deribit_basis_threshold_long_v2

not live
140
closed trades
43%
win rate
+34.24
total pnl ($)
1.717
weight
7d window — n=35 wr=43% pnl=+76.91  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 02:50SOLBuy70.7216→72.0992+9.14timeout
06-28 21:58SOLBuy70.9396→70.3175-4.69timeout
06-28 20:56SOLBuy71.2147→70.8714-2.72timeout
06-28 19:53SOLBuy71.1777→70.4524-5.39timeout
06-28 05:28SOLBuy71.8878→70.0944-12.87stop_loss
06-26 19:31SOLBuy70.5806→73.6789+21.47take_profit
06-26 16:00SOLBuy69.5764→72.6241+21.44take_profit
06-26 14:28SOLBuy68.7243→71.7392+21.46take_profit
06-26 14:28SOLBuy68.7083→71.7112+21.39take_profit
06-26 14:12SOLBuy68.1002→71.0803+21.37take_profit
06-26 13:19SOLBuy69.9925→68.2576-12.88stop_loss
06-26 12:43SOLBuy70.0105→68.2756-12.88stop_loss
06-26 06:43SOLBuy66.72→69.6386+21.34take_profit
06-26 06:39SOLBuy66.613→69.5296+21.35take_profit
06-26 06:39SOLBuy66.502→69.4086+21.38take_profit
06-26 06:22SOLBuy66.374→69.2756+21.33take_profit
06-26 02:13SOLBuy67.9692→66.2839-12.85stop_loss
06-26 02:12SOLBuy68.1662→66.4768-12.85stop_loss
06-25 23:30SOLBuy65.8029→68.7067+21.61take_profit
06-25 23:28SOLBuy65.3848→68.2468+21.43take_profit
06-25 13:47SOLBuy67.4501→65.7702-12.91stop_loss
06-25 13:46SOLBuy67.7202→66.0271-12.96stop_loss
06-25 13:45SOLBuy67.7662→66.082-12.89stop_loss
06-25 13:43SOLBuy68.2872→66.5927-12.86stop_loss
06-25 13:39SOLBuy69.0254→67.3142-12.85stop_loss
06-25 12:28SOLBuy69.4784→67.7559-12.86stop_loss
06-25 05:09SOLBuy66.1559→69.0766+21.68take_profit
06-25 05:02SOLBuy65.8099→68.6877+21.46take_profit
06-24 22:01SOLBuy65.5328→68.3997+21.44take_profit
06-24 17:19SOLBuy67.6151→65.9271-12.93stop_loss
06-24 16:51SOLBuy68.2872→66.5747-12.99stop_loss
06-24 16:51SOLBuy68.3863→66.6227-13.35stop_loss
06-24 15:47SOLBuy68.9763→67.2563-12.92stop_loss
06-24 15:33SOLBuy69.8235→68.0917-12.85stop_loss
06-24 15:33SOLBuy69.8245→68.0917-12.87stop_loss
06-17 21:47SOLBuy73.091→71.2726-12.90stop_loss
06-17 02:59SOLBuy72.9259→73.9899+6.91timeout
06-16 22:45SOLBuy73.8731→73.654-1.95timeout
06-16 15:33SOLBuy73.9261→73.184-5.52timeout
06-16 14:24SOLBuy73.533→73.057-3.76timeout
06-16 13:27SOLBuy73.8211→74.1809+1.91timeout
06-16 02:27SOLBuy74.7812→72.9196-12.89stop_loss
06-15 22:23SOLBuy76.0104→74.1238-12.88stop_loss
06-15 15:45SOLBuy71.6087→74.7468+21.44take_profit
06-15 15:38SOLBuy71.2317→74.3458+21.39take_profit
06-15 13:18SOLBuy70.8596→73.9689+21.48take_profit
06-15 13:16SOLBuy70.6256→73.7119+21.39take_profit
06-15 13:08SOLBuy70.0495→73.127+21.50take_profit
06-15 00:00SOLBuy68.3853→71.3783+21.41take_profit
06-14 23:52SOLBuy68.2212→71.2053+21.34take_profit
06-14 23:27SOLBuy67.7872→70.7494+21.44take_profit
06-14 22:44SOLBuy67.6882→70.6604+21.54take_profit
06-14 21:40SOLBuy67.1941→70.1465+21.57take_profit
06-14 14:42SOLBuy68.0972→66.96-8.65timeout
06-14 13:43SOLBuy68.1812→67.6818-3.97timeout
06-14 12:38SOLBuy67.8002→67.7338-0.74timeout
06-14 11:35SOLBuy67.8692→68.2848+2.77timeout
06-14 10:31SOLBuy67.4321→68.3607+6.46timeout
06-13 14:14SOLBuy66.814→68.2018+10.02timeout
06-13 13:06SOLBuy66.763→67.8788+8.00timeout
06-13 12:01SOLBuy66.863→67.7728+6.43timeout
06-13 11:02SOLBuy66.822→67.3669+3.69timeout
06-13 09:55SOLBuy67.2191→67.3229+0.41timeout
06-12 13:51SOLBuy65.6378→66.803+8.28timeout
06-12 12:50SOLBuy65.1508→66.878+12.66timeout
06-12 11:44SOLBuy65.4918→66.962+10.65timeout
06-12 10:38SOLBuy65.5308→66.796+9.12timeout
06-12 09:31SOLBuy65.3098→67.3009+14.79timeout
06-11 11:51SOLBuy63.0044→65.7581+21.31take_profit
06-11 11:22SOLBuy63.5305→65.4512+14.52timeout
06-11 10:20SOLBuy63.2705→65.2982+15.42timeout
06-11 09:17SOLBuy63.4175→65.0792+12.50timeout
06-11 08:28SOLBuy62.7084→65.4502+21.35take_profit
06-10 21:50SOLBuy64.1686→62.5693-12.79stop_loss
06-10 21:06SOLBuy64.5437→62.9431-12.81stop_loss
06-10 16:41SOLBuy63.8516→64.9203+8.03timeout
06-09 16:19SOLBuy65.4308→63.7965-12.87stop_loss
06-09 15:57SOLBuy65.8089→64.1733-12.96stop_loss
06-09 15:56SOLBuy65.8989→64.2652-12.93stop_loss
06-09 14:46SOLBuy66.0489→64.4121-12.83stop_loss
06-09 14:16SOLBuy66.805→65.1446-12.84stop_loss
06-09 09:54SOLBuy66.2229→66.0751-1.44timeout
06-09 01:36SOLBuy65.8249→65.9051+0.43timeout
06-09 00:48SOLBuy67.003→65.3425-12.81stop_loss
06-09 00:23SOLBuy67.8742→66.19-12.82stop_loss
06-08 23:27SOLBuy66.2679→66.727+3.15timeout
06-08 22:27SOLBuy66.346→67.0969+5.29timeout
06-08 21:09SOLBuy65.0758→67.9238+21.47take_profit
06-08 09:43SOLBuy65.1458→65.9911+6.31timeout
06-08 05:41SOLBuy66.57→64.9188-12.78stop_loss
06-07 22:15SOLBuy64.9097→67.7928+22.07take_profit
06-07 22:15SOLBuy64.9047→67.7928+22.13take_profit
06-07 22:15SOLBuy64.8317→67.6668+21.77take_profit
06-07 22:14SOLBuy64.2116→67.0319+21.89take_profit
06-07 06:36SOLBuy62.1633→64.8943+21.68take_profit
06-07 06:36SOLBuy62.1623→64.8943+21.71take_profit
06-07 06:36SOLBuy62.1343→64.8523+21.57take_profit
06-07 06:28SOLBuy62.0673→64.7853+21.56take_profit
06-07 05:13SOLBuy61.6672→64.3633+21.51take_profit
06-06 15:19SOLBuy62.7884→61.2282-12.87stop_loss

Paper vs Live

Paper (trades.jsonl)
140
closed
43%
win rate
+34.24
total pnl ($)
+4.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL14043%+4.2+34.24

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems