deribit_basis_roll_drop_rebound_chop_long

not live
18
closed trades
78%
win rate
+74.05
total pnl ($)
1.087
weight
7d window — n=7 wr=57% pnl=-14.95  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 18 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 05:02BTCBuy65344.3→63736.9-12.76stop_loss
06-17 04:51BTCBuy65842.3→65935.7+0.21timeout
06-16 22:30BTCBuy66143.3→65751.7-3.50timeout
06-16 17:06BTCBuy66885.3→65719.7-9.26timeout
06-16 12:00BTCBuy66219.3→66441.7+1.14timeout
06-16 06:52BTCBuy65845.3→66493.7+4.55timeout
06-16 01:46BTCBuy65662.3→66332.7+4.66timeout
06-15 13:21BTCBuy64042.2→66853.7+21.52take_profit
06-15 13:20BTCBuy64035.2→66846.7+21.52take_profit
06-15 09:01BTCBuy64416.2→65657.7+9.20timeout
06-15 03:15BTCBuy64470.2→65685.7+8.94timeout
06-14 22:12BTCBuy64371.2→65153.7+5.58timeout
06-14 17:01BTCBuy63973.2→63911.8-0.99timeout
06-14 11:26BTCBuy63926.2→64523.8+4.22timeout
06-14 06:22BTCBuy63598.2→64370.8+5.64timeout
06-14 01:21BTCBuy63610.2→64646.8+7.75timeout
06-13 17:56BTCBuy63807.2→63931.8+0.51timeout
06-13 08:00BTCBuy63089.2→63809.8+5.13timeout

Paper vs Live

Paper (trades.jsonl)
18
closed
78%
win rate
+74.05
total pnl ($)
+82.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1878%+82.8+74.05

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems