deribit_basis_carry_harvest_long_v10

not live
57
closed trades
39%
win rate
-163.60
total pnl ($)
0.938
weight
7d window — n=15 wr=47% pnl=-49.14  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 57 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 23:45BTCBuy60049→60022-0.63timeout
06-27 22:43BTCBuy59912→60138+1.49timeout
06-27 21:42BTCBuy60016→60257+1.63timeout
06-27 18:53BTCBuy59633→60494+6.79timeout
06-27 16:52BTCBuy60022→60776+5.82timeout
06-26 12:43BTCBuy60492→59002.5-12.77stop_loss
06-24 15:46BTCBuy61879.1→60355.8-12.75stop_loss
06-24 14:13BTCBuy62651.1→61109.4-12.75stop_loss
06-24 13:57BTCBuy62744.1→61194.3-12.80stop_loss
06-24 10:51BTCBuy62240.1→62463.9+1.30timeout
06-24 09:50BTCBuy62352.1→62647.9+1.84timeout
06-24 08:48BTCBuy62301.1→62745.9+3.05timeout
06-24 07:05BTCBuy62922.1→62777.9-1.65timeout
06-24 06:02BTCBuy63361.2→62794.9-4.98timeout
06-23 08:27BTCBuy63615.2→62050.9-12.74stop_loss
06-21 07:28BTCBuy63733.2→64156.8+2.88timeout
06-21 06:25BTCBuy63678.2→64229.8+3.87timeout
06-21 05:03BTCBuy63544.2→64262.8+5.21timeout
06-20 09:05BTCBuy62521.1→63431.8+6.72timeout
06-20 07:57BTCBuy62590.1→63650.8+7.87timeout
06-18 15:40BTCBuy64295.2→62707.5-12.77stop_loss
06-17 19:40BTCBuy65801.3→64175.7-12.83stop_loss
06-17 08:44BTCBuy66517.3→64881.3-12.75stop_loss
06-17 08:39BTCBuy66543.3→64903.3-12.76stop_loss
06-17 08:31BTCBuy66741.3→65087.2-12.83stop_loss
06-17 08:04BTCBuy66337.3→65448.7-7.10timeout
06-13 21:29BTCBuy63497.2→64228.8+5.29timeout
06-13 03:37BTCBuy63460.2→63463.8-0.42timeout
06-13 00:54BTCBuy63687.2→63562.8-1.52timeout
06-12 23:15BTCBuy63402.2→63455.8-0.07timeout
06-12 22:14BTCBuy63610.2→63483.8-1.49timeout
06-12 21:04BTCBuy63406.2→63426.8-0.31timeout
06-11 19:30BTCBuy61192.1→63878.8+21.39take_profit
06-11 19:19BTCBuy61685.1→63593.8+14.89timeout
06-10 19:19BTCBuy61736.1→61721.9-0.63timeout
06-10 18:19BTCBuy61919.1→61882.9-0.78timeout
06-10 15:55BTCBuy61133.1→62746.9+12.80timeout
06-09 15:56BTCBuy62558.1→60998.4-12.92stop_loss
06-09 06:11BTCBuy62927.1→63345.8+2.83timeout
06-07 13:14BTCBuy60973→61692.9+5.43timeout
06-07 12:11BTCBuy60950→62289.9+10.55timeout
06-07 10:24BTCBuy60568→62522.9+15.70timeout
06-07 09:15BTCBuy61178.1→62831.9+13.11timeout
06-07 06:35BTCBuy61003.1→62108.9+8.66timeout
06-06 04:32BTCBuy61178.1→59673.2-12.75stop_loss
06-05 06:20BTCBuy63212.2→61656.1-12.72stop_loss
06-05 05:59BTCBuy63825.2→62255.7-12.71stop_loss
06-04 10:27BTCBuy64183.2→62582.6-12.90stop_loss
06-04 00:27BTCBuy65178.3→63575-12.75stop_loss
06-03 20:55BTCBuy66423.3→64778.4-12.87stop_loss
06-03 19:55BTCBuy66852.3→65167.1-13.11stop_loss
06-03 19:52BTCBuy67134.4→65483-12.79stop_loss
06-03 19:31BTCBuy66744.3→65647.7-8.73timeout
06-03 03:50BTCBuy67075.4→65418-12.81stop_loss
06-03 03:43BTCBuy67474.4→65813.8-12.76stop_loss
06-03 03:43BTCBuy67550.4→65888.7-12.75stop_loss
06-02 12:18BTCBuy70945.5→69199.9-12.81stop_loss

Paper vs Live

Paper (trades.jsonl)
57
closed
39%
win rate
-163.60
total pnl ($)
-57.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5739%-57.1-163.60

Recent bounces (last 20 of 3)

timesymsidereason
06-28 04:08BTCBuycircuit_breaker
06-28 01:42BTCBuycircuit_breaker
06-27 22:29BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems