deribit_basis_rolling_drop_long_v9

not live
25
closed trades
48%
win rate
-21.42
total pnl ($)
1.211
weight
7d window — n=2 wr=50% pnl=-0.47  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:01BTCBuy58580.9→60075+12.25timeout
06-25 13:58BTCBuy59645→58172-12.72stop_loss
06-18 09:38BTCBuy64972.2→64226.8-6.28timeout
06-17 19:42BTCBuy65729.3→64108.7-12.80stop_loss
06-17 08:39BTCBuy66627.3→64984.2-12.79stop_loss
06-16 20:27BTCBuy66528.3→65722.7-6.60timeout
06-16 08:21BTCBuy65636.3→66395.7+5.41timeout
06-15 13:06BTCBuy63831.2→66635.7+21.53take_profit
06-15 08:14BTCBuy64414.2→65704.7+9.57timeout
06-14 20:13BTCBuy64251.2→63793.8-4.06timeout
06-14 08:13BTCBuy63772.2→64423.8+4.60timeout
06-13 21:06BTCBuy63463.2→64281.8+5.98timeout
06-13 07:48BTCBuy63002.1→63791.8+5.80timeout
06-12 15:19BTCBuy62615.1→64250.8+12.52timeout
06-11 22:22BTCBuy61246.1→63579.8+18.47timeout
06-11 09:29BTCBuy61189.1→62788.9+12.49timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 13:39BTCBuy63569.2→62221.9-11.03timeout
06-08 22:53BTCBuy63102.2→63300.8+1.10timeout
06-08 03:38BTCBuy61570.1→63060.8+11.64timeout
06-05 18:43BTCBuy61310.1→59802.1-12.75stop_loss
06-05 06:17BTCBuy63425.2→61865-12.75stop_loss
06-05 03:11BTCBuy63831.2→62261.7-12.71stop_loss
06-04 00:25BTCBuy65445.3→63834.9-12.75stop_loss
06-03 16:25BTCBuy67239.4→65582.9-12.79stop_loss

Paper vs Live

Paper (trades.jsonl)
25
closed
48%
win rate
-21.42
total pnl ($)
-16.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2548%-16.6-21.42

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems