deribit_basis_rolling_half_hour_change_long

not live
81
closed trades
47%
win rate
-201.70
total pnl ($)
0.826
weight
7d window — n=15 wr=53% pnl=-67.91  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 81 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 17:11BTCBuy60208→60528+2.19timeout
06-27 16:09BTCBuy60232→60776+4.13timeout
06-26 15:54BTCBuy59384→60195+6.29timeout
06-26 14:53BTCBuy59538→59618+0.17timeout
06-25 13:59BTCBuy59554→58087-12.69stop_loss
06-25 13:53BTCBuy60465→58967.6-12.75stop_loss
06-24 16:51BTCBuy61350.1→59814.1-12.95stop_loss
06-24 15:08BTCBuy62329.1→60796.5-12.73stop_loss
06-24 13:57BTCBuy62735.1→61189.3-12.77stop_loss
06-24 09:47BTCBuy62332.1→62648.9+2.02timeout
06-24 08:44BTCBuy62370.1→62765.9+2.67timeout
06-23 06:21BTCBuy64342.2→62755.5-12.80stop_loss
06-23 06:20BTCBuy64378.2→62789.4-12.80stop_loss
06-22 19:34BTCBuy64204.2→64395.8+1.00timeout
06-22 18:34BTCBuy64131.2→64595.8+3.11timeout
06-21 18:19BTCBuy63833.2→63976.8+0.75timeout
06-21 17:16BTCBuy63868.2→64147.8+1.81timeout
06-20 18:11BTCBuy63127.2→63831.8+5.12timeout
06-20 17:11BTCBuy62979.1→63866.8+6.57timeout
06-19 17:32BTCBuy62666.1→62944.9+1.77timeout
06-19 16:40BTCBuy62664.1→63262.8+4.34timeout
06-18 15:57BTCBuy63890.2→62315.7-12.61stop_loss
06-18 15:40BTCBuy64301.2→62718.5-12.71stop_loss
06-18 12:04BTCBuy64802.2→63964.8-6.98timeout
06-18 04:11BTCBuy65393.3→63742.9-13.08stop_loss
06-17 15:13BTCBuy65834.3→65143.7-5.70timeout
06-17 11:05BTCBuy66129.3→64494.5-12.89stop_loss
06-16 14:19BTCBuy66481.3→65787.7-5.75timeout
06-16 13:17BTCBuy66699.3→66218.7-4.13timeout
06-15 13:16BTCBuy63923.2→66729.7+21.52take_profit
06-15 13:00BTCBuy63798.2→66598.7+21.51take_profit
06-14 19:29BTCBuy64142.2→63757.8-3.51timeout
06-14 16:18BTCBuy64004.2→64065.8-0.05timeout
06-13 19:14BTCBuy63695.2→64152.8+3.14timeout
06-13 16:07BTCBuy63745.2→63988.8+1.46timeout
06-12 18:26BTCBuy63401.2→63701.8+1.90timeout
06-12 15:46BTCBuy62628.1→63890.8+9.55timeout
06-11 17:16BTCBuy62113.1→62449.9+2.20timeout
06-11 15:15BTCBuy61866.1→62687.9+6.10timeout
06-10 16:32BTCBuy61095.1→62130.9+7.93timeout
06-10 14:48BTCBuy61194.1→61921.9+5.46timeout
06-09 15:55BTCBuy62638.1→61096.4-12.79stop_loss
06-09 14:15BTCBuy63482.2→61917.9-12.78stop_loss
06-09 07:04BTCBuy62873.1→63329.8+3.13timeout
06-08 17:34BTCBuy62222.1→63390.8+8.83timeout
06-08 06:46BTCBuy62183.1→62963.9+5.81timeout
06-07 17:14BTCBuy60693→62245.9+12.33timeout
06-07 04:30BTCBuy59985→61530.9+12.44timeout
06-06 16:10BTCBuy60021→60768+5.79timeout
06-06 04:12BTCBuy61692.1→60171.9-12.78stop_loss
06-05 21:04BTCBuy59367→61973.9+21.51take_profit
06-05 18:54BTCBuy60650→59158.4-12.75stop_loss
06-05 14:06BTCBuy61976.1→60437.7-12.86stop_loss
06-05 13:56BTCBuy62474.1→60937.5-12.75stop_loss
06-05 06:24BTCBuy62601.1→61060.4-12.70stop_loss
06-05 02:48BTCBuy63427.2→62681.9-6.29timeout
06-04 09:29BTCBuy64346.2→62762.5-12.75stop_loss
06-04 00:29BTCBuy65084.3→63484.1-12.74stop_loss
06-04 00:26BTCBuy65351.3→63743.9-12.75stop_loss
06-03 20:55BTCBuy66374.3→64742.4-12.78stop_loss
06-03 19:33BTCBuy66689.3→65638.7-8.39timeout
06-03 03:43BTCBuy67564.4→65900.7-12.76stop_loss
06-02 14:22BTCBuy69876.5→68156.5-12.77stop_loss
06-02 14:10BTCBuy69983.5→68262.4-12.76stop_loss
06-01 22:26BTCBuy73411.7→71242.8-15.33stop_loss
06-01 22:26BTCBuy73797.7→71242.8-17.90stop_loss
05-31 21:32BTCBuy73963.7→73600.3-2.91timeout
05-31 17:37BTCBuy73812.7→73665.3-1.51timeout
05-31 15:41BTCBuy73841.7→73679.3-1.61timeout
05-31 13:48BTCBuy73751.7→73858.3+0.26timeout
05-31 09:44BTCBuy73529.7→73952.3+2.27timeout
05-30 15:08BTCBuy73529.7→73858.3+1.63timeout
05-30 13:11BTCBuy73138.7→73767.3+3.81timeout
05-30 12:15BTCBuy73290.7→73565.3+1.38timeout
05-30 11:08BTCBuy73626.7→73606.3-0.64timeout
05-30 08:42BTCBuy73772.7→73494.3-2.38timeout
05-29 13:02BTCBuy73459.7→73193.3-2.28timeout
05-29 12:14BTCBuy73379.7→73301.3-1.02timeout
05-29 11:12BTCBuy73385.7→73601.3+0.98timeout
05-29 09:45BTCBuy73477.7→73791.3+1.62timeout
05-29 07:39BTCBuy73418.7→73447.3-0.32timeout

Paper vs Live

Paper (trades.jsonl)
81
closed
47%
win rate
-201.70
total pnl ($)
-49.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8147%-49.3-201.70

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems