deribit_basis_rolling_change_long_v26

not live
25
closed trades
44%
win rate
-89.05
total pnl ($)
1.256
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 07:31BTCBuy66333.3→65514.7-6.64timeout
06-16 15:23BTCBuy66644.3→65729.7-7.41timeout
06-16 09:17BTCBuy65727.3→66658.7+6.60timeout
06-16 08:10BTCBuy65703.3→66369.7+4.63timeout
06-16 05:53BTCBuy65803.3→66090.7+1.81timeout
06-15 22:14BTCBuy65235.3→66350.7+8.05timeout
06-15 07:01BTCBuy64258.2→65691.7+10.69timeout
06-14 13:02BTCBuy64070.2→64325.8+1.54timeout
06-13 11:01BTCBuy63692.2→63839.8+0.61timeout
06-13 09:56BTCBuy63810.2→63739.8-1.08timeout
06-13 08:54BTCBuy63440.2→63780.8+2.15timeout
06-13 07:49BTCBuy63016.2→63805.8+5.68timeout
06-12 17:46BTCBuy63359.2→63805.8+3.06timeout
06-09 14:21BTCBuy63198.2→61643.1-12.76stop_loss
06-09 00:46BTCBuy64056.2→62480.6-12.76stop_loss
06-06 04:20BTCBuy61466.1→59951-12.78stop_loss
06-05 21:04BTCBuy59371→61977.9+21.50take_profit
06-05 18:52BTCBuy60932→59433.3-12.75stop_loss
06-05 18:52BTCBuy60971→59471.3-12.76stop_loss
06-05 15:39BTCBuy61675.1→60155.9-12.75stop_loss
06-05 13:56BTCBuy62442.1→60906.5-12.75stop_loss
06-04 10:30BTCBuy63976.2→62402.7-12.72stop_loss
06-04 09:18BTCBuy64633.2→63043.3-12.75stop_loss
06-04 02:04BTCBuy62943.1→61395.2-12.75stop_loss
06-04 01:22BTCBuy64281.2→62700.5-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
25
closed
44%
win rate
-89.05
total pnl ($)
-70.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2544%-70.8-89.05

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems