deribit_basis_rolling_change_long_v28

not live
72
closed trades
38%
win rate
-313.34
total pnl ($)
0.515
weight
7d window — n=14 wr=21% pnl=-116.02  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:43BTCBuy60527→59038.5-12.76stop_loss
06-28 22:41BTCBuy60593→59102.5-12.77stop_loss
06-28 19:47BTCBuy60759→59262.4-12.75stop_loss
06-27 18:33BTCBuy59506→60505+7.98timeout
06-27 16:29BTCBuy59705→60687+7.85timeout
06-27 14:27BTCBuy59419→60602+9.49timeout
06-25 13:55BTCBuy59930→58452.8-12.72stop_loss
06-25 13:54BTCBuy60147→58539.8-13.77stop_loss
06-25 13:48BTCBuy61027.1→59525.2-12.72stop_loss
06-24 15:44BTCBuy62035.1→60509.7-12.66stop_loss
06-24 14:19BTCBuy62378.1→60841.5-12.75stop_loss
06-24 14:19BTCBuy62401.1→60846.5-12.89stop_loss
06-23 06:22BTCBuy64080.2→62504.6-12.76stop_loss
06-23 06:08BTCBuy64667.2→63073.3-12.79stop_loss
06-22 23:07BTCBuy64265.2→63962.8-2.81timeout
06-22 21:06BTCBuy63920.2→64405.8+3.31timeout
06-22 17:00BTCBuy63971.2→64703.8+5.27timeout
06-20 21:10BTCBuy63077.2→63902.8+6.11timeout
06-20 19:03BTCBuy62662.1→63819.8+8.81timeout
06-20 16:55BTCBuy62645.1→63971.8+10.03timeout
06-18 15:57BTCBuy63903.2→62325.7-12.63stop_loss
06-18 15:40BTCBuy64214.2→62634.5-12.45stop_loss
06-18 15:17BTCBuy64881.2→63283.2-12.72stop_loss
06-18 04:11BTCBuy65435.3→63821.9-12.80stop_loss
06-17 19:41BTCBuy65761.3→64139.7-12.82stop_loss
06-17 08:44BTCBuy66495.3→64857.3-12.80stop_loss
06-17 07:54BTCBuy66866.3→65220.1-12.69stop_loss
06-16 14:23BTCBuy67098.4→65438-12.90stop_loss
06-15 15:47BTCBuy64227.2→67070.6+21.72take_profit
06-15 15:47BTCBuy64238.2→67070.6+21.63take_profit
06-15 14:42BTCBuy64176.2→66519.7+17.82timeout
06-13 18:46BTCBuy63520.2→64216.8+5.03timeout
06-13 16:47BTCBuy62601.1→64105.8+11.57timeout
06-13 14:34BTCBuy62844.1→64130.8+9.70timeout
06-11 18:27BTCBuy61710.1→63401.8+13.02timeout
06-11 16:23BTCBuy61025.1→62631.9+12.53timeout
06-11 14:27BTCBuy61772.1→62866.9+8.20timeout
06-09 14:47BTCBuy62683.1→61141.4-12.75stop_loss
06-09 14:21BTCBuy63156.2→61603.1-12.75stop_loss
06-09 14:17BTCBuy63398.2→61839-12.75stop_loss
06-09 10:03BTCBuy62393.1→62741.9+2.40timeout
06-09 05:55BTCBuy61711.1→63321.8+12.53timeout
06-07 22:14BTCBuy61072.1→63753.8+21.52take_profit
06-07 08:38BTCBuy60002→62635.9+21.53take_profit
06-07 05:18BTCBuy59426→62036.9+21.55take_profit
06-06 04:15BTCBuy61515.1→60001-12.76stop_loss
06-06 04:10BTCBuy61825.1→60304.8-12.75stop_loss
06-05 18:54BTCBuy60610→59119.5-12.75stop_loss
06-05 18:43BTCBuy61393.1→59883-12.75stop_loss
06-05 15:38BTCBuy61748.1→60223.9-12.78stop_loss
06-05 14:06BTCBuy61975.1→60450.7-12.75stop_loss
06-05 13:57BTCBuy62374.1→60838.5-12.76stop_loss
06-05 06:22BTCBuy62878.1→61332.3-12.66stop_loss
06-05 06:21BTCBuy63109.2→61555.1-12.71stop_loss
06-05 06:01BTCBuy63684.2→62117.8-12.69stop_loss
06-04 10:27BTCBuy64170.2→62585.6-12.77stop_loss
06-04 01:19BTCBuy64334.2→62752.5-12.74stop_loss
06-03 20:55BTCBuy66374.3→64742.4-12.78stop_loss
06-03 20:45BTCBuy66727.3→65086.2-12.79stop_loss
06-03 20:45BTCBuy66751.3→65109.2-12.80stop_loss
06-03 03:43BTCBuy67398.4→65737.8-12.77stop_loss
06-02 15:37BTCBuy68766.4→67075.1-12.75stop_loss
06-02 14:23BTCBuy69666.5→67943.6-12.82stop_loss
06-02 14:10BTCBuy69983.5→68256.4-12.80stop_loss
06-01 22:26BTCBuy74152.7→71239.8-20.35stop_loss
06-01 22:26BTCBuy74143.7→71239.8-20.29stop_loss
06-01 22:26BTCBuy73995.7→71239.8-19.36stop_loss
05-30 20:59BTCBuy73563.7→73924.3+1.77timeout
05-30 18:23BTCBuy73586.7→74023.3+2.29timeout
05-30 15:46BTCBuy73035.7→73869.3+5.03timeout
05-30 13:27BTCBuy73164.7→73748.3+3.38timeout
05-30 10:28BTCBuy73349.7→73606.3+1.19timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
38%
win rate
-313.34
total pnl ($)
-86.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7238%-86.6-313.34

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems