deribit_basis_roll_drop_long

not live
72
closed trades
50%
win rate
-97.30
total pnl ($)
1.095
weight
7d window — n=4 wr=50% pnl=-4.20  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:58BTCBuy59244→60375+9.07timeout
06-26 14:01BTCBuy58580.9→60075+12.25timeout
06-26 13:18BTCBuy60270→58787.7-12.76stop_loss
06-26 02:24BTCBuy59752→58277.9-12.77stop_loss
06-17 22:03BTCBuy65570.3→63956.8-12.75stop_loss
06-17 07:03BTCBuy66348.3→65557.7-6.43timeout
06-17 04:48BTCBuy65830.3→66002.7+0.82timeout
06-16 13:32BTCBuy66822.3→66094.7-5.98timeout
06-16 07:00BTCBuy65724.3→66392.7+4.71timeout
06-16 04:44BTCBuy65637.3→65835.7+1.11timeout
06-16 03:37BTCBuy65724.3→66007.7+1.73timeout
06-16 03:20BTCBuy67244.4→65590.9-12.74stop_loss
06-15 15:46BTCBuy64136.2→66952.7+21.53take_profit
06-15 13:19BTCBuy63989.2→66799.7+21.53take_profit
06-15 06:11BTCBuy64460.2→65857.7+10.38timeout
06-15 04:03BTCBuy64501.2→65820.7+9.75timeout
06-15 02:53BTCBuy64464.2→65455.7+7.20timeout
06-14 15:31BTCBuy64297.2→64004.8-2.74timeout
06-14 12:36BTCBuy64010.2→64329.8+2.05timeout
06-14 06:09BTCBuy63570.2→64437.8+6.39timeout
06-14 03:51BTCBuy63476.2→64492.8+7.59timeout
06-14 01:53BTCBuy63816.2→64603.8+5.75timeout
06-13 14:18BTCBuy63451.2→64165.8+5.14timeout
06-13 12:02BTCBuy63671.2→63942.8+1.60timeout
06-13 04:51BTCBuy63714.2→63601.8-1.32timeout
06-12 15:25BTCBuy62713.1→64259.8+11.80timeout
06-12 13:53BTCBuy63048.2→63203.8+0.71timeout
06-12 12:52BTCBuy63008.2→63493.8+3.33timeout
06-12 10:36BTCBuy62890.1→63676.8+5.72timeout
06-11 17:54BTCBuy61897.1→63418.8+11.74timeout
06-11 11:35BTCBuy60972→63157.8+17.35timeout
06-11 10:19BTCBuy61152.1→62775.9+12.68timeout
06-11 09:16BTCBuy61045.1→62768.9+13.54timeout
06-11 08:15BTCBuy61610.1→62782.9+8.92timeout
06-10 16:40BTCBuy60809→62319.9+11.90timeout
06-09 14:39BTCBuy62887.1→61339.2-12.76stop_loss
06-09 14:21BTCBuy63163.2→61610.1-12.75stop_loss
06-09 12:31BTCBuy63234.2→62601.9-5.40timeout
06-09 07:33BTCBuy63142.2→63121.8-0.67timeout
06-09 06:31BTCBuy63039.2→63364.8+2.08timeout
06-09 00:49BTCBuy63935.2→62360.7-12.77stop_loss
06-08 21:34BTCBuy61702.1→63644.8+15.26timeout
06-08 13:53BTCBuy61768.1→63771.8+15.72timeout
06-08 07:18BTCBuy62048.1→63020.8+7.35timeout
06-08 05:06BTCBuy61838.1→62631.9+5.96timeout
06-08 03:31BTCBuy61588.1→63163.8+12.32timeout
06-07 19:18BTCBuy62801.1→61254.3-12.74stop_loss
06-06 15:48BTCBuy60238→60733+3.66timeout
06-06 14:32BTCBuy60329→60894+4.24timeout
06-06 04:27BTCBuy61373.1→59855.1-12.82stop_loss
06-06 04:13BTCBuy61615.1→60098.9-12.76stop_loss
06-05 18:52BTCBuy60747→59253.4-12.75stop_loss
06-05 18:51BTCBuy61010.1→59509.3-12.75stop_loss
06-05 15:39BTCBuy61683.1→60163.9-12.76stop_loss
06-05 14:27BTCBuy61832.1→60311.8-12.74stop_loss
06-05 13:56BTCBuy62431.1→60893.5-12.77stop_loss
06-05 13:49BTCBuy62886.1→61337.2-12.77stop_loss
06-05 13:49BTCBuy62894.1→61343.2-12.78stop_loss
06-05 11:36BTCBuy62455.1→62332.9-1.46timeout
06-05 06:22BTCBuy62897.1→61346.2-12.77stop_loss
06-05 06:19BTCBuy63331.2→61774-12.73stop_loss
06-05 06:03BTCBuy63526.2→61945.9-12.85stop_loss
06-05 05:59BTCBuy63785.2→62216.8-12.70stop_loss
06-05 01:45BTCBuy62802.1→63344.8+3.89timeout
06-04 11:10BTCBuy63790.2→62221.8-12.73stop_loss
06-04 10:49BTCBuy63843.2→62272.7-12.72stop_loss
06-04 10:27BTCBuy64160.2→62582.6-12.72stop_loss
06-04 09:29BTCBuy64347.2→62756.5-12.81stop_loss
06-04 01:19BTCBuy64347.2→62764.5-12.75stop_loss
06-04 00:29BTCBuy65012.3→63413.1-12.75stop_loss
06-03 19:55BTCBuy66908.3→65254.1-12.83stop_loss
06-02 22:52BTCBuy67963.4→66288.5-12.78stop_loss

Paper vs Live

Paper (trades.jsonl)
72
closed
50%
win rate
-97.30
total pnl ($)
-26.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7250%-26.7-97.30

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems