deribit_basis_carry_fear_band_long

not live
78
closed trades
40%
win rate
-271.71
total pnl ($)
0.539
weight
7d window — n=23 wr=30% pnl=-117.21  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 23:20BTCBuy59976→59349-5.83timeout
06-28 22:19BTCBuy59942→59260-6.15timeout
06-28 19:28BTCBuy60251→59496-6.70timeout
06-28 17:56BTCBuy60574→59578-8.64timeout
06-28 16:51BTCBuy60800→59628-10.06timeout
06-27 17:32BTCBuy60126→60529+2.90timeout
06-27 16:28BTCBuy60045→60682+4.90timeout
06-27 15:25BTCBuy60199→60730+3.97timeout
06-27 14:02BTCBuy59884→60485+4.56timeout
06-27 12:43BTCBuy59007→60294+10.43timeout
06-26 13:19BTCBuy60075→58552.8-13.13stop_loss
06-26 12:43BTCBuy60503→59010.5-12.79stop_loss
06-26 02:13BTCBuy60182→58701.7-12.73stop_loss
06-24 16:51BTCBuy61212.1→59704.1-12.75stop_loss
06-24 15:45BTCBuy61975.1→60450.7-12.73stop_loss
06-24 14:19BTCBuy62482.1→60942.5-12.74stop_loss
06-24 14:13BTCBuy62622.1→61079.4-12.72stop_loss
06-24 13:44BTCBuy62913.1→61366.2-12.74stop_loss
06-24 09:26BTCBuy62453.1→62687.9+1.43timeout
06-24 08:50BTCBuy62293.1→62733.9+3.08timeout
06-24 08:10BTCBuy62828.1→62590.9-2.36timeout
06-24 07:23BTCBuy63037.2→62716.9-3.04timeout
06-24 05:37BTCBuy63419.2→63060.8-3.36timeout
06-21 05:54BTCBuy63671.2→64213.8+3.67timeout
06-20 08:42BTCBuy62557.1→63437.8+6.51timeout
06-17 08:44BTCBuy66488.3→64853.3-12.82stop_loss
06-17 08:44BTCBuy66524.3→64888.3-12.83stop_loss
06-17 07:54BTCBuy66824.3→65181.1-12.77stop_loss
06-13 23:43BTCBuy63510.2→64443.8+6.91timeout
06-13 22:36BTCBuy63507.2→64535.8+7.62timeout
06-13 21:31BTCBuy63536.2→64240.8+5.07timeout
06-13 20:31BTCBuy63508.2→64221.8+5.15timeout
06-13 13:47BTCBuy63186.2→64073.8+6.52timeout
06-12 22:44BTCBuy63493.2→63487.8-0.54timeout
06-12 21:21BTCBuy63494.2→63559.8+0.04timeout
06-12 20:00BTCBuy63583.2→63580.8-0.47timeout
06-12 18:29BTCBuy63377.2→63749.8+2.47timeout
06-12 12:34BTCBuy62624.1→63492.8+6.41timeout
06-11 21:45BTCBuy61651.1→63516.8+14.54timeout
06-11 19:58BTCBuy61974.1→63605.8+12.59timeout
06-11 18:56BTCBuy61743.1→63477.8+13.47timeout
06-11 14:23BTCBuy61995.1→62874.9+6.54timeout
06-11 08:50BTCBuy61211.1→62926.9+13.46timeout
06-10 19:36BTCBuy61942.1→61905.9-0.81timeout
06-10 18:31BTCBuy61750.1→61970.9+1.29timeout
06-10 17:30BTCBuy61753.1→61859.9+0.37timeout
06-09 15:56BTCBuy62605.1→61061.4-12.78stop_loss
06-09 15:56BTCBuy62601.1→61061.4-12.75stop_loss
06-09 14:46BTCBuy62787.1→61243.3-12.75stop_loss
06-09 14:11BTCBuy63485.2→61923.9-12.75stop_loss
06-09 05:20BTCBuy62636.1→63300.8+4.85timeout
06-09 04:16BTCBuy62949.1→62843.9-1.28timeout
06-09 02:41BTCBuy62993.1→62601.9-3.54timeout
06-07 22:14BTCBuy60596→63256.8+21.52take_profit
06-07 12:15BTCBuy61046.1→62196.9+8.98timeout
06-07 11:11BTCBuy60646→62493.9+14.81timeout
06-07 06:15BTCBuy61139.1→61666.9+3.92timeout
06-07 05:07BTCBuy59791→61784.9+16.25timeout
06-06 20:00BTCBuy60397→60602+1.32timeout
06-06 04:12BTCBuy61685.1→60166.9-12.76stop_loss
06-05 06:23BTCBuy62813.1→61266.3-12.70stop_loss
06-05 06:22BTCBuy62957.1→61405.2-12.74stop_loss
06-05 06:20BTCBuy63212.2→61656.1-12.73stop_loss
06-05 06:03BTCBuy63624.2→62052.9-12.76stop_loss
06-05 03:06BTCBuy63874.2→62294.7-12.79stop_loss
06-04 10:48BTCBuy63898.2→62326.7-12.71stop_loss
06-04 09:30BTCBuy64293.2→62707.5-12.78stop_loss
06-04 09:29BTCBuy64354.2→62771.5-12.74stop_loss
06-04 00:29BTCBuy65071.3→63471.1-12.74stop_loss
06-04 00:26BTCBuy65202.3→63599-12.74stop_loss
06-03 20:55BTCBuy66447.3→64809.3-12.82stop_loss
06-03 20:55BTCBuy66586.3→64947.3-12.81stop_loss
06-03 19:54BTCBuy66998.3→65324.1-13.01stop_loss
06-03 16:24BTCBuy67305.4→65649.9-12.78stop_loss
06-03 03:49BTCBuy67299.4→65643.9-12.75stop_loss
06-03 03:43BTCBuy67479.4→65818.8-12.76stop_loss
06-03 03:33BTCBuy67627.4→65963.7-12.75stop_loss
06-02 12:06BTCBuy70987.5→69241.9-12.80stop_loss

Paper vs Live

Paper (trades.jsonl)
78
closed
40%
win rate
-271.71
total pnl ($)
-69.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7840%-69.3-271.71

Recent bounces (last 20 of 1)

timesymsidereason
06-29 11:36BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems