deribit_basis_momentum_long_v8

not live
84
closed trades
49%
win rate
-199.45
total pnl ($)
0.835
weight
7d window — n=15 wr=40% pnl=-46.88  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 84 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 21:50BTCBuy59352→60483+9.05timeout
06-29 19:42BTCBuy59415→60325+7.06timeout
06-28 18:09BTCBuy60512→59648-7.57timeout
06-28 16:40BTCBuy60753→59658-9.43timeout
06-27 16:59BTCBuy60018→60780+5.87timeout
06-27 15:57BTCBuy60298→60782+3.63timeout
06-26 15:22BTCBuy59197→60031+6.49timeout
06-26 14:31BTCBuy59228→59954+5.63timeout
06-25 13:57BTCBuy59805→58333.9-12.67stop_loss
06-25 13:53BTCBuy60268→58772.7-12.77stop_loss
06-24 16:51BTCBuy61218.1→59709.1-12.76stop_loss
06-24 14:13BTCBuy62609.1→61066.4-12.77stop_loss
06-24 13:48BTCBuy62777.1→61233.3-12.74stop_loss
06-24 08:05BTCBuy62792.1→62646.9-1.69timeout
06-24 07:18BTCBuy62953.1→62738.9-2.20timeout
06-23 06:20BTCBuy64402.2→62816.4-12.77stop_loss
06-23 06:20BTCBuy64419.2→62832.4-12.78stop_loss
06-22 19:49BTCBuy64166.2→64328.8+0.78timeout
06-22 18:45BTCBuy64149.2→64457.8+1.91timeout
06-21 19:02BTCBuy63795.2→64229.8+3.00timeout
06-21 18:02BTCBuy63849.2→63983.8+0.69timeout
06-20 18:11BTCBuy63128.2→63830.8+5.11timeout
06-20 16:58BTCBuy62972.1→63964.8+7.39timeout
06-19 16:54BTCBuy62661.1→63057.8+2.74timeout
06-19 16:02BTCBuy62542.1→63237.8+5.17timeout
06-18 15:57BTCBuy63882.2→62308.7-12.75stop_loss
06-18 14:52BTCBuy65181.3→63530-13.11stop_loss
06-18 14:02BTCBuy65215.3→63890.8-10.59timeout
06-17 14:29BTCBuy65589.3→65192.7-3.49timeout
06-17 13:25BTCBuy66097.3→64871.8-9.77timeout
06-16 13:59BTCBuy66440.3→66050.7-3.47timeout
06-16 12:56BTCBuy66566.3→66371.7-1.99timeout
06-15 13:16BTCBuy63882.2→66686.7+21.52take_profit
06-15 12:50BTCBuy63760.2→66562.7+21.54take_profit
06-14 17:37BTCBuy64091.2→63865.8-2.29timeout
06-14 16:37BTCBuy63985.2→64153.8+0.82timeout
06-13 17:01BTCBuy63980.2→63975.8-0.49timeout
06-13 15:57BTCBuy63689.2→64292.8+4.33timeout
06-12 16:39BTCBuy62683.1→63938.8+9.51timeout
06-12 15:36BTCBuy62760.1→63976.8+9.16timeout
06-11 16:28BTCBuy62241.1→62614.9+2.44timeout
06-11 15:14BTCBuy61972.1→62711.9+5.42timeout
06-10 15:08BTCBuy61566.1→61942.9+2.57timeout
06-10 14:12BTCBuy62067.1→62157.9+0.26timeout
06-09 14:21BTCBuy63180.2→61622.1-12.78stop_loss
06-09 13:36BTCBuy63723.2→62155.8-12.74stop_loss
06-08 23:16BTCBuy62920.1→63481.8+3.99timeout
06-08 20:47BTCBuy61775.1→63347.8+12.24timeout
06-07 22:02BTCBuy60786→61800.9+7.91timeout
06-07 20:04BTCBuy60558→61414.9+6.66timeout
06-06 20:07BTCBuy60242→60531+2.02timeout
06-06 19:06BTCBuy59442→60627+9.58timeout
06-05 18:51BTCBuy61068.1→59565.2-12.77stop_loss
06-05 18:43BTCBuy61401.1→59891-12.75stop_loss
06-05 16:10BTCBuy61453.1→59933-12.79stop_loss
06-05 13:52BTCBuy62599.1→61059.4-12.75stop_loss
06-05 06:20BTCBuy63219.2→61660.1-12.73stop_loss
06-05 06:20BTCBuy63271.2→61709-12.73stop_loss
06-04 10:48BTCBuy63913.2→62341.7-12.71stop_loss
06-04 04:22BTCBuy61976.1→64696.8+21.49take_profit
06-04 00:29BTCBuy65084.3→63484.1-12.74stop_loss
06-04 00:27BTCBuy65168.3→63566-12.74stop_loss
06-03 20:55BTCBuy66374.3→64742.4-12.78stop_loss
06-03 19:40BTCBuy66712.3→65762.7-7.63timeout
06-03 03:43BTCBuy67496.4→65835.8-12.76stop_loss
06-02 14:27BTCBuy69453.5→67745.7-12.75stop_loss
06-02 14:09BTCBuy70121.5→68397.4-12.76stop_loss
06-01 22:26BTCBuy73902.7→71240.8-18.59stop_loss
06-01 22:26BTCBuy74046.7→71240.8-19.54stop_loss
05-31 18:41BTCBuy74017.7→73656.3-2.93timeout
05-31 16:41BTCBuy73935.7→73485.3-3.55timeout
05-31 14:40BTCBuy74016.7→73642.3-2.99timeout
05-31 12:29BTCBuy73625.7→73901.3+1.29timeout
05-31 10:27BTCBuy73623.7→73765.3+0.38timeout
05-30 12:31BTCBuy73302.7→73664.3+1.97timeout
05-30 11:48BTCBuy73477.7→73572.3+0.13timeout
05-30 10:18BTCBuy73613.7→73615.3-0.49timeout
05-30 08:42BTCBuy73783.7→73493.3-2.46timeout
05-30 07:51BTCBuy73399.7→73491.3+0.13timeout
05-29 11:43BTCBuy73377.7→73492.3+0.30timeout
05-29 10:40BTCBuy73463.7→73627.3+0.61timeout
05-29 09:37BTCBuy73433.7→73805.3+2.01timeout
05-29 08:18BTCBuy73395.7→73694.3+1.58timeout
05-29 06:58BTCBuy73116.7→73748.3+3.75timeout

Paper vs Live

Paper (trades.jsonl)
84
closed
49%
win rate
-199.45
total pnl ($)
-47.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8449%-47.1-199.45

Recent bounces (last 20 of 1)

timesymsidereason
06-30 01:40BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems