deribit_basis_premium_fade_short_v14

not live
65
closed trades
43%
win rate
+131.27
total pnl ($)
1.642
weight
7d window — n=17 wr=47% pnl=+59.39  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 65 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:14BTCSell60010→60577-5.21timeout
06-27 08:09BTCSell60251→60471-2.21timeout
06-26 14:12BTCSell59520→60005-4.48timeout
06-26 07:15BTCSell59119→60581.3-12.82stop_loss
06-25 13:58BTCSell60808→58137.9+21.45take_profit
06-25 13:53BTCSell61591.9→58802.9+22.17take_profit
06-25 04:56BTCSell59832→61307.7-12.79stop_loss
06-24 20:49BTCSell59565→61031.6-12.79stop_loss
06-24 16:51BTCSell62386.9→59623+21.51take_profit
06-24 16:47BTCSell62741.9→59986+21.45take_profit
06-24 06:48BTCSell62940.9→62723.1+1.34timeout
06-23 18:50BTCSell64460.8→62179.1+17.27timeout
06-23 06:21BTCSell65491.7→62603.1+21.63take_profit
06-22 17:28BTCSell64071.8→64553.2-4.18timeout
06-22 12:53BTCSell63652.8→65224.9-12.70stop_loss
06-21 21:23BTCSell63912.8→63727.2+1.00timeout
06-21 14:48BTCSell63907.8→64003.2-1.26timeout
06-20 19:38BTCSell62945.9→63866.2-7.78timeout
06-20 10:52BTCSell62493.9→63621.2-9.40timeout
06-19 17:17BTCSell62495.9→63036.2-4.77timeout
06-19 10:01BTCSell64152.8→62371.1+13.33timeout
06-18 15:40BTCSell65559.7→62680.1+21.48take_profit
06-18 07:44BTCSell65511.7→64402.2+8.00timeout
06-17 17:31BTCSell65688.7→65957.3-2.43timeout
06-17 06:57BTCSell66415.7→65583.3+5.84timeout
06-16 17:26BTCSell66832.7→65734.3+7.86timeout
06-16 05:48BTCSell65718.7→66061.3-3.11timeout
06-15 16:10BTCSell65686.7→67318-12.87stop_loss
06-14 23:55BTCSell64217.8→65799.2-12.78stop_loss
06-14 21:51BTCSell64448.8→65503.3-8.59timeout
06-14 13:01BTCSell64118.8→64337.2-2.15timeout
06-13 19:45BTCSell63637.8→64274.2-5.45timeout
06-13 09:21BTCSell63567.8→63838.2-2.48timeout
06-12 17:38BTCSell63190.8→63823.2-5.44timeout
06-12 08:18BTCSell62803.9→63441.2-5.41timeout
06-11 15:59BTCSell62580.9→62691.1-1.24timeout
06-11 08:14BTCSell61579.9→62796.1-10.18timeout
06-10 15:53BTCSell61169.9→62683.5-12.81stop_loss
06-10 08:53BTCSell62880.9→61267.1+12.24timeout
06-10 07:48BTCSell63156.8→62023.1+8.46timeout
06-08 23:38BTCSell63173.8→63167.2-0.37timeout
06-08 22:32BTCSell62796.9→63345.2-4.78timeout
06-07 22:14BTCSell61958.9→63484.9-12.77stop_loss
06-07 22:14BTCSell61756.9→63277.8-12.77stop_loss
06-07 06:36BTCSell60711→62206.2-12.78stop_loss
06-07 06:36BTCSell60698→62193.2-12.79stop_loss
06-06 21:38BTCSell61735.9→60854+6.61timeout
06-06 16:16BTCSell60903→60764+0.68timeout
06-05 20:50BTCSell60229→61711.9-12.76stop_loss
06-05 16:10BTCSell62736.9→59982+21.48take_profit
06-05 15:37BTCSell63075.8→60303+21.51take_profit
06-05 07:59BTCSell61588.9→63107.7-12.78stop_loss
06-05 06:23BTCSell64081.8→61250.1+21.57take_profit
06-05 04:40BTCSell64291.8→63062.2+9.05timeout
06-04 01:51BTCSell65195.7→62333.1+21.50take_profit
06-04 01:49BTCSell65404.7→62533.1+21.50take_profit
06-03 16:30BTCSell67827.6→65619.3+15.90timeout
06-03 15:00BTCSell68009.6→66830.3+8.30timeout
06-02 08:45BTCSell72772.4→69870.5+19.63timeout
06-02 02:07BTCSell73491.3→70264.5+21.65take_profit
06-01 00:04BTCSell73843.3→73851.7-0.52timeout
05-31 19:47BTCSell74021.3→73501.7+3.06timeout
05-30 12:11BTCSell73332.3→73571.7-2.02timeout
05-29 16:53BTCSell73377.3→73945.7-4.28timeout
05-29 10:58BTCSell73372.3→73646.7-2.28timeout

Paper vs Live

Paper (trades.jsonl)
65
closed
43%
win rate
+131.27
total pnl ($)
+40.2 bps
avg bps net
Live (dry_run=0)
2
closed
100%
win rate
+0.51
total pnl ($)
+38.9 bps
avg bps net
Live: 2 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6543%+40.2+131.27

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems