deribit_basis_rolling_change_long_v17

not live
75
closed trades
41%
win rate
-175.72
total pnl ($)
0.831
weight
7d window — n=16 wr=31% pnl=-69.52  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 02:58BTCBuy58487.9→60142+9.58timeout
06-27 19:29BTCBuy59303→60291+5.58timeout
06-27 17:28BTCBuy59500→60522+5.69timeout
06-27 15:24BTCBuy59337→60720+7.86timeout
06-26 02:21BTCBuy59908→58370.9-9.29stop_loss
06-25 13:59BTCBuy59546→57998.1-9.36stop_loss
06-25 13:53BTCBuy60465→58917.6-9.22stop_loss
06-25 13:48BTCBuy60822→59265.4-9.24stop_loss
06-25 13:48BTCBuy60973→59412.3-9.24stop_loss
06-24 14:19BTCBuy62558.1→60949.5-9.30stop_loss
06-24 13:48BTCBuy62844.1→61232.3-9.29stop_loss
06-24 13:43BTCBuy63055.2→61441.2-9.27stop_loss
06-23 08:27BTCBuy63680.2→62050.9-9.21stop_loss
06-23 08:17BTCBuy64027.2→62386.7-9.33stop_loss
06-23 05:22BTCBuy65095.3→63425.1-9.31stop_loss
06-22 17:54BTCBuy63817.2→64582.8+3.83timeout
06-22 08:17BTCBuy63529.2→64230.8+3.45timeout
06-21 12:57BTCBuy62739.1→64165.8+7.73timeout
06-21 01:46BTCBuy62903.1→64265.8+7.19timeout
06-17 22:03BTCBuy65611.3→63929.8-9.28stop_loss
06-17 11:02BTCBuy66403.3→64703.4-9.34stop_loss
06-17 10:55BTCBuy66464.3→64763.4-9.38stop_loss
06-17 08:45BTCBuy66551.3→64848.3-9.30stop_loss
06-17 08:35BTCBuy66789.3→65079.2-9.29stop_loss
06-16 11:22BTCBuy64507.2→66508.7+10.46timeout
06-15 15:47BTCBuy64257.2→67160.6+15.52take_profit
06-15 15:07BTCBuy64190.2→66609.7+12.90timeout
06-15 13:19BTCBuy63939.2→66811.7+15.44take_profit
06-14 10:15BTCBuy63697.2→64494.8+4.02timeout
06-13 20:45BTCBuy63252.2→64221.8+5.03timeout
06-13 16:38BTCBuy62729.1→63997.8+6.78timeout
06-13 14:33BTCBuy62915.1→64140.8+6.44timeout
06-12 08:34BTCBuy61420.1→63465.8+11.22timeout
06-11 18:59BTCBuy61771.1→63426.8+8.88timeout
06-11 16:12BTCBuy61080.1→62729.9+8.95timeout
06-11 14:13BTCBuy62074.1→62778.9+3.51timeout
06-09 21:51BTCBuy61655.1→62016.9+1.92timeout
06-09 14:29BTCBuy63103.2→61488.2-9.28stop_loss
06-09 14:21BTCBuy63237.2→61619.1-9.28stop_loss
06-09 13:51BTCBuy61781.1→62316.9+2.74timeout
06-07 22:14BTCBuy60978→63715.8+15.41take_profit
06-07 22:14BTCBuy60293→63000.8+15.41take_profit
06-07 19:46BTCBuy62716.1→61111.4-9.26stop_loss
06-07 08:48BTCBuy60194→62913.9+15.52take_profit
06-07 08:46BTCBuy59968→62660.9+15.42take_profit
06-06 04:33BTCBuy61164.1→59595.2-9.29stop_loss
06-06 04:31BTCBuy61284.1→59714.1-9.28stop_loss
06-06 04:11BTCBuy61851.1→60267.8-9.28stop_loss
06-05 18:54BTCBuy60679→59126.5-9.28stop_loss
06-05 18:52BTCBuy60924→59364.3-9.28stop_loss
06-05 13:57BTCBuy62465.1→60866.5-9.28stop_loss
06-05 13:56BTCBuy62601.1→60991.4-9.32stop_loss
06-05 13:52BTCBuy62653.1→61049.4-9.28stop_loss
06-05 13:51BTCBuy62761.1→61155.3-9.27stop_loss
06-05 06:21BTCBuy63176.2→61559.1-9.22stop_loss
06-05 06:16BTCBuy63517.2→61890.9-9.23stop_loss
06-05 03:11BTCBuy63906.2→62269.7-9.26stop_loss
06-04 09:30BTCBuy64354.2→62707.5-9.27stop_loss
06-04 01:16BTCBuy64492.2→62841.4-9.27stop_loss
06-03 23:03BTCBuy66218.3→64480.5-9.50stop_loss
06-03 20:55BTCBuy66364.3→64655.4-9.36stop_loss
06-03 20:55BTCBuy66388.3→64655.4-9.50stop_loss
06-03 20:45BTCBuy66827.3→65117.2-9.31stop_loss
06-03 03:49BTCBuy67331.4→65607.9-9.28stop_loss
06-02 19:41BTCBuy68416.4→66647.3-9.36stop_loss
06-02 14:26BTCBuy69585.5→67803.7-9.28stop_loss
06-02 12:40BTCBuy70850.5→69034-9.33stop_loss
06-02 07:03BTCBuy71519.6→69688.7-9.35stop_loss
06-02 02:05BTCBuy72313.6→70462.2-9.34stop_loss
06-01 22:26BTCBuy73565.7→71239.8-11.52stop_loss
05-31 07:52BTCBuy73398.7→73834.3+1.55timeout
05-30 20:59BTCBuy73562.7→73924.3+1.25timeout
05-30 15:46BTCBuy73040.7→73863.3+3.44timeout
05-30 13:27BTCBuy73164.7→73749.3+2.36timeout
05-30 11:13BTCBuy73395.7→73597.3+0.57timeout

Paper vs Live

Paper (trades.jsonl)
75
closed
41%
win rate
-175.72
total pnl ($)
-66.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7541%-66.3-175.72

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems