deribit_basis_rolldown_fear_reversion_long

not live
18
closed trades
67%
win rate
+41.82
total pnl ($)
0.985
weight
7d window — n=8 wr=38% pnl=-27.31  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 18 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-20 07:45BTCBuy62510.1→63711.8+9.95timeout
06-18 15:40BTCBuy64284.2→62702.5-13.86stop_loss
06-18 05:04BTCBuy65291.3→63682-14.06stop_loss
06-17 05:58BTCBuy66057.3→65794.7-2.71timeout
06-16 23:49BTCBuy66246.3→65643.7-5.54timeout
06-16 17:36BTCBuy66761.3→65750.7-8.90timeout
06-16 10:52BTCBuy65722.3→66548.7+6.32timeout
06-16 04:42BTCBuy65633.3→65861.7+1.48timeout
06-15 22:36BTCBuy65363.3→66242.7+6.86timeout
06-15 13:26BTCBuy64120.2→66935.7+23.67take_profit
06-15 09:00BTCBuy64436.2→65665.7+10.02timeout
06-15 02:46BTCBuy64479.2→65536.7+8.49timeout
06-14 20:30BTCBuy64228.2→63903.8-3.30timeout
06-14 14:15BTCBuy64171.2→64274.8+0.39timeout
06-14 08:11BTCBuy63804.2→64412.8+4.72timeout
06-14 01:20BTCBuy63603.2→64640.8+8.51timeout
06-13 19:16BTCBuy63671.2→64146.8+3.61timeout
06-13 12:57BTCBuy63421.2→64199.8+6.17timeout

Paper vs Live

Paper (trades.jsonl)
18
closed
67%
win rate
+41.82
total pnl ($)
+42.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1867%+42.6+41.82

Recent bounces (last 20 of 1)

timesymsidereason
06-22 19:06BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems