deribit_basis_carry_cross_long

not live
87
closed trades
45%
win rate
-198.94
total pnl ($)
0.933
weight
7d window — n=16 wr=50% pnl=-44.57  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 87 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:56BTCBuy59968→58487.8-12.78stop_loss
06-30 12:06BTCBuy60445→58954.6-12.77stop_loss
06-29 22:49BTCBuy59153→60381+9.97timeout
06-29 19:03BTCBuy59461→60157+5.25timeout
06-28 21:37BTCBuy60360→59725-5.73timeout
06-28 17:12BTCBuy60535→59590-8.23timeout
06-27 19:17BTCBuy59943→60538+4.55timeout
06-27 16:17BTCBuy60204→60697+3.68timeout
06-26 18:02BTCBuy59553→60014+3.33timeout
06-26 14:57BTCBuy59515→59528-0.39timeout
06-25 17:59BTCBuy59376→59649+1.88timeout
06-25 13:55BTCBuy59853→58379.9-12.68stop_loss
06-24 14:17BTCBuy62560.1→61017.4-12.78stop_loss
06-24 14:02BTCBuy62695.1→61152.3-12.75stop_loss
06-24 09:50BTCBuy62352.1→62647.9+1.84timeout
06-24 08:48BTCBuy62301.1→62745.9+3.04timeout
06-23 06:21BTCBuy64360.2→62776.5-12.77stop_loss
06-23 06:18BTCBuy64595.2→63002.3-12.80stop_loss
06-22 19:04BTCBuy64196.2→64306.8+0.35timeout
06-22 18:03BTCBuy63987.2→64656.8+4.74timeout
06-21 19:01BTCBuy63801.2→64199.8+2.72timeout
06-21 17:58BTCBuy63827.2→64135.8+2.05timeout
06-20 17:55BTCBuy63167.2→63829.8+4.78timeout
06-20 16:55BTCBuy62963.1→63971.8+7.50timeout
06-19 16:54BTCBuy62662.1→63057.8+2.74timeout
06-19 16:12BTCBuy62638.1→63110.8+3.33timeout
06-18 15:40BTCBuy64305.2→62720.5-12.74stop_loss
06-18 14:58BTCBuy65100.3→63841.8-10.10timeout
06-17 19:41BTCBuy65786.3→64168.7-12.75stop_loss
06-17 15:25BTCBuy65761.3→65352.7-3.57timeout
06-17 14:21BTCBuy65718.3→65192.7-4.46timeout
06-16 14:48BTCBuy66631.3→65684.7-7.64timeout
06-16 13:49BTCBuy66554.3→66158.7-3.51timeout
06-15 13:16BTCBuy63933.2→66747.7+21.58take_profit
06-15 12:50BTCBuy63704.2→66515.7+21.63take_profit
06-14 18:13BTCBuy64052.2→63706.8-3.24timeout
06-14 17:08BTCBuy63993.2→63893.8-1.29timeout
06-13 17:19BTCBuy63829.2→64006.8+0.95timeout
06-13 16:12BTCBuy63754.2→64069.8+2.01timeout
06-12 16:46BTCBuy62595.1→63868.8+9.68timeout
06-12 15:45BTCBuy62584.1→63858.8+9.66timeout
06-11 16:24BTCBuy62231.1→62599.9+2.42timeout
06-11 15:24BTCBuy62281.1→62747.9+3.20timeout
06-10 16:12BTCBuy61094.1→62355.9+9.82timeout
06-10 15:11BTCBuy61628.1→61855.9+1.35timeout
06-09 14:18BTCBuy63334.2→61776-12.75stop_loss
06-09 14:11BTCBuy63563.2→61998.9-12.76stop_loss
06-09 06:24BTCBuy62972.1→63474.8+3.49timeout
06-08 17:37BTCBuy62295.1→63359.8+7.99timeout
06-08 06:16BTCBuy61655.1→62860.9+9.32timeout
06-07 16:40BTCBuy60597→62218.9+12.86timeout
06-07 04:28BTCBuy59996→61489.9+12.00timeout
06-06 16:08BTCBuy60286→60802+3.86timeout
06-06 04:12BTCBuy61692.1→60171.9-12.78stop_loss
06-05 21:04BTCBuy59339→61943.9+21.50take_profit
06-05 18:52BTCBuy60780→59285.4-12.75stop_loss
06-05 14:06BTCBuy61936.1→60411.8-12.76stop_loss
06-05 13:49BTCBuy62913.1→61366.2-12.75stop_loss
06-05 06:23BTCBuy62752.1→61208.3-12.74stop_loss
06-05 06:23BTCBuy62808.1→61263.3-12.69stop_loss
06-05 02:49BTCBuy63504.2→62708.9-6.67timeout
06-04 09:27BTCBuy64408.2→62824.4-12.74stop_loss
06-04 02:01BTCBuy63464.2→61902.9-12.75stop_loss
06-04 00:26BTCBuy65292.3→63687-12.74stop_loss
06-03 23:51BTCBuy65755.3→64137.7-12.75stop_loss
06-03 20:55BTCBuy66330.3→64652.4-13.14stop_loss
06-03 19:47BTCBuy66881.3→65773.7-8.80timeout
06-03 03:43BTCBuy67543.4→65882.7-12.75stop_loss
06-02 14:21BTCBuy69885.5→68165.5-12.77stop_loss
06-02 14:10BTCBuy69971.5→68234.5-12.88stop_loss
06-01 22:24BTCBuy73167.7→71102.9-14.66stop_loss
06-01 22:24BTCBuy73308.7→71102.9-15.62stop_loss
05-31 23:45BTCBuy73780.7→73557.3-1.94timeout
05-31 19:51BTCBuy74019.7→73495.3-3.98timeout
05-31 15:49BTCBuy73886.7→73638.3-2.19timeout
05-31 13:53BTCBuy73768.7→73800.3-0.28timeout
05-31 11:39BTCBuy73594.7→73919.3+1.62timeout
05-30 16:07BTCBuy73844.7→73887.3-0.27timeout
05-30 14:15BTCBuy73037.7→73907.3+5.38timeout
05-30 12:18BTCBuy73368.7→73578.3+0.94timeout
05-30 11:10BTCBuy73599.7→73597.3-0.52timeout
05-30 09:54BTCBuy73704.7→73573.3-1.37timeout
05-29 13:27BTCBuy73164.7→73047.3-1.27timeout
05-29 12:30BTCBuy73455.7→73283.3-1.65timeout
05-29 11:24BTCBuy73387.7→73607.3+1.00timeout
05-29 10:20BTCBuy73443.7→73641.3+0.82timeout
05-29 09:14BTCBuy73275.7→73777.3+2.90timeout

Paper vs Live

Paper (trades.jsonl)
87
closed
45%
win rate
-198.94
total pnl ($)
-45.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8745%-45.2-198.94

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems