deribit_basis_rolling_change_long_v5

not live
28
closed trades
50%
win rate
-68.96
total pnl ($)
1.134
weight
7d window — n=7 wr=57% pnl=-13.46  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:51BTCBuy59530→59740+1.27timeout
06-24 16:51BTCBuy61131.1→59627.2-12.73stop_loss
06-24 14:13BTCBuy62565.1→61150.9-11.73timeout
06-22 22:28BTCBuy65458.3→63848.9-12.74stop_loss
06-22 13:45BTCBuy64013.2→65373.7+10.03timeout
06-21 13:24BTCBuy63367.2→64121.8+5.57timeout
06-20 13:18BTCBuy62656.1→63579.8+6.88timeout
06-18 15:40BTCBuy64202.2→62623.5-12.71stop_loss
06-18 13:33BTCBuy65039.3→64132.8-7.41timeout
06-17 11:05BTCBuy66145.3→64497.5-12.99stop_loss
06-16 13:09BTCBuy66559.3→66175.7-3.41timeout
06-15 12:42BTCBuy64318.2→66410.7+15.83timeout
06-14 12:33BTCBuy63995.2→64379.8+2.57timeout
06-13 12:03BTCBuy63720.2→63939.8+1.19timeout
06-12 11:22BTCBuy63135.2→63801.8+4.75timeout
06-11 11:13BTCBuy60993→63143.8+17.04timeout
06-09 15:56BTCBuy62577.1→61031.4-12.81stop_loss
06-09 11:11BTCBuy63434.2→62605.9-6.92timeout
06-08 11:11BTCBuy62500.1→63317.8+6.09timeout
06-07 11:07BTCBuy60695→62382.9+13.48timeout
06-05 13:56BTCBuy62447.1→60906.5-12.79stop_loss
06-05 06:24BTCBuy62632.1→61070.4-12.86stop_loss
06-03 20:45BTCBuy66693.3→65053.2-12.76stop_loss
06-02 14:26BTCBuy69506.5→67796.7-12.75stop_loss
06-02 07:03BTCBuy71428.6→69669.7-12.84stop_loss
05-31 10:29BTCBuy73625.7→73768.3+0.39timeout
05-30 07:52BTCBuy73397.7→73485.3+0.11timeout
05-29 07:08BTCBuy73173.7→73744.3+3.33timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
50%
win rate
-68.96
total pnl ($)
-48.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2850%-48.7-68.96

Recent bounces (last 20 of 2)

timesymsidereason
06-25 15:06BTCBuybelow_min_notional_skip
06-24 15:03BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems