deribit_basis_rolling_change_long_v23

not live
49
closed trades
47%
win rate
-94.82
total pnl ($)
0.856
weight
7d window — n=9 wr=22% pnl=-51.35  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 49 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 04:56BTCBuy60104→59784-3.11timeout
06-28 04:05BTCBuy60337→60174-1.81timeout
06-27 02:58BTCBuy58517.9→60277+14.57timeout
06-26 02:16BTCBuy60025→58548.8-12.73stop_loss
06-25 13:59BTCBuy59554→58087-12.69stop_loss
06-24 16:51BTCBuy61130.1→59626.2-12.73stop_loss
06-24 13:57BTCBuy62735.1→61189.3-12.77stop_loss
06-24 08:44BTCBuy62370.1→62765.9+2.67timeout
06-23 08:17BTCBuy63959.2→62386.7-12.76stop_loss
06-22 21:22BTCBuy63674.2→64274.8+4.26timeout
06-21 20:17BTCBuy63940.2→64091.8+0.74timeout
06-20 20:13BTCBuy63045.2→63950.8+6.77timeout
06-19 16:25BTCBuy62633.1→63295.8+4.82timeout
06-18 14:52BTCBuy65188.3→63583-12.74stop_loss
06-17 13:44BTCBuy66101.3→65215.7-7.18timeout
06-16 13:26BTCBuy66939.3→66066.7-7.05timeout
06-15 12:50BTCBuy63756.2→66555.7+21.52take_profit
06-14 18:34BTCBuy64170.2→63714.8-4.09timeout
06-13 18:08BTCBuy63718.2→64046.8+2.10timeout
06-12 16:53BTCBuy62602.1→63906.8+9.93timeout
06-11 16:03BTCBuy62484.1→62720.9+1.29timeout
06-10 15:20BTCBuy61554.1→62096.9+3.91timeout
06-09 14:36BTCBuy62917.1→61369.2-12.76stop_loss
06-09 06:58BTCBuy62968.1→63259.8+1.81timeout
06-08 06:19BTCBuy61798.1→63104.8+10.11timeout
06-07 04:18BTCBuy60162→61598.9+11.49timeout
06-06 04:07BTCBuy61901.1→60378.8-12.75stop_loss
06-05 21:04BTCBuy59349→61954.9+21.50take_profit
06-05 18:52BTCBuy60716→59222.4-12.76stop_loss
06-05 14:04BTCBuy62059.1→60531.7-12.76stop_loss
06-05 06:22BTCBuy62933.1→61344.2-13.07stop_loss
06-05 03:02BTCBuy63391.2→62458.9-7.75timeout
06-04 00:29BTCBuy65084.3→63484.1-12.74stop_loss
06-03 19:32BTCBuy66697.3→65670.7-8.21timeout
06-02 14:10BTCBuy69983.5→68262.4-12.76stop_loss
06-02 06:56BTCBuy71662.6→69900.5-12.85stop_loss
06-01 04:32BTCBuy74137.7→73411.3-5.38timeout
05-31 13:30BTCBuy73752.7→73925.3+0.75timeout
05-31 11:12BTCBuy73604.7→73874.3+1.24timeout
05-30 22:06BTCBuy73355.7→73818.3+2.59timeout
05-30 20:06BTCBuy73551.7→73940.3+2.08timeout
05-30 18:20BTCBuy73905.7→74041.3+0.35timeout
05-30 11:11BTCBuy73604.7→73597.3-0.56timeout
05-30 09:55BTCBuy73706.7→73575.3-1.36timeout
05-29 15:50BTCBuy72915.6→73830.3+5.77timeout
05-29 14:39BTCBuy72919.6→72723.4-1.92timeout
05-29 13:28BTCBuy73115.7→72994.4-1.30timeout
05-29 10:33BTCBuy73384.7→73546.3+0.60timeout
05-29 09:14BTCBuy73276.7→73776.3+2.89timeout

Paper vs Live

Paper (trades.jsonl)
49
closed
47%
win rate
-94.82
total pnl ($)
-38.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4947%-38.1-94.82

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems