deribit_basis_low_reversion_long

not live
69
closed trades
26%
win rate
-390.93
total pnl ($)
0.649
weight
7d window — n=23 wr=30% pnl=-101.18  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 69 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 19:08BTCBuy59287→59808+3.83timeout
06-26 18:07BTCBuy59606→60071+3.33timeout
06-26 17:03BTCBuy59188→60090+7.07timeout
06-26 15:52BTCBuy59294→60182+6.93timeout
06-26 14:55BTCBuy59681→59509-1.94timeout
06-25 13:59BTCBuy59502→58039.1-12.66stop_loss
06-25 13:55BTCBuy59864→58391.9-12.66stop_loss
06-25 13:54BTCBuy59953→58478.8-12.65stop_loss
06-25 13:53BTCBuy60385→58899.6-12.65stop_loss
06-25 13:44BTCBuy61635.1→60118.9-12.73stop_loss
06-25 07:16BTCBuy59220→61827.9+21.57take_profit
06-24 17:20BTCBuy60913→59415.3-12.73stop_loss
06-24 16:46BTCBuy61594.1→60077.9-12.74stop_loss
06-24 14:17BTCBuy62576.1→61017.4-12.85stop_loss
06-24 14:06BTCBuy62434.1→61337.9-9.18timeout
06-24 09:37BTCBuy62456.1→62636.9+0.95timeout
06-24 07:57BTCBuy62945.1→62600.9-3.25timeout
06-23 06:21BTCBuy64247.2→62665.5-12.78stop_loss
06-23 04:59BTCBuy65163.3→63561-12.76stop_loss
06-23 03:28BTCBuy64229.2→64038.8-1.93timeout
06-23 01:24BTCBuy64339.2→64165.8-1.77timeout
06-22 09:45BTCBuy64105.2→64090.8-0.66timeout
06-22 08:24BTCBuy64036.2→64243.8+1.09timeout
06-15 21:19BTCBuy64803.2→66489.7+12.50timeout
06-15 07:06BTCBuy64235.2→65760.7+11.41timeout
06-14 21:52BTCBuy64443.2→65439.7+7.24timeout
06-14 13:02BTCBuy64109.2→64358.8+1.49timeout
06-13 10:42BTCBuy63636.2→63791.8+0.68timeout
06-13 07:19BTCBuy63014.2→63673.8+4.77timeout
06-09 00:46BTCBuy64057.2→62479.6-12.77stop_loss
06-08 05:31BTCBuy61767.1→62665.9+6.83timeout
06-07 22:15BTCBuy61468.1→64166.8+21.51take_profit
06-07 22:15BTCBuy61440.1→64137.8+21.51take_profit
06-06 16:05BTCBuy60197→60829+4.82timeout
06-06 15:15BTCBuy60496→60547-0.03timeout
06-06 04:20BTCBuy61436.1→59918-12.81stop_loss
06-05 21:04BTCBuy59296→61898.9+21.50take_profit
06-05 18:52BTCBuy60813→59317.4-12.75stop_loss
06-05 18:52BTCBuy60859→59362.3-12.76stop_loss
06-05 18:44BTCBuy61218.1→59712.1-12.75stop_loss
06-05 14:06BTCBuy61951.1→60427.7-12.74stop_loss
06-05 14:04BTCBuy62122.1→60594.7-12.74stop_loss
06-05 13:56BTCBuy62416.1→60881.5-12.74stop_loss
06-05 13:52BTCBuy62610.1→61068.4-12.76stop_loss
06-05 13:49BTCBuy62936.1→61388.2-12.75stop_loss
06-05 11:51BTCBuy62434.1→62130.9-2.91timeout
06-05 10:28BTCBuy62568.1→62530.9-0.76timeout
06-05 06:24BTCBuy62704.1→61161.3-12.74stop_loss
06-05 06:21BTCBuy63109.2→61551.1-12.74stop_loss
06-05 06:03BTCBuy63513.2→61948.9-12.70stop_loss
06-05 02:42BTCBuy63361.2→62816.9-4.71timeout
06-04 10:49BTCBuy63821.2→62251.7-12.73stop_loss
06-04 10:28BTCBuy64061.2→62485.6-12.72stop_loss
06-04 09:26BTCBuy64485.2→62896.4-12.76stop_loss
06-04 02:03BTCBuy63208.2→61654.1-12.74stop_loss
06-04 01:22BTCBuy64294.2→62713.5-12.74stop_loss
06-04 00:29BTCBuy65148.3→63546-12.74stop_loss
06-04 00:25BTCBuy65501.3→63890.8-12.74stop_loss
06-03 20:55BTCBuy66536.3→64898.3-12.81stop_loss
06-03 19:53BTCBuy67091.4→65438-12.80stop_loss
06-03 19:53BTCBuy67100.4→65450-12.78stop_loss
06-03 16:27BTCBuy67193.4→65540.9-12.77stop_loss
06-03 16:25BTCBuy67234.4→65580.9-12.76stop_loss
06-03 03:50BTCBuy67128.4→65469-12.81stop_loss
06-03 03:44BTCBuy67343.4→65681.9-12.79stop_loss
06-03 03:43BTCBuy67473.4→65810.8-12.77stop_loss
06-03 03:29BTCBuy67700.4→66034.7-12.75stop_loss
06-02 14:03BTCBuy70319.5→68586.3-12.79stop_loss
06-02 12:06BTCBuy70978.5→69232.9-12.80stop_loss

Paper vs Live

Paper (trades.jsonl)
69
closed
26%
win rate
-390.93
total pnl ($)
-113.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6926%-113.1-390.93

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems