deribit_basis_rolling_flush_reversion_long

not live
18
closed trades
61%
win rate
+54.44
total pnl ($)
1.232
weight
7d window — n=2 wr=50% pnl=+1.33  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 18 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 01:58BTCBuy58232.9→59922+14.03timeout
06-25 13:51BTCBuy60680→59187.4-12.70stop_loss
06-18 05:03BTCBuy65323.3→63716.9-12.75stop_loss
06-17 10:42BTCBuy66253.3→64907.8-10.75timeout
06-17 07:49BTCBuy66579.3→65434.7-9.09timeout
06-17 03:40BTCBuy66806.3→65800.7-8.02timeout
06-17 01:30BTCBuy66694.3→65526.7-9.28timeout
06-16 23:05BTCBuy65941.3→65790.7-1.72timeout
06-15 16:02BTCBuy64513.2→67102.6+19.59timeout
06-15 15:54BTCBuy64418.2→67246.6+21.53take_profit
06-15 13:58BTCBuy64570.2→66437.7+14.04timeout
06-15 11:54BTCBuy64381.2→66204.7+13.72timeout
06-15 09:49BTCBuy64486.2→65512.7+7.53timeout
06-14 07:32BTCBuy63633.2→64295.8+4.76timeout
06-14 03:04BTCBuy63869.2→64460.8+4.22timeout
06-14 00:06BTCBuy63658.2→64432.8+5.62timeout
06-13 22:06BTCBuy63664.2→64370.8+5.06timeout
06-13 20:00BTCBuy63098.2→64248.8+8.67timeout

Paper vs Live

Paper (trades.jsonl)
18
closed
61%
win rate
+54.44
total pnl ($)
+60.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1861%+60.9+54.44

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems