deribit_basis_momentum_long_v4

not live
82
closed trades
44%
win rate
-209.82
total pnl ($)
0.831
weight
7d window — n=16 wr=50% pnl=-59.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 82 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 13:00BTCBuy59784→58311.9-12.75stop_loss
06-29 23:32BTCBuy59602→60224+4.79timeout
06-29 22:12BTCBuy59591→60334+5.78timeout
06-28 21:30BTCBuy60432→59676-6.72timeout
06-28 20:28BTCBuy60234→59724-4.68timeout
06-27 17:15BTCBuy60133→60540+2.91timeout
06-27 16:07BTCBuy60335→60783+3.33timeout
06-26 16:00BTCBuy59557→60309+5.78timeout
06-26 14:59BTCBuy59503→59634+0.60timeout
06-25 13:59BTCBuy59555→58088-12.68stop_loss
06-25 13:53BTCBuy60451→58959.6-12.70stop_loss
06-24 16:51BTCBuy61038.1→59536.2-12.74stop_loss
06-24 15:44BTCBuy62041.1→60515.7-12.74stop_loss
06-24 14:19BTCBuy62394.1→60841.5-12.89stop_loss
06-24 09:47BTCBuy62366.1→62648.9+1.76timeout
06-24 08:46BTCBuy62306.1→62745.9+3.01timeout
06-23 08:17BTCBuy63948.2→62375.7-12.75stop_loss
06-23 06:51BTCBuy63935.2→62886.9-8.68timeout
06-23 03:20BTCBuy64308.2→63993.8-2.89timeout
06-22 03:34BTCBuy64332.2→64228.8-1.33timeout
06-22 00:47BTCBuy64227.2→63918.8-2.87timeout
06-20 22:26BTCBuy63280.2→64147.8+6.40timeout
06-20 21:22BTCBuy63191.2→63908.8+5.24timeout
06-19 20:25BTCBuy63103.2→63016.8-1.17timeout
06-19 17:04BTCBuy62493.1→62882.9+2.67timeout
06-18 15:40BTCBuy64195.2→62599.6-12.61stop_loss
06-18 15:40BTCBuy64364.2→62781.5-12.50stop_loss
06-17 19:42BTCBuy65729.3→64111.7-12.75stop_loss
06-17 19:29BTCBuy65861.3→64241.6-12.75stop_loss
06-17 16:25BTCBuy65776.3→65927.7+0.65timeout
06-17 15:22BTCBuy65724.3→65260.7-3.92timeout
06-16 15:11BTCBuy66604.3→65836.7-6.29timeout
06-16 14:13BTCBuy66421.3→66057.7-3.27timeout
06-15 12:50BTCBuy63762.2→66562.7+21.53take_profit
06-15 12:50BTCBuy63744.2→66544.7+21.53take_profit
06-14 19:27BTCBuy64124.2→63781.8-3.18timeout
06-14 18:17BTCBuy64078.2→63687.8-3.60timeout
06-13 18:11BTCBuy63857.2→64045.8+1.00timeout
06-13 17:10BTCBuy64007.2→63963.8-0.79timeout
06-12 17:13BTCBuy62429.1→63843.8+10.84timeout
06-12 16:10BTCBuy62739.1→63687.8+7.05timeout
06-11 16:05BTCBuy62433.1→62686.9+1.49timeout
06-11 14:57BTCBuy61851.1→62769.9+6.88timeout
06-10 15:38BTCBuy61235.1→62290.9+8.12timeout
06-10 14:39BTCBuy61375.1→61860.9+3.48timeout
06-09 14:06BTCBuy63614.2→62049.9-12.74stop_loss
06-09 13:36BTCBuy63685.2→62106.8-12.83stop_loss
06-08 20:50BTCBuy61803.1→63373.8+12.21timeout
06-08 17:47BTCBuy62226.1→63426.8+9.09timeout
06-07 19:30BTCBuy60593→61453.9+6.71timeout
06-07 16:45BTCBuy60739→62141.9+11.07timeout
06-06 18:58BTCBuy59484→60639+9.31timeout
06-06 15:54BTCBuy60508→60727+1.37timeout
06-05 18:52BTCBuy60708→59214.4-12.76stop_loss
06-05 14:04BTCBuy62059.1→60531.7-12.76stop_loss
06-05 13:58BTCBuy62283.1→60744.6-12.80stop_loss
06-05 12:05BTCBuy62465.1→61764.9-6.09timeout
06-05 06:22BTCBuy63007.2→61457.2-12.74stop_loss
06-05 02:10BTCBuy62156.1→63191.8+7.88timeout
06-04 10:29BTCBuy64013.2→62437.6-12.72stop_loss
06-04 00:29BTCBuy65037.3→63438.1-12.74stop_loss
06-04 00:25BTCBuy65509.3→63897.8-12.75stop_loss
06-03 20:55BTCBuy66386.3→64748.4-12.83stop_loss
06-03 19:30BTCBuy66868.3→65700.7-9.25timeout
06-03 03:28BTCBuy67775.4→66097.6-12.83stop_loss
06-02 14:10BTCBuy69983.5→68262.4-12.76stop_loss
06-02 14:08BTCBuy70222.5→68495.3-12.77stop_loss
06-02 02:06BTCBuy72186.6→70411.3-12.83stop_loss
06-01 15:32BTCBuy73539.7→71299.8-15.82stop_loss
06-01 04:37BTCBuy74164.7→73425.3-5.48timeout
05-31 13:30BTCBuy73752.7→73924.3+0.73timeout
05-31 11:12BTCBuy73604.7→73874.3+1.24timeout
05-30 23:34BTCBuy73333.7→73773.3+2.43timeout
05-30 21:23BTCBuy73566.7→73957.3+2.09timeout
05-30 19:07BTCBuy73442.7→73986.3+3.14timeout
05-30 11:09BTCBuy73622.7→73597.3-0.68timeout
05-30 09:55BTCBuy73705.7→73577.3-1.34timeout
05-29 15:46BTCBuy73040.7→73754.3+4.38timeout
05-29 14:37BTCBuy72931.6→72775.4-1.65timeout
05-29 13:27BTCBuy73164.7→73047.3-1.27timeout
05-29 10:34BTCBuy73394.7→73546.3+0.53timeout
05-29 09:15BTCBuy73280.7→73776.3+2.86timeout

Paper vs Live

Paper (trades.jsonl)
82
closed
44%
win rate
-209.82
total pnl ($)
-50.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8244%-50.8-209.82

Recent bounces (last 20 of 1)

timesymsidereason
06-30 00:39BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems