deribit_basis_rolling_change_long_v32

not live
23
closed trades
48%
win rate
-31.53
total pnl ($)
0.924
weight
7d window — n=6 wr=33% pnl=-29.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 21:14BTCBuy63969.2→63555.8-3.71timeout
06-20 20:06BTCBuy63024.2→63926.8+6.71timeout
06-19 19:48BTCBuy62926.1→63013.8+0.20timeout
06-18 15:40BTCBuy64225.2→62645.5-12.51stop_loss
06-17 19:40BTCBuy65803.3→64184.7-12.74stop_loss
06-16 19:50BTCBuy66568.3→65622.7-7.64timeout
06-15 13:00BTCBuy63787.2→66594.7+21.57take_profit
06-14 19:03BTCBuy64172.2→63781.8-3.55timeout
06-13 18:59BTCBuy63678.2→64128.8+3.09timeout
06-12 18:49BTCBuy63500.2→63798.8+1.88timeout
06-11 18:42BTCBuy61787.1→63472.8+13.06timeout
06-10 18:39BTCBuy61743.1→61767.9-0.29timeout
06-09 14:16BTCBuy63448.2→61886.9-12.75stop_loss
06-08 18:32BTCBuy62259.1→63531.8+9.69timeout
06-07 18:34BTCBuy60559→62233.9+13.42timeout
06-06 18:26BTCBuy60287→60559+1.85timeout
06-05 06:01BTCBuy63705.2→62136.8-12.72stop_loss
06-04 00:26BTCBuy65334.3→63727.9-12.74stop_loss
06-02 15:30BTCBuy68873.4→67163-12.87stop_loss
06-02 09:12BTCBuy71191.6→69440.8-12.82stop_loss
05-31 13:16BTCBuy73714.7→73933.3+0.93timeout
05-30 11:35BTCBuy73552.7→73555.3-0.49timeout
05-29 11:13BTCBuy73397.7→73601.3+0.90timeout

Paper vs Live

Paper (trades.jsonl)
23
closed
48%
win rate
-31.53
total pnl ($)
-27.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2348%-27.1-31.53

Recent bounces (last 20 of 1)

timesymsidereason
06-21 22:07BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems