deribit_basis_threshold_discount_long_v5

not live
70
closed trades
31%
win rate
-209.26
total pnl ($)
0.679
weight
7d window — n=14 wr=29% pnl=-84.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 70 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 19:58BTCBuy59302→59430+0.55timeout
06-28 19:00BTCBuy59430→59568+0.63timeout
06-28 18:00BTCBuy59642→59556-0.87timeout
06-28 16:54BTCBuy59233→59643+2.45timeout
06-28 15:45BTCBuy59301→59916+3.69timeout
06-25 13:57BTCBuy59682→58214-10.12stop_loss
06-25 13:57BTCBuy59803→58331.9-10.13stop_loss
06-25 13:54BTCBuy60056→58578.8-10.12stop_loss
06-25 13:53BTCBuy60272→58789.6-10.11stop_loss
06-25 13:48BTCBuy60842→59345.3-10.13stop_loss
06-24 17:20BTCBuy60867→59370.3-10.18stop_loss
06-24 16:51BTCBuy61205.1→59699.1-10.19stop_loss
06-24 16:46BTCBuy61616.1→60100.9-10.18stop_loss
06-24 13:48BTCBuy62789.1→61241.3-10.22stop_loss
06-17 19:50BTCBuy65650.3→64035.8-10.16stop_loss
06-17 19:42BTCBuy65709.3→64092.7-10.17stop_loss
06-17 19:29BTCBuy66065.3→64436.5-10.21stop_loss
06-17 08:44BTCBuy66504.3→64868.3-10.32stop_loss
06-17 08:39BTCBuy66630.3→64989.2-10.32stop_loss
06-16 03:21BTCBuy67223.4→65569.9-10.18stop_loss
06-15 15:26BTCBuy64235.2→66646.7+14.65timeout
06-15 12:55BTCBuy63776.2→66579.7+17.24take_profit
06-15 12:55BTCBuy63780.2→66580.7+17.22take_profit
06-15 04:46BTCBuy63711.2→65657.7+11.80timeout
06-15 03:04BTCBuy63568.2→65513.7+11.80timeout
06-14 19:15BTCBuy63535.2→63765.8+0.96timeout
06-14 17:57BTCBuy63386.2→63695.8+1.35timeout
06-12 15:13BTCBuy61601.1→64308.8+17.07take_profit
06-11 19:30BTCBuy61136.1→63821.8+17.07take_profit
06-11 19:30BTCBuy61145.1→63831.8+17.07take_profit
06-11 18:01BTCBuy61054.1→63735.8+17.10take_profit
06-11 17:45BTCBuy60808→63477.8+17.05take_profit
06-09 15:56BTCBuy62576.1→61024.4-10.32stop_loss
06-09 14:46BTCBuy62798.1→61249.3-10.25stop_loss
06-09 14:30BTCBuy63016.2→61466.2-10.21stop_loss
06-09 14:21BTCBuy63180.2→61622.1-10.23stop_loss
06-09 14:21BTCBuy63188.2→61634.1-10.20stop_loss
06-07 22:14BTCBuy61043.1→63722.8+17.21take_profit
06-07 22:14BTCBuy60712→63377.8+17.21take_profit
06-07 22:14BTCBuy60628→63290.8+17.22take_profit
06-07 22:14BTCBuy60523→63179.8+17.21take_profit
06-07 08:48BTCBuy60188→62835.9+17.26take_profit
06-06 04:27BTCBuy61371.1→59860.1-10.21stop_loss
06-05 21:04BTCBuy59303→61906.9+17.20take_profit
06-05 18:54BTCBuy60591→59100.5-10.21stop_loss
06-05 18:52BTCBuy60799→59303.4-10.21stop_loss
06-05 18:52BTCBuy60821→59325.4-10.20stop_loss
06-05 18:43BTCBuy61292.1→59785.1-10.20stop_loss
06-05 14:06BTCBuy61993.1→60466.7-10.21stop_loss
06-05 13:57BTCBuy62332.1→60799.5-10.20stop_loss
06-05 13:56BTCBuy62510.1→60972.4-10.20stop_loss
06-05 13:49BTCBuy62811.1→61266.3-10.20stop_loss
06-05 13:49BTCBuy62959.1→61408.2-10.22stop_loss
06-05 06:21BTCBuy63081.2→61522.1-10.24stop_loss
06-05 06:16BTCBuy63427.2→61867-10.13stop_loss
06-05 06:03BTCBuy63649.2→62080.8-10.17stop_loss
06-05 06:01BTCBuy63669.2→62100.8-10.16stop_loss
06-05 03:11BTCBuy63850.2→62279.7-10.17stop_loss
06-04 10:30BTCBuy63987.2→62413.7-10.18stop_loss
06-04 10:28BTCBuy64096.2→62519.6-10.18stop_loss
06-04 09:25BTCBuy64496.2→62909.4-10.20stop_loss
06-04 02:02BTCBuy63380.2→61821-10.20stop_loss
06-04 01:16BTCBuy64504.2→62917.4-10.20stop_loss
06-04 00:26BTCBuy65401.3→63792.9-10.20stop_loss
06-03 20:45BTCBuy66747.3→65101.2-10.24stop_loss
06-03 19:55BTCBuy66808.3→65164.1-10.23stop_loss
06-03 19:53BTCBuy67100.4→65450-10.21stop_loss
06-03 16:27BTCBuy67200.4→65547.9-10.21stop_loss
06-03 16:26BTCBuy67231.4→65571.9-10.25stop_loss
06-03 03:43BTCBuy67425.4→65764.8-10.21stop_loss

Paper vs Live

Paper (trades.jsonl)
70
closed
31%
win rate
-209.26
total pnl ($)
-74.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7031%-74.5-209.26

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems