deribit_basis_rolling_change_long_v65

not live
35
closed trades
37%
win rate
-91.36
total pnl ($)
1.188
weight
7d window — n=5 wr=80% pnl=-6.48  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 35 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 03:53BTCBuy59867→60253+2.77timeout
06-26 21:54BTCBuy59766→59945+1.02timeout
06-26 13:18BTCBuy60667→58811.6-15.75stop_loss
06-26 04:16BTCBuy59593→59951+2.57timeout
06-25 22:27BTCBuy59375→59774+2.90timeout
06-17 09:28BTCBuy65551.3→65019.7-4.52timeout
06-17 03:23BTCBuy65683.3→65720.7-0.17timeout
06-16 21:21BTCBuy66174.3→65714.7-3.95timeout
06-16 15:19BTCBuy66436.3→65777.7-5.43timeout
06-16 03:15BTCBuy66843.3→65752.7-8.61timeout
06-15 21:11BTCBuy66575.3→66452.7-1.39timeout
06-15 14:35BTCBuy65787.3→66506.7+5.02timeout
06-15 07:32BTCBuy65540.3→65827.7+1.74timeout
06-15 01:26BTCBuy63894.2→65384.7+11.20timeout
06-14 19:23BTCBuy64513.2→63780.8-6.15timeout
06-14 11:20BTCBuy64508.2→64494.8-0.56timeout
06-14 04:22BTCBuy64243.2→64478.8+1.40timeout
06-13 22:01BTCBuy64111.2→64405.8+1.84timeout
06-13 10:54BTCBuy63566.2→63838.8+1.66timeout
06-12 20:42BTCBuy63428.2→63528.8+0.34timeout
06-12 14:12BTCBuy63265.2→63380.8+0.44timeout
06-12 08:10BTCBuy63717.2→63246.8-4.18timeout
06-12 02:03BTCBuy63691.2→63457.8-2.32timeout
06-11 00:29BTCBuy62218.1→61839.9-3.50timeout
06-09 17:55BTCBuy62636.1→61719.9-7.79timeout
06-09 11:42BTCBuy62731.1→62619.9-1.32timeout
06-09 05:43BTCBuy63782.2→63355.8-3.80timeout
06-08 23:41BTCBuy63802.2→63095.8-5.99timeout
06-06 21:12BTCBuy61014.1→60814-2.07timeout
06-06 15:09BTCBuy61010.1→60633-3.54timeout
06-06 04:34BTCBuy61325.1→59445.3-15.78stop_loss
06-06 03:04BTCBuy59320→60832+12.29timeout
06-05 15:39BTCBuy62000.1→60078.9-15.94stop_loss
06-05 14:39BTCBuy61808.1→60867-8.06timeout
06-04 00:39BTCBuy65044.3→63054.3-15.75stop_loss

Paper vs Live

Paper (trades.jsonl)
35
closed
37%
win rate
-91.36
total pnl ($)
-52.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3537%-52.0-91.36

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems