deribit_basis_rolling_change_long_v72

not live
25
closed trades
52%
win rate
-55.12
total pnl ($)
1.209
weight
7d window — n=7 wr=71% pnl=-2.73  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 14:47BTCBuy59618→60633+8.06timeout
06-26 14:22BTCBuy59389→59991+4.57timeout
06-24 15:44BTCBuy62031.1→60504.7-12.74stop_loss
06-24 12:42BTCBuy62311.1→62801.9+3.48timeout
06-23 05:25BTCBuy64921.2→63324.2-12.77stop_loss
06-22 12:11BTCBuy64138.2→64685.8+3.67timeout
06-21 12:02BTCBuy63662.2→64095.8+3.01timeout
06-20 12:02BTCBuy62631.1→63665.8+7.77timeout
06-18 15:40BTCBuy64313.2→62731.5-12.70stop_loss
06-18 12:45BTCBuy64957.2→64250.8-5.88timeout
06-17 08:49BTCBuy66464.3→64828.3-12.79stop_loss
06-16 12:16BTCBuy66229.3→66616.7+2.40timeout
06-15 10:56BTCBuy64518.2→65899.7+10.25timeout
06-14 10:29BTCBuy63754.2→64567.8+5.90timeout
06-13 10:27BTCBuy63572.2→63750.8+0.87timeout
06-12 09:22BTCBuy62778.1→63659.8+6.49timeout
06-11 09:20BTCBuy60965→62776.9+14.30timeout
06-09 14:44BTCBuy62819.1→61274.3-12.75stop_loss
06-09 09:18BTCBuy63433.2→62867.9-4.90timeout
06-07 19:19BTCBuy62782.1→61238.3-12.72stop_loss
06-07 09:11BTCBuy61245.1→62806.9+12.34timeout
06-05 12:04BTCBuy63148.2→61595.1-12.75stop_loss
06-05 06:20BTCBuy63141.2→61587.1-12.69stop_loss
06-03 16:27BTCBuy67186.4→65533.9-12.76stop_loss
06-02 14:10BTCBuy70025.5→68303.4-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
25
closed
52%
win rate
-55.12
total pnl ($)
-43.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2552%-43.7-55.12

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems