deribit_basis_threshold_fade

not live
15
closed trades
40%
win rate
+47.18
total pnl ($)
1.293
weight
7d window — n=3 wr=67% pnl=+9.51  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 15 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 01:26BTCSell63212.8→64769.6-12.66stop_loss
06-20 13:45BTCSell63942.8→63434.2+3.63timeout
06-18 12:08BTCSell66437.7→63933.2+18.53timeout
06-13 20:55BTCSell63365.8→64267.2-7.52timeout
06-11 13:27BTCSell62315.9→62793.1-4.06timeout
06-07 08:47BTCSell61287.9→62796.5-12.79stop_loss
06-05 13:55BTCSell63868.8→61060.1+21.55take_profit
06-04 01:51BTCSell65180.7→62318.1+21.51take_profit
06-02 20:28BTCSell69987.5→66912.3+21.50take_profit
06-01 23:45BTCSell73774.3→71539.6+15.00timeout
05-30 15:00BTCSell72989.4→73912.7-6.51timeout
05-30 12:41BTCSell73494.3→73651.7-1.43timeout
05-30 10:41BTCSell73464.3→73605.7-1.31timeout
05-30 08:37BTCSell73235.3→73524.7-2.35timeout
05-30 06:33BTCSell72826.4→73633.7-5.91timeout

Paper vs Live

Paper (trades.jsonl)
15
closed
40%
win rate
+47.18
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 ($)
BTC1540%+60.9+47.18

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems