deribit_basis_annualized_carry_long_in_low_fear

not live
16
closed trades
44%
win rate
-40.73
total pnl ($)
0.988
weight
7d window — n=4 wr=0% pnl=-40.09  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 16 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 12:43BTCBuy60552→59002.5-13.25stop_loss
06-24 13:46BTCBuy62902.1→61292.3-13.24stop_loss
06-23 06:21BTCBuy64211.2→62559.6-13.33stop_loss
06-22 09:51BTCBuy64041.2→64082.8-0.26timeout
06-20 21:47BTCBuy62384.1→63993.8+12.47timeout
06-18 15:40BTCBuy64278.2→62633.5-12.99stop_loss
06-17 08:39BTCBuy66625.3→64915.3-13.31stop_loss
06-16 09:18BTCBuy64436.2→66648.7+16.72timeout
06-14 09:41BTCBuy63535.2→64474.8+6.86timeout
06-12 14:02BTCBuy62202.1→63342.8+8.62timeout
06-09 14:47BTCBuy62764.1→61155.3-13.27stop_loss
06-07 08:11BTCBuy60703→62290.9+12.74timeout
06-04 00:29BTCBuy65153.3→63486.1-13.24stop_loss
06-02 14:03BTCBuy70517.5→68588.3-14.15stop_loss
05-31 11:26BTCBuy73347.7→73891.3+3.04timeout
05-29 18:33BTCBuy72826.6→73771.3+5.87timeout

Paper vs Live

Paper (trades.jsonl)
16
closed
44%
win rate
-40.73
total pnl ($)
-50.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1644%-50.4-40.73

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems