deribit_basis_annualized_carry_harvest

not live
12
closed trades
42%
win rate
-64.78
total pnl ($)
1.103
weight
7d window — n=3 wr=33% pnl=-24.12  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 12 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 12:43BTCBuy60532→58982.5-13.26stop_loss
06-23 06:21BTCBuy64204.2→62557.6-13.29stop_loss
06-22 21:29BTCBuy63905.2→64275.8+2.43timeout
06-20 21:30BTCBuy62941.1→63902.8+7.21timeout
06-17 19:50BTCBuy65703.3→64021.8-13.27stop_loss
06-16 21:19BTCBuy64703.2→65712.7+7.17timeout
06-13 21:00BTCBuy63379.2→64259.8+6.45timeout
06-09 14:47BTCBuy62764.1→61156.3-13.26stop_loss
06-06 04:27BTCBuy61363.1→59793.1-13.25stop_loss
06-04 00:29BTCBuy65153.3→63486.1-13.24stop_loss
06-02 07:02BTCBuy71606.6→69761.6-13.41stop_loss
05-30 06:33BTCBuy72833.6→73630.3+4.93timeout

Paper vs Live

Paper (trades.jsonl)
12
closed
42%
win rate
-64.78
total pnl ($)
-107.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1242%-107.2-64.78

Recent bounces (last 20 of 1)

timesymsidereason
06-28 08:01BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems