deribit_basis_rolling_change_long_v4

not live
80
closed trades
38%
win rate
-337.98
total pnl ($)
0.250
weight
7d window — n=20 wr=25% pnl=-167.56  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 80 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 19:47BTCBuy60754→59196.4-13.24stop_loss
06-28 04:46BTCBuy59932→60129+1.18timeout
06-28 00:29BTCBuy59700→60151+3.49timeout
06-27 20:24BTCBuy59598→60241+5.05timeout
06-27 16:12BTCBuy59660→60731+8.59timeout
06-25 13:58BTCBuy59685→58156-13.19stop_loss
06-25 13:51BTCBuy60700→59146.5-13.21stop_loss
06-25 13:48BTCBuy60828→59270.4-13.21stop_loss
06-25 13:42BTCBuy61846.1→60258.8-13.27stop_loss
06-24 17:21BTCBuy60891→59330.4-13.25stop_loss
06-24 15:31BTCBuy62283.1→60689.6-13.18stop_loss
06-24 14:20BTCBuy62421.1→60822.5-13.22stop_loss
06-24 14:19BTCBuy62579.1→60966.5-13.32stop_loss
06-24 14:02BTCBuy62749.1→61143.4-13.23stop_loss
06-23 06:22BTCBuy64167.2→62510.6-13.36stop_loss
06-23 06:21BTCBuy64243.2→62598.6-13.32stop_loss
06-23 06:21BTCBuy64331.2→62677.5-13.32stop_loss
06-23 06:21BTCBuy64346.2→62698.5-13.32stop_loss
06-23 01:56BTCBuy64228.2→64086.8-1.50timeout
06-22 21:54BTCBuy63999.2→64219.8+1.26timeout
06-21 07:57BTCBuy62586.1→64132.8+11.79timeout
06-21 04:06BTCBuy62690.1→64359.8+12.88timeout
06-20 23:13BTCBuy62794.1→64235.8+11.01timeout
06-20 19:04BTCBuy62646.1→63826.8+9.00timeout
06-18 15:53BTCBuy64068.2→62428.6-13.11stop_loss
06-18 15:40BTCBuy64274.2→62627.5-13.23stop_loss
06-18 15:37BTCBuy64625.2→62971.3-13.22stop_loss
06-18 15:17BTCBuy64990.2→63312.2-13.33stop_loss
06-17 22:03BTCBuy65639.3→63957.8-13.23stop_loss
06-17 19:50BTCBuy65663.3→63982.8-13.26stop_loss
06-17 19:29BTCBuy65966.3→64246.6-13.49stop_loss
06-17 11:04BTCBuy66353.3→64655.4-13.37stop_loss
06-17 11:02BTCBuy66398.3→64699.4-13.39stop_loss
06-16 14:32BTCBuy67083.4→65366-13.32stop_loss
06-16 11:57BTCBuy64544.2→66427.7+13.96timeout
06-15 19:34BTCBuy64170.2→66646.7+18.69timeout
06-15 16:10BTCBuy64072.2→67269.6+24.51take_profit
06-15 15:47BTCBuy63907.2→67096.6+24.52take_profit
06-14 19:33BTCBuy63635.2→63784.8+0.61timeout
06-14 15:23BTCBuy64222.2→64044.8-1.86timeout
06-14 11:06BTCBuy63842.2→64427.8+4.13timeout
06-13 17:28BTCBuy62351.1→64030.8+13.00timeout
06-12 16:10BTCBuy62376.1→63684.8+9.95timeout
06-12 11:50BTCBuy61011.1→63790.8+22.18timeout
06-12 07:51BTCBuy61658.1→62989.9+10.27timeout
06-11 16:40BTCBuy60861→62659.9+14.14timeout
06-09 20:18BTCBuy61528.1→62016.9+3.66timeout
06-09 16:09BTCBuy61998.1→61011.9-8.70timeout
06-09 14:47BTCBuy62745.1→61138.4-13.28stop_loss
06-09 14:29BTCBuy63189.2→61566.1-13.31stop_loss
06-07 22:15BTCBuy60783→63815.8+24.52take_profit
06-07 22:14BTCBuy60514→63533.8+24.52take_profit
06-07 18:43BTCBuy59989→62166.9+17.80timeout
06-07 14:32BTCBuy60359→62213.9+14.88timeout
06-06 04:34BTCBuy61028.1→59463.3-13.27stop_loss
06-06 04:09BTCBuy61902.1→60317.8-13.25stop_loss
06-05 15:38BTCBuy61812.1→60224.9-13.27stop_loss
06-05 13:56BTCBuy62495.1→60893.5-13.28stop_loss
06-05 13:56BTCBuy62518.1→60918.5-13.25stop_loss
06-05 06:22BTCBuy63044.2→61427.2-13.21stop_loss
06-05 06:16BTCBuy63543.2→61916.9-13.18stop_loss
06-05 06:01BTCBuy63752.2→62120.8-13.20stop_loss
06-04 00:29BTCBuy65078.3→63413.1-13.24stop_loss
06-04 00:25BTCBuy65550.3→63872.9-13.24stop_loss
06-03 23:02BTCBuy66308.3→64593.5-13.38stop_loss
06-03 20:55BTCBuy66367.3→64652.4-13.43stop_loss
06-03 16:27BTCBuy67223.4→65503-13.26stop_loss
06-03 03:43BTCBuy67595.4→65865.8-13.25stop_loss
06-02 15:30BTCBuy69036.5→67263-13.30stop_loss
06-02 14:21BTCBuy69971.5→68180.5-13.26stop_loss
06-02 14:01BTCBuy70405.5→68598.3-13.30stop_loss
06-01 15:32BTCBuy73896.7→71299.8-18.20stop_loss
06-01 15:32BTCBuy74064.7→71299.8-19.33stop_loss
06-01 15:32BTCBuy73781.7→71299.8-17.52stop_loss
06-01 15:32BTCBuy73940.7→71299.8-18.60stop_loss
05-30 23:47BTCBuy73539.7→73784.3+0.99timeout
05-30 20:18BTCBuy73469.7→73927.3+2.44timeout
05-30 15:39BTCBuy72884.6→73846.3+5.85timeout
05-30 11:02BTCBuy73386.7→73610.3+0.95timeout
05-30 06:50BTCBuy73105.7→73571.3+2.66timeout

Paper vs Live

Paper (trades.jsonl)
80
closed
38%
win rate
-337.98
total pnl ($)
-83.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8038%-83.9-337.98

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems