deribit_basis_rolling_change_long_v56

not live
19
closed trades
26%
win rate
-30.19
total pnl ($)
1.188
weight
7d window — n=8 wr=25% pnl=-6.15  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 19 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 04:36BTCBuy64013.2→63831.8-1.87timeout
06-22 22:13BTCBuy64693.2→64325.8-3.29timeout
06-22 14:21BTCBuy64303.2→65106.7+5.77timeout
06-22 07:46BTCBuy64460.2→64232.8-2.21timeout
06-21 21:43BTCBuy64248.2→63834.8-3.67timeout
06-21 13:45BTCBuy64226.2→64008.8-2.13timeout
06-21 04:03BTCBuy63962.2→64377.8+2.80timeout
06-20 21:48BTCBuy64163.2→64020.8-1.56timeout
06-20 11:11BTCBuy63808.2→63625.8-1.89timeout
06-20 04:29BTCBuy63262.2→63538.8+1.74timeout
06-19 20:32BTCBuy63171.2→63025.8-1.61timeout
06-19 14:24BTCBuy62681.1→63018.8+2.27timeout
06-19 05:31BTCBuy62893.1→62640.9-2.44timeout
06-18 15:56BTCBuy64015.2→62375.7-13.19stop_loss
06-18 09:24BTCBuy64362.2→64396.8-0.20timeout
06-18 00:13BTCBuy65383.3→64604.8-6.42timeout
05-29 03:56BTCBuy73832.7→73252.3-4.41timeout
05-28 22:06BTCBuy72775.6→73748.3+6.20timeout
05-28 15:42BTCBuy73455.7→72930.4-4.06timeout

Paper vs Live

Paper (trades.jsonl)
19
closed
26%
win rate
-30.19
total pnl ($)
-31.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1926%-31.7-30.19

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems