deribit_basis_rolling_drop_long_v11

not live
71
closed trades
37%
win rate
-248.85
total pnl ($)
0.817
weight
7d window — n=15 wr=27% pnl=-72.85  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 71 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:44BTCBuy60507→59017.5-10.30stop_loss
06-27 20:29BTCBuy59605→60237+3.97timeout
06-27 18:14BTCBuy59400→60488+6.99timeout
06-27 15:55BTCBuy59458→60751+8.39timeout
06-25 13:59BTCBuy59509→58045.1-10.13stop_loss
06-25 13:55BTCBuy59867→58394.9-10.12stop_loss
06-25 13:46BTCBuy61090.1→59587.2-10.14stop_loss
06-24 15:28BTCBuy62309.1→60775.6-10.05stop_loss
06-24 15:28BTCBuy62312.1→60775.6-10.06stop_loss
06-24 14:17BTCBuy62565.1→61017.4-10.00stop_loss
06-23 08:17BTCBuy64007.2→62431.6-10.14stop_loss
06-23 08:17BTCBuy64048.2→62468.6-10.19stop_loss
06-23 02:03BTCBuy64209.2→64098.8-1.09timeout
06-22 23:51BTCBuy64264.2→63932.8-2.41timeout
06-22 19:17BTCBuy63885.2→64330.8+2.41timeout
06-20 21:52BTCBuy62900.1→64034.8+6.81timeout
06-20 19:27BTCBuy62773.1→63861.8+6.60timeout
06-20 17:06BTCBuy62548.1→63907.8+8.35timeout
06-18 15:38BTCBuy64396.2→62808.4-10.00stop_loss
06-18 15:17BTCBuy64820.2→63202.2-9.99stop_loss
06-18 15:17BTCBuy64944.2→63346.1-9.82stop_loss
06-17 19:40BTCBuy65798.3→64175.7-10.23stop_loss
06-17 11:02BTCBuy66323.3→64680.4-10.37stop_loss
06-17 08:38BTCBuy66665.3→65026.2-10.24stop_loss
06-16 14:23BTCBuy67129.4→65475-10.28stop_loss
06-15 21:49BTCBuy64480.2→66373.7+11.31timeout
06-15 15:52BTCBuy64393.2→67220.6+17.20take_profit
06-15 15:45BTCBuy64124.2→66939.7+17.18take_profit
06-13 22:34BTCBuy63554.2→64474.8+5.38timeout
06-13 19:39BTCBuy63708.2→64222.8+2.87timeout
06-13 17:35BTCBuy63166.2→64081.8+5.41timeout
06-11 19:37BTCBuy61889.1→63766.8+11.57timeout
06-11 17:34BTCBuy61814.1→63194.8+8.43timeout
06-11 15:28BTCBuy61335.1→62686.9+8.30timeout
06-09 15:56BTCBuy62568.1→61029.4-10.21stop_loss
06-09 14:29BTCBuy63044.2→61493.2-10.23stop_loss
06-09 14:10BTCBuy63597.2→62032.9-10.22stop_loss
06-09 09:34BTCBuy62528.1→62624.9+0.30timeout
06-07 22:14BTCBuy60878→63550.8+17.21take_profit
06-07 22:14BTCBuy60752→63418.8+17.21take_profit
06-07 08:46BTCBuy60031→62666.9+17.23take_profit
06-06 04:13BTCBuy61602.1→60086.9-10.20stop_loss
06-05 21:04BTCBuy59337→61941.9+17.20take_profit
06-05 18:52BTCBuy60895→59397.3-10.20stop_loss
06-05 18:44BTCBuy61222.1→59716.1-10.20stop_loss
06-05 15:39BTCBuy61704.1→60186.9-10.18stop_loss
06-05 13:56BTCBuy62447.1→60906.5-10.23stop_loss
06-05 13:49BTCBuy62742.1→61193.3-10.24stop_loss
06-05 06:03BTCBuy63495.2→61933.9-10.13stop_loss
06-05 06:01BTCBuy63674.2→62107.8-10.14stop_loss
06-05 05:59BTCBuy63779.2→62209.8-10.17stop_loss
06-04 10:48BTCBuy63891.2→62319.7-10.19stop_loss
06-04 01:22BTCBuy64281.2→62700.5-10.20stop_loss
06-04 00:29BTCBuy65117.3→63516-10.19stop_loss
06-03 20:55BTCBuy66375.3→64740.4-10.25stop_loss
06-03 16:27BTCBuy67178.4→65512.9-10.30stop_loss
06-03 16:27BTCBuy67192.4→65538.9-10.22stop_loss
06-03 03:49BTCBuy67279.4→65621.9-10.22stop_loss
06-03 03:28BTCBuy67788.4→66117.6-10.22stop_loss
06-02 23:03BTCBuy67824.4→66150.6-10.23stop_loss
06-02 14:10BTCBuy70079.5→68353.4-10.22stop_loss
06-02 12:52BTCBuy70749.5→69008-10.26stop_loss
06-02 12:31BTCBuy70900.5→69151.9-10.27stop_loss
06-01 15:25BTCBuy74143.7→71111.9-16.89stop_loss
06-01 15:25BTCBuy73790.7→71111.9-15.08stop_loss
06-01 15:25BTCBuy73986.7→71111.9-16.12stop_loss
05-30 16:37BTCBuy73189.7→73899.3+3.34timeout
05-30 13:44BTCBuy72818.6→73710.3+4.43timeout
05-30 11:42BTCBuy73374.7→73594.3+0.75timeout
05-30 09:40BTCBuy73419.7→73521.3+0.14timeout
05-30 07:32BTCBuy73266.7→73514.3+0.92timeout

Paper vs Live

Paper (trades.jsonl)
71
closed
37%
win rate
-248.85
total pnl ($)
-87.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7137%-87.6-248.85

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems