deribit_basis_premium_fade_long_v6

not live
26
closed trades
42%
win rate
-71.21
total pnl ($)
0.923
weight
7d window — n=7 wr=29% pnl=-52.88  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:24BTCBuy59775→58304.9-12.74stop_loss
06-25 13:48BTCBuy60889→59384.3-12.78stop_loss
06-24 14:19BTCBuy62533.1→60966.5-12.97stop_loss
06-23 08:27BTCBuy63633.2→62067.8-12.66stop_loss
06-23 06:22BTCBuy64080.2→62502.6-12.77stop_loss
06-22 21:22BTCBuy63917.2→64290.8+2.45timeout
06-21 19:18BTCBuy63026.2→64156.8+8.60timeout
06-20 17:18BTCBuy62510.1→63891.8+10.55timeout
06-18 15:16BTCBuy65038.3→63439.1-12.71stop_loss
06-16 03:20BTCBuy67253.4→65599.9-12.74stop_loss
06-15 13:25BTCBuy64088.2→66901.7+21.52take_profit
06-15 13:25BTCBuy64076.2→66890.7+21.55take_profit
06-14 16:08BTCBuy63739.2→64024.8+1.59timeout
06-13 16:17BTCBuy62782.1→64023.8+9.55timeout
06-12 16:02BTCBuy62494.1→63502.8+7.44timeout
06-11 15:55BTCBuy61133.1→62560.9+10.93timeout
06-09 14:39BTCBuy62164.1→61371.9-6.85timeout
06-09 13:23BTCBuy63805.2→62235.8-12.72stop_loss
06-07 22:14BTCBuy60797→63466.8+21.52take_profit
06-05 18:53BTCBuy60681→59188.4-12.76stop_loss
06-05 03:05BTCBuy63976.2→62402.7-12.72stop_loss
06-03 23:38BTCBuy65880.3→64259.6-12.75stop_loss
06-03 03:43BTCBuy67437.4→65778.8-12.75stop_loss
06-02 07:02BTCBuy71542.6→69782.6-12.80stop_loss
06-01 15:32BTCBuy73627.7→71299.8-16.41stop_loss
05-31 07:51BTCBuy73399.7→73835.3+2.22timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
42%
win rate
-71.21
total pnl ($)
-54.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2642%-54.1-71.21

Recent bounces (last 20 of 2)

timesymsidereason
06-27 22:55BTCBuycircuit_breaker
06-27 22:54BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems