deribit_basis_rolling_accel_long

not live
23
closed trades
52%
win rate
-9.53
total pnl ($)
1.141
weight
7d window — n=7 wr=57% pnl=+2.39  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 16:40BTCBuy64001.2→64018.8-0.27timeout
06-20 16:29BTCBuy63308.2→63964.8+4.66timeout
06-19 17:00BTCBuy62635.1→62931.9+1.92timeout
06-17 19:29BTCBuy65915.3→64264.6-12.97stop_loss
06-17 16:44BTCBuy65822.3→65943.7+0.40timeout
06-16 14:23BTCBuy67207.4→65549.9-12.86stop_loss
06-15 13:25BTCBuy64071.2→66883.7+21.51take_profit
06-14 16:14BTCBuy64042.2→64081.8-0.21timeout
06-13 16:13BTCBuy63873.2→64053.8+0.99timeout
06-12 16:25BTCBuy62597.1→63784.8+9.00timeout
06-11 16:05BTCBuy62433.1→62686.9+1.49timeout
06-10 15:55BTCBuy61183.1→62783.9+12.64timeout
06-09 13:23BTCBuy63829.2→62259.7-12.72stop_loss
06-08 15:27BTCBuy61864.1→63995.8+16.73timeout
06-07 15:12BTCBuy60564→61800.9+9.75timeout
06-06 15:16BTCBuy60492→60514-0.27timeout
06-05 02:30BTCBuy64133.2→62555.6-12.74stop_loss
06-03 23:03BTCBuy66102.3→64475.5-12.75stop_loss
06-02 14:27BTCBuy69452.5→67743.7-12.76stop_loss
06-02 07:03BTCBuy71480.6→69719.6-12.84stop_loss
05-31 09:56BTCBuy73575.7→73850.3+1.27timeout
05-30 09:55BTCBuy73705.7→73577.3-1.34timeout
05-29 09:43BTCBuy73443.7→73790.3+1.84timeout

Paper vs Live

Paper (trades.jsonl)
23
closed
52%
win rate
-9.53
total pnl ($)
-7.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2352%-7.7-9.53

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems