deribit_basis_rolling_contraction_long_v2

not live
18
closed trades
50%
win rate
-35.22
total pnl ($)
1.174
weight
7d window — n=3 wr=67% pnl=-4.82  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 18 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-19 18:45BTCBuy62771.1→63029.8+1.59timeout
06-18 05:03BTCBuy65325.3→63717.9-12.76stop_loss
06-16 08:28BTCBuy65632.3→66514.7+6.35timeout
06-15 08:27BTCBuy64452.2→65668.7+8.98timeout
06-14 08:26BTCBuy63786.2→64440.8+4.66timeout
06-13 08:26BTCBuy63468.2→63779.8+1.90timeout
06-12 08:34BTCBuy62925.1→63455.8+3.68timeout
06-11 08:16BTCBuy61661.1→62766.9+8.37timeout
06-09 13:36BTCBuy63678.2→62109.8-12.75stop_loss
06-08 21:09BTCBuy61716.1→63727.8+15.81timeout
06-07 21:05BTCBuy60711→61687.9+7.62timeout
06-06 04:13BTCBuy61611.1→60093.9-12.77stop_loss
06-05 06:03BTCBuy63521.2→61951.9-12.78stop_loss
06-04 00:27BTCBuy65178.3→63575-12.75stop_loss
06-03 03:50BTCBuy67139.4→65469-12.89stop_loss
06-02 12:18BTCBuy70939.5→69192.9-12.81stop_loss
05-31 18:41BTCBuy74017.7→73655.3-2.94timeout
05-30 15:35BTCBuy74048.7→73878.3-1.74timeout

Paper vs Live

Paper (trades.jsonl)
18
closed
50%
win rate
-35.22
total pnl ($)
-38.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1850%-38.6-35.22

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems