deribit_basis_rolling_change_contraction_long

not live
38
closed trades
29%
win rate
-254.95
total pnl ($)
0.606
weight
7d window — n=9 wr=0% pnl=-93.31  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 38 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 13:34BTCBuy59627→58161-12.72stop_loss
06-30 12:50BTCBuy60086→58608.7-12.71stop_loss
06-30 12:06BTCBuy60427→58940.6-12.74stop_loss
06-30 06:11BTCBuy59922→59523-3.70timeout
06-28 22:53BTCBuy60458→58969.6-12.79stop_loss
06-28 20:33BTCBuy59626→59649-0.21timeout
06-26 13:19BTCBuy60182→58699.7-12.77stop_loss
06-24 14:17BTCBuy62582.1→61019.4-12.92stop_loss
06-24 13:57BTCBuy62741.1→61198.3-12.74stop_loss
06-23 08:17BTCBuy64018.2→62438.6-12.80stop_loss
06-23 06:21BTCBuy64118.2→62533.6-12.87stop_loss
06-23 06:18BTCBuy64644.2→63044.3-12.87stop_loss
06-22 22:44BTCBuy65411.3→63801.9-12.75stop_loss
06-22 11:17BTCBuy63649.2→64250.8+4.02timeout
06-21 23:13BTCBuy63266.2→63714.8+3.14timeout
06-21 11:11BTCBuy62471.1→64435.8+15.28timeout
06-20 23:23BTCBuy62817.1→64238.8+10.85timeout
06-18 15:57BTCBuy63934.2→62353.7-12.75stop_loss
06-18 15:40BTCBuy64288.2→62707.5-12.48stop_loss
06-18 15:17BTCBuy64950.2→63352.1-12.71stop_loss
06-17 19:44BTCBuy65700.3→64080.7-12.80stop_loss
06-17 08:31BTCBuy66745.3→65104.2-12.73stop_loss
06-14 22:17BTCBuy63496.2→65111.7+12.18timeout
06-13 21:36BTCBuy63457.2→64267.8+5.89timeout
06-09 15:55BTCBuy62626.1→61086.4-12.75stop_loss
06-07 22:15BTCBuy61138.1→63821.8+21.51take_profit
06-06 04:32BTCBuy61185.1→59680.2-12.75stop_loss
06-05 06:03BTCBuy63638.2→62068.8-12.70stop_loss
06-03 19:54BTCBuy66972.3→65324.1-12.81stop_loss
06-02 14:09BTCBuy70109.5→68385.4-12.76stop_loss
06-02 09:12BTCBuy71244.6→69489.8-12.83stop_loss
06-01 22:25BTCBuy73099.7→71211.8-13.46stop_loss
06-01 22:25BTCBuy73831.7→71211.8-18.40stop_loss
06-01 22:25BTCBuy73780.7→71211.8-18.15stop_loss
06-01 01:00BTCBuy73479.7→73879.3+2.28timeout
05-31 07:36BTCBuy73467.7→73829.3+1.71timeout
05-30 20:22BTCBuy73583.7→73927.3+1.66timeout
05-30 07:19BTCBuy73260.7→73513.3+1.20timeout

Paper vs Live

Paper (trades.jsonl)
38
closed
29%
win rate
-254.95
total pnl ($)
-133.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3829%-133.6-254.95

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems