deribit_basis_rolling_change_momentum_long

not live
76
closed trades
45%
win rate
-169.27
total pnl ($)
1.242
weight
7d window — n=7 wr=71% pnl=+1.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 14:53BTCBuy59635→60588+7.54timeout
06-27 13:54BTCBuy59715→60532+6.38timeout
06-27 10:57BTCBuy59363→60362+7.92timeout
06-27 10:14BTCBuy59756→60433+5.17timeout
06-26 20:21BTCBuy59594→59716+0.47timeout
06-26 13:19BTCBuy60173→58692.7-12.76stop_loss
06-26 12:40BTCBuy60655→59159.4-12.79stop_loss
06-17 11:05BTCBuy66155.3→64525.5-12.84stop_loss
06-17 08:45BTCBuy66479.3→64838.3-12.83stop_loss
06-17 08:35BTCBuy66712.3→65067.2-12.81stop_loss
06-17 03:22BTCBuy65651.3→65737.7+0.16timeout
06-16 23:21BTCBuy66168.3→65641.7-4.51timeout
06-16 12:20BTCBuy66261.3→66632.7+2.28timeout
06-16 09:50BTCBuy65528.3→66485.7+6.82timeout
06-16 07:20BTCBuy65859.3→66414.7+3.80timeout
06-16 02:18BTCBuy65700.3→66042.7+2.14timeout
06-15 21:52BTCBuy65504.3→66396.7+6.31timeout
06-15 02:07BTCBuy64584.2→65580.7+7.23timeout
06-15 00:38BTCBuy64531.2→65536.7+7.32timeout
06-14 23:31BTCBuy64431.2→65685.7+9.29timeout
06-14 21:03BTCBuy64293.2→63992.8-2.81timeout
06-14 17:37BTCBuy64091.2→63866.8-2.28timeout
06-13 23:08BTCBuy63469.2→64437.8+7.16timeout
06-13 22:00BTCBuy63517.2→64416.8+6.60timeout
06-13 21:00BTCBuy63442.2→64259.8+5.97timeout
06-13 19:55BTCBuy63586.2→64296.8+5.14timeout
06-13 16:48BTCBuy63865.2→64019.8+0.76timeout
06-12 22:03BTCBuy63558.2→63486.8-1.06timeout
06-12 21:05BTCBuy63459.2→63446.8-0.57timeout
06-12 20:03BTCBuy63619.2→63596.8-0.63timeout
06-12 18:59BTCBuy63434.2→63666.8+1.37timeout
06-12 15:56BTCBuy62621.1→63676.8+7.90timeout
06-11 17:34BTCBuy61816.1→63178.8+10.48timeout
06-11 15:21BTCBuy62174.1→62731.9+3.94timeout
06-11 14:19BTCBuy61883.1→62781.9+6.71timeout
06-11 13:14BTCBuy61479.1→62865.9+10.72timeout
06-10 16:09BTCBuy60909→62439.9+12.07timeout
06-10 15:09BTCBuy61588.1→61964.9+2.57timeout
06-10 14:19BTCBuy61785.1→61855.9+0.10timeout
06-09 15:55BTCBuy62625.1→61085.4-12.83stop_loss
06-09 15:55BTCBuy62643.1→61102.4-12.84stop_loss
06-09 14:39BTCBuy62858.1→61312.3-12.76stop_loss
06-09 14:36BTCBuy62900.1→61352.2-12.77stop_loss
06-09 13:36BTCBuy63728.2→62155.8-12.78stop_loss
06-09 03:13BTCBuy63229.2→62890.9-3.11timeout
06-09 02:11BTCBuy63080.2→62749.9-3.05timeout
06-09 01:11BTCBuy63230.2→62645.9-5.07timeout
06-09 00:07BTCBuy63206.2→63029.8-1.91timeout
06-08 06:59BTCBuy62131.1→62962.9+6.22timeout
06-07 05:33BTCBuy60633→61632.9+7.83timeout
06-07 04:33BTCBuy59632→61546.9+15.61timeout
06-06 23:24BTCBuy60917→60642-2.64timeout
06-06 20:17BTCBuy60744→60526-2.17timeout
06-06 16:12BTCBuy59807→60761+7.57timeout
06-06 04:14BTCBuy61562.1→60045-12.78stop_loss
06-06 04:11BTCBuy61791.1→60269.8-12.77stop_loss
06-05 21:04BTCBuy59260→61861.9+21.50take_profit
06-05 18:54BTCBuy60605→59114.5-12.75stop_loss
06-05 18:52BTCBuy60743→59249.4-12.75stop_loss
06-05 18:51BTCBuy61036.1→59535.2-12.75stop_loss
06-05 15:41BTCBuy61516.1→59994-12.81stop_loss
06-05 14:26BTCBuy61907.1→60383.8-12.75stop_loss
06-05 14:06BTCBuy62013.1→60487.7-12.75stop_loss
06-05 13:53BTCBuy62579.1→61038.4-12.76stop_loss
06-05 13:49BTCBuy62875.1→61329.3-12.75stop_loss
06-05 11:54BTCBuy62389.1→61978.9-3.77timeout
06-05 06:24BTCBuy62601.1→61059.4-12.71stop_loss
06-05 06:21BTCBuy63105.2→61553.1-12.70stop_loss
06-05 06:03BTCBuy63607.2→62041.9-12.69stop_loss
06-05 05:59BTCBuy63797.2→62226.8-12.72stop_loss
06-04 11:10BTCBuy63777.2→62208.8-12.73stop_loss
06-04 10:48BTCBuy63913.2→62341.7-12.71stop_loss
06-04 10:27BTCBuy64181.2→62582.6-12.88stop_loss
06-04 09:27BTCBuy64369.2→62786.5-12.74stop_loss
06-04 04:22BTCBuy61976.1→64696.8+21.49take_profit
06-04 00:38BTCBuy64669.2→63078.3-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
76
closed
45%
win rate
-169.27
total pnl ($)
-44.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7645%-44.2-169.27

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems