deribit_basis_rolling_change_discount_fade_long

not live
15
closed trades
60%
win rate
+3.66
total pnl ($)
1.160
weight
7d window — n=1 wr=100% pnl=+3.07  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 15 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:21BTCBuy59517→59942+3.07timeout
06-17 06:57BTCBuy66412.3→65575.7-6.77timeout
06-16 11:03BTCBuy65903.3→66584.7+4.67timeout
06-15 22:18BTCBuy64995.2→66353.7+9.95timeout
06-15 08:02BTCBuy64394.2→65644.7+9.23timeout
06-14 20:00BTCBuy64262.2→63799.8-4.09timeout
06-14 07:59BTCBuy63809.2→64404.8+4.12timeout
06-13 19:57BTCBuy63584.2→64301.8+5.19timeout
06-13 07:47BTCBuy63012.2→63810.8+5.87timeout
06-12 17:45BTCBuy63324.2→63837.8+3.59timeout
06-09 14:29BTCBuy63178.2→61561.1-13.25stop_loss
06-09 13:19BTCBuy63917.2→62281.7-13.22stop_loss
06-05 20:50BTCBuy59124→61778.9+22.00take_profit
06-05 15:39BTCBuy61675.1→60070.9-13.44stop_loss
06-04 01:55BTCBuy63770.2→62137.8-13.25stop_loss

Paper vs Live

Paper (trades.jsonl)
15
closed
60%
win rate
+3.66
total pnl ($)
+5.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1560%+5.4+3.66

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems