deribit_basis_rolling_change_long_v66

not live
68
closed trades
50%
win rate
-50.85
total pnl ($)
0.722
weight
7d window — n=27 wr=41% pnl=-50.97  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 68 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 09:28BTCBuy64217.2→64063.8-1.70timeout
06-22 03:21BTCBuy63971.2→64254.8+1.70timeout
06-21 21:16BTCBuy64298.2→63639.8-5.57timeout
06-21 15:17BTCBuy63928.2→64184.8+1.60timeout
06-21 09:19BTCBuy64215.2→63938.8-2.71timeout
06-21 03:08BTCBuy63463.2→64230.8+5.59timeout
06-20 21:08BTCBuy63345.2→63902.8+3.96timeout
06-20 15:08BTCBuy63186.2→63859.8+4.83timeout
06-20 09:06BTCBuy63147.2→63431.8+1.71timeout
06-20 03:03BTCBuy62607.1→63346.8+5.46timeout
06-19 21:00BTCBuy62989.1→63181.8+1.04timeout
06-19 14:57BTCBuy63095.2→63191.8+0.39timeout
06-19 09:06BTCBuy63635.2→62507.9-9.19timeout
06-19 02:56BTCBuy64394.2→62959.9-11.52timeout
06-18 20:52BTCBuy64697.2→63099.8-12.68timeout
06-18 14:51BTCBuy64279.2→63751.8-4.55timeout
06-18 08:47BTCBuy64856.2→64477.8-3.39timeout
06-18 02:42BTCBuy65023.3→64707.8-2.92timeout
06-17 20:39BTCBuy65801.3→64354.8-11.44timeout
06-17 14:41BTCBuy65799.3→65045.7-6.18timeout
06-17 08:31BTCBuy65484.3→65145.7-3.03timeout
06-17 02:30BTCBuy66526.3→66072.7-3.87timeout
06-16 20:24BTCBuy66021.3→65777.7-2.37timeout
06-16 13:30BTCBuy66538.3→66084.7-3.92timeout
06-16 07:28BTCBuy66839.3→66314.7-4.32timeout
06-16 00:50BTCBuy65841.3→66325.7+3.27timeout
06-15 18:36BTCBuy65562.3→66788.7+8.82timeout
06-15 12:33BTCBuy63734.2→66222.7+19.08timeout
06-15 06:32BTCBuy64370.2→65863.7+11.14timeout
06-15 00:25BTCBuy64330.2→65676.7+10.00timeout
06-14 15:23BTCBuy64220.2→64058.8-1.72timeout
06-14 09:22BTCBuy64294.2→64312.8-0.35timeout
06-13 20:47BTCBuy63622.2→64221.8+4.25timeout
06-13 14:45BTCBuy63491.2→64164.8+4.82timeout
06-13 08:48BTCBuy63473.2→63847.8+2.43timeout
06-13 02:42BTCBuy63370.2→63670.8+1.92timeout
06-12 20:39BTCBuy63564.2→63512.8-0.87timeout
06-12 14:41BTCBuy63345.2→63619.8+1.66timeout
06-12 08:42BTCBuy62898.1→63361.8+3.18timeout
06-12 02:32BTCBuy62919.1→63550.8+4.49timeout
06-11 20:32BTCBuy61943.1→63318.8+10.55timeout
06-11 14:26BTCBuy61894.1→62844.9+7.15timeout
06-11 08:25BTCBuy62123.1→62870.9+5.46timeout
06-11 02:17BTCBuy61681.1→62223.9+3.91timeout
06-10 12:12BTCBuy61710.1→61149.9-4.95timeout
06-10 06:13BTCBuy62711.1→62016.9-5.91timeout
06-09 18:07BTCBuy63024.2→61747.9-10.63timeout
06-09 16:20BTCBuy63370.2→60798.5-20.80stop_loss
06-09 12:04BTCBuy63567.2→62807.9-6.38timeout
06-09 02:59BTCBuy63126.2→62829.9-2.79timeout
06-08 20:56BTCBuy63106.2→63399.8+1.84timeout
06-08 14:51BTCBuy61917.1→63881.8+15.39timeout
06-08 08:47BTCBuy61850.1→63035.8+9.09timeout
06-08 02:42BTCBuy62443.1→63009.8+4.05timeout
06-07 20:42BTCBuy61273.1→61766.9+3.60timeout
06-07 14:39BTCBuy60644→62157.9+12.02timeout
06-07 08:28BTCBuy60839→62503.9+13.27timeout
06-07 02:26BTCBuy61137.1→61229.9+0.25timeout
06-06 20:24BTCBuy60896→60567-3.10timeout
06-06 14:20BTCBuy60982→60974-0.51timeout
06-06 08:19BTCBuy60724→61011.9+1.86timeout
06-06 01:07BTCBuy61513.1→61318.9-2.03timeout
06-05 06:23BTCBuy63766.2→61178.3-20.70stop_loss
06-05 03:43BTCBuy62870.1→62568.9-2.80timeout
06-04 22:59BTCBuy64363.2→63740.8-5.26timeout
06-04 01:22BTCBuy65235.3→62587.6-20.74stop_loss
06-04 00:27BTCBuy66280.3→63590-20.74stop_loss
06-02 14:27BTCBuy70376.5→67482.9-21.03stop_loss

Paper vs Live

Paper (trades.jsonl)
68
closed
50%
win rate
-50.85
total pnl ($)
-14.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6850%-14.7-50.85

Recent bounces (last 20 of 2)

timesymsidereason
06-22 03:47BTCBuystale_intent
06-21 21:45BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems