deribit_annualized_basis_compress_carry_fg65_long

not live
18
closed trades
61%
win rate
+10.09
total pnl ($)
0.886
weight
7d window — n=6 wr=17% pnl=-55.90  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 18 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 16:27BTCBuy59719→60693+7.79timeout
06-25 13:55BTCBuy59872→58390.9-12.76stop_loss
06-25 13:53BTCBuy60384→58887.6-12.76stop_loss
06-25 13:48BTCBuy60796→59299.4-12.73stop_loss
06-25 13:48BTCBuy61054.1→59552.2-12.71stop_loss
06-25 13:42BTCBuy61704.1→60186.9-12.73stop_loss
06-17 11:02BTCBuy66343.3→64711.4-12.88stop_loss
06-17 07:54BTCBuy66827.3→65181.1-12.74stop_loss
06-17 05:50BTCBuy65753.3→65831.7+0.10timeout
06-17 01:46BTCBuy65659.3→65778.7+0.40timeout
06-16 21:45BTCBuy65353.3→65702.7+2.04timeout
06-15 15:54BTCBuy64416.2→67246.6+21.53take_profit
06-15 15:47BTCBuy64307.2→67147.6+21.61take_profit
06-15 04:39BTCBuy63590.2→65640.7+15.61timeout
06-15 01:22BTCBuy63629.2→65388.7+13.33timeout
06-14 19:14BTCBuy63694.2→63777.8+0.08timeout
06-14 12:21BTCBuy63562.2→64468.8+6.71timeout
06-14 07:46BTCBuy63008.2→64350.8+10.19timeout

Paper vs Live

Paper (trades.jsonl)
18
closed
61%
win rate
+10.09
total pnl ($)
+11.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1861%+11.6+10.09

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems