deribit_basis_threshold_long

not live
87
closed trades
41%
win rate
-341.49
total pnl ($)
0.923
weight
7d window — n=13 wr=38% pnl=-32.86  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 87 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 17:31BTCBuy59577→60627+8.21timeout
06-29 05:49BTCBuy59916→59885-0.73timeout
06-29 04:45BTCBuy60143→59765-3.61timeout
06-28 15:50BTCBuy60743→59882-7.52timeout
06-27 20:12BTCBuy59680→60253+4.41timeout
06-27 19:10BTCBuy59945→60547+4.61timeout
06-27 15:39BTCBuy60435→60813+2.69timeout
06-26 12:43BTCBuy60506→59016.5-12.77stop_loss
06-24 13:57BTCBuy62762.1→61217.3-12.75stop_loss
06-24 13:44BTCBuy62912.1→61365.2-12.74stop_loss
06-24 09:12BTCBuy62420.1→62690.9+1.65timeout
06-24 07:20BTCBuy63049.2→62681.9-3.43timeout
06-24 06:35BTCBuy62872.1→62825.9-0.87timeout
06-23 06:21BTCBuy64329.2→62747.5-12.76stop_loss
06-23 06:20BTCBuy64381.2→62784.5-12.86stop_loss
06-23 06:18BTCBuy64545.2→62953.4-12.80stop_loss
06-22 20:27BTCBuy64070.2→64347.8+1.69timeout
06-22 19:25BTCBuy64192.2→64366.8+0.86timeout
06-22 18:20BTCBuy63976.2→64632.8+4.62timeout
06-21 19:23BTCBuy63900.2→64176.8+1.75timeout
06-21 18:23BTCBuy63818.2→63981.8+0.90timeout
06-21 17:18BTCBuy63914.2→64131.8+1.32timeout
06-20 19:07BTCBuy63005.2→63804.8+5.91timeout
06-20 18:03BTCBuy63121.2→63884.8+5.59timeout
06-20 17:02BTCBuy62969.1→63937.8+7.20timeout
06-19 18:37BTCBuy62803.1→63061.8+1.60timeout
06-19 17:33BTCBuy62718.1→62973.9+1.59timeout
06-19 16:54BTCBuy62645.1→63041.8+2.74timeout
06-18 15:57BTCBuy63875.2→62298.7-12.74stop_loss
06-18 15:53BTCBuy64031.2→62456.6-12.68stop_loss
06-18 15:40BTCBuy64313.2→62731.5-12.71stop_loss
06-18 11:30BTCBuy64668.2→64029.8-5.45timeout
06-18 10:32BTCBuy64944.2→63957.8-8.12timeout
06-18 09:26BTCBuy65057.3→64267.8-6.62timeout
06-17 08:44BTCBuy66508.3→64872.3-12.78stop_loss
06-17 08:31BTCBuy66730.3→65089.2-12.78stop_loss
06-17 08:06BTCBuy66320.3→65408.7-7.33timeout
06-15 21:22BTCBuy64692.2→66495.7+13.43timeout
06-13 21:43BTCBuy63544.2→64594.8+7.79timeout
06-12 23:33BTCBuy63471.2→63422.8-0.88timeout
06-12 22:04BTCBuy63602.2→63492.8-1.36timeout
06-12 20:55BTCBuy63363.2→63388.8-0.27timeout
06-11 17:37BTCBuy61776.1→63183.8+10.86timeout
06-11 14:52BTCBuy61863.1→62897.9+7.82timeout
06-10 17:00BTCBuy61407.1→62202.9+5.96timeout
06-10 15:08BTCBuy61566.1→61937.9+2.53timeout
06-10 14:19BTCBuy61784.1→61883.9+0.33timeout
06-09 16:19BTCBuy62390.1→60855.5-12.77stop_loss
06-09 14:46BTCBuy62772.1→61225.3-12.77stop_loss
06-07 05:33BTCBuy60598→61649.9+8.26timeout
06-07 04:28BTCBuy59968→61535.9+12.62timeout
06-06 20:12BTCBuy60693→60545-1.60timeout
06-06 04:27BTCBuy61319.1→59809.1-12.77stop_loss
06-06 04:12BTCBuy61673.1→60154.9-12.76stop_loss
06-05 06:20BTCBuy63247.2→61679.1-12.81stop_loss
06-05 05:59BTCBuy63777.2→62208.8-12.71stop_loss
06-05 02:28BTCBuy62924.1→62737.9-1.91timeout
06-04 10:28BTCBuy64111.2→62516.6-12.86stop_loss
06-04 09:27BTCBuy64376.2→62792.4-12.75stop_loss
06-04 00:29BTCBuy65110.3→63509.1-12.74stop_loss
06-03 20:55BTCBuy66423.3→64783.4-12.84stop_loss
06-03 19:52BTCBuy67124.4→65474-12.78stop_loss
06-03 03:44BTCBuy67336.4→65680.9-12.75stop_loss
06-03 03:34BTCBuy67597.4→65929.7-12.79stop_loss
06-02 22:59BTCBuy67924.4→66221.6-12.99stop_loss
06-02 14:23BTCBuy69690.5→67974.6-12.77stop_loss
06-02 14:08BTCBuy70241.5→68484.3-12.98stop_loss
06-02 12:17BTCBuy70961.5→69216.9-12.80stop_loss
06-02 09:02BTCBuy71353.6→69598.7-12.80stop_loss
06-01 15:24BTCBuy73975.7→71161.8-19.57stop_loss
06-01 15:24BTCBuy73488.7→71161.8-16.40stop_loss
06-01 15:24BTCBuy73590.7→71161.8-17.10stop_loss
05-31 16:53BTCBuy73895.7→73473.3-3.37timeout
05-31 15:04BTCBuy73861.7→73594.3-2.27timeout
05-31 13:21BTCBuy73799.7→73973.3+0.62timeout
05-31 11:26BTCBuy73559.7→73890.3+1.66timeout
05-31 09:42BTCBuy73529.7→73985.3+2.50timeout
05-30 12:12BTCBuy73347.7→73564.3+0.96timeout
05-30 09:51BTCBuy73711.7→73546.3-1.60timeout
05-30 08:41BTCBuy73780.7→73496.3-2.42timeout
05-30 07:50BTCBuy73378.7→73502.3+0.35timeout
05-30 06:35BTCBuy73677.7→73662.3-0.59timeout
05-29 10:45BTCBuy73476.7→73560.3+0.07timeout
05-29 09:40BTCBuy73418.7→73807.3+2.13timeout
05-29 08:37BTCBuy73242.7→73774.3+3.17timeout
05-29 07:34BTCBuy73298.7→73530.3+1.01timeout
05-29 06:32BTCBuy72877.6→73387.3+2.92timeout

Paper vs Live

Paper (trades.jsonl)
87
closed
41%
win rate
-341.49
total pnl ($)
-77.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8741%-77.9-341.49

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems