deribit_basis_positive_momentum_long

not live
81
closed trades
40%
win rate
-299.57
total pnl ($)
0.780
weight
7d window — n=17 wr=41% pnl=-79.22  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 81 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 01:32BTCBuy60161→59274-7.85timeout
06-28 22:27BTCBuy60048→59254-7.08timeout
06-28 17:20BTCBuy60581→59636-8.22timeout
06-27 19:48BTCBuy59854→60159+2.15timeout
06-27 17:41BTCBuy59949→60575+4.77timeout
06-27 15:40BTCBuy60422→60787+2.58timeout
06-26 12:43BTCBuy60502→59012.5-12.77stop_loss
06-24 14:20BTCBuy62358.1→60823.5-12.74stop_loss
06-24 13:44BTCBuy62911.1→61364.2-12.74stop_loss
06-24 11:09BTCBuy62323.1→62315.9-0.54timeout
06-24 09:07BTCBuy62379.1→62738.9+2.38timeout
06-23 08:17BTCBuy63909.2→62332.7-12.79stop_loss
06-23 08:17BTCBuy64016.2→62435.6-12.81stop_loss
06-23 06:21BTCBuy64347.2→62758.5-12.81stop_loss
06-22 23:55BTCBuy63252.2→64001.8+5.60timeout
06-22 21:53BTCBuy63818.2→64220.8+2.70timeout
06-22 19:51BTCBuy64194.2→64380.8+0.96timeout
06-21 23:19BTCBuy64281.2→63677.8-5.12timeout
06-21 21:13BTCBuy64008.2→63613.8-3.53timeout
06-21 19:10BTCBuy63888.2→64137.8+1.54timeout
06-20 22:40BTCBuy63260.2→64230.8+7.22timeout
06-20 20:37BTCBuy63043.2→63842.8+5.92timeout
06-20 18:28BTCBuy63101.2→63825.8+5.29timeout
06-19 21:49BTCBuy62904.1→63098.8+1.05timeout
06-19 19:40BTCBuy62861.1→62951.9+0.24timeout
06-19 17:33BTCBuy62720.1→62973.9+1.57timeout
06-18 15:57BTCBuy63884.2→62298.7-12.83stop_loss
06-18 15:57BTCBuy63934.2→62355.7-12.73stop_loss
06-18 15:40BTCBuy64258.2→62668.5-12.73stop_loss
06-18 12:50BTCBuy65003.3→64316.8-5.74timeout
06-18 10:43BTCBuy64892.2→64010.8-7.33timeout
06-18 08:44BTCBuy64892.2→64485.8-3.62timeout
06-17 08:45BTCBuy66470.3→64834.3-12.77stop_loss
06-17 08:45BTCBuy66478.3→64843.3-12.76stop_loss
06-17 08:04BTCBuy66347.3→65465.7-7.04timeout
06-13 21:30BTCBuy63517.2→64239.8+5.22timeout
06-13 01:22BTCBuy63391.2→63623.8+1.29timeout
06-12 23:03BTCBuy63423.2→63430.8-0.44timeout
06-12 20:56BTCBuy63367.2→63406.8-0.16timeout
06-11 19:40BTCBuy61992.1→63694.8+13.15timeout
06-11 17:33BTCBuy61765.1→63328.8+12.12timeout
06-11 14:48BTCBuy61939.1→62909.9+7.29timeout
06-10 18:40BTCBuy61733.1→61767.9-0.21timeout
06-10 16:20BTCBuy60851→62300.9+11.41timeout
06-10 14:21BTCBuy61700.1→61857.9+0.80timeout
06-09 14:46BTCBuy62758.1→61213.3-12.76stop_loss
06-09 06:11BTCBuy62917.1→63363.8+3.05timeout
06-07 08:38BTCBuy61346.1→62636.9+10.09timeout
06-07 06:36BTCBuy61041.1→62108.9+8.34timeout
06-06 20:11BTCBuy60703→60545-1.68timeout
06-06 04:27BTCBuy61319.1→59811.1-12.75stop_loss
06-06 04:27BTCBuy61403.1→59884-12.82stop_loss
06-05 06:20BTCBuy63277.2→61717-12.74stop_loss
06-05 05:59BTCBuy63766.2→62195.8-12.73stop_loss
06-05 02:32BTCBuy63170.2→62724.9-3.95timeout
06-04 10:30BTCBuy63981.2→62404.7-12.74stop_loss
06-04 00:29BTCBuy65153.3→63551-12.74stop_loss
06-03 20:55BTCBuy66359.3→64655.4-13.33stop_loss
06-03 20:55BTCBuy66435.3→64800.3-12.80stop_loss
06-03 19:55BTCBuy66868.3→65221.1-12.82stop_loss
06-03 03:43BTCBuy67455.4→65796.8-12.75stop_loss
06-02 15:30BTCBuy68925.4→67221-12.82stop_loss
06-02 14:26BTCBuy69560.5→67849.7-12.76stop_loss
06-02 14:10BTCBuy69983.5→68256.4-12.80stop_loss
06-02 07:02BTCBuy71520.6→69761.6-12.85stop_loss
06-02 07:01BTCBuy71600.6→69839.6-12.83stop_loss
06-01 22:26BTCBuy73180.7→71239.8-13.81stop_loss
06-01 05:35BTCBuy74152.7→73376.3-5.73timeout
06-01 04:32BTCBuy74125.7→73431.3-5.16timeout
05-31 23:47BTCBuy73791.7→73588.3-1.81timeout
05-31 13:44BTCBuy73725.7→73857.3+0.42timeout
05-31 05:24BTCBuy73516.7→74148.3+3.78timeout
05-31 01:35BTCBuy73604.7→74185.3+3.41timeout
05-30 21:53BTCBuy73420.7→73929.3+2.90timeout
05-30 16:52BTCBuy73975.7→73875.3-1.24timeout
05-30 11:08BTCBuy73626.7→73604.3-0.66timeout
05-29 20:12BTCBuy73430.7→73598.3+0.64timeout
05-29 17:53BTCBuy73541.7→73974.3+2.38timeout
05-29 15:36BTCBuy72905.6→74134.3+7.93timeout
05-29 13:15BTCBuy73232.7→73086.3-1.47timeout
05-29 10:14BTCBuy73554.7→73656.3+0.16timeout

Paper vs Live

Paper (trades.jsonl)
81
closed
40%
win rate
-299.57
total pnl ($)
-73.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8140%-73.6-299.57

Recent bounces (last 20 of 1)

timesymsidereason
06-28 23:10BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems