-11 03:04BTCBuy62184.1→62128.9-0.93timeout
06-10 20:51BTCBuy61252.1→61738.9+3.50timeout
06-10 05:46BTCBuy61659.1→62016.9+2.51timeout
06-09 23:10BTCBuy62631.1→62016.9-5.30timeout
06-08 17:51BTCBuy62611.1→63443.8+6.15timeout
06-07 00:33BTCBuy60757→60888+0.61timeout
06-06 18:16BTCBuy61052.1→60430-5.52timeout
06-06 08:01BTCBuy60357→60949+4.42timeout
06-05 06:22BTCBuy63305.2→61359.2-15.81stop_loss
06-05 05:52BTCBuy63504.2→62929.9-4.94timeout
06-04 22:19BTCBuy62965.1→63317.8+2.37timeout
06-04 00:29BTCBuy65548.3→63543-15.74stop_loss
06-03 18:25BTCBuy67319.4→65837.7-11.48timeout
06-03 14:33BTCBuy66638.3→66731.7+0.23timeout
06-03 05:52BTCBuy67420.4→67210.6-2.02timeout

Paper vs Live

Paper (trades.jsonl)
24
closed
50%
win rate
-61.59
total pnl ($)
-51.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2450%-51.2-61.59

Recent bounces (last 20 of 1)

timesymsidereason
06-24 10:07BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems