deribit_basis_rolling_change_reversal_long

not live
78
closed trades
41%
win rate
-237.97
total pnl ($)
0.710
weight
7d window — n=16 wr=38% pnl=-91.74  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 21:59BTCBuy59905→59387-4.80timeout
06-28 04:42BTCBuy59933→60113+1.03timeout
06-28 01:28BTCBuy59375→60163+6.12timeout
06-27 19:16BTCBuy59263→60560+10.57timeout
06-27 16:16BTCBuy59701→60697+7.98timeout
06-26 18:02BTCBuy59344→60035+5.16timeout
06-25 13:51BTCBuy60728→59173.4-13.19stop_loss
06-25 13:48BTCBuy60800→59244.4-13.21stop_loss
06-25 13:46BTCBuy61129.1→59561.2-13.23stop_loss
06-25 13:42BTCBuy61843.1→60257.8-13.25stop_loss
06-24 17:20BTCBuy60928→59368.3-13.23stop_loss
06-24 14:02BTCBuy62766.1→61157.3-13.26stop_loss
06-24 13:47BTCBuy62883.1→61267.3-13.30stop_loss
06-23 08:17BTCBuy63976.2→62337.7-13.26stop_loss
06-23 08:17BTCBuy64002.2→62363.7-13.26stop_loss
06-22 21:55BTCBuy64011.2→64246.8+1.38timeout
06-21 07:42BTCBuy62500.1→64178.8+12.99timeout
06-21 01:36BTCBuy62839.1→64210.8+10.35timeout
06-18 15:40BTCBuy64305.2→62658.5-12.99stop_loss
06-18 05:05BTCBuy65331.3→63658-13.27stop_loss
06-17 19:41BTCBuy65830.3→64144.7-13.30stop_loss
06-17 19:29BTCBuy66085.3→64374.6-13.45stop_loss
06-17 11:04BTCBuy66353.3→64651.4-13.40stop_loss
06-17 08:31BTCBuy66844.3→65133.2-13.23stop_loss
06-17 07:53BTCBuy66961.3→65245.1-13.19stop_loss
06-16 03:18BTCBuy64528.2→65728.7+8.87timeout
06-16 00:15BTCBuy64405.2→66358.7+14.86timeout
06-15 15:54BTCBuy64336.2→67241.6+22.15take_profit
06-15 13:26BTCBuy64053.2→66931.7+22.06take_profit
06-15 13:08BTCBuy63789.2→66653.7+22.02take_profit
06-14 19:07BTCBuy63668.2→63757.8+0.10timeout
06-14 10:57BTCBuy63680.2→64496.8+5.95timeout
06-14 02:17BTCBuy63587.2→64583.8+7.41timeout
06-13 21:34BTCBuy63470.2→64256.8+5.69timeout
06-13 17:34BTCBuy63242.2→64075.8+6.12timeout
06-12 15:10BTCBuy61942.1→64144.8+17.17timeout
06-12 08:16BTCBuy61661.1→63357.8+13.07timeout
06-11 19:37BTCBuy61875.1→63727.8+14.27timeout
06-11 19:30BTCBuy61091.1→63834.8+21.83take_profit
06-11 16:33BTCBuy61171.1→62592.9+11.02timeout
06-09 14:39BTCBuy62956.1→61345.2-13.26stop_loss
06-09 14:35BTCBuy63028.2→61415.2-13.27stop_loss
06-09 14:29BTCBuy63110.2→61492.2-13.28stop_loss
06-09 14:21BTCBuy63226.2→61608.1-13.25stop_loss
06-09 14:18BTCBuy63399.2→61772-13.29stop_loss
06-07 22:14BTCBuy60882→63616.8+22.02take_profit
06-07 22:14BTCBuy60647→63369.8+22.01take_profit
06-07 22:14BTCBuy60662→63385.8+22.01take_profit
06-07 22:14BTCBuy60370→63084.8+22.05take_profit
06-07 20:17BTCBuy60715→61496.9+6.06timeout
06-05 18:54BTCBuy60703→59149.5-13.26stop_loss
06-05 18:43BTCBuy61416.1→59844.1-13.25stop_loss
06-05 13:57BTCBuy62353.1→60757.6-13.25stop_loss
06-05 13:49BTCBuy62899.1→61287.3-13.27stop_loss
06-05 06:23BTCBuy62870.1→61261.3-13.16stop_loss
06-05 06:21BTCBuy63116.2→61500.2-13.25stop_loss
06-05 06:18BTCBuy63425.2→61801-13.23stop_loss
06-05 06:03BTCBuy63579.2→61951.9-13.20stop_loss
06-05 03:05BTCBuy64032.2→62392.7-13.23stop_loss
06-05 03:01BTCBuy64117.2→62475.6-13.22stop_loss
06-04 11:10BTCBuy63863.2→62228.8-13.23stop_loss
06-04 10:27BTCBuy64231.2→62582.6-13.26stop_loss
06-04 00:26BTCBuy65487.3→63810.9-13.25stop_loss
06-03 23:03BTCBuy66263.3→64567.5-13.25stop_loss
06-03 19:55BTCBuy66902.3→65168.1-13.46stop_loss
06-03 19:54BTCBuy67036.4→65320.1-13.31stop_loss
06-03 19:51BTCBuy67217.4→65495-13.30stop_loss
06-03 16:27BTCBuy67284.4→65554.9-13.32stop_loss
06-03 03:49BTCBuy67384.4→65656.9-13.27stop_loss
06-02 19:33BTCBuy68161.4→66395.5-13.43stop_loss
06-02 14:27BTCBuy69506.5→67726.7-13.26stop_loss
06-02 09:21BTCBuy71251.6→69427.8-13.30stop_loss
06-02 01:36BTCBuy72724.6→70862-13.35stop_loss
05-31 20:25BTCBuy73697.7→73665.3-0.64timeout
05-31 15:19BTCBuy73546.7→73658.3+0.24timeout
05-30 17:56BTCBuy73478.7→73977.3+2.72timeout
05-30 14:24BTCBuy73012.7→73938.3+5.63timeout
05-30 10:46BTCBuy73505.7→73623.3+0.23timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
41%
win rate
-237.97
total pnl ($)
-60.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7841%-60.6-237.97

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems