deribit_basis_rolling_change_long_v3

not live
77
closed trades
45%
win rate
-238.70
total pnl ($)
0.748
weight
7d window — n=17 wr=47% pnl=-83.64  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 77 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 17:25BTCBuy60549→59616-8.12timeout
06-28 16:20BTCBuy60712→59800-7.95timeout
06-27 16:34BTCBuy60263→60668+2.94timeout
06-27 15:35BTCBuy60148→60756+4.61timeout
06-26 15:54BTCBuy59371→60215+6.56timeout
06-26 14:53BTCBuy59535→59618+0.20timeout
06-25 13:59BTCBuy59519→58055.1-12.67stop_loss
06-25 13:58BTCBuy59638→58168-12.70stop_loss
06-24 17:20BTCBuy60997→59497.3-12.73stop_loss
06-24 14:17BTCBuy62552.1→61012.4-12.75stop_loss
06-24 13:57BTCBuy62744.1→61199.3-12.76stop_loss
06-24 10:05BTCBuy62520.1→62594.9+0.08timeout
06-24 09:02BTCBuy62396.1→62674.9+1.73timeout
06-23 08:20BTCBuy63890.2→62314.7-12.78stop_loss
06-23 08:17BTCBuy63970.2→62369.7-12.98stop_loss
06-22 19:15BTCBuy64186.2→64372.8+0.95timeout
06-22 18:08BTCBuy63991.2→64660.8+4.73timeout
06-21 19:08BTCBuy63825.2→64136.8+2.03timeout
06-21 18:04BTCBuy63886.2→63946.8+0.11timeout
06-20 18:16BTCBuy63134.2→63811.8+4.91timeout
06-20 17:14BTCBuy62952.1→63906.8+7.10timeout
06-19 17:02BTCBuy62583.1→62921.9+2.27timeout
06-19 16:16BTCBuy62556.1→63348.8+5.89timeout
06-18 15:40BTCBuy64202.2→62623.5-12.71stop_loss
06-18 15:39BTCBuy64385.2→62799.4-12.74stop_loss
06-17 22:03BTCBuy65484.3→63853.9-12.89stop_loss
06-17 19:29BTCBuy65951.3→64327.6-12.76stop_loss
06-17 15:57BTCBuy65934.3→65735.7-1.89timeout
06-17 14:55BTCBuy65639.3→65191.7-3.86timeout
06-16 14:48BTCBuy66631.3→65684.7-7.64timeout
06-16 13:49BTCBuy66554.3→66158.7-3.51timeout
06-15 13:06BTCBuy63800.2→66602.7+21.53take_profit
06-15 13:00BTCBuy63798.2→66599.7+21.52take_profit
06-14 19:15BTCBuy64160.2→63766.8-3.59timeout
06-14 18:13BTCBuy64052.2→63706.8-3.24timeout
06-13 18:40BTCBuy63836.2→64247.8+2.77timeout
06-13 17:34BTCBuy63800.2→64075.8+1.70timeout
06-12 17:00BTCBuy62532.1→63932.8+10.73timeout
06-12 15:56BTCBuy62619.1→63656.8+7.81timeout
06-11 16:04BTCBuy62461.1→62642.9+0.85timeout
06-11 15:01BTCBuy62278.1→62621.9+2.21timeout
06-10 15:50BTCBuy61244.1→62253.9+7.74timeout
06-10 14:48BTCBuy61177.1→61962.9+5.94timeout
06-09 14:29BTCBuy63129.2→61576.1-12.75stop_loss
06-09 14:21BTCBuy63180.2→61623.1-12.78stop_loss
06-09 06:53BTCBuy62956.1→63224.8+1.63timeout
06-08 22:30BTCBuy63001.1→63335.8+2.17timeout
06-08 06:05BTCBuy61643.1→62838.9+9.24timeout
06-07 22:14BTCBuy60691→63355.8+21.52take_profit
06-07 04:35BTCBuy59595→61643.9+16.75timeout
06-06 20:23BTCBuy60880→60587-2.79timeout
06-06 04:12BTCBuy61653.1→60136.9-12.75stop_loss
06-05 21:04BTCBuy59340→61944.9+21.50take_profit
06-05 18:54BTCBuy60613→59122.5-12.76stop_loss
06-05 18:52BTCBuy60805→59309.4-12.76stop_loss
06-05 14:06BTCBuy61976.1→60437.7-12.86stop_loss
06-05 13:49BTCBuy63002.1→61450.2-12.77stop_loss
06-05 06:23BTCBuy62747.1→61204.3-12.74stop_loss
06-05 06:01BTCBuy63720.2→62152.8-12.71stop_loss
06-05 02:08BTCBuy62349.1→63192.8+6.32timeout
06-04 10:48BTCBuy63919.2→62347.7-12.70stop_loss
06-04 00:26BTCBuy65304.3→63697.9-12.75stop_loss
06-03 23:54BTCBuy65712.3→64095.7-12.75stop_loss
06-03 20:55BTCBuy66308.3→64652.4-12.98stop_loss
06-03 16:23BTCBuy67342.4→65677.9-12.84stop_loss
06-03 03:44BTCBuy67358.4→65700.8-12.76stop_loss
06-02 22:59BTCBuy67884.4→66214.6-12.75stop_loss
06-02 14:09BTCBuy70169.5→68444.3-12.77stop_loss
06-02 12:17BTCBuy70965.5→69215.9-12.83stop_loss
06-01 15:32BTCBuy73619.7→71299.8-16.33stop_loss
06-01 15:32BTCBuy73539.7→71299.8-15.82stop_loss
05-31 15:05BTCBuy73864.7→73610.3-2.18timeout
05-31 13:21BTCBuy73799.7→73973.3+0.62timeout
05-30 12:12BTCBuy73347.7→73564.3+0.96timeout
05-30 11:05BTCBuy73603.7→73610.3-0.47timeout
05-29 11:04BTCBuy73400.7→73596.3+0.84timeout
05-29 10:02BTCBuy73501.7→73681.3+0.69timeout

Paper vs Live

Paper (trades.jsonl)
77
closed
45%
win rate
-238.70
total pnl ($)
-61.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7745%-61.7-238.70

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems