deribit_basis_rolling_change_long_v14

not live
49
closed trades
47%
win rate
-99.81
total pnl ($)
1.251
weight
7d window — n=3 wr=67% pnl=-0.50  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 49 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 10:05BTCBuy59653→60401+5.79timeout
06-26 14:28BTCBuy59357→60187+6.49timeout
06-26 10:58BTCBuy60669→59174.4-12.78stop_loss
06-17 13:25BTCBuy66097.3→64870.8-9.77timeout
06-17 10:04BTCBuy66403.3→64766.4-12.86stop_loss
06-17 07:16BTCBuy66349.3→65665.7-5.63timeout
06-16 22:31BTCBuy66135.3→65733.7-3.58timeout
06-16 14:03BTCBuy66334.3→66130.7-2.07timeout
06-16 12:00BTCBuy66236.3→66456.7+1.13timeout
06-16 09:39BTCBuy65503.3→66572.7+7.71timeout
06-16 06:36BTCBuy65799.3→66392.7+4.13timeout
06-15 21:18BTCBuy64796.2→66488.7+12.55timeout
06-15 13:18BTCBuy63966.2→66774.7+21.52take_profit
06-15 05:38BTCBuy64304.2→65695.7+10.35timeout
06-15 03:17BTCBuy64495.2→65691.7+8.79timeout
06-14 22:09BTCBuy64401.2→65022.7+4.33timeout
06-14 17:24BTCBuy64020.2→63915.8-1.33timeout
06-14 14:01BTCBuy64111.2→64290.8+0.95timeout
06-14 05:20BTCBuy63558.2→64318.8+5.56timeout
06-14 02:58BTCBuy63629.2→64467.8+6.16timeout
06-13 17:20BTCBuy63812.2→64011.8+1.12timeout
06-13 00:08BTCBuy63767.2→63535.8-2.39timeout
06-12 22:06BTCBuy63575.2→63518.8-0.94timeout
06-12 20:07BTCBuy63542.2→63644.8+0.36timeout
06-12 18:03BTCBuy63623.2→63831.8+1.18timeout
06-12 15:22BTCBuy62709.1→64185.8+11.24timeout
06-11 15:07BTCBuy61951.1→62664.9+5.22timeout
06-11 12:56BTCBuy61647.1→62986.9+10.31timeout
06-10 16:20BTCBuy60845→62299.9+11.46timeout
06-10 14:20BTCBuy61724.1→61918.9+1.10timeout
06-09 14:29BTCBuy63086.2→61530.1-12.79stop_loss
06-09 14:16BTCBuy63443.2→61882.9-12.75stop_loss
06-09 14:11BTCBuy63498.2→61930.9-12.79stop_loss
06-09 13:36BTCBuy63728.2→62155.8-12.77stop_loss
06-09 13:19BTCBuy63842.2→62268.7-12.75stop_loss
06-06 19:06BTCBuy59450→60609+9.36timeout
06-06 04:27BTCBuy61301.1→59793.1-12.75stop_loss
06-06 04:21BTCBuy61422.1→59909-12.77stop_loss
06-06 04:11BTCBuy61778.1→60255.8-12.78stop_loss
06-05 18:52BTCBuy60924→59425.3-12.76stop_loss
06-05 14:29BTCBuy61807.1→60280.8-12.79stop_loss
06-05 14:06BTCBuy61969.1→60442.7-12.77stop_loss
06-05 13:59BTCBuy62232.1→60701.6-12.75stop_loss
06-05 13:51BTCBuy62672.1→61130.4-12.75stop_loss
06-05 06:01BTCBuy63688.2→62120.8-12.69stop_loss
06-04 10:30BTCBuy63962.2→62388.7-12.73stop_loss
06-04 09:18BTCBuy64691.2→63100.3-12.75stop_loss
06-04 04:15BTCBuy61909.1→64642.8+21.62take_profit
06-04 00:29BTCBuy65008.3→63409.1-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
49
closed
47%
win rate
-99.81
total pnl ($)
-40.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4947%-40.3-99.81

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems