deribit_basis_rolling_change_long_v19

not live
24
closed trades
54%
win rate
-43.83
total pnl ($)
1.176
weight
7d window — n=6 wr=67% pnl=-0.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 06:59BTCBuy66411.3→65591.7-6.65timeout
06-16 15:21BTCBuy66668.3→65748.7-7.43timeout
06-16 11:37BTCBuy66187.3→66337.7+0.61timeout
06-16 08:08BTCBuy65678.3→66334.7+4.59timeout
06-16 05:53BTCBuy65803.3→66090.7+1.79timeout
06-15 21:54BTCBuy65404.3→66378.7+6.95timeout
06-15 07:02BTCBuy64261.2→65664.7+10.46timeout
06-14 21:51BTCBuy64443.2→65434.7+7.20timeout
06-14 13:02BTCBuy64117.2→64355.8+1.41timeout
06-13 18:18BTCBuy63701.2→64067.8+2.40timeout
06-13 13:57BTCBuy63113.2→64068.8+7.07timeout
06-13 11:50BTCBuy63797.2→63874.8+0.07timeout
06-13 09:49BTCBuy63822.2→63757.8-1.04timeout
06-13 07:50BTCBuy62994.1→63792.8+5.87timeout
06-12 17:42BTCBuy63293.2→63787.8+3.44timeout
06-09 14:21BTCBuy63183.2→61624.1-12.79stop_loss
06-09 00:49BTCBuy63946.2→62372.7-12.76stop_loss
06-06 04:27BTCBuy61385.1→59873.1-12.77stop_loss
06-05 21:15BTCBuy59382→61988.9+21.50take_profit
06-05 18:51BTCBuy60982→59482.3-12.76stop_loss
06-05 14:26BTCBuy61868.1→60346.8-12.74stop_loss
06-05 13:56BTCBuy62516.1→60976.4-12.77stop_loss
06-04 09:23BTCBuy64580.2→62991.3-12.75stop_loss
06-04 01:22BTCBuy64294.2→62713.5-12.74stop_loss

Paper vs Live

Paper (trades.jsonl)
24
closed
54%
win rate
-43.83
total pnl ($)
-36.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2454%-36.1-43.83

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems