deribit_btc_basis_rolling_expand_regime_long

not live
33
closed trades
36%
win rate
-125.79
total pnl ($)
0.424
weight
7d window — n=13 wr=15% pnl=-133.51  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 33 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 03:58BTCBuy59536→60294+5.92timeout
06-26 13:19BTCBuy59997→58521.8-12.76stop_loss
06-26 13:18BTCBuy60288→58799.6-12.80stop_loss
06-26 02:21BTCBuy59810→58336.9-12.76stop_loss
06-25 13:57BTCBuy59825→58335.9-12.83stop_loss
06-25 13:48BTCBuy60835→59339.3-12.73stop_loss
06-25 13:48BTCBuy61038.1→59536.2-12.73stop_loss
06-25 13:46BTCBuy61253.1→59746.1-12.75stop_loss
06-25 13:41BTCBuy61839.1→60316.8-12.75stop_loss
06-24 13:44BTCBuy62904.1→61355.2-12.76stop_loss
06-24 13:43BTCBuy62972.1→61421.2-12.76stop_loss
06-23 05:22BTCBuy65069.3→63469.1-12.76stop_loss
06-20 14:15BTCBuy63046.2→63237.8+0.98timeout
06-18 15:40BTCBuy64276.2→62694.5-12.73stop_loss
06-18 15:17BTCBuy64918.2→63315.2-12.78stop_loss
06-18 15:17BTCBuy64987.2→63389.1-12.73stop_loss
06-17 19:42BTCBuy65721.3→64104.7-12.79stop_loss
06-17 19:29BTCBuy65893.3→64264.6-12.81stop_loss
06-17 16:20BTCBuy66071.3→65891.7-1.73timeout
06-17 10:59BTCBuy66350.3→64718.4-12.87stop_loss
06-17 08:44BTCBuy66503.3→64868.3-12.75stop_loss
06-17 08:19BTCBuy66526.3→65252.7-9.99timeout
06-16 14:23BTCBuy67087.4→65437-12.82stop_loss
06-15 21:53BTCBuy64580.2→66381.7+13.41timeout
06-15 15:47BTCBuy64353.2→67182.6+21.56take_profit
06-15 15:47BTCBuy64263.2→67088.6+21.55take_profit
06-15 13:22BTCBuy64662.2→66794.7+16.07timeout
06-15 12:50BTCBuy63710.2→66515.7+21.58take_profit
06-14 13:14BTCBuy63644.2→64325.8+4.90timeout
06-14 09:08BTCBuy63535.2→64429.8+6.50timeout
06-14 05:06BTCBuy64043.2→64347.8+1.98timeout
06-14 01:02BTCBuy63421.2→64520.8+8.29timeout
06-13 20:58BTCBuy63451.2→64259.8+5.89timeout

Paper vs Live

Paper (trades.jsonl)
33
closed
36%
win rate
-125.79
total pnl ($)
-76.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3336%-76.2-125.79

Recent bounces (last 20 of 8)

timesymsidereason
06-27 04:30BTCBuytrigger_already_opened
06-26 16:31BTCBuystale_intent
06-26 04:20BTCBuybelow_min_notional_skip
06-25 12:05BTCBuybelow_min_notional_skip
06-25 07:59BTCBuybelow_min_notional_skip
06-24 21:54BTCBuybelow_min_notional_skip
06-24 17:24BTCBuybelow_min_notional_skip
06-24 12:10BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems