deribit_basis_rolling_change_long_v43

not live
67
closed trades
49%
win rate
-108.28
total pnl ($)
1.188
weight
7d window — n=4 wr=50% pnl=-6.55  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 15:18BTCBuy59125→59887+5.94timeout
06-26 14:00BTCBuy58485.9→60059+12.95timeout
06-26 12:40BTCBuy60585→59095.5-12.75stop_loss
06-25 13:58BTCBuy59660→58192-12.69stop_loss
06-16 22:43BTCBuy66254.3→65713.7-4.62timeout
06-16 13:43BTCBuy66492.3→66084.7-3.60timeout
06-16 12:40BTCBuy66339.3→66524.7+0.87timeout
06-16 11:15BTCBuy65930.3→66482.7+3.68timeout
06-16 10:10BTCBuy65698.3→66556.7+6.07timeout
06-15 22:10BTCBuy65007.3→66416.7+10.34timeout
06-15 13:00BTCBuy63788.2→66591.7+21.54take_profit
06-15 11:58BTCBuy64539.2→66194.7+12.39timeout
06-15 10:47BTCBuy64536.2→65761.7+9.05timeout
06-15 09:15BTCBuy64408.2→65650.7+9.21timeout
06-14 19:35BTCBuy64130.2→63799.8-3.09timeout
06-14 17:30BTCBuy64077.2→63875.8-2.09timeout
06-14 11:05BTCBuy63834.2→64445.8+4.33timeout
06-14 10:02BTCBuy63728.2→64563.8+6.07timeout
06-14 07:53BTCBuy63806.2→64395.8+4.16timeout
06-13 18:54BTCBuy63789.2→64072.8+1.77timeout
06-13 16:47BTCBuy63871.2→64085.8+1.23timeout
06-13 09:54BTCBuy63770.2→63729.8-0.84timeout
06-13 08:54BTCBuy63437.2→63778.8+2.17timeout
06-13 07:49BTCBuy63012.2→63831.8+6.04timeout
06-12 17:46BTCBuy63328.2→63804.8+3.30timeout
06-12 15:19BTCBuy62615.1→64250.8+12.53timeout
06-11 22:22BTCBuy61246.1→63579.8+18.47timeout
06-11 11:36BTCBuy60970→63133.8+17.17timeout
06-11 10:34BTCBuy61374.1→62871.9+11.60timeout
06-11 09:29BTCBuy61189.1→62788.9+12.49timeout
06-11 08:15BTCBuy61601.1→62781.9+8.99timeout
06-10 16:40BTCBuy60819→62317.9+11.81timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 11:36BTCBuy63754.2→62569.9-9.69timeout
06-09 09:34BTCBuy63196.2→62624.9-4.96timeout
06-09 08:28BTCBuy63009.2→62891.9-1.40timeout
06-09 07:18BTCBuy63038.2→63326.8+1.78timeout
06-08 22:53BTCBuy63102.2→63300.8+1.10timeout
06-08 09:39BTCBuy62577.1→63273.8+5.10timeout
06-08 04:51BTCBuy61824.1→62741.9+6.96timeout
06-08 03:31BTCBuy61588.1→63163.8+12.32timeout
06-06 18:40BTCBuy60281→60593+2.19timeout
06-06 14:34BTCBuy60539→60880+2.37timeout
06-06 04:27BTCBuy61341.1→59830.1-12.77stop_loss
06-05 18:52BTCBuy60784→59289.4-12.75stop_loss
06-05 18:52BTCBuy60788→59293.4-12.75stop_loss
06-05 18:52BTCBuy60915→59417.3-12.75stop_loss
06-05 15:39BTCBuy61594.1→60069.9-12.81stop_loss
06-05 14:06BTCBuy61963.1→60438.7-12.75stop_loss
06-05 13:55BTCBuy62564.1→61023.4-12.76stop_loss
06-05 13:51BTCBuy62640.1→61093.4-12.80stop_loss
06-05 13:49BTCBuy62743.1→61197.3-12.77stop_loss
06-05 06:24BTCBuy62641.1→61098.4-12.71stop_loss
06-05 06:23BTCBuy62764.1→61213.3-12.75stop_loss
06-05 06:17BTCBuy63425.2→61865-12.75stop_loss
06-05 06:16BTCBuy63447.2→61874-12.78stop_loss
06-05 03:11BTCBuy63842.2→62271.7-12.72stop_loss
06-05 01:52BTCBuy62293.1→63305.8+7.70timeout
06-04 11:10BTCBuy63766.2→62197.8-12.73stop_loss
06-04 10:28BTCBuy64080.2→62501.6-12.74stop_loss
06-04 01:22BTCBuy64284.2→62703.5-12.74stop_loss
06-04 00:29BTCBuy65012.3→63413.1-12.75stop_loss
06-03 20:45BTCBuy66742.3→65101.2-12.76stop_loss
06-03 19:55BTCBuy66812.3→65166.1-12.80stop_loss
06-03 19:54BTCBuy67036.4→65384-12.79stop_loss
06-03 16:27BTCBuy67185.4→65532.9-12.77stop_loss
06-03 16:24BTCBuy67272.4→65615.9-12.78stop_loss

Paper vs Live

Paper (trades.jsonl)
67
closed
49%
win rate
-108.28
total pnl ($)
-31.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6749%-31.9-108.28

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems