deribit_basis_roll_expansion_funding_gate_long

not live
26
closed trades
46%
win rate
-84.96
total pnl ($)
0.777
weight
7d window — n=14 wr=43% pnl=-75.78  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 04:39BTCBuy60345→60092-2.81timeout
06-27 22:59BTCBuy60018→60195+1.18timeout
06-27 17:53BTCBuy59964→60583+5.19timeout
06-27 12:52BTCBuy59230→60330+9.69timeout
06-26 21:05BTCBuy59528→59683+0.85timeout
06-26 16:06BTCBuy59563→60391+7.06timeout
06-26 12:40BTCBuy60603→59112.5-14.03stop_loss
06-25 13:55BTCBuy59861→58386.9-13.96stop_loss
06-25 13:48BTCBuy60993→59492.3-13.98stop_loss
06-25 13:46BTCBuy61173.1→59666.2-14.01stop_loss
06-25 13:46BTCBuy61208.1→59703.1-14.01stop_loss
06-24 13:43BTCBuy63005.2→61445.2-14.11stop_loss
06-23 05:15BTCBuy65127.3→63526-14.04stop_loss
06-22 08:26BTCBuy64033.2→64235.8+1.19timeout
06-18 15:36BTCBuy64635.2→63045.3-13.99stop_loss
06-17 08:51BTCBuy66432.3→64796.3-14.05stop_loss
06-17 07:33BTCBuy66362.3→65511.7-7.57timeout
06-17 02:25BTCBuy66002.3→66049.7-0.13timeout
06-16 21:21BTCBuy66510.3→65710.7-7.21timeout
06-16 14:23BTCBuy67087.4→65437-14.11stop_loss
06-16 05:17BTCBuy65698.3→65943.7+1.61timeout
06-15 23:00BTCBuy65370.3→66172.7+6.21timeout
06-15 13:16BTCBuy63914.2→66728.7+23.74take_profit
06-15 12:06BTCBuy64493.2→66190.7+13.99timeout
06-13 15:07BTCBuy64118.2→64181.8+0.01timeout
06-13 09:02BTCBuy63453.2→63788.8+2.32timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
46%
win rate
-84.96
total pnl ($)
-59.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2646%-59.1-84.96

Recent bounces (last 20 of 5)

timesymsidereason
06-28 08:15BTCBuycircuit_breaker
06-28 08:15BTCBuycircuit_breaker
06-28 02:55BTCBuycircuit_breaker
06-27 21:53BTCBuycircuit_breaker
06-27 21:53BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems