deribit_basis_premium_momentum_long

not live
68
closed trades
31%
win rate
-342.33
total pnl ($)
0.697
weight
7d window — n=10 wr=20% pnl=-87.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 68 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 12:43BTCBuy60541→58989.5-13.27stop_loss
06-24 14:19BTCBuy62537.1→60936.5-13.23stop_loss
06-24 13:44BTCBuy62980.1→61368.2-13.25stop_loss
06-23 08:27BTCBuy63675.2→62045.9-13.16stop_loss
06-23 08:17BTCBuy64000.2→62360.7-13.33stop_loss
06-23 08:17BTCBuy64071.2→62431.6-13.31stop_loss
06-23 06:23BTCBuy64142.2→62499.6-13.31stop_loss
06-23 06:21BTCBuy64183.2→62533.6-13.35stop_loss
06-21 20:28BTCBuy63122.2→64068.8+7.05timeout
06-21 19:25BTCBuy62713.1→64193.8+11.46timeout
06-21 18:22BTCBuy62923.1→63993.8+8.28timeout
06-21 17:19BTCBuy62574.1→64136.8+12.24timeout
06-21 16:34BTCBuy62596.1→64056.8+11.34timeout
06-18 15:51BTCBuy64226.2→62575.6-13.00stop_loss
06-18 15:37BTCBuy64625.2→62970.3-12.81stop_loss
06-18 15:18BTCBuy64802.2→63143.3-13.21stop_loss
06-18 15:17BTCBuy65008.3→63344.1-13.20stop_loss
06-18 15:17BTCBuy65073.3→63408.1-13.20stop_loss
06-17 19:29BTCBuy66129.3→64436.5-13.29stop_loss
06-17 11:05BTCBuy66329.3→64631.4-13.33stop_loss
06-17 10:59BTCBuy66420.3→64720.4-13.33stop_loss
06-17 10:55BTCBuy66464.3→64763.4-13.34stop_loss
06-17 08:39BTCBuy66633.3→64922.3-13.30stop_loss
06-15 13:18BTCBuy63615.2→66794.7+24.60take_profit
06-13 14:49BTCBuy61851.1→64189.8+18.33timeout
06-12 17:04BTCBuy61645.1→63972.8+18.30timeout
06-12 15:11BTCBuy61624.1→64230.8+20.45timeout
06-12 14:55BTCBuy60927→63968.8+24.27take_profit
06-12 14:25BTCBuy61747.1→63417.8+12.88timeout
06-10 09:21BTCBuy62322.1→60718.6-13.22stop_loss
06-07 22:15BTCBuy60859→63895.8+24.52take_profit
06-07 22:14BTCBuy60713→63742.8+24.52take_profit
06-07 22:14BTCBuy60711→63740.8+24.52take_profit
06-07 22:14BTCBuy60713→63742.8+24.52take_profit
06-07 22:14BTCBuy59985→62978.9+24.52take_profit
06-06 04:31BTCBuy61300.1→59731.1-13.25stop_loss
06-06 04:31BTCBuy61318.1→59749.1-13.25stop_loss
06-06 04:31BTCBuy61313.1→59744.1-13.25stop_loss
06-06 04:13BTCBuy61692.1→60111.9-13.26stop_loss
06-05 06:22BTCBuy62939.1→61326.3-13.18stop_loss
06-05 06:20BTCBuy63232.2→61612.1-13.22stop_loss
06-05 06:03BTCBuy63646.2→62009.9-13.26stop_loss
06-04 10:29BTCBuy64076.2→62436.6-13.21stop_loss
06-04 10:28BTCBuy64112.2→62470.6-13.23stop_loss
06-04 09:27BTCBuy64436.2→62787.4-13.24stop_loss
06-04 00:29BTCBuy65121.3→63455.1-13.24stop_loss
06-03 20:55BTCBuy66364.3→64652.4-13.39stop_loss
06-03 20:45BTCBuy66785.3→65054.2-13.46stop_loss
06-03 19:55BTCBuy66877.3→65166.1-13.30stop_loss
06-03 19:54BTCBuy67041.4→65325.1-13.30stop_loss
06-03 16:27BTCBuy67252.4→65530.9-13.28stop_loss
06-03 03:43BTCBuy67621.4→65890.7-13.25stop_loss
06-03 03:29BTCBuy67776.4→66041.7-13.25stop_loss
06-02 15:30BTCBuy69039.5→67273-13.25stop_loss
06-02 14:27BTCBuy69571.5→67790.7-13.25stop_loss
06-02 14:23BTCBuy69723.5→67938.6-13.26stop_loss
06-02 14:22BTCBuy69936.5→68142.5-13.29stop_loss
06-02 14:21BTCBuy69983.5→68173.5-13.40stop_loss
06-01 22:26BTCBuy73867.7→71242.8-18.42stop_loss
06-01 22:26BTCBuy73911.7→71242.8-18.72stop_loss
06-01 22:26BTCBuy73950.7→71242.8-18.99stop_loss
06-01 22:26BTCBuy73886.7→71242.8-18.58stop_loss
06-01 22:26BTCBuy74037.7→71242.8-19.57stop_loss
05-31 10:49BTCBuy73510.7→73787.3+1.04timeout
05-31 09:43BTCBuy73443.7→73952.3+2.56timeout
05-31 08:38BTCBuy73247.7→73856.3+3.25timeout
05-31 07:35BTCBuy73349.7→73798.3+2.16timeout
05-31 06:33BTCBuy72833.6→74063.3+7.84timeout

Paper vs Live

Paper (trades.jsonl)
68
closed
31%
win rate
-342.33
total pnl ($)
-99.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6831%-99.9-342.33

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems