deribit_basis_percentile_long_v2

not live
73
closed trades
45%
win rate
-266.72
total pnl ($)
1.032
weight
7d window — n=11 wr=55% pnl=-37.23  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 73 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 05:10BTCBuy59992→59559-4.08timeout
06-27 21:47BTCBuy59929→60227+2.10timeout
06-27 20:46BTCBuy59648→60245+4.61timeout
06-27 19:34BTCBuy60032→60146+0.54timeout
06-26 12:43BTCBuy60532→59042.5-12.76stop_loss
06-23 08:17BTCBuy63940.2→62365.7-12.78stop_loss
06-23 06:21BTCBuy64205.2→62622.5-12.79stop_loss
06-23 06:20BTCBuy64400.2→62812.4-12.79stop_loss
06-22 22:20BTCBuy63656.2→64243.8+4.17timeout
06-22 21:12BTCBuy63550.2→64341.8+5.77timeout
06-22 19:10BTCBuy64143.2→64306.8+0.78timeout
06-21 21:13BTCBuy64009.2→63604.8-3.61timeout
06-21 20:11BTCBuy63942.2→64138.8+1.10timeout
06-21 18:13BTCBuy63819.2→63973.8+0.85timeout
06-20 21:01BTCBuy63191.2→63920.8+5.33timeout
06-20 19:44BTCBuy62993.1→63910.8+6.86timeout
06-20 17:58BTCBuy63199.2→63820.8+4.46timeout
06-19 18:53BTCBuy62750.1→62993.9+1.47timeout
06-19 17:51BTCBuy62684.1→63160.8+3.35timeout
06-19 17:01BTCBuy62581.1→62926.9+2.31timeout
06-18 15:55BTCBuy63992.2→62414.7-12.73stop_loss
06-18 15:51BTCBuy64097.2→62519.6-12.69stop_loss
06-18 15:40BTCBuy64321.2→62735.5-12.74stop_loss
06-18 11:49BTCBuy64820.2→63862.8-7.88timeout
06-18 10:50BTCBuy64871.2→63997.8-7.25timeout
06-18 09:46BTCBuy64944.2→64257.8-5.85timeout
06-17 11:05BTCBuy66140.3→64493.5-12.98stop_loss
06-17 08:45BTCBuy66476.3→64836.3-12.82stop_loss
06-17 08:39BTCBuy66578.3→64934.3-12.83stop_loss
06-15 21:18BTCBuy64497.2→66480.7+14.87timeout
06-13 06:24BTCBuy63160.2→63594.8+2.98timeout
06-13 05:22BTCBuy63482.2→63551.8+0.11timeout
06-13 00:34BTCBuy63600.2→63544.8-0.96timeout
06-11 14:51BTCBuy61951.1→62912.9+7.22timeout
06-10 18:59BTCBuy61768.1→61843.9+0.10timeout
06-10 15:28BTCBuy61343.1→62307.9+7.36timeout
06-10 14:31BTCBuy61492.1→61977.9+3.47timeout
06-09 16:40BTCBuy62266.1→60734.6-12.76stop_loss
06-07 08:03BTCBuy60877→62397.9+12.14timeout
06-07 07:01BTCBuy60721→61969.9+9.88timeout
06-07 04:48BTCBuy59942→61776.9+14.87timeout
06-06 04:34BTCBuy60964→59463.3-12.76stop_loss
06-06 04:27BTCBuy61290.1→59782.1-12.76stop_loss
06-06 04:14BTCBuy61559.1→60043-12.77stop_loss
06-05 06:20BTCBuy63232.2→61677.1-12.71stop_loss
06-05 02:32BTCBuy63176.2→62731.9-3.94timeout
06-04 10:48BTCBuy63907.2→62335.7-12.72stop_loss
06-04 09:27BTCBuy64387.2→62798.4-12.78stop_loss
06-04 00:29BTCBuy65098.3→63497.1-12.75stop_loss
06-03 03:34BTCBuy67616.4→65953.7-12.75stop_loss
06-03 03:28BTCBuy67747.4→66081.6-12.75stop_loss
06-03 03:28BTCBuy67775.4→66108.6-12.75stop_loss
06-02 12:56BTCBuy70731.5→68992-12.81stop_loss
06-02 12:38BTCBuy70808.5→69067-12.82stop_loss
06-02 12:30BTCBuy70919.5→69175.9-12.80stop_loss
06-01 15:33BTCBuy73927.7→71307.8-18.27stop_loss
06-01 15:33BTCBuy73503.7→71307.8-15.51stop_loss
06-01 15:33BTCBuy73625.7→71307.8-16.32stop_loss
05-31 17:39BTCBuy73874.7→73691.3-1.75timeout
05-31 15:42BTCBuy73830.7→73644.3-1.75timeout
05-31 13:48BTCBuy73750.7→73859.3+0.28timeout
05-31 11:38BTCBuy73593.7→73922.3+1.64timeout
05-31 09:44BTCBuy73529.7→73951.3+2.27timeout
05-30 12:20BTCBuy73338.7→73627.3+1.47timeout
05-30 11:09BTCBuy73622.7→73597.3-0.68timeout
05-30 08:42BTCBuy73784.7→73493.3-2.47timeout
05-30 07:52BTCBuy73398.7→73486.3+0.11timeout
05-30 06:36BTCBuy73677.7→73674.3-0.51timeout
05-29 10:49BTCBuy73512.7→73571.3-0.10timeout
05-29 09:43BTCBuy73443.7→73790.3+1.84timeout
05-29 08:38BTCBuy73242.7→73767.3+3.12timeout
05-29 07:35BTCBuy73367.7→73458.3+0.10timeout
05-29 06:33BTCBuy72826.6→73387.3+3.28timeout

Paper vs Live

Paper (trades.jsonl)
73
closed
45%
win rate
-266.72
total pnl ($)
-72.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7345%-72.6-266.72

Recent bounces (last 20 of 1)

timesymsidereason
06-29 07:22BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems