deribit_basis_annualized_low_band_carry_long

not live
29
closed trades
45%
win rate
-70.25
total pnl ($)
0.581
weight
7d window — n=17 wr=29% pnl=-112.46  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 29 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 21:14BTCBuy60349→59663-6.15timeout
06-28 19:04BTCBuy60566→59432-9.79timeout
06-27 14:56BTCBuy59364→60584+9.83timeout
06-27 12:46BTCBuy59502→60286+6.11timeout
06-27 10:41BTCBuy59534→60403+6.81timeout
06-26 20:02BTCBuy59579→59866+1.83timeout
06-26 16:02BTCBuy59515→60364+6.67timeout
06-26 12:40BTCBuy60641→59143.5-12.81stop_loss
06-26 02:21BTCBuy59808→58336.9-12.75stop_loss
06-26 02:13BTCBuy60097→58617.7-12.76stop_loss
06-25 13:48BTCBuy60758→59263.4-12.72stop_loss
06-25 13:46BTCBuy61184.1→59667.2-12.85stop_loss
06-25 13:45BTCBuy61450.1→59929-12.82stop_loss
06-25 13:44BTCBuy61590.1→60066.9-12.81stop_loss
06-24 17:48BTCBuy60515→59026.5-12.74stop_loss
06-24 16:51BTCBuy61215.1→59705.1-12.76stop_loss
06-24 13:57BTCBuy62763.1→61219.3-12.75stop_loss
06-18 04:11BTCBuy65377.3→63742.9-12.96stop_loss
06-17 00:43BTCBuy66403.3→65802.7-5.04timeout
06-16 20:20BTCBuy66513.3→65788.7-5.99timeout
06-16 18:08BTCBuy66807.3→66089.7-5.90timeout
06-15 21:38BTCBuy64935.2→66433.7+11.03timeout
06-15 13:16BTCBuy63914.2→66720.7+21.52take_profit
06-15 12:54BTCBuy63766.2→66566.7+21.52take_profit
06-13 20:54BTCBuy63378.2→64239.8+6.33timeout
06-13 18:47BTCBuy63876.2→64216.8+2.21timeout
06-13 16:46BTCBuy63859.2→64116.8+1.58timeout
06-13 14:44BTCBuy63487.2→64163.8+4.84timeout
06-13 12:34BTCBuy63534.2→63991.8+3.07timeout

Paper vs Live

Paper (trades.jsonl)
29
closed
45%
win rate
-70.25
total pnl ($)
-48.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2945%-48.1-70.25

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems