deribit_basis_momentum_long_v13

not live
24
closed trades
46%
win rate
-57.89
total pnl ($)
1.188
weight
7d window — n=7 wr=57% pnl=-9.56  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 14:26BTCBuy60081→60598+3.85timeout
06-26 14:18BTCBuy58935.9→59880+7.51timeout
06-24 16:51BTCBuy61114.1→59583.2-12.95stop_loss
06-24 14:10BTCBuy62535.1→61388.9-9.60timeout
06-23 04:50BTCBuy65319.3→63706.9-12.80stop_loss
06-22 14:07BTCBuy64093.2→65322.7+8.99timeout
06-21 14:00BTCBuy63368.2→64105.8+5.44timeout
06-20 13:59BTCBuy63198.2→63400.8+1.10timeout
06-18 15:57BTCBuy63872.2→62293.7-12.79stop_loss
06-18 05:05BTCBuy65259.3→63652-12.78stop_loss
06-17 11:05BTCBuy66165.3→64538.5-12.82stop_loss
06-16 13:48BTCBuy66527.3→66128.7-3.53timeout
06-15 13:44BTCBuy64343.2→66547.7+16.70timeout
06-14 13:40BTCBuy64206.2→64252.8-0.09timeout
06-13 13:39BTCBuy63319.2→64203.8+6.48timeout
06-12 13:41BTCBuy62775.1→63108.8+2.13timeout
06-11 13:29BTCBuy61511.1→62804.9+9.96timeout
06-09 14:16BTCBuy63435.2→61875-12.75stop_loss
06-08 20:54BTCBuy61862.1→63395.8+11.90timeout
06-07 20:51BTCBuy60686→61857.9+9.23timeout
06-06 04:27BTCBuy61294.1→59783.1-12.78stop_loss
06-05 06:03BTCBuy63516.2→61945.9-12.78stop_loss
06-04 00:29BTCBuy65074.3→63474.1-12.74stop_loss
06-03 03:43BTCBuy67529.4→65865.8-12.77stop_loss

Paper vs Live

Paper (trades.jsonl)
24
closed
46%
win rate
-57.89
total pnl ($)
-47.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2446%-47.8-57.89

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems