deribit_basis_rolling_change_trend_long

not live
75
closed trades
33%
win rate
-326.57
total pnl ($)
0.250
weight
7d window — n=20 wr=10% pnl=-195.53  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 00:39BTCBuy59924→59089-7.54timeout
06-28 22:53BTCBuy60380→58869.6-13.03stop_loss
06-28 18:45BTCBuy59687→59563-1.44timeout
06-28 12:56BTCBuy59263→60255+7.86timeout
06-26 12:43BTCBuy60375→58890.6-12.75stop_loss
06-26 02:21BTCBuy59829→58351.9-12.79stop_loss
06-26 02:16BTCBuy60002→58524.8-12.74stop_loss
06-25 13:48BTCBuy60892→59394.3-12.71stop_loss
06-25 13:46BTCBuy61062.1→59560.2-12.69stop_loss
06-25 13:45BTCBuy61418.1→59882-12.94stop_loss
06-24 16:51BTCBuy61085.1→59582.2-12.74stop_loss
06-24 15:44BTCBuy62004.1→60476.7-12.67stop_loss
06-24 15:28BTCBuy62317.1→60782.6-12.70stop_loss
06-24 13:46BTCBuy62843.1→61293.3-12.77stop_loss
06-24 13:44BTCBuy62964.1→61415.2-12.75stop_loss
06-23 08:20BTCBuy63867.2→62296.7-12.73stop_loss
06-23 06:21BTCBuy64133.2→62554.6-12.80stop_loss
06-23 06:21BTCBuy64179.2→62595.6-12.84stop_loss
06-23 03:48BTCBuy64378.2→63967.8-3.63timeout
06-22 21:45BTCBuy63999.2→64170.8+0.88timeout
06-21 14:16BTCBuy63029.2→64021.8+7.56timeout
06-21 08:11BTCBuy62559.1→64086.8+11.62timeout
06-21 02:38BTCBuy62908.1→64230.8+10.04timeout
06-20 20:21BTCBuy63130.2→63917.8+5.85timeout
06-18 15:38BTCBuy64406.2→62822.4-12.47stop_loss
06-18 15:37BTCBuy64547.2→62955.4-12.68stop_loss
06-18 15:18BTCBuy64714.2→63121.3-12.56stop_loss
06-18 14:52BTCBuy65174.3→63535-12.99stop_loss
06-17 19:29BTCBuy65967.3→64338.6-12.81stop_loss
06-17 11:02BTCBuy66311.3→64680.4-12.86stop_loss
06-17 08:44BTCBuy66518.3→64882.3-12.83stop_loss
06-17 08:39BTCBuy66589.3→64945.3-12.85stop_loss
06-17 01:07BTCBuy65394.3→65731.7+2.03timeout
06-15 15:54BTCBuy64401.2→67229.6+21.47take_profit
06-15 15:47BTCBuy64300.2→67148.6+21.70take_profit
06-15 13:06BTCBuy63802.2→66603.7+21.52take_profit
06-15 00:27BTCBuy63541.2→65736.7+16.79timeout
06-14 18:17BTCBuy63692.2→63687.8-0.69timeout
06-14 11:53BTCBuy63786.2→64594.8+5.91timeout
06-13 22:26BTCBuy63534.2→64488.8+7.00timeout
06-12 20:49BTCBuy61761.1→63391.8+12.69timeout
06-12 14:36BTCBuy61919.1→63652.8+13.39timeout
06-12 08:23BTCBuy61559.1→63490.8+15.07timeout
06-11 16:54BTCBuy61253.1→62611.9+10.51timeout
06-09 15:56BTCBuy62558.1→61016.4-12.78stop_loss
06-09 14:36BTCBuy62918.1→61371.2-12.77stop_loss
06-09 14:20BTCBuy63216.2→61654.1-12.81stop_loss
06-09 13:23BTCBuy63822.2→62252.7-12.73stop_loss
06-09 10:12BTCBuy62416.1→62645.9+1.46timeout
06-07 22:14BTCBuy60941→63616.8+21.52take_profit
06-07 22:14BTCBuy60770→63437.8+21.51take_profit
06-07 22:14BTCBuy60760→63427.8+21.52take_profit
06-07 08:48BTCBuy60238→62884.9+21.56take_profit
06-06 04:11BTCBuy61788.1→60268.8-12.75stop_loss
06-05 13:49BTCBuy62851.1→61305.3-12.75stop_loss
06-05 06:23BTCBuy62745.1→61180.3-12.91stop_loss
06-05 06:22BTCBuy62994.1→61441.2-12.71stop_loss
06-05 06:03BTCBuy63626.2→62051.9-12.79stop_loss
06-05 03:01BTCBuy63996.2→62416.7-12.76stop_loss
06-04 09:27BTCBuy64390.2→62800.4-12.79stop_loss
06-04 00:27BTCBuy65178.3→63575-12.75stop_loss
06-03 20:55BTCBuy66359.3→64655.4-13.33stop_loss
06-03 20:55BTCBuy66503.3→64866.3-12.77stop_loss
06-03 03:50BTCBuy67013.4→65364-12.76stop_loss
06-03 03:34BTCBuy67594.4→65927.7-12.78stop_loss
06-02 14:10BTCBuy69986.5→68254.4-12.84stop_loss
06-02 12:17BTCBuy70948.5→69203.9-12.80stop_loss
06-01 15:25BTCBuy73876.7→71111.9-19.32stop_loss
06-01 15:25BTCBuy74057.7→71111.9-20.55stop_loss
06-01 15:25BTCBuy73787.7→71111.9-18.83stop_loss
06-01 15:25BTCBuy73944.7→71111.9-19.88stop_loss
05-31 06:36BTCBuy73677.7→74044.3+1.93timeout
05-30 22:37BTCBuy73540.7→73853.3+1.45timeout
05-30 14:09BTCBuy72834.6→73926.3+6.91timeout
05-30 07:38BTCBuy73405.7→73458.3-0.17timeout

Paper vs Live

Paper (trades.jsonl)
75
closed
33%
win rate
-326.57
total pnl ($)
-86.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7533%-86.6-326.57

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems