deribit_basis_rolling_change_gate_long

not live
58
closed trades
45%
win rate
-118.09
total pnl ($)
1.054
weight
7d window — n=5 wr=40% pnl=-26.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 58 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 02:08BTCBuy59652→59951+1.65timeout
06-26 20:29BTCBuy59305→59742+2.52timeout
06-26 13:19BTCBuy60116→58634.7-10.22stop_loss
06-26 13:18BTCBuy60233→58749.7-10.22stop_loss
06-26 10:58BTCBuy60682→59187.4-10.22stop_loss
06-17 11:02BTCBuy66331.3→64700.4-10.26stop_loss
06-17 08:44BTCBuy66506.3→64870.3-10.27stop_loss
06-17 06:45BTCBuy66390.3→65612.7-5.02timeout
06-16 23:15BTCBuy66853.3→65727.7-7.16timeout
06-16 14:23BTCBuy67189.4→65535.9-10.26stop_loss
06-16 05:31BTCBuy65704.3→66013.7+1.59timeout
06-16 03:20BTCBuy64808.2→65662.7+4.96timeout
06-15 18:24BTCBuy64480.2→66853.7+14.28timeout
06-15 16:23BTCBuy64599.2→67116.6+15.15timeout
06-15 15:48BTCBuy64552.2→67156.6+15.72timeout
06-14 22:41BTCBuy64033.2→65344.7+7.79timeout
06-14 20:10BTCBuy64148.2→63795.8-2.59timeout
06-14 10:07BTCBuy63507.2→64514.8+5.96timeout
06-14 09:34BTCBuy63475.2→64422.8+5.57timeout
06-14 09:02BTCBuy63656.2→64393.8+4.21timeout
06-13 14:51BTCBuy63394.2→64188.8+4.61timeout
06-13 13:18BTCBuy62994.1→64138.8+6.84timeout
06-13 01:55BTCBuy63625.2→63781.8+0.63timeout
06-13 01:22BTCBuy63645.2→63622.8-0.53timeout
06-12 21:45BTCBuy62576.1→63498.8+5.49timeout
06-11 20:36BTCBuy61903.1→63305.8+8.56timeout
06-11 20:04BTCBuy62188.1→63587.8+8.51timeout
06-11 19:29BTCBuy61516.1→63597.8+13.05timeout
06-11 18:54BTCBuy61648.1→63500.8+11.53timeout
06-11 14:49BTCBuy61186.1→62882.9+10.64timeout
06-09 14:11BTCBuy63562.2→61998.9-10.20stop_loss
06-09 14:10BTCBuy63594.2→62028.9-10.20stop_loss
06-09 14:10BTCBuy63599.2→62034.9-10.20stop_loss
06-09 13:25BTCBuy63792.2→62223.8-10.18stop_loss
06-09 05:43BTCBuy63220.2→63347.8+0.42timeout
06-07 02:14BTCBuy60772→61420.9+3.84timeout
06-07 01:42BTCBuy59662→61429.9+11.41timeout
06-07 01:11BTCBuy59444→61279.9+11.93timeout
06-06 22:01BTCBuy60169→60742+3.52timeout
06-06 04:30BTCBuy61263.1→59753.1-10.22stop_loss
06-05 18:52BTCBuy60744→59250.4-10.20stop_loss
06-05 18:52BTCBuy60797→59301.4-10.20stop_loss
06-05 18:52BTCBuy60903→59405.3-10.20stop_loss
06-05 18:43BTCBuy61292.1→59785.1-10.20stop_loss
06-05 15:38BTCBuy61758.1→60238.9-10.19stop_loss
06-05 14:26BTCBuy61842.1→60318.8-10.21stop_loss
06-05 13:52BTCBuy62608.1→61068.4-10.20stop_loss
06-05 13:49BTCBuy62795.1→61250.3-10.20stop_loss
06-05 13:49BTCBuy62960.1→61411.2-10.20stop_loss
06-05 08:11BTCBuy62251.1→62717.9+2.62timeout
06-05 06:19BTCBuy63289.2→61733-10.13stop_loss
06-05 06:00BTCBuy63755.2→62186.8-10.17stop_loss
06-05 03:06BTCBuy63912.2→62340.7-10.17stop_loss
06-04 10:28BTCBuy64111.2→62524.6-10.24stop_loss
06-04 09:27BTCBuy64394.2→62803.4-10.24stop_loss
06-04 09:27BTCBuy64375.2→62792.4-10.19stop_loss
06-04 02:03BTCBuy63004.2→61454.2-10.20stop_loss
06-04 00:38BTCBuy64728.2→63136.3-10.20stop_loss

Paper vs Live

Paper (trades.jsonl)
58
closed
45%
win rate
-118.09
total pnl ($)
-50.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5845%-50.3-118.09

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems