deribit_basis_carry_harvest_long_v14

not live
29
closed trades
38%
win rate
-98.69
total pnl ($)
0.826
weight
7d window — n=9 wr=33% pnl=-48.40  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 29 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 18:16BTCBuy59632→60405+5.88timeout
06-29 01:24BTCBuy60141→59277-7.67timeout
06-28 13:07BTCBuy60365→60049-3.09timeout
06-27 21:36BTCBuy59887→60354+3.52timeout
06-26 12:43BTCBuy60503→59012.5-12.78stop_loss
06-24 15:56BTCBuy61795.1→60271.8-12.77stop_loss
06-24 13:44BTCBuy62906.1→61359.2-12.74stop_loss
06-24 12:39BTCBuy62304.1→62860.9+4.01timeout
06-23 08:17BTCBuy63958.2→62385.7-12.76stop_loss
06-21 02:10BTCBuy63477.2→64222.8+5.38timeout
06-20 07:57BTCBuy62590.1→63651.8+7.88timeout
06-18 15:40BTCBuy64318.2→62734.5-12.74stop_loss
06-17 19:40BTCBuy65804.3→64175.7-12.86stop_loss
06-17 08:04BTCBuy66337.3→65448.7-7.10timeout
06-13 12:58BTCBuy63424.2→64140.8+5.12timeout
06-13 00:51BTCBuy63707.2→63542.8-1.83timeout
06-12 12:35BTCBuy62721.1→63489.8+5.60timeout
06-11 21:49BTCBuy61554.1→63541.8+15.56timeout
06-11 08:50BTCBuy61208.1→62955.9+13.72timeout
06-09 15:55BTCBuy62620.1→61076.4-12.81stop_loss
06-09 02:41BTCBuy63000.1→62632.9-3.35timeout
06-07 09:04BTCBuy61138.1→62822.9+13.37timeout
06-06 20:01BTCBuy60347→60603+1.74timeout
06-05 12:09BTCBuy62453.1→62006.9-4.06timeout
06-05 06:20BTCBuy63244.2→61679.1-12.81stop_loss
06-04 00:29BTCBuy65146.3→63544-12.75stop_loss
06-03 20:55BTCBuy66432.3→64797.3-12.80stop_loss
06-03 03:35BTCBuy67589.4→65925.7-12.76stop_loss
06-02 12:06BTCBuy70969.5→69223.9-12.80stop_loss

Paper vs Live

Paper (trades.jsonl)
29
closed
38%
win rate
-98.69
total pnl ($)
-67.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2938%-67.5-98.69

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems