deribit_basis_rolling_change_long_v40

not live
78
closed trades
40%
win rate
-251.18
total pnl ($)
0.669
weight
7d window — n=15 wr=20% pnl=-83.37  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 11:50BTCBuy59734→59257-4.41timeout
06-30 09:44BTCBuy59638→59324-3.06timeout
06-30 07:19BTCBuy59450→59464-0.31timeout
06-28 22:16BTCBuy60433→59551-7.77timeout
06-28 20:09BTCBuy60481→59516-8.40timeout
06-28 18:07BTCBuy60160→59639-4.74timeout
06-27 07:53BTCBuy59259→60468+9.71timeout
06-27 05:42BTCBuy59601→60182+4.44timeout
06-27 03:38BTCBuy59316→60304+7.88timeout
06-25 13:54BTCBuy59960→58467.8-12.81stop_loss
06-25 13:51BTCBuy60696→59203.4-12.68stop_loss
06-25 13:48BTCBuy60910→59412.3-12.69stop_loss
06-24 15:30BTCBuy62257.1→60722.6-12.71stop_loss
06-24 14:19BTCBuy62466.1→60885.5-13.09stop_loss
06-24 14:19BTCBuy62407.1→60871.5-12.73stop_loss
06-22 19:48BTCBuy64194.2→64304.8+0.35timeout
06-22 09:23BTCBuy63918.2→64108.8+0.92timeout
06-22 07:03BTCBuy63826.2→64000.8+0.89timeout
06-20 17:02BTCBuy62559.1→63919.8+10.37timeout
06-20 14:43BTCBuy62916.1→63353.8+2.93timeout
06-20 12:40BTCBuy63004.2→63564.8+3.93timeout
06-18 15:40BTCBuy64298.2→62713.5-12.51stop_loss
06-18 15:18BTCBuy64770.2→63172.2-12.76stop_loss
06-18 15:17BTCBuy64994.2→63391.1-12.75stop_loss
06-17 19:41BTCBuy65779.3→64158.7-12.80stop_loss
06-17 11:02BTCBuy66310.3→64678.4-12.88stop_loss
06-17 08:45BTCBuy66486.3→64851.3-12.77stop_loss
06-16 14:23BTCBuy67194.4→65540.9-12.83stop_loss
06-15 22:54BTCBuy64538.2→66202.7+12.38timeout
06-15 20:40BTCBuy64454.2→66621.7+16.26timeout
06-15 15:47BTCBuy64236.2→67070.6+21.64take_profit
06-14 09:18BTCBuy63610.2→64331.8+5.15timeout
06-14 07:14BTCBuy63687.2→64216.8+3.71timeout
06-14 05:18BTCBuy63833.2→64318.8+3.39timeout
06-12 19:16BTCBuy62613.1→63677.8+8.03timeout
06-12 17:13BTCBuy62590.1→63848.8+9.54timeout
06-12 15:10BTCBuy62080.1→64090.8+15.62timeout
06-11 06:48BTCBuy61647.1→62810.9+8.77timeout
06-11 04:43BTCBuy61163.1→62605.9+11.12timeout
06-11 02:43BTCBuy61348.1→62047.9+5.17timeout
06-09 14:35BTCBuy62939.1→61390.2-12.76stop_loss
06-09 14:18BTCBuy63307.2→61749-12.76stop_loss
06-09 14:11BTCBuy63527.2→61964.9-12.75stop_loss
06-09 08:11BTCBuy61613.1→62776.9+8.88timeout
06-08 21:59BTCBuy62501.1→63726.8+9.30timeout
06-08 15:47BTCBuy61596.1→63852.8+17.79timeout
06-07 19:14BTCBuy61070.1→61617.9+4.12timeout
06-07 08:36BTCBuy59954→62589.9+21.57take_profit
06-07 03:17BTCBuy60520→61488.9+7.47timeout
06-06 04:15BTCBuy61525.1→60003-12.82stop_loss
06-06 04:10BTCBuy61835.1→60314.8-12.75stop_loss
06-05 21:04BTCBuy59266→61867.9+21.50take_profit
06-05 18:44BTCBuy61216.1→59710.1-12.75stop_loss
06-05 15:39BTCBuy61662.1→60144.9-12.74stop_loss
06-05 13:56BTCBuy62507.1→60966.5-12.78stop_loss
06-05 13:55BTCBuy62565.1→61021.4-12.79stop_loss
06-05 06:22BTCBuy62980.1→61431.2-12.67stop_loss
06-05 06:20BTCBuy63259.2→61702-12.69stop_loss
06-04 09:27BTCBuy64405.2→62806.4-12.86stop_loss
06-04 00:39BTCBuy64596.2→63007.3-12.75stop_loss
06-04 00:29BTCBuy65148.3→63546-12.74stop_loss
06-03 20:55BTCBuy66418.3→64781.4-12.81stop_loss
06-03 20:55BTCBuy66437.3→64802.3-12.80stop_loss
06-03 19:55BTCBuy66877.3→65229.1-12.83stop_loss
06-03 03:33BTCBuy67656.4→65992.7-12.75stop_loss
06-02 19:32BTCBuy68691.4→66658.3-15.25stop_loss
06-02 14:23BTCBuy69589.5→67862.7-12.86stop_loss
06-02 14:10BTCBuy69983.5→68262.4-12.76stop_loss
06-02 02:06BTCBuy72006.6→70235.4-12.83stop_loss
06-01 22:34BTCBuy72977.6→71182.8-12.83stop_loss
06-01 22:26BTCBuy73553.7→71242.8-16.36stop_loss
06-01 02:58BTCBuy73894.7→73750.3-1.55timeout
05-31 22:55BTCBuy73620.7→73935.3+1.72timeout
05-30 12:18BTCBuy73781.7→73568.3-1.96timeout
05-30 06:35BTCBuy73636.7→73642.3-0.48timeout
05-30 03:51BTCBuy72933.6→73542.3+3.66timeout
05-30 01:28BTCBuy73115.7→73594.3+2.76timeout
05-29 23:13BTCBuy73386.7→73365.3-0.76timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
40%
win rate
-251.18
total pnl ($)
-63.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7840%-63.9-251.18

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems