deribit_basis_rolling_change_long_v2036931

not live
40
closed trades
48%
win rate
-77.89
total pnl ($)
0.915
weight
7d window — n=14 wr=43% pnl=-37.28  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 40 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 06:20BTCBuy64512.2→62925.4-12.77stop_loss
06-23 05:25BTCBuy64221.2→63409.8-6.80timeout
06-22 17:04BTCBuy64141.2→64730.8+4.14timeout
06-22 05:00BTCBuy64255.2→64058.8-2.00timeout
06-21 16:59BTCBuy63978.2→64106.8+0.61timeout
06-21 04:55BTCBuy63543.2→64292.8+5.46timeout
06-20 16:56BTCBuy62909.1→63971.8+7.94timeout
06-20 04:54BTCBuy62479.1→63567.8+8.27timeout
06-19 15:03BTCBuy63594.2→63115.8-4.11timeout
06-18 15:18BTCBuy64714.2→63122.3-12.74stop_loss
06-18 05:05BTCBuy65259.3→63652-12.78stop_loss
06-17 19:41BTCBuy65758.3→64139.7-12.79stop_loss
06-17 08:38BTCBuy66653.3→65014.2-12.73stop_loss
06-16 20:52BTCBuy66486.3→65823.7-5.53timeout
06-16 08:47BTCBuy65773.3→66585.7+5.77timeout
06-15 13:20BTCBuy64029.2→66841.7+21.53take_profit
06-15 08:38BTCBuy64477.2→65701.7+9.03timeout
06-14 20:35BTCBuy64231.2→64047.8-1.92timeout
06-14 08:30BTCBuy63781.2→64458.8+4.84timeout
06-13 20:38BTCBuy63520.2→64232.8+5.15timeout
06-13 08:25BTCBuy63467.2→63732.8+1.54timeout
06-12 20:31BTCBuy63341.2→63500.8+0.79timeout
06-12 08:21BTCBuy62791.1→63532.8+5.35timeout
06-11 20:18BTCBuy61820.1→63497.8+12.99timeout
06-11 08:15BTCBuy61601.1→62781.9+9.01timeout
06-09 14:47BTCBuy62649.1→61106.4-12.77stop_loss
06-09 13:36BTCBuy63740.2→62165.8-12.79stop_loss
06-09 09:40BTCBuy63266.2→62590.9-5.77timeout
06-08 21:39BTCBuy61782.1→63709.8+15.12timeout
06-08 09:42BTCBuy62507.1→63205.8+5.12timeout
06-07 21:38BTCBuy60848→61770.9+7.15timeout
06-07 09:37BTCBuy61218.1→62481.9+9.90timeout
06-06 04:14BTCBuy61544.1→60030-12.76stop_loss
06-05 13:49BTCBuy63005.2→61454.2-12.76stop_loss
06-05 06:23BTCBuy62806.1→61261.3-12.69stop_loss
06-05 06:18BTCBuy63361.2→61799-12.75stop_loss
06-04 00:25BTCBuy65445.3→63834.9-12.75stop_loss
06-03 19:55BTCBuy66866.3→65222.1-12.80stop_loss
06-03 19:54BTCBuy67042.4→65381-12.86stop_loss
06-02 14:23BTCBuy69627.5→67915.6-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
40
closed
48%
win rate
-77.89
total pnl ($)
-38.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4048%-38.7-77.89

Recent bounces (last 20 of 1)

timesymsidereason
06-23 05:52BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems