deribit_basis_momentum_long_v3

not live
72
closed trades
40%
win rate
-258.79
total pnl ($)
0.981
weight
7d window — n=15 wr=60% pnl=-43.71  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 17:04BTCBuy60119→60404+1.90timeout
06-27 16:06BTCBuy60391→60777+2.81timeout
06-26 16:15BTCBuy59733→60145+2.91timeout
06-26 15:13BTCBuy59072→59762+5.34timeout
06-25 13:57BTCBuy59735→58265.9-12.69stop_loss
06-25 13:55BTCBuy59930→58454.8-12.70stop_loss
06-24 15:44BTCBuy62043.1→60516.7-12.74stop_loss
06-24 13:44BTCBuy62908.1→61360.2-12.75stop_loss
06-24 10:15BTCBuy62410.1→62551.9+0.62timeout
06-24 09:13BTCBuy62406.1→62721.9+2.02timeout
06-23 08:17BTCBuy63947.2→62372.7-12.78stop_loss
06-22 21:32BTCBuy63701.2→64265.8+3.97timeout
06-22 20:30BTCBuy64096.2→64415.8+2.02timeout
06-21 21:13BTCBuy64009.2→63605.8-3.60timeout
06-21 19:09BTCBuy63825.2→64129.8+1.98timeout
06-20 20:26BTCBuy63024.2→63913.8+6.64timeout
06-20 18:24BTCBuy63107.2→63818.8+5.18timeout
06-19 20:22BTCBuy63114.2→62968.9-1.64timeout
06-19 17:32BTCBuy62663.1→62942.9+1.78timeout
06-18 15:40BTCBuy64240.2→62660.5-12.71stop_loss
06-18 15:40BTCBuy64307.2→62725.5-12.72stop_loss
06-17 22:03BTCBuy65500.3→63889.8-12.74stop_loss
06-17 19:29BTCBuy65897.3→64261.6-12.87stop_loss
06-17 15:49BTCBuy65792.3→65652.7-1.52timeout
06-17 14:48BTCBuy65699.3→64892.8-6.60timeout
06-16 14:44BTCBuy66489.3→65641.7-6.91timeout
06-16 13:44BTCBuy66512.3→66094.7-3.67timeout
06-15 13:19BTCBuy63999.2→66812.7+21.54take_profit
06-15 12:50BTCBuy63750.2→66559.7+21.60take_profit
06-14 20:25BTCBuy64223.2→63892.8-3.07timeout
06-14 18:21BTCBuy64042.2→63675.8-3.41timeout
06-13 19:54BTCBuy63591.2→64302.8+5.14timeout
06-13 17:49BTCBuy63835.2→64059.8+1.29timeout
06-12 18:01BTCBuy63657.2→63867.8+1.19timeout
06-12 15:48BTCBuy62586.1→63700.8+8.41timeout
06-11 17:28BTCBuy62005.1→62345.9+2.22timeout
06-11 15:20BTCBuy62142.1→62699.9+3.94timeout
06-10 16:54BTCBuy61237.1→62162.9+7.04timeout
06-10 14:49BTCBuy61196.1→61900.9+5.27timeout
06-09 16:06BTCBuy62427.1→60891.5-12.76stop_loss
06-09 14:39BTCBuy62889.1→61342.2-12.76stop_loss
06-09 13:36BTCBuy63678.2→62111.8-12.74stop_loss
06-08 23:32BTCBuy63303.2→63022.8-2.69timeout
06-08 20:59BTCBuy61875.1→63428.8+12.06timeout
06-07 22:14BTCBuy60792→63460.8+21.51take_profit
06-07 20:20BTCBuy60531→61594.9+8.37timeout
06-06 20:23BTCBuy60866→60585-2.69timeout
06-06 19:22BTCBuy59493→60603+8.93timeout
06-05 18:52BTCBuy60909→59411.3-12.75stop_loss
06-05 18:52BTCBuy60867→59370.3-12.75stop_loss
06-05 15:37BTCBuy61785.1→60265.8-12.73stop_loss
06-05 13:56BTCBuy62490.1→60937.5-12.88stop_loss
06-05 06:23BTCBuy62728.1→61175.3-12.77stop_loss
06-05 06:23BTCBuy62762.1→61213.3-12.78stop_loss
06-05 02:50BTCBuy63541.2→62708.9-6.96timeout
06-04 09:27BTCBuy64428.2→62842.4-12.75stop_loss
06-04 00:29BTCBuy65099.3→63498.1-12.74stop_loss
06-04 00:25BTCBuy65498.3→63886.8-12.75stop_loss
06-03 20:55BTCBuy66437.3→64802.3-12.80stop_loss
06-03 16:27BTCBuy67155.4→65503-12.78stop_loss
06-03 03:50BTCBuy67038.4→65382-12.81stop_loss
06-03 03:44BTCBuy67337.4→65680.9-12.75stop_loss
06-02 12:56BTCBuy70731.5→68992-12.81stop_loss
06-02 12:30BTCBuy70919.5→69175.9-12.80stop_loss
06-01 15:32BTCBuy73813.7→71299.8-17.59stop_loss
06-01 15:32BTCBuy73594.7→71299.8-16.17stop_loss
05-31 16:39BTCBuy73927.7→73508.3-3.35timeout
05-31 14:58BTCBuy73894.7→73582.3-2.58timeout
05-30 12:12BTCBuy73337.7→73563.3+1.03timeout
05-30 11:06BTCBuy73633.7→73607.3-0.69timeout
05-29 11:30BTCBuy73327.7→73528.3+0.88timeout
05-29 10:27BTCBuy73329.7→73603.3+1.34timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
40%
win rate
-258.79
total pnl ($)
-71.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7240%-71.5-258.79

Recent bounces (last 20 of 1)

timesymsidereason
06-27 21:53BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems