deribit_basis_rolling_change_long_v31

not live
13
closed trades
46%
win rate
-30.37
total pnl ($)
1.097
weight
7d window — n=2 wr=50% pnl=-2.08  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 13 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 07:00BTCBuy66414.3→65587.7-6.66timeout
06-16 08:09BTCBuy65680.3→66339.7+4.58timeout
06-15 07:00BTCBuy64260.2→65739.7+11.05timeout
06-14 21:51BTCBuy64443.2→65435.7+7.20timeout
06-13 08:53BTCBuy63436.2→63777.8+2.16timeout
06-13 07:47BTCBuy63009.2→63857.8+6.26timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 00:48BTCBuy63995.2→62421.7-12.75stop_loss
06-06 04:27BTCBuy61371.1→59860.1-12.76stop_loss
06-05 18:43BTCBuy61389.1→59879-12.76stop_loss
06-04 10:49BTCBuy63821.2→62251.7-12.72stop_loss
06-04 03:16BTCBuy61355.1→64049.8+21.51take_profit
06-04 02:01BTCBuy63454.2→61893.9-12.74stop_loss

Paper vs Live

Paper (trades.jsonl)
13
closed
46%
win rate
-30.37
total pnl ($)
-46.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1346%-46.5-30.37

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems