deribit_basis_rolling_discount_long

not live
46
closed trades
43%
win rate
-107.33
total pnl ($)
0.925
weight
7d window — n=9 wr=33% pnl=-49.74  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 46 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 03:13BTCBuy58869.9→60156+10.47timeout
06-26 02:16BTCBuy60037→58555.8-12.76stop_loss
06-25 13:57BTCBuy59753→58277.9-12.72stop_loss
06-24 16:51BTCBuy61065.1→59560.2-12.75stop_loss
06-24 14:13BTCBuy62632.1→61091.4-12.75stop_loss
06-24 07:21BTCBuy63053.2→62671.9-3.54timeout
06-23 06:21BTCBuy64220.2→62639.5-12.77stop_loss
06-22 21:10BTCBuy63600.2→64374.8+5.63timeout
06-21 20:02BTCBuy63914.2→64154.8+1.44timeout
06-20 17:03BTCBuy62965.1→63941.8+7.27timeout
06-19 16:11BTCBuy62665.1→63098.8+3.02timeout
06-18 15:14BTCBuy65094.3→63493.1-12.45stop_loss
06-17 15:34BTCBuy65843.3→65356.7-4.10timeout
06-16 13:32BTCBuy66824.3→66090.7-6.02timeout
06-15 13:00BTCBuy63788.2→66590.7+21.53take_profit
06-14 18:54BTCBuy64094.2→63791.8-2.88timeout
06-13 18:28BTCBuy63743.2→64180.8+2.96timeout
06-12 17:24BTCBuy62373.1→63755.8+10.62timeout
06-11 16:22BTCBuy62317.1→62658.9+2.19timeout
06-10 15:51BTCBuy61325.1→62344.9+7.81timeout
06-09 14:21BTCBuy63181.2→61622.1-12.79stop_loss
06-09 06:09BTCBuy62886.1→63336.8+3.09timeout
06-08 05:04BTCBuy61804.1→62724.9+6.99timeout
06-07 04:55BTCBuy60182→61840.9+13.35timeout
06-06 04:14BTCBuy61594.1→60074.9-12.79stop_loss
06-05 21:04BTCBuy59338→61942.9+21.50take_profit
06-05 18:52BTCBuy60716→59222.4-12.76stop_loss
06-05 14:26BTCBuy61905.1→60382.8-12.74stop_loss
06-05 06:24BTCBuy62670.1→61121.4-12.80stop_loss
06-05 02:24BTCBuy62855.1→62828.9-0.65timeout
06-03 23:54BTCBuy65701.3→64085.7-12.74stop_loss
06-03 20:55BTCBuy66306.3→64652.4-12.96stop_loss
06-03 03:28BTCBuy67729.4→66063.6-12.75stop_loss
06-02 14:10BTCBuy69997.5→68276.4-12.76stop_loss
06-01 22:23BTCBuy73909.7→71145.9-19.28stop_loss
05-31 15:38BTCBuy73851.7→73686.3-1.62timeout
05-31 13:46BTCBuy73746.7→73854.3+0.26timeout
05-31 11:37BTCBuy73588.7→73889.3+1.46timeout
05-31 09:41BTCBuy73529.7→73985.3+2.50timeout
05-30 11:27BTCBuy73580.7→73561.3-0.63timeout
05-30 10:14BTCBuy73662.7→73593.3-0.96timeout
05-30 08:57BTCBuy73621.7→73485.3-1.42timeout
05-29 10:57BTCBuy73417.7→73639.3+1.02timeout
05-29 09:53BTCBuy73510.7→73704.3+0.80timeout
05-29 08:48BTCBuy73305.7→73716.3+2.33timeout
05-29 07:44BTCBuy73463.7→73370.3-1.15timeout

Paper vs Live

Paper (trades.jsonl)
46
closed
43%
win rate
-107.33
total pnl ($)
-46.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4643%-46.3-107.33

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems