deribit_basis_rolling_change_1bar_pos_02pct

not live
31
closed trades
45%
win rate
-139.92
total pnl ($)
0.536
weight
7d window — n=8 wr=12% pnl=-115.58  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 31 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 15:58BTCBuy62439.1→60216.9-21.88stop_loss
06-24 14:08BTCBuy62499.1→61268.9-12.34timeout
06-24 07:40BTCBuy62976.1→62616.9-4.02timeout
06-23 08:27BTCBuy64233.2→61945.9-21.88stop_loss
06-23 08:27BTCBuy64328.2→62027.9-21.95stop_loss
06-23 06:29BTCBuy64094.2→62730.9-13.34timeout
06-23 06:21BTCBuy65062.3→62743.5-21.95stop_loss
06-23 00:21BTCBuy63605.2→63843.8+1.79timeout
06-22 18:17BTCBuy63974.2→64692.8+6.13timeout
06-22 12:09BTCBuy64163.2→64686.8+4.18timeout
06-22 06:02BTCBuy64206.2→64167.8-0.92timeout
06-22 00:01BTCBuy64255.2→63328.8-9.21timeout
06-21 17:42BTCBuy63828.2→64049.8+1.64timeout
06-21 11:30BTCBuy63673.2→64300.8+5.41timeout
06-21 05:13BTCBuy63815.2→64206.8+3.15timeout
06-20 22:28BTCBuy63283.2→64221.8+8.36timeout
06-20 16:25BTCBuy63308.2→64033.8+6.25timeout
06-20 10:18BTCBuy62410.1→63667.8+11.46timeout
06-20 03:42BTCBuy62671.1→63467.8+7.11timeout
06-19 21:31BTCBuy62945.1→63129.8+1.16timeout
06-19 16:10BTCBuy62677.1→63076.8+3.29timeout
06-19 09:56BTCBuy64172.2→62348.9-17.45timeout
06-19 03:24BTCBuy64398.2→62793.9-15.41timeout
06-18 21:09BTCBuy64304.2→63102.8-11.61timeout
06-18 15:13BTCBuy65101.3→63574.8-14.16timeout
06-18 08:52BTCBuy64871.2→64433.8-4.68timeout
06-18 02:40BTCBuy65778.3→64707.8-10.34timeout
05-30 02:12BTCBuy73594.7→73645.3-0.18timeout
05-29 20:00BTCBuy73419.7→73498.3+0.03timeout
05-29 13:12BTCBuy73322.7→73116.3-2.26timeout
05-29 07:00BTCBuy73199.7→73736.3+3.71timeout

Paper vs Live

Paper (trades.jsonl)
31
closed
45%
win rate
-139.92
total pnl ($)
-75.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3145%-75.3-139.92

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems