deribit_basis_rolling_change_momentum_long_v2

not live
85
closed trades
39%
win rate
-354.96
total pnl ($)
0.519
weight
7d window — n=17 wr=29% pnl=-106.55  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 85 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:58BTCBuy59919→58384.9-13.24stop_loss
06-30 12:56BTCBuy60059→58517.8-13.27stop_loss
06-29 23:28BTCBuy59973→60223+1.69timeout
06-29 21:26BTCBuy60378→60284-1.53timeout
06-28 19:47BTCBuy60787→59230.4-13.22stop_loss
06-28 19:44BTCBuy59884→59411-4.35timeout
06-27 19:29BTCBuy59270→60267+8.05timeout
06-27 17:27BTCBuy59527→60504+7.75timeout
06-27 15:11BTCBuy59164→60792+13.32timeout
06-26 18:40BTCBuy59495→59734+1.32timeout
06-25 13:54BTCBuy60180→58541.8-13.98stop_loss
06-25 13:48BTCBuy60919→59360.3-13.19stop_loss
06-25 13:48BTCBuy61079.1→59510.3-13.23stop_loss
06-24 15:43BTCBuy62118.1→60528.7-13.15stop_loss
06-24 15:30BTCBuy62344.1→60747.6-13.16stop_loss
06-24 15:08BTCBuy62402.1→60805.5-13.16stop_loss
06-24 15:08BTCBuy62408.1→60809.5-13.19stop_loss
06-23 08:20BTCBuy63964.2→62325.7-13.24stop_loss
06-22 22:58BTCBuy64276.2→63967.8-2.86timeout
06-22 20:58BTCBuy63899.2→64403.8+3.48timeout
06-22 19:06BTCBuy63811.2→64358.8+3.74timeout
06-22 17:06BTCBuy63892.2→64617.8+5.18timeout
06-20 22:37BTCBuy62778.1→64238.8+11.17timeout
06-20 20:24BTCBuy63103.2→63912.8+6.03timeout
06-20 18:16BTCBuy62692.1→63811.8+8.47timeout
06-20 16:35BTCBuy62620.1→63918.8+9.77timeout
06-18 15:51BTCBuy64170.2→62521.6-13.04stop_loss
06-18 15:37BTCBuy64606.2→62952.4-13.03stop_loss
06-18 15:18BTCBuy64849.2→63188.2-12.85stop_loss
06-18 15:17BTCBuy64879.2→63202.2-12.93stop_loss
06-17 19:41BTCBuy65840.3→64155.7-13.25stop_loss
06-17 19:29BTCBuy66033.3→64338.6-13.30stop_loss
06-17 11:05BTCBuy66289.3→64591.5-13.38stop_loss
06-17 08:39BTCBuy66608.3→64902.3-13.31stop_loss
06-16 14:23BTCBuy67168.4→65449-13.32stop_loss
06-16 12:00BTCBuy64536.2→66416.7+13.97timeout
06-15 20:38BTCBuy64238.2→66595.7+17.78timeout
06-15 18:35BTCBuy64188.2→66779.7+19.55timeout
06-15 15:47BTCBuy63993.2→67190.6+24.53take_profit
06-14 11:31BTCBuy63788.2→64553.8+5.55timeout
06-13 20:01BTCBuy63552.2→64254.8+5.08timeout
06-13 17:58BTCBuy63534.2→63955.8+2.83timeout
06-13 15:49BTCBuy62605.1→64210.8+12.33timeout
06-12 08:42BTCBuy61268.1→63362.8+16.49timeout
06-11 19:04BTCBuy61846.1→63478.8+12.48timeout
06-11 17:00BTCBuy61392.1→62527.9+8.64timeout
06-11 15:01BTCBuy61395.1→62621.9+9.35timeout
06-09 20:35BTCBuy61785.1→62016.9+1.68timeout
06-09 16:33BTCBuy62229.1→61164.9-9.27timeout
06-09 14:46BTCBuy62803.1→61195.3-13.28stop_loss
06-09 14:10BTCBuy63658.2→62028.9-13.25stop_loss
06-07 22:15BTCBuy60963→64005.8+24.52take_profit
06-07 22:15BTCBuy60918→63957.8+24.52take_profit
06-07 19:50BTCBuy60287→61289.9+7.96timeout
06-07 15:48BTCBuy60238→62041.9+14.49timeout
06-06 04:12BTCBuy61806.1→60223.9-13.26stop_loss
06-05 18:54BTCBuy60712→59158.4-13.25stop_loss
06-05 15:37BTCBuy61846.1→60262.8-13.24stop_loss
06-05 14:26BTCBuy61953.1→60366.8-13.25stop_loss
06-05 13:56BTCBuy62593.1→60991.4-13.25stop_loss
06-05 13:51BTCBuy62763.1→61156.3-13.25stop_loss
06-05 06:22BTCBuy62939.1→61328.3-13.17stop_loss
06-05 06:20BTCBuy63290.2→61670.1-13.20stop_loss
06-05 06:03BTCBuy63669.2→62038.9-13.19stop_loss
06-04 09:30BTCBuy64332.2→62685.5-13.24stop_loss
06-04 01:16BTCBuy64578.2→62925.4-13.25stop_loss
06-04 00:29BTCBuy65080.3→63415.1-13.24stop_loss
06-03 23:51BTCBuy65802.3→64117.7-13.24stop_loss
06-03 20:55BTCBuy66364.3→64652.4-13.39stop_loss
06-03 19:55BTCBuy66880.3→65167.1-13.33stop_loss
06-03 19:55BTCBuy66981.3→65266.1-13.31stop_loss
06-03 03:50BTCBuy67242.4→65518.9-13.27stop_loss
06-02 15:30BTCBuy68927.4→67163-13.25stop_loss
06-02 14:21BTCBuy69986.5→68171.5-13.43stop_loss
06-02 12:59BTCBuy70753.5→68939.1-13.32stop_loss
06-02 12:40BTCBuy70846.5→69032-13.32stop_loss
06-01 15:25BTCBuy73978.7→71111.9-20.03stop_loss
06-01 15:25BTCBuy74153.7→71111.9-21.17stop_loss
06-01 15:25BTCBuy73919.7→71111.9-19.71stop_loss
06-01 15:25BTCBuy73896.7→71111.9-19.58stop_loss
05-30 19:07BTCBuy73548.7→74002.3+2.41timeout
05-30 16:34BTCBuy73217.7→73914.3+4.08timeout
05-30 14:14BTCBuy73134.7→73941.3+4.94timeout
05-30 12:08BTCBuy73472.7→73563.3+0.04timeout
05-30 09:45BTCBuy73463.7→73533.3-0.05timeout

Paper vs Live

Paper (trades.jsonl)
85
closed
39%
win rate
-354.96
total pnl ($)
-83.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8539%-83.0-354.96

Recent bounces (last 20 of 1)

timesymsidereason
06-30 02:32BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems