deribit_basis_rolling_change_long_v27

not live
50
closed trades
46%
win rate
-108.25
total pnl ($)
0.762
weight
7d window — n=14 wr=29% pnl=-77.85  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 50 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:02BTCBuy59360→60305+7.47timeout
06-26 02:16BTCBuy59874→58399.9-12.76stop_loss
06-25 13:48BTCBuy60970→59467.3-12.75stop_loss
06-25 13:46BTCBuy61183.1→59666.2-12.84stop_loss
06-24 14:17BTCBuy62577.1→61033.4-12.77stop_loss
06-24 14:17BTCBuy62591.1→61051.4-12.75stop_loss
06-24 11:31BTCBuy62537.1→62403.9-1.54timeout
06-23 08:17BTCBuy64001.2→62415.7-12.85stop_loss
06-23 06:21BTCBuy64347.2→62762.5-12.79stop_loss
06-22 23:25BTCBuy63756.2→64000.8+1.46timeout
06-22 11:22BTCBuy64281.2→64199.8-1.20timeout
06-21 23:19BTCBuy64281.2→63677.8-5.12timeout
06-21 11:18BTCBuy63686.2→64169.8+3.35timeout
06-20 23:13BTCBuy63266.2→64239.8+7.24timeout
06-20 11:12BTCBuy62492.1→63626.8+8.58timeout
06-19 23:07BTCBuy62811.1→63265.8+3.13timeout
06-18 15:51BTCBuy64094.2→62516.6-12.75stop_loss
06-18 15:40BTCBuy64255.2→62674.5-12.73stop_loss
06-18 11:02BTCBuy64720.2→64147.8-4.97timeout
06-17 19:40BTCBuy65800.3→64181.7-12.78stop_loss
06-17 08:45BTCBuy66481.3→64846.3-12.75stop_loss
06-16 22:56BTCBuy66184.3→65737.7-3.92timeout
06-16 10:43BTCBuy65738.3→66567.7+5.82timeout
06-15 13:19BTCBuy64000.2→66810.7+21.52take_profit
06-15 08:57BTCBuy64441.2→65659.7+9.02timeout
06-14 20:48BTCBuy64226.2→64014.8-2.13timeout
06-14 08:45BTCBuy63865.2→64447.8+4.07timeout
06-13 20:35BTCBuy63499.2→64224.8+5.25timeout
06-13 08:32BTCBuy63450.2→63782.8+2.08timeout
06-12 20:47BTCBuy63263.2→63430.8+0.86timeout
06-12 08:34BTCBuy62925.1→63455.8+3.68timeout
06-11 20:19BTCBuy61822.1→63510.8+13.07timeout
06-11 08:16BTCBuy61661.1→62766.9+8.37timeout
06-10 19:03BTCBuy61773.1→61835.9-0.00timeout
06-09 14:17BTCBuy63361.2→61802-12.75stop_loss
06-09 14:16BTCBuy63426.2→61866-12.75stop_loss
06-09 03:56BTCBuy63143.2→62729.9-3.72timeout
06-08 15:53BTCBuy62167.1→63927.8+13.58timeout
06-08 03:45BTCBuy61619.1→63129.8+11.79timeout
06-07 15:41BTCBuy60844→62090.9+9.78timeout
06-07 03:38BTCBuy60660→61571.9+7.03timeout
06-05 18:54BTCBuy60628→59137.5-12.75stop_loss
06-05 06:23BTCBuy62804.1→61254.3-12.78stop_loss
06-05 03:11BTCBuy63830.2→62260.7-12.72stop_loss
06-05 02:06BTCBuy62100.1→63248.8+8.80timeout
06-03 20:55BTCBuy66472.3→64835.3-12.78stop_loss
06-02 14:21BTCBuy69915.5→68192.5-12.79stop_loss
06-02 12:17BTCBuy70966.5→69219.9-12.81stop_loss
05-30 07:46BTCBuy73367.7→73456.3+0.11timeout
05-29 14:10BTCBuy72733.6→72940.4+0.93timeout

Paper vs Live

Paper (trades.jsonl)
50
closed
46%
win rate
-108.25
total pnl ($)
-42.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5046%-42.7-108.25

Recent bounces (last 20 of 2)

timesymsidereason
06-27 11:58BTCBuycircuit_breaker
06-27 11:58BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems