deribit_basis_rolling_change_long_v77

not live
24
closed trades
38%
win rate
-77.44
total pnl ($)
1.033
weight
7d window — n=6 wr=33% pnl=-35.38  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 14:27BTCBuy59419→60602+9.49timeout
06-24 15:45BTCBuy61983.1→60450.7-12.80stop_loss
06-24 14:20BTCBuy62364.1→60829.5-12.73stop_loss
06-23 06:21BTCBuy64240.2→62645.5-12.93stop_loss
06-23 06:18BTCBuy64566.2→62975.3-12.80stop_loss
06-22 11:33BTCBuy63675.2→64578.8+6.39timeout
06-21 11:29BTCBuy62634.1→64298.8+12.87timeout
06-18 15:56BTCBuy63961.2→62388.7-12.69stop_loss
06-18 15:18BTCBuy64684.2→63093.3-12.70stop_loss
06-17 11:05BTCBuy66208.3→64577.5-12.94stop_loss
06-17 08:44BTCBuy66495.3→64858.3-12.77stop_loss
06-16 11:09BTCBuy64490.2→66446.7+14.61timeout
06-15 10:30BTCBuy63750.2→65689.7+14.78timeout
06-14 10:28BTCBuy63586.2→64573.8+7.25timeout
06-13 09:36BTCBuy62904.1→63785.8+6.38timeout
06-12 09:33BTCBuy61232.1→63861.8+20.85timeout
06-09 14:46BTCBuy62730.1→61187.3-12.75stop_loss
06-09 14:17BTCBuy63381.2→61816-12.80stop_loss
06-07 22:14BTCBuy61079.1→63760.8+21.52take_profit
06-07 19:46BTCBuy62667.1→61126.4-12.72stop_loss
06-05 13:49BTCBuy62999.1→61450.2-12.75stop_loss
06-05 06:23BTCBuy62752.1→61209.3-12.68stop_loss
06-03 16:24BTCBuy67261.4→65605.9-12.77stop_loss
06-02 14:10BTCBuy70026.5→68304.4-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
24
closed
38%
win rate
-77.44
total pnl ($)
-63.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2438%-63.8-77.44

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems