deribit_basis_rolling_change_long_v46

not live
64
closed trades
41%
win rate
-188.55
total pnl ($)
1.055
weight
7d window — n=8 wr=50% pnl=-27.08  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 64 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 14:07BTCBuy60707→59212.4-12.77stop_loss
06-27 15:53BTCBuy60160→60731+4.15timeout
06-26 16:39BTCBuy59307→60162+6.68timeout
06-26 15:33BTCBuy59191→60143+7.54timeout
06-26 14:30BTCBuy59248→59973+5.62timeout
06-25 13:59BTCBuy59557→58091-12.69stop_loss
06-25 13:55BTCBuy59886→58388.9-12.89stop_loss
06-25 13:48BTCBuy60795→59298.4-12.72stop_loss
06-18 04:11BTCBuy65355.3→63742.9-12.79stop_loss
06-16 15:08BTCBuy66645.3→65796.7-6.80timeout
06-16 14:23BTCBuy67127.4→65476-12.82stop_loss
06-16 14:10BTCBuy66315.3→66124.7-1.97timeout
06-15 13:16BTCBuy63936.2→66748.7+21.56take_profit
06-15 13:06BTCBuy63817.2→66642.7+21.70take_profit
06-15 12:46BTCBuy63669.2→66480.7+21.65take_profit
06-14 18:53BTCBuy64094.2→63777.8-3.00timeout
06-14 17:51BTCBuy63998.2→63744.8-2.53timeout
06-14 16:44BTCBuy64021.2→64129.8+0.36timeout
06-13 18:22BTCBuy63682.2→64082.8+2.67timeout
06-13 17:20BTCBuy63803.2→64012.8+1.20timeout
06-13 16:16BTCBuy63938.2→64026.8+0.29timeout
06-12 18:06BTCBuy63405.2→63815.8+2.78timeout
06-12 16:59BTCBuy62570.1→63933.8+10.41timeout
06-12 15:56BTCBuy62620.1→63682.8+7.95timeout
06-11 17:16BTCBuy62123.1→62453.9+2.12timeout
06-11 14:55BTCBuy61951.1→62879.9+6.95timeout
06-11 13:53BTCBuy62203.1→63132.8+6.92timeout
06-10 16:43BTCBuy61163.1→62211.9+8.06timeout
06-10 14:39BTCBuy61434.1→61855.9+2.95timeout
06-10 13:37BTCBuy62147.1→62042.9-1.30timeout
06-09 15:56BTCBuy62570.1→61030.4-12.76stop_loss
06-09 14:11BTCBuy63518.2→61954.9-12.76stop_loss
06-09 13:25BTCBuy63797.2→62227.8-12.73stop_loss
06-09 10:39BTCBuy63218.2→62651.9-4.88timeout
06-08 08:41BTCBuy62422.1→63087.8+4.80timeout
06-08 07:33BTCBuy62221.1→63149.8+6.98timeout
06-08 06:31BTCBuy62016.1→63022.8+7.66timeout
06-07 05:24BTCBuy60811→61872.9+8.31timeout
06-06 20:18BTCBuy60920→60609-2.93timeout
06-06 16:12BTCBuy59768→60747+7.78timeout
06-06 04:12BTCBuy61719.1→60198.9-12.77stop_loss
06-05 20:50BTCBuy59169→61766.9+21.50take_profit
06-05 18:54BTCBuy60622→59131.5-12.75stop_loss
06-05 18:52BTCBuy60891→59393.3-12.76stop_loss
06-05 14:26BTCBuy61879.1→60356.8-12.75stop_loss
06-05 13:49BTCBuy62947.1→61398.2-12.76stop_loss
06-05 13:49BTCBuy63031.2→61480.2-12.76stop_loss
06-05 06:00BTCBuy63733.2→62165.8-12.71stop_loss
06-05 03:06BTCBuy63921.2→62347.7-12.73stop_loss
06-05 02:26BTCBuy63041.2→62814.9-2.24timeout
06-04 09:27BTCBuy64383.2→62799.4-12.75stop_loss
06-04 09:27BTCBuy64387.2→62802.4-12.75stop_loss
06-04 02:03BTCBuy63169.2→61616.1-12.74stop_loss
06-04 00:29BTCBuy65098.3→63497.1-12.75stop_loss
06-04 00:29BTCBuy65116.3→63515-12.74stop_loss
06-03 20:55BTCBuy66521.3→64883.3-12.78stop_loss
06-03 19:55BTCBuy66861.3→65167.1-13.14stop_loss
06-03 19:54BTCBuy66975.3→65324.1-12.84stop_loss
06-02 14:08BTCBuy70239.5→68511.3-12.77stop_loss
06-02 13:01BTCBuy70610.5→68871.1-12.81stop_loss
06-02 12:38BTCBuy70792.5→69052-12.80stop_loss
05-30 09:53BTCBuy73704.7→73575.3-1.36timeout
05-30 08:42BTCBuy73782.7→73494.3-2.45timeout
05-30 07:51BTCBuy73399.7→73485.3+0.09timeout

Paper vs Live

Paper (trades.jsonl)
64
closed
41%
win rate
-188.55
total pnl ($)
-58.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6441%-58.6-188.55

Recent bounces (last 20 of 2)

timesymsidereason
06-29 13:49BTCBuycircuit_breaker
06-29 12:15BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems