deribit_basis_rollchange_fear_dom_gate_long_v01839

not live
82
closed trades
51%
win rate
-154.55
total pnl ($)
0.795
weight
7d window — n=20 wr=45% pnl=-72.72  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 82 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 12:56BTCBuy60124→60255+0.62timeout
06-28 06:35BTCBuy60531→59938-5.34timeout
06-27 15:50BTCBuy60313→60763+3.28timeout
06-27 09:50BTCBuy59924→60364+3.21timeout
06-27 01:38BTCBuy59156→59916+5.97timeout
06-26 13:25BTCBuy59379→58853.1-4.90timeout
06-26 13:18BTCBuy60629→58774.7-15.75stop_loss
06-26 07:19BTCBuy59204→60553+10.94timeout
06-25 13:48BTCBuy61216.1→59343.3-15.75stop_loss
06-25 13:45BTCBuy61825.1→59931-15.75stop_loss
06-25 13:11BTCBuy60729→61226.9+3.66timeout
06-25 07:09BTCBuy59678→61692.9+16.45timeout
06-24 16:46BTCBuy61984.1→60087.9-15.72stop_loss
06-24 15:08BTCBuy62740.1→60819.5-15.74stop_loss
06-24 13:08BTCBuy62880.1→62129.9-6.42timeout
06-24 06:45BTCBuy62123.1→62737.9+4.47timeout
06-24 00:33BTCBuy62365.1→62776.9+2.87timeout
06-23 18:42BTCBuy62939.1→62174.9-6.53timeout
06-23 08:27BTCBuy64022.2→62053.9-15.80stop_loss
06-23 04:34BTCBuy64652.2→63871.8-6.49timeout
06-19 19:59BTCBuy62601.1→62990.9+2.65timeout
06-18 06:34BTCBuy65356.3→64018.8-10.68timeout
06-16 15:42BTCBuy66070.3→65850.7-2.16timeout
06-16 09:28BTCBuy66413.3→66575.7+0.76timeout
06-16 03:15BTCBuy66598.3→65758.7-6.73timeout
06-15 21:17BTCBuy65755.3→66480.7+5.04timeout
06-15 15:02BTCBuy65443.3→66638.7+8.69timeout
06-15 08:55BTCBuy64024.2→65687.7+12.55timeout
06-15 02:47BTCBuy63912.2→65527.7+12.17timeout
06-14 20:44BTCBuy64455.2→64023.8-3.81timeout
06-14 14:40BTCBuy64511.2→63964.8-4.69timeout
06-14 08:32BTCBuy64227.2→64431.8+1.13timeout
06-14 02:33BTCBuy64143.2→64522.8+2.52timeout
06-13 20:28BTCBuy63792.2→64224.8+2.94timeout
06-13 14:40BTCBuy63672.2→64186.8+3.57timeout
06-13 08:33BTCBuy63513.2→63780.8+1.61timeout
06-13 02:20BTCBuy63376.2→63757.8+2.56timeout
06-12 20:13BTCBuy63295.2→63551.8+1.57timeout
06-12 14:18BTCBuy63577.2→63372.8-2.09timeout
06-12 05:22BTCBuy62362.1→63472.8+8.42timeout
06-11 22:23BTCBuy62817.1→63547.8+5.30timeout
06-11 16:23BTCBuy62589.1→62631.9-0.16timeout
06-11 10:15BTCBuy61147.1→62885.9+13.70timeout
06-11 03:59BTCBuy62609.1→62660.9-0.11timeout
06-10 20:18BTCBuy61677.1→61769.9+0.27timeout
06-10 06:25BTCBuy61748.1→62016.9+1.78timeout
06-09 16:40BTCBuy62648.1→60731.6-15.76stop_loss
06-09 14:36BTCBuy63305.2→61366.2-15.77stop_loss
06-09 11:57BTCBuy63066.2→62594.9-4.16timeout
06-09 05:51BTCBuy63456.2→63381.8-1.06timeout
06-08 23:47BTCBuy63495.2→63004.8-4.32timeout
06-08 17:45BTCBuy62449.1→63350.8+6.72timeout
06-08 11:35BTCBuy63191.2→63580.8+2.62timeout
06-08 05:35BTCBuy62266.1→62589.9+2.15timeout
06-07 23:32BTCBuy62518.1→63296.8+5.78timeout
06-07 17:31BTCBuy61677.1→62243.9+4.15timeout
06-07 11:28BTCBuy60678→62514.9+14.70timeout
06-07 05:30BTCBuy60666→61737.9+8.40timeout
06-06 23:12BTCBuy60662→60706-0.05timeout
06-06 17:07BTCBuy59771→60656+6.96timeout
06-06 04:33BTCBuy61502.1→59621.2-15.74stop_loss
06-06 03:32BTCBuy60700→60575-1.49timeout
06-05 13:56BTCBuy62900.1→60971.4-15.78stop_loss
06-05 13:51BTCBuy63031.2→61095.4-15.81stop_loss
06-05 06:21BTCBuy63490.2→61548.1-15.72stop_loss
06-05 03:55BTCBuy63681.2→62783.9-7.47timeout
06-04 21:53BTCBuy62916.1→63366.8+3.15timeout
06-04 10:29BTCBuy64407.2→62436.6-15.72stop_loss
06-04 00:39BTCBuy64997.2→63009.3-15.74stop_loss
06-03 20:55BTCBuy66858.3→64810.3-15.78stop_loss
06-03 16:38BTCBuy66353.3→65825.7-4.46timeout
06-03 13:43BTCBuy66547.3→66779.7+1.28timeout
06-03 05:51BTCBuy67400.4→67195.6-1.99timeout
06-02 15:26BTCBuy69497.5→67361.9-15.82stop_loss
06-02 13:15BTCBuy70989.5→68803.1-15.85stop_loss
05-31 11:50BTCBuy73816.7→73904.3+0.07timeout
05-31 09:14BTCBuy73934.7→73881.3-0.89timeout
05-30 21:48BTCBuy73540.7→73922.3+2.09timeout
05-30 13:58BTCBuy73621.7→73803.3+0.74timeout
05-30 03:21BTCBuy73539.7→73723.3+0.78timeout
05-29 05:21BTCBuy73453.7→73387.3-0.96timeout
05-28 20:39BTCBuy73258.7→73650.3+2.15timeout

Paper vs Live

Paper (trades.jsonl)
82
closed
51%
win rate
-154.55
total pnl ($)
-37.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8251%-37.5-154.55

Recent bounces (last 20 of 2)

timesymsidereason
06-29 13:37BTCBuycircuit_breaker
06-29 07:06BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems