deribit_basis_rising_momentum_long_v2

not live
91
closed trades
37%
win rate
-304.61
total pnl ($)
0.250
weight
7d window — n=22 wr=18% pnl=-162.66  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 91 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 13:58BTCBuy60018→60043-0.31timeout
06-28 10:24BTCBuy59752→60131+2.63timeout
06-28 05:44BTCBuy59874→59891-0.29timeout
06-27 19:58BTCBuy59302→60136+6.70timeout
06-27 15:48BTCBuy59305→60726+11.23timeout
06-26 02:16BTCBuy59860→58386.9-12.75stop_loss
06-25 13:55BTCBuy59845→58372.9-12.66stop_loss
06-25 13:48BTCBuy60888→59390.3-12.68stop_loss
06-25 13:46BTCBuy61098.1→59595.2-12.71stop_loss
06-25 13:45BTCBuy61312.1→59804.1-12.75stop_loss
06-25 13:42BTCBuy61724.1→60205.9-12.73stop_loss
06-24 15:44BTCBuy62020.1→60487.7-12.63stop_loss
06-24 14:19BTCBuy62386.1→60844.5-12.60stop_loss
06-24 14:19BTCBuy62397.1→60844.5-12.60stop_loss
06-24 14:17BTCBuy62563.1→61017.4-12.64stop_loss
06-24 13:45BTCBuy62889.1→61341.2-12.64stop_loss
06-23 08:17BTCBuy64036.2→62461.6-12.37stop_loss
06-23 06:22BTCBuy64105.2→62525.6-12.42stop_loss
06-23 06:21BTCBuy64155.2→62565.6-12.81stop_loss
06-23 05:45BTCBuy64260.2→63417.8-6.93timeout
06-23 01:41BTCBuy64200.2→64063.8-1.53timeout
06-22 21:14BTCBuy63969.2→64385.8+2.80timeout
06-21 11:00BTCBuy62504.1→64342.8+14.40timeout
06-21 06:32BTCBuy62781.1→64230.8+10.80timeout
06-21 02:26BTCBuy63000.1→64199.8+9.09timeout
06-20 22:14BTCBuy62907.1→64114.8+9.05timeout
06-20 18:12BTCBuy62694.1→63830.8+8.68timeout
06-18 15:53BTCBuy64037.2→62456.6-12.68stop_loss
06-18 15:51BTCBuy64138.2→62555.6-12.58stop_loss
06-18 15:36BTCBuy64674.2→63083.3-12.59stop_loss
06-18 15:17BTCBuy64920.2→63305.2-12.50stop_loss
06-18 14:52BTCBuy65166.3→63557-12.44stop_loss
06-17 19:29BTCBuy65935.3→64312.6-12.75stop_loss
06-17 19:29BTCBuy66035.3→64408.6-12.76stop_loss
06-17 19:29BTCBuy66102.3→64470.5-12.78stop_loss
06-17 11:02BTCBuy66344.3→64712.4-12.86stop_loss
06-17 08:44BTCBuy66523.3→64887.3-12.87stop_loss
06-17 07:53BTCBuy66921.3→65271.1-12.83stop_loss
06-16 11:46BTCBuy64585.2→66368.7+13.20timeout
06-15 15:54BTCBuy64425.2→67253.6+21.39take_profit
06-15 15:47BTCBuy64309.2→67160.6+21.60take_profit
06-15 15:47BTCBuy64281.2→67103.6+21.42take_profit
06-15 12:50BTCBuy63731.2→66547.7+21.66take_profit
06-14 18:03BTCBuy63885.2→63720.8-1.93timeout
06-14 09:08BTCBuy63501.2→64430.8+6.76timeout
06-14 01:12BTCBuy63453.2→64647.8+9.04timeout
06-13 21:04BTCBuy63437.2→64286.8+6.21timeout
06-13 17:03BTCBuy62408.1→63946.8+11.88timeout
06-12 16:25BTCBuy62218.1→63792.8+12.11timeout
06-12 08:16BTCBuy61651.1→63357.8+13.17timeout
06-11 18:52BTCBuy61720.1→63484.8+13.58timeout
06-11 18:02BTCBuy61087.1→63768.8+21.38take_profit
06-11 14:49BTCBuy61197.1→62879.9+13.10timeout
06-09 14:47BTCBuy62683.1→61141.4-12.77stop_loss
06-09 14:47BTCBuy62688.1→61142.4-12.78stop_loss
06-09 14:29BTCBuy63070.2→61516.1-12.79stop_loss
06-09 14:11BTCBuy63526.2→61962.9-12.75stop_loss
06-09 13:36BTCBuy63674.2→62106.8-12.74stop_loss
06-09 09:43BTCBuy62553.1→62618.9+0.11timeout
06-07 22:15BTCBuy61328.1→64021.8+21.53take_profit
06-07 22:14BTCBuy60711→63377.8+21.52take_profit
06-07 22:14BTCBuy60764→63432.8+21.52take_profit
06-07 22:14BTCBuy60776→63444.8+21.52take_profit
06-07 06:36BTCBuy59619→62236.9+21.56take_profit
06-06 04:34BTCBuy60998→59498.3-12.75stop_loss
06-06 04:27BTCBuy61315.1→59804.1-12.77stop_loss
06-05 18:43BTCBuy61389.1→59879-12.75stop_loss
06-05 14:26BTCBuy61879.1→60356.8-12.75stop_loss
06-05 13:56BTCBuy62447.1→60906.5-12.79stop_loss
06-05 06:22BTCBuy62846.1→61299.3-12.70stop_loss
06-05 06:21BTCBuy63026.2→61476.2-12.66stop_loss
06-05 06:03BTCBuy63509.2→61937.9-12.75stop_loss
06-05 06:01BTCBuy63677.2→62107.8-12.74stop_loss
06-05 03:11BTCBuy63849.2→62278.7-12.72stop_loss
06-04 00:29BTCBuy65037.3→63438.1-12.74stop_loss
06-03 23:07BTCBuy66055.3→64418.6-12.84stop_loss
06-03 23:02BTCBuy66272.3→64642.4-12.74stop_loss
06-03 20:55BTCBuy66541.3→64903.3-12.80stop_loss
06-02 15:30BTCBuy68928.4→67233-12.75stop_loss
06-02 14:10BTCBuy69986.5→68254.4-12.84stop_loss
06-02 12:17BTCBuy70948.5→69203.9-12.80stop_loss
06-01 15:25BTCBuy73702.7→71111.9-18.17stop_loss
06-01 15:25BTCBuy73798.7→71111.9-18.83stop_loss
06-01 15:25BTCBuy74153.7→71111.9-21.17stop_loss
06-01 15:25BTCBuy73788.7→71111.9-18.84stop_loss
06-01 15:25BTCBuy73993.7→71111.9-20.21stop_loss
05-31 06:36BTCBuy73674.7→74048.3+1.98timeout
05-30 23:15BTCBuy73579.7→73805.3+0.86timeout
05-30 19:38BTCBuy73433.7→73987.3+3.09timeout
05-30 15:08BTCBuy73094.7→73858.3+4.48timeout
05-30 11:13BTCBuy73386.7→73597.3+0.87timeout

Paper vs Live

Paper (trades.jsonl)
91
closed
37%
win rate
-304.61
total pnl ($)
-66.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9137%-66.7-304.61

Recent bounces (last 20 of 1)

timesymsidereason
06-28 19:57BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems