deribit_basis_carry_crossover_long_v2

not live
65
closed trades
40%
win rate
-229.59
total pnl ($)
0.541
weight
7d window — n=16 wr=25% pnl=-114.65  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 65 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 19:36BTCBuy60170→60285+0.21timeout
06-28 19:47BTCBuy60758→59262.4-12.74stop_loss
06-28 03:40BTCBuy59435→60171+5.75timeout
06-27 18:55BTCBuy59543→60537+7.94timeout
06-27 14:52BTCBuy59700→60582+6.94timeout
06-26 02:21BTCBuy59854→58375.9-12.79stop_loss
06-25 13:55BTCBuy59846→58371.9-12.69stop_loss
06-25 13:48BTCBuy60744→59250.4-12.70stop_loss
06-25 13:48BTCBuy60962→59459.3-12.72stop_loss
06-24 15:30BTCBuy62287.1→60750.6-12.71stop_loss
06-24 14:19BTCBuy62417.1→60878.5-12.75stop_loss
06-24 13:23BTCBuy63246.2→61691.1-12.75stop_loss
06-23 06:21BTCBuy64165.2→62584.6-12.77stop_loss
06-23 06:21BTCBuy64213.2→62631.5-12.78stop_loss
06-23 04:45BTCBuy64447.2→63796.8-5.56timeout
06-23 00:41BTCBuy64270.2→63999.8-2.54timeout
06-22 20:41BTCBuy63850.2→64477.8+4.44timeout
06-21 01:51BTCBuy62915.1→64250.8+10.06timeout
06-20 21:50BTCBuy62923.1→64044.8+8.49timeout
06-20 17:49BTCBuy62601.1→63830.8+9.34timeout
06-18 15:40BTCBuy64334.2→62752.5-12.72stop_loss
06-18 15:37BTCBuy64592.2→62996.3-12.78stop_loss
06-18 15:17BTCBuy64879.2→63282.2-12.74stop_loss
06-17 19:41BTCBuy65771.3→64152.7-12.80stop_loss
06-17 19:40BTCBuy65826.3→64205.7-12.82stop_loss
06-17 10:04BTCBuy66404.3→64766.4-12.85stop_loss
06-16 14:23BTCBuy67177.4→65524.9-12.82stop_loss
06-16 12:19BTCBuy64476.2→66624.7+16.04timeout
06-16 04:10BTCBuy64488.2→66148.7+12.51timeout
06-15 15:47BTCBuy64246.2→67069.6+21.56take_profit
06-14 09:27BTCBuy63727.2→64318.8+4.08timeout
06-13 21:14BTCBuy63533.2→64215.8+4.88timeout
06-13 17:13BTCBuy62418.1→63937.8+11.72timeout
06-12 08:15BTCBuy61610.1→63273.8+12.83timeout
06-11 19:30BTCBuy61124.1→63808.8+21.34take_profit
06-11 16:20BTCBuy60917→62776.9+14.53timeout
06-09 14:29BTCBuy63127.2→61575.1-12.77stop_loss
06-09 14:18BTCBuy63296.2→61738-12.78stop_loss
06-09 14:18BTCBuy63298.2→61741-12.78stop_loss
06-07 22:14BTCBuy61012.1→63690.8+21.52take_profit
06-07 22:14BTCBuy60825→63495.8+21.53take_profit
06-07 22:14BTCBuy60673→63336.8+21.52take_profit
06-06 04:27BTCBuy61343.1→59830.1-12.78stop_loss
06-05 21:04BTCBuy59335→61941.9+21.52take_profit
06-05 18:51BTCBuy60990→59490.3-12.75stop_loss
06-05 14:27BTCBuy61834.1→60313.8-12.74stop_loss
06-05 13:56BTCBuy62518.1→60978.4-12.76stop_loss
06-05 06:24BTCBuy62710.1→61150.4-12.83stop_loss
06-05 06:21BTCBuy63026.2→61476.2-12.66stop_loss
06-05 02:30BTCBuy64141.2→62563.6-12.74stop_loss
06-04 11:11BTCBuy63698.2→62131.8-12.73stop_loss
06-04 00:29BTCBuy65071.3→63471.1-12.74stop_loss
06-03 20:55BTCBuy66432.3→64797.3-12.80stop_loss
06-03 20:55BTCBuy66587.3→64948.3-12.81stop_loss
06-03 19:55BTCBuy66923.3→65277.1-12.82stop_loss
06-02 15:30BTCBuy68972.4→67273-12.77stop_loss
06-02 14:10BTCBuy69994.5→68272.4-12.76stop_loss
06-01 22:25BTCBuy73785.7→71211.8-18.11stop_loss
06-01 22:25BTCBuy74123.7→71211.8-20.35stop_loss
06-01 22:25BTCBuy73781.7→71211.8-18.16stop_loss
05-31 02:08BTCBuy73532.7→74065.3+3.02timeout
05-30 21:22BTCBuy73691.7→73958.3+1.13timeout
05-30 17:53BTCBuy73551.7→73976.3+2.21timeout
05-30 13:20BTCBuy73214.7→73746.3+3.06timeout
05-30 09:13BTCBuy73284.7→73496.3+0.92timeout

Paper vs Live

Paper (trades.jsonl)
65
closed
40%
win rate
-229.59
total pnl ($)
-69.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6540%-69.8-229.59

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems