deribit_basis_threshold_fear_long_v5

not live
70
closed trades
47%
win rate
-139.59
total pnl ($)
0.793
weight
7d window — n=14 wr=36% pnl=-71.70  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 70 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 19:58BTCBuy59885→59834-0.93timeout
06-26 13:28BTCBuy59679→58894.1-7.06timeout
06-26 07:23BTCBuy59250→60490+10.04timeout
06-25 13:48BTCBuy60823→59265.4-13.21stop_loss
06-25 13:48BTCBuy61024.1→59462.3-13.17stop_loss
06-25 13:46BTCBuy61228.1→59661.2-13.23stop_loss
06-25 08:17BTCBuy60445→61718.9+10.07timeout
06-24 15:30BTCBuy62348.1→60751.6-13.22stop_loss
06-24 14:19BTCBuy62579.1→60966.5-13.18stop_loss
06-24 14:02BTCBuy62764.1→61157.3-13.17stop_loss
06-24 07:40BTCBuy62300.1→62616.9+2.07timeout
06-24 01:44BTCBuy62322.1→62907.9+4.20timeout
06-23 08:27BTCBuy63683.2→62053.9-13.21stop_loss
06-20 18:07BTCBuy63471.2→63819.8+2.32timeout
06-20 00:01BTCBuy62606.1→63527.8+6.91timeout
06-18 13:12BTCBuy64324.2→64342.8-0.32timeout
06-17 16:43BTCBuy65800.3→65946.7+0.65timeout
06-17 01:59BTCBuy66495.3→65922.7-4.79timeout
06-16 19:55BTCBuy66064.3→65564.7-4.29timeout
06-16 13:50BTCBuy66387.3→66096.7-2.69timeout
06-16 07:46BTCBuy66975.3→66279.7-5.59timeout
06-16 01:39BTCBuy65511.3→66351.7+5.97timeout
06-15 19:33BTCBuy65702.3→66641.7+6.65timeout
06-15 13:26BTCBuy64923.2→66911.7+14.88timeout
06-15 07:15BTCBuy64097.2→65825.7+13.02timeout
06-15 01:11BTCBuy64436.2→65396.7+6.99timeout
06-14 19:08BTCBuy64471.2→63748.8-6.10timeout
06-14 13:03BTCBuy64299.2→64328.8-0.22timeout
06-14 06:58BTCBuy64219.2→64262.8-0.11timeout
06-14 00:53BTCBuy63781.2→64517.8+5.35timeout
06-13 18:47BTCBuy63583.2→64217.8+4.54timeout
06-13 12:47BTCBuy63433.2→64056.8+4.41timeout
06-13 06:52BTCBuy63546.2→63683.8+0.63timeout
06-13 00:43BTCBuy63361.2→63566.8+1.12timeout
06-12 18:41BTCBuy63582.2→63872.8+1.82timeout
06-12 12:50BTCBuy63250.2→63463.8+1.19timeout
06-12 06:44BTCBuy62860.1→62901.9-0.15timeout
06-12 00:35BTCBuy62916.1→63622.8+5.09timeout
06-11 18:34BTCBuy61933.1→63424.8+11.51timeout
06-11 12:30BTCBuy61830.1→62594.9+5.66timeout
06-11 06:28BTCBuy62113.1→62837.9+5.28timeout
06-11 00:20BTCBuy61587.1→61894.9+2.07timeout
06-10 10:02BTCBuy61684.1→61274.9-3.71timeout
06-09 15:56BTCBuy62604.1→60998.4-13.29stop_loss
06-09 14:35BTCBuy63028.2→61411.2-13.29stop_loss
06-09 14:18BTCBuy63361.2→61738-13.26stop_loss
06-09 10:02BTCBuy63612.2→62721.9-7.42timeout
06-09 03:52BTCBuy63479.2→62719.9-6.43timeout
06-08 21:52BTCBuy62628.1→63734.8+8.36timeout
06-08 15:36BTCBuy63110.2→63790.8+4.91timeout
06-08 09:36BTCBuy62253.1→63146.8+6.72timeout
06-08 03:33BTCBuy62487.1→63155.8+4.89timeout
06-07 21:38BTCBuy61795.1→61761.9-0.71timeout
06-07 15:36BTCBuy60709→62042.9+10.53timeout
06-07 09:32BTCBuy60683→62598.9+15.35timeout
06-07 03:13BTCBuy60603→61466.9+6.64timeout
06-06 21:05BTCBuy59815→60704+7.03timeout
06-05 18:44BTCBuy61319.1→59750.1-13.25stop_loss
06-05 13:58BTCBuy62343.1→60744.6-13.27stop_loss
06-05 06:20BTCBuy63220.2→61602.1-13.24stop_loss
06-05 06:01BTCBuy63728.2→62093.8-13.25stop_loss
06-05 06:01BTCBuy63784.2→62148.8-13.23stop_loss
06-05 02:01BTCBuy63128.2→63253.8+0.55timeout
06-04 11:11BTCBuy63790.2→62157.8-13.22stop_loss
06-04 00:26BTCBuy65267.3→63597-13.24stop_loss
06-03 20:45BTCBuy66786.3→65057.2-13.41stop_loss
06-03 19:54BTCBuy67011.4→65296.1-13.28stop_loss
06-03 17:05BTCBuy66868.3→65850.7-8.10timeout
06-03 03:43BTCBuy67479.4→65734.8-13.38stop_loss
06-02 12:30BTCBuy70975.5→69157.9-13.31stop_loss

Paper vs Live

Paper (trades.jsonl)
70
closed
47%
win rate
-139.59
total pnl ($)
-39.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7047%-39.7-139.59

Recent bounces (last 20 of 4)

timesymsidereason
06-26 11:01BTCBuybelow_min_notional_skip
06-24 22:08BTCBuybelow_min_notional_skip
06-24 16:32BTCBuybelow_min_notional_skip
06-24 11:38BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems