deribit_basis_carry_fear_long_v2

not live
91
closed trades
41%
win rate
-362.27
total pnl ($)
0.835
weight
7d window — n=16 wr=31% pnl=-58.79  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 91 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 15:06BTCBuy59598→58132-12.77stop_loss
06-30 06:37BTCBuy60059→59595-4.28timeout
06-30 05:29BTCBuy59660→59369-2.83timeout
06-30 03:09BTCBuy60054→59873-1.89timeout
06-29 05:09BTCBuy59992→59539-4.25timeout
06-29 04:04BTCBuy60169→59991-1.93timeout
06-29 01:41BTCBuy60202→59503-6.28timeout
06-27 21:03BTCBuy59649→60292+5.00timeout
06-27 19:59BTCBuy59858→60141+1.97timeout
06-27 19:01BTCBuy59607→60546+7.45timeout
06-26 12:40BTCBuy60633→59137.5-12.79stop_loss
06-24 15:56BTCBuy61756.1→60236.9-12.74stop_loss
06-24 13:57BTCBuy62758.1→61211.3-12.77stop_loss
06-24 13:44BTCBuy62908.1→61361.2-12.74stop_loss
06-24 10:16BTCBuy62394.1→62547.9+0.73timeout
06-24 09:13BTCBuy62414.1→62722.9+1.95timeout
06-24 07:21BTCBuy63040.2→62675.9-3.37timeout
06-23 06:21BTCBuy64206.2→62622.5-12.79stop_loss
06-23 06:21BTCBuy64260.2→62677.5-12.78stop_loss
06-23 06:20BTCBuy64483.2→62897.4-12.76stop_loss
06-22 21:39BTCBuy63916.2→64182.8+1.63timeout
06-22 20:42BTCBuy63945.2→64472.8+3.66timeout
06-22 19:42BTCBuy64187.2→64400.8+1.17timeout
06-21 20:26BTCBuy63927.2→64062.8+0.61timeout
06-21 19:29BTCBuy63832.2→64182.8+2.31timeout
06-21 18:30BTCBuy63848.2→64001.8+0.80timeout
06-20 20:14BTCBuy63044.2→63946.8+6.74timeout
06-20 19:09BTCBuy63018.2→63817.8+5.91timeout
06-20 18:05BTCBuy63116.2→63840.8+5.28timeout
06-19 19:02BTCBuy62667.1→63008.8+2.25timeout
06-19 17:56BTCBuy62567.1→63147.8+4.19timeout
06-19 17:01BTCBuy62609.1→62919.9+2.03timeout
06-18 15:53BTCBuy64019.2→62441.6-12.70stop_loss
06-18 15:52BTCBuy64080.2→62500.6-12.72stop_loss
06-18 15:40BTCBuy64317.2→62734.5-12.72stop_loss
06-18 11:22BTCBuy64642.2→63891.8-6.32timeout
06-18 10:18BTCBuy64904.2→63953.8-7.86timeout
06-18 09:23BTCBuy64935.2→64419.8-4.52timeout
06-17 08:39BTCBuy66581.3→64931.3-12.88stop_loss
06-17 08:38BTCBuy66664.3→65020.2-12.82stop_loss
06-17 08:02BTCBuy66362.3→65422.7-7.55timeout
06-15 21:22BTCBuy64650.2→66502.7+13.82timeout
06-12 23:05BTCBuy63413.2→63439.8-0.28timeout
06-12 22:01BTCBuy63537.2→63518.8-0.65timeout
06-12 20:59BTCBuy63373.2→63435.8+0.01timeout
06-11 19:40BTCBuy61992.1→63678.8+13.03timeout
06-11 17:33BTCBuy61791.1→63290.8+11.59timeout
06-11 14:49BTCBuy61910.1→62884.9+7.33timeout
06-10 16:08BTCBuy60931→62407.9+11.62timeout
06-10 15:07BTCBuy61505.1→61957.9+3.18timeout
06-10 14:14BTCBuy62005.1→62074.9+0.08timeout
06-09 16:04BTCBuy62505.1→60967.5-12.77stop_loss
06-09 14:46BTCBuy62755.1→61208.3-12.78stop_loss
06-07 05:30BTCBuy60730→61716.9+7.71timeout
06-07 04:29BTCBuy59922→61512.9+12.83timeout
06-06 20:11BTCBuy60689→60512-1.84timeout
06-06 04:27BTCBuy61332.1→59823.1-12.75stop_loss
06-06 04:11BTCBuy61792.1→60271.8-12.76stop_loss
06-05 06:20BTCBuy63226.2→61671.1-12.71stop_loss
06-05 03:06BTCBuy63897.2→62319.7-12.77stop_loss
06-05 02:32BTCBuy63176.2→62731.9-3.94timeout
06-04 10:48BTCBuy63888.2→62316.7-12.72stop_loss
06-04 09:27BTCBuy64387.2→62800.4-12.76stop_loss
06-04 00:29BTCBuy65098.3→63497.1-12.75stop_loss
06-03 20:55BTCBuy66364.3→64732.4-12.79stop_loss
06-03 19:55BTCBuy66877.3→65231.1-12.81stop_loss
06-03 19:32BTCBuy66665.3→65658.7-8.07timeout
06-03 03:28BTCBuy67725.4→66058.6-12.76stop_loss
06-02 19:33BTCBuy68016.4→66342.5-12.76stop_loss
06-02 14:23BTCBuy69680.5→67962.6-12.79stop_loss
06-02 14:09BTCBuy70185.5→68459.3-12.77stop_loss
06-02 12:17BTCBuy70963.5→69216.9-12.81stop_loss
06-02 09:02BTCBuy71340.6→69584.7-12.80stop_loss
06-01 15:25BTCBuy73910.7→71111.9-19.49stop_loss
06-01 15:25BTCBuy73508.7→71111.9-16.88stop_loss
06-01 15:25BTCBuy73593.7→71111.9-17.46stop_loss
05-31 16:54BTCBuy73896.7→73502.3-3.18timeout
05-31 15:05BTCBuy73864.7→73610.3-2.19timeout
05-31 13:22BTCBuy73793.7→73962.3+0.59timeout
05-31 11:27BTCBuy73562.7→73907.3+1.75timeout
05-31 09:44BTCBuy73529.7→73951.3+2.27timeout
05-30 12:12BTCBuy73337.7→73563.3+1.03timeout
05-30 11:06BTCBuy73633.7→73607.3-0.69timeout
05-30 08:41BTCBuy73781.7→73497.3-2.42timeout
05-30 07:51BTCBuy73399.7→73488.3+0.11timeout
05-30 06:36BTCBuy73674.7→73672.3-0.51timeout
05-29 10:51BTCBuy73403.7→73602.3+0.86timeout
05-29 09:45BTCBuy73463.7→73797.3+1.75timeout
05-29 08:39BTCBuy73272.7→73767.3+2.92timeout
05-29 07:35BTCBuy73367.7→73458.3+0.10timeout
05-29 06:33BTCBuy72833.6→73380.3+3.18timeout

Paper vs Live

Paper (trades.jsonl)
91
closed
41%
win rate
-362.27
total pnl ($)
-79.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9141%-79.1-362.27

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems