deribit_basis_carry_band_uplow_long

not live
20
closed trades
45%
win rate
-83.87
total pnl ($)
0.732
weight
7d window — n=11 wr=27% pnl=-81.58  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 20 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 20:02BTCBuy59554→59796+1.45timeout
06-26 13:18BTCBuy60337→58850.6-12.78stop_loss
06-25 13:42BTCBuy61768.1→60247.8-12.75stop_loss
06-24 16:51BTCBuy61281.1→59749.1-12.93stop_loss
06-24 14:19BTCBuy62426.1→60886.5-12.77stop_loss
06-24 14:17BTCBuy62548.1→61000.4-12.82stop_loss
06-24 14:17BTCBuy62568.1→61017.4-12.83stop_loss
06-24 13:47BTCBuy62820.1→61273.3-12.76stop_loss
06-24 12:09BTCBuy62463.1→62875.9+2.85timeout
06-24 07:34BTCBuy62922.1→62690.9-2.34timeout
06-20 08:58BTCBuy62551.1→63384.8+6.10timeout
06-18 04:11BTCBuy65389.3→63746.9-13.02stop_loss
06-17 08:20BTCBuy66818.3→65175.1-12.72stop_loss
06-16 21:21BTCBuy66510.3→65710.7-6.55timeout
06-15 21:51BTCBuy65532.3→66394.7+6.07timeout
06-14 05:04BTCBuy63521.2→64341.8+6.05timeout
06-14 01:01BTCBuy63604.2→64549.8+7.03timeout
06-13 20:54BTCBuy63386.2→64239.8+6.26timeout
06-13 16:42BTCBuy63821.2→64032.8+1.23timeout
06-13 12:34BTCBuy63508.2→64002.8+3.36timeout

Paper vs Live

Paper (trades.jsonl)
20
closed
45%
win rate
-83.87
total pnl ($)
-83.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2045%-83.5-83.87

Recent bounces (last 20 of 4)

timesymsidereason
06-26 16:25BTCBuystale_intent
06-26 08:21BTCBuystale_intent
06-25 07:18BTCBuybelow_min_notional_skip
06-24 14:46BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems