deribit_basis_carry_compression_long

not live
79
closed trades
38%
win rate
-258.66
total pnl ($)
0.355
weight
7d window — n=22 wr=36% pnl=-123.38  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 79 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 01:56BTCBuy60195→59895-2.79timeout
06-29 21:45BTCBuy60223→60439+1.04timeout
06-29 20:45BTCBuy60237→60360+0.27timeout
06-29 19:44BTCBuy60172→60438+1.46timeout
06-28 22:53BTCBuy60525→58975.5-13.30stop_loss
06-27 18:03BTCBuy59583→60435+6.72timeout
06-27 17:02BTCBuy59273→60618+10.85timeout
06-27 15:58BTCBuy59524→60822+10.52timeout
06-27 14:57BTCBuy59505→60584+8.62timeout
06-27 14:07BTCBuy58993.9→60530+12.55timeout
06-25 13:59BTCBuy59528→58004.1-13.19stop_loss
06-25 13:58BTCBuy59660→58133-13.19stop_loss
06-25 13:57BTCBuy59812→58277.9-13.21stop_loss
06-25 13:53BTCBuy60353→58767.7-13.52stop_loss
06-25 13:49BTCBuy60792→59236.4-13.21stop_loss
06-24 17:21BTCBuy60871→59310.4-13.25stop_loss
06-24 16:51BTCBuy61165.1→59587.2-13.33stop_loss
06-24 15:37BTCBuy62200.1→60607.6-13.24stop_loss
06-24 15:30BTCBuy62362.1→60766.6-13.15stop_loss
06-24 14:19BTCBuy62600.1→60966.5-13.50stop_loss
06-24 14:02BTCBuy62771.1→61162.3-13.26stop_loss
06-24 13:48BTCBuy62860.1→61248.3-13.27stop_loss
06-17 19:44BTCBuy65764.3→64073.7-13.36stop_loss
06-17 08:52BTCBuy66492.3→64787.3-13.30stop_loss
06-17 08:31BTCBuy66872.3→65161.1-13.24stop_loss
06-16 14:31BTCBuy67098.4→65376-13.36stop_loss
06-16 10:01BTCBuy64570.2→66487.7+14.40timeout
06-16 02:35BTCBuy64535.2→65767.7+9.08timeout
06-15 15:47BTCBuy64339.2→67163.6+21.53take_profit
06-15 15:46BTCBuy64144.2→66961.7+21.55take_profit
06-15 13:22BTCBuy64054.2→66866.7+21.54take_profit
06-14 08:54BTCBuy63437.2→64432.8+7.30timeout
06-14 04:36BTCBuy63715.2→64431.8+5.27timeout
06-14 02:28BTCBuy63524.2→64487.8+7.16timeout
06-13 18:50BTCBuy63504.2→64064.8+3.96timeout
06-13 17:46BTCBuy63328.2→64083.8+5.49timeout
06-12 08:15BTCBuy61601.1→63260.8+12.85timeout
06-11 19:30BTCBuy61179.1→63870.8+21.37take_profit
06-11 19:30BTCBuy61137.1→63823.8+21.35take_profit
06-11 18:01BTCBuy61054.1→63735.8+21.36take_profit
06-11 16:40BTCBuy60819→62664.9+14.61timeout
06-09 21:14BTCBuy61917.1→62016.9+0.63timeout
06-09 15:59BTCBuy62048.1→61114.9-8.27timeout
06-09 15:57BTCBuy62593.1→60986.4-13.29stop_loss
06-09 14:39BTCBuy62948.1→61336.2-13.28stop_loss
06-09 14:21BTCBuy63257.2→61638.1-13.25stop_loss
06-09 09:39BTCBuy62577.1→62577.9-0.41timeout
06-07 22:14BTCBuy61041.1→63720.8+21.52take_profit
06-07 22:14BTCBuy60688→63353.8+21.53take_profit
06-07 20:09BTCBuy60763→61501.9+5.70timeout
06-07 15:14BTCBuy60526→61777.9+9.87timeout
06-07 08:48BTCBuy60197→62840.9+21.54take_profit
06-06 04:27BTCBuy61341.1→59770.1-13.26stop_loss
06-05 21:04BTCBuy59330→61934.9+21.50take_profit
06-05 18:52BTCBuy60773→59217.4-13.25stop_loss
06-05 18:52BTCBuy60874→59316.4-13.25stop_loss
06-05 18:44BTCBuy61292.1→59723.1-13.25stop_loss
06-05 14:26BTCBuy61976.1→60388.8-13.25stop_loss
06-05 13:57BTCBuy62360.1→60760.6-13.29stop_loss
06-05 13:57BTCBuy62400.1→60800.5-13.27stop_loss
06-05 13:49BTCBuy62854.1→61245.3-13.25stop_loss
06-05 13:49BTCBuy62876.1→61267.3-13.25stop_loss
06-05 06:24BTCBuy62764.1→61157.3-13.19stop_loss
06-05 06:24BTCBuy62766.1→61157.3-13.18stop_loss
06-05 06:20BTCBuy63330.2→61709-13.17stop_loss
06-05 06:17BTCBuy63462.2→61838-13.20stop_loss
06-04 11:10BTCBuy63799.2→62166.8-13.22stop_loss
06-04 10:29BTCBuy64069.2→62429.6-13.22stop_loss
06-04 09:26BTCBuy64524.2→62871.4-13.25stop_loss
06-04 01:22BTCBuy64277.2→62632.5-13.24stop_loss
06-04 00:30BTCBuy64932.2→63270.2-13.25stop_loss
06-04 00:29BTCBuy65198.3→63530-13.24stop_loss
06-03 20:46BTCBuy66747.3→65037.2-13.31stop_loss
06-03 19:55BTCBuy66999.3→65270.1-13.39stop_loss
06-03 19:54BTCBuy67047.4→65324.1-13.32stop_loss
06-03 19:52BTCBuy67189.4→65469-13.29stop_loss
06-03 16:24BTCBuy67330.4→65596.9-13.34stop_loss
06-03 03:50BTCBuy67240.4→65519.9-13.25stop_loss
06-03 03:44BTCBuy67423.4→65696.8-13.26stop_loss

Paper vs Live

Paper (trades.jsonl)
79
closed
38%
win rate
-258.66
total pnl ($)
-65.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7938%-65.2-258.66

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems