deribit_basis_rolling_change_fade_discount

not live
28
closed trades
54%
win rate
-41.34
total pnl ($)
1.213
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 06:57BTCBuy66422.3→65576.7-6.84timeout
06-17 00:15BTCBuy66370.3→65671.7-5.77timeout
06-16 09:16BTCBuy65689.3→66674.7+7.07timeout
06-16 08:13BTCBuy65701.3→66423.7+5.11timeout
06-16 06:10BTCBuy65836.3→66112.7+1.70timeout
06-16 01:03BTCBuy65469.3→66259.7+5.62timeout
06-15 22:17BTCBuy65118.3→66352.7+8.98timeout
06-15 07:11BTCBuy64218.2→65842.7+12.18timeout
06-14 23:05BTCBuy64426.2→65245.7+5.86timeout
06-14 13:18BTCBuy64126.2→64364.8+1.41timeout
06-14 08:18BTCBuy63793.2→64480.8+4.91timeout
06-13 12:10BTCBuy63667.2→63894.8+1.26timeout
06-13 11:08BTCBuy63792.2→63854.8-0.06timeout
06-13 10:08BTCBuy63716.2→63747.8-0.29timeout
06-13 09:08BTCBuy63501.2→63794.8+1.78timeout
06-13 07:55BTCBuy62996.1→63824.8+6.11timeout
06-11 09:45BTCBuy61232.1→62879.9+12.87timeout
06-09 14:21BTCBuy63183.2→61625.1-12.78stop_loss
06-09 13:19BTCBuy63917.2→62344.7-12.73stop_loss
06-06 14:26BTCBuy60414→60797+2.73timeout
06-06 04:27BTCBuy61341.1→59830.1-12.77stop_loss
06-05 15:41BTCBuy61503.1→59988-12.75stop_loss
06-05 13:59BTCBuy62243.1→60710.6-12.76stop_loss
06-05 13:52BTCBuy62597.1→61049.4-12.82stop_loss
06-05 13:49BTCBuy62897.1→61350.2-12.75stop_loss
06-05 01:59BTCBuy62180.1→63336.8+8.86timeout
06-04 10:30BTCBuy63962.2→62387.7-12.73stop_loss
06-04 01:56BTCBuy63645.2→62079.8-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
28
closed
54%
win rate
-41.34
total pnl ($)
-29.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2854%-29.2-41.34

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems