deribit_basis_rolling_drop_long_v4

not live
26
closed trades
54%
win rate
-34.50
total pnl ($)
1.270
weight
7d window — n=1 wr=100% pnl=+7.75  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:17BTCBuy58905.9→59878+7.75timeout
06-17 07:28BTCBuy66338.3→65518.7-6.58timeout
06-16 14:33BTCBuy66935.3→65289.1-12.83stop_loss
06-16 11:36BTCBuy66135.3→66332.7+0.95timeout
06-16 08:08BTCBuy65678.3→66334.7+4.63timeout
06-16 06:09BTCBuy65870.3→66078.7+1.19timeout
06-15 07:00BTCBuy64264.2→65781.7+11.34timeout
06-14 22:49BTCBuy64485.2→65412.7+6.70timeout
06-14 13:44BTCBuy64159.2→64349.8+1.04timeout
06-13 15:40BTCBuy63871.2→64309.8+2.96timeout
06-13 11:03BTCBuy63799.2→63814.8-0.43timeout
06-13 09:54BTCBuy63770.2→63729.8-0.84timeout
06-13 08:53BTCBuy63438.2→63775.8+2.13timeout
06-13 07:47BTCBuy63004.2→63811.8+5.94timeout
06-12 15:02BTCBuy62610.1→64124.8+11.56timeout
06-11 16:12BTCBuy62370.1→62733.9+2.32timeout
06-09 14:21BTCBuy63180.2→61623.1-12.78stop_loss
06-09 00:48BTCBuy64026.2→62447.6-12.77stop_loss
06-06 19:03BTCBuy59530→60553+8.20timeout
06-06 04:27BTCBuy61385.1→59874.1-12.76stop_loss
06-05 18:52BTCBuy60701→59208.4-12.75stop_loss
06-05 18:52BTCBuy60855→59358.3-12.75stop_loss
06-05 13:49BTCBuy62852.1→61306.3-12.75stop_loss
06-04 10:49BTCBuy63829.2→62259.7-12.72stop_loss
06-04 04:22BTCBuy61985.1→64707.8+21.51take_profit
06-04 01:53BTCBuy63770.2→62201.8-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
26
closed
54%
win rate
-34.50
total pnl ($)
-26.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2654%-26.1-34.50

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems