deribit_basis_rolling_change_momentum_long_x2114919

not live
10
closed trades
30%
win rate
-20.40
total pnl ($)
1.001
weight
7d window — n=10 wr=30% pnl=-20.40  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 10 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 04:48BTCBuy59769→59513-2.52timeout
06-30 03:44BTCBuy59882→59703-1.87timeout
06-30 02:31BTCBuy59493→59907+3.11timeout
06-30 01:19BTCBuy59247→59956+5.61timeout
06-30 00:03BTCBuy59426→60180+5.93timeout
06-29 02:42BTCBuy60076→59667-3.88timeout
06-29 01:39BTCBuy60194→59425-6.88timeout
06-29 00:31BTCBuy60136→59081-9.25timeout
06-28 23:25BTCBuy59969→59352-5.68timeout
06-28 22:12BTCBuy60120→59578-4.98timeout

Paper vs Live

Paper (trades.jsonl)
10
closed
30%
win rate
-20.40
total pnl ($)
-41.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1030%-41.1-20.40

Recent bounces (last 20 of 1)

timesymsidereason
06-30 03:21BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems