deribit_basis_momentum_long_v12

not live
20
closed trades
50%
win rate
-43.97
total pnl ($)
1.096
weight
7d window — n=7 wr=57% pnl=-12.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 20 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 12:29BTCBuy63990.2→64890.8+6.44timeout
06-21 12:18BTCBuy63734.2→64014.8+1.82timeout
06-20 12:15BTCBuy62562.1→63701.8+8.62timeout
06-18 15:51BTCBuy64141.2→62556.6-12.76stop_loss
06-18 12:24BTCBuy64684.2→64121.8-4.80timeout
06-17 08:44BTCBuy66492.3→64855.3-12.79stop_loss
06-16 11:53BTCBuy66204.3→66347.7+0.55timeout
06-15 10:57BTCBuy64504.2→65824.7+9.78timeout
06-14 10:46BTCBuy63863.2→64531.8+4.77timeout
06-13 10:45BTCBuy63646.2→63833.8+0.94timeout
06-12 10:15BTCBuy62891.1→63734.8+6.16timeout
06-11 09:24BTCBuy60924→62767.9+14.56timeout
06-09 14:43BTCBuy62830.1→61283.3-12.76stop_loss
06-09 09:15BTCBuy63294.2→62853.9-3.93timeout
06-07 19:18BTCBuy62796.1→61250.3-12.74stop_loss
06-07 09:08BTCBuy61148.1→62812.9+13.20timeout
06-05 13:49BTCBuy62740.1→61196.3-12.76stop_loss
06-05 06:19BTCBuy63339.2→61781-12.69stop_loss
06-03 16:24BTCBuy67262.4→65607.9-12.76stop_loss
06-02 14:10BTCBuy70034.5→68305.4-12.81stop_loss

Paper vs Live

Paper (trades.jsonl)
20
closed
50%
win rate
-43.97
total pnl ($)
-43.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2050%-43.5-43.97

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems