deribit_highcontango_perp_spot_rv_spread_long

not live
32
closed trades
47%
win rate
-61.53
total pnl ($)
0.642
weight
7d window — n=29 wr=41% pnl=-88.64  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 32 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 06:21BTCBuy64146.2→62565.6-12.77stop_loss
06-23 06:18BTCBuy64590.2→63001.3-12.77stop_loss
06-23 05:06BTCBuy64083.2→63695.8-3.50timeout
06-23 00:40BTCBuy63939.2→63995.8+0.00timeout
06-22 16:15BTCBuy64113.2→64699.8+4.13timeout
06-22 11:56BTCBuy64118.2→64626.8+3.37timeout
06-22 07:32BTCBuy64169.2→64330.8+0.85timeout
06-22 03:17BTCBuy64266.2→64186.8-1.14timeout
06-21 22:25BTCBuy64192.2→63672.8-4.47timeout
06-21 12:55BTCBuy63557.2→64073.8+3.68timeout
06-21 08:47BTCBuy63421.2→63917.8+3.32timeout
06-21 04:32BTCBuy63508.2→64498.8+7.36timeout
06-20 23:34BTCBuy63339.2→64234.8+6.61timeout
06-20 18:55BTCBuy63048.2→63755.8+5.17timeout
06-20 08:58BTCBuy62551.1→63399.8+6.22timeout
06-20 04:49BTCBuy62620.1→63558.8+7.05timeout
06-20 00:11BTCBuy62887.1→63454.8+4.08timeout
06-19 19:45BTCBuy62939.1→62986.9-0.10timeout
06-19 15:31BTCBuy63322.2→63117.8-1.96timeout
06-18 15:56BTCBuy63954.2→62381.7-12.66stop_loss
06-18 15:51BTCBuy64162.2→62584.6-12.47stop_loss
06-18 15:37BTCBuy64549.2→62958.4-12.75stop_loss
06-18 09:11BTCBuy64985.2→64296.8-5.78timeout
06-18 04:11BTCBuy65390.3→63743.9-13.05stop_loss
06-17 19:41BTCBuy65772.3→64154.7-12.77stop_loss
06-17 19:40BTCBuy65826.3→64206.7-12.77stop_loss
06-17 18:14BTCBuy66084.3→65259.7-6.79timeout
06-17 14:08BTCBuy66052.3→65325.7-5.97timeout
06-17 08:13BTCBuy66454.3→65350.7-8.73timeout
06-15 21:21BTCBuy64659.2→66502.7+13.75timeout
06-13 22:21BTCBuy63605.2→64427.8+5.99timeout
06-13 13:45BTCBuy63120.2→64115.8+7.38timeout

Paper vs Live

Paper (trades.jsonl)
32
closed
47%
win rate
-61.53
total pnl ($)
-38.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3247%-38.3-61.53

Recent bounces (last 20 of 9)

timesymsidereason
06-23 07:06BTCBuystale_intent
06-23 07:06BTCBuystale_intent
06-23 03:07BTCBuystale_intent
06-22 22:53BTCBuystale_intent
06-22 22:51BTCBuystale_intent
06-22 12:03BTCBuystale_intent
06-22 05:18BTCBuytrigger_already_opened
06-22 00:56BTCBuystale_intent
06-22 00:56BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems