deribit_basis_rolling_drop_fear_long

not live
52
closed trades
42%
win rate
-162.00
total pnl ($)
0.977
weight
7d window — n=8 wr=38% pnl=-26.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 52 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:23BTCBuy60296→58812.6-12.73stop_loss
06-29 17:16BTCBuy59654→60458+6.14timeout
06-28 15:16BTCBuy60771→60002-6.73timeout
06-27 14:44BTCBuy59571→60608+8.25timeout
06-26 14:24BTCBuy59282→59973+5.33timeout
06-25 13:58BTCBuy59651→58182-12.70stop_loss
06-24 16:51BTCBuy61225.1→59710.1-12.80stop_loss
06-24 14:02BTCBuy62692.1→61150.4-12.74stop_loss
06-24 06:42BTCBuy62931.1→62813.9-1.44timeout
06-23 06:20BTCBuy64471.2→62885.4-12.76stop_loss
06-22 19:44BTCBuy64176.2→64397.8+1.23timeout
06-21 18:43BTCBuy63814.2→64131.8+2.09timeout
06-20 17:57BTCBuy63177.2→63814.8+4.58timeout
06-19 17:12BTCBuy62385.1→62984.9+4.35timeout
06-18 15:57BTCBuy63924.2→62344.7-12.87stop_loss
06-18 05:04BTCBuy65275.3→63669-12.77stop_loss
06-17 13:11BTCBuy66000.3→65011.7-8.00timeout
06-16 12:55BTCBuy66590.3→66388.7-2.04timeout
06-15 12:50BTCBuy63751.2→66561.7+21.60take_profit
06-14 18:14BTCBuy64059.2→63696.8-3.38timeout
06-13 17:44BTCBuy63797.2→64074.8+1.71timeout
06-12 16:51BTCBuy62586.1→63905.8+10.06timeout
06-11 16:05BTCBuy62462.1→62659.9+1.02timeout
06-10 15:15BTCBuy61666.1→61871.9+1.17timeout
06-09 14:21BTCBuy63159.2→61606.1-12.75stop_loss
06-08 22:26BTCBuy63046.2→63296.8+1.51timeout
06-07 21:49BTCBuy60826→61684.9+6.62timeout
06-06 19:03BTCBuy59530→60566+8.31timeout
06-05 18:55BTCBuy60566→59076.5-12.75stop_loss
06-05 15:39BTCBuy61595.1→60069.9-12.82stop_loss
06-05 06:21BTCBuy63102.2→61550.1-12.70stop_loss
06-04 10:49BTCBuy63831.2→62259.7-12.72stop_loss
06-04 00:29BTCBuy64931.2→63334.1-12.74stop_loss
06-03 20:55BTCBuy66360.3→64652.4-13.36stop_loss
06-03 03:43BTCBuy67434.4→65775.8-12.75stop_loss
06-02 14:10BTCBuy69994.5→68272.4-12.76stop_loss
06-01 22:25BTCBuy73923.7→71211.8-18.93stop_loss
05-31 18:44BTCBuy74012.7→73606.3-3.26timeout
05-31 16:39BTCBuy73927.7→73508.3-3.35timeout
05-31 14:31BTCBuy73989.7→73606.3-3.06timeout
05-31 12:24BTCBuy73626.7→73896.3+1.25timeout
05-31 09:56BTCBuy73575.7→73850.3+1.27timeout
05-30 12:41BTCBuy73239.7→73644.3+2.26timeout
05-30 11:33BTCBuy73506.7→73556.3-0.16timeout
05-30 10:17BTCBuy73621.7→73613.3-0.56timeout
05-30 08:58BTCBuy73632.7→73482.3-1.51timeout
05-30 08:07BTCBuy73610.7→73503.3-1.22timeout
05-29 11:01BTCBuy73362.7→73574.3+0.95timeout
05-29 09:57BTCBuy73534.7→73692.3+0.55timeout
05-29 08:49BTCBuy73340.7→73723.3+2.13timeout
05-29 07:45BTCBuy73447.7→73370.3-1.13timeout
05-29 06:42BTCBuy72824.6→73649.3+5.09timeout

Paper vs Live

Paper (trades.jsonl)
52
closed
42%
win rate
-162.00
total pnl ($)
-61.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5242%-61.6-162.00

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems