deribit_basis_momentum_long_v5

not live
49
closed trades
43%
win rate
-112.39
total pnl ($)
0.967
weight
7d window — n=9 wr=44% pnl=-41.55  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 49 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:50BTCBuy59492→59776+1.89timeout
06-25 13:57BTCBuy59832→58360.9-12.66stop_loss
06-24 17:20BTCBuy60976→59472.3-12.77stop_loss
06-24 13:57BTCBuy62735.1→61192.3-12.74stop_loss
06-24 07:28BTCBuy62979.1→62677.9-2.93timeout
06-23 06:21BTCBuy64345.2→62755.5-12.82stop_loss
06-22 18:42BTCBuy64137.2→64503.8+2.36timeout
06-21 18:06BTCBuy63826.2→63960.8+0.65timeout
06-20 17:00BTCBuy62966.1→63965.8+7.46timeout
06-19 16:23BTCBuy62725.1→63266.8+3.86timeout
06-18 15:40BTCBuy64316.2→62734.5-12.71stop_loss
06-18 12:09BTCBuy64847.2→63940.8-7.51timeout
06-17 11:05BTCBuy66198.3→64569.5-12.83stop_loss
06-16 13:18BTCBuy66743.3→66212.7-4.51timeout
06-15 12:46BTCBuy63699.2→66495.7+21.51take_profit
06-14 17:24BTCBuy64020.2→63914.8-1.34timeout
06-13 16:22BTCBuy63818.2→64047.8+1.40timeout
06-12 15:41BTCBuy62825.1→63860.8+7.71timeout
06-11 15:15BTCBuy61905.1→62661.9+5.57timeout
06-10 14:36BTCBuy61418.1→61877.9+3.26timeout
06-09 14:16BTCBuy63419.2→61858-12.76stop_loss
06-09 06:56BTCBuy62974.1→63272.8+1.87timeout
06-08 06:13BTCBuy61712.1→62925.9+9.38timeout
06-07 04:29BTCBuy59943→61533.9+12.82timeout
06-06 04:11BTCBuy61763.1→60241.9-12.77stop_loss
06-05 21:04BTCBuy59367→61973.9+21.51take_profit
06-05 18:52BTCBuy60805→59309.4-12.76stop_loss
06-05 14:06BTCBuy61951.1→60427.7-12.74stop_loss
06-05 06:24BTCBuy62704.1→61162.3-12.74stop_loss
06-05 02:50BTCBuy63541.2→62708.9-6.96timeout
06-04 00:29BTCBuy65099.3→63498.1-12.74stop_loss
06-03 19:30BTCBuy66853.3→65679.7-9.29timeout
06-02 14:10BTCBuy69983.5→68256.4-12.80stop_loss
06-01 22:26BTCBuy73169.7→71239.8-13.73stop_loss
05-31 23:46BTCBuy73788.7→73589.3-1.78timeout
05-31 15:48BTCBuy73882.7→73638.3-2.16timeout
05-31 13:56BTCBuy73804.7→73825.3-0.35timeout
05-31 11:57BTCBuy73569.7→73923.3+1.82timeout
05-31 09:44BTCBuy73529.7→73952.3+2.27timeout
05-30 15:08BTCBuy73529.7→73858.3+1.63timeout
05-30 12:15BTCBuy73290.7→73565.3+1.38timeout
05-30 11:08BTCBuy73626.7→73606.3-0.64timeout
05-30 09:54BTCBuy73703.7→73573.3-1.36timeout
05-30 08:42BTCBuy73772.7→73494.3-2.38timeout
05-29 12:58BTCBuy73497.7→73256.3-2.11timeout
05-29 11:42BTCBuy73378.7→73454.3+0.03timeout
05-29 10:41BTCBuy73476.7→73605.3+0.38timeout
05-29 09:37BTCBuy73426.7→73805.3+2.06timeout
05-29 07:39BTCBuy73418.7→73448.3-0.31timeout

Paper vs Live

Paper (trades.jsonl)
49
closed
43%
win rate
-112.39
total pnl ($)
-45.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4943%-45.2-112.39

Recent bounces (last 20 of 1)

timesymsidereason
06-25 15:04BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems