deribit_basis_carry_harvest_long_v5

not live
76
closed trades
33%
win rate
-356.08
total pnl ($)
0.331
weight
7d window — n=15 wr=20% pnl=-151.55  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 21:24BTCBuy59805→60299+3.23timeout
06-29 20:21BTCBuy59704→60358+4.58timeout
06-29 19:14BTCBuy60022→60172+0.35timeout
06-28 22:53BTCBuy60461→58913.6-13.59stop_loss
06-26 12:43BTCBuy60502→58952.6-13.26stop_loss
06-24 15:08BTCBuy62397.1→60792.5-13.24stop_loss
06-24 15:08BTCBuy62417.1→60819.5-13.18stop_loss
06-24 14:19BTCBuy62547.1→60942.5-13.25stop_loss
06-24 14:17BTCBuy62648.1→61017.4-13.44stop_loss
06-24 13:43BTCBuy63053.2→61438.2-13.25stop_loss
06-23 08:24BTCBuy63739.2→62104.8-13.20stop_loss
06-23 08:17BTCBuy64041.2→62401.7-13.32stop_loss
06-23 08:17BTCBuy64013.2→62371.7-13.34stop_loss
06-23 08:15BTCBuy64123.2→62480.6-13.33stop_loss
06-23 06:21BTCBuy64178.2→62532.6-13.31stop_loss
06-21 20:15BTCBuy63140.2→64123.8+7.34timeout
06-21 19:15BTCBuy62642.1→64177.8+11.91timeout
06-21 18:15BTCBuy62671.1→63968.8+10.12timeout
06-21 17:16BTCBuy62488.1→64146.8+13.02timeout
06-21 16:41BTCBuy62660.1→64016.8+10.49timeout
06-18 15:40BTCBuy64362.2→62712.5-13.01stop_loss
06-18 15:37BTCBuy64557.2→62877.4-13.03stop_loss
06-18 15:18BTCBuy64823.2→63164.2-12.81stop_loss
06-18 15:17BTCBuy64873.2→63203.2-12.85stop_loss
06-18 15:17BTCBuy64894.2→63232.2-12.83stop_loss
06-17 21:23BTCBuy64695.2→64313.8-3.33timeout
06-17 11:04BTCBuy66362.3→64664.4-13.34stop_loss
06-17 10:55BTCBuy66463.3→64760.4-13.35stop_loss
06-17 08:39BTCBuy66605.3→64900.3-13.28stop_loss
06-17 08:39BTCBuy66618.3→64913.3-13.28stop_loss
06-15 13:16BTCBuy63559.2→66731.7+24.56take_profit
06-15 12:41BTCBuy63222.2→66376.7+24.56take_profit
06-12 18:55BTCBuy61692.1→63767.8+16.31timeout
06-12 15:28BTCBuy61347.1→64178.8+22.38timeout
06-12 15:00BTCBuy61025.1→64070.8+24.27take_profit
06-12 14:31BTCBuy61520.1→63617.8+16.40timeout
06-12 13:25BTCBuy62260.1→63376.8+8.29timeout
06-09 15:56BTCBuy62655.1→61048.4-13.28stop_loss
06-07 22:15BTCBuy60970→64012.8+24.52take_profit
06-07 22:15BTCBuy60783→63815.8+24.51take_profit
06-07 22:14BTCBuy60720→63749.8+24.52take_profit
06-07 22:14BTCBuy60703→63731.8+24.52take_profit
06-07 08:48BTCBuy59923→62913.9+24.53take_profit
06-06 04:31BTCBuy61304.1→59735.1-13.25stop_loss
06-06 04:27BTCBuy61426.1→59845.1-13.32stop_loss
06-06 04:21BTCBuy61481.1→59908-13.25stop_loss
06-06 04:12BTCBuy61792.1→60208.9-13.27stop_loss
06-05 06:22BTCBuy62939.1→61328.3-13.17stop_loss
06-05 06:20BTCBuy63240.2→61611.1-13.29stop_loss
06-05 06:03BTCBuy63702.2→62068.8-13.23stop_loss
06-04 10:28BTCBuy64111.2→62470.6-13.21stop_loss
06-04 10:27BTCBuy64285.2→62635.5-13.26stop_loss
06-04 09:29BTCBuy64376.2→62725.5-13.27stop_loss
06-04 00:29BTCBuy65110.3→63444.1-13.24stop_loss
06-03 20:55BTCBuy66437.3→64733.4-13.32stop_loss
06-03 20:50BTCBuy66712.3→65005.2-13.31stop_loss
06-03 20:45BTCBuy66765.3→65056.2-13.30stop_loss
06-03 19:55BTCBuy66875.3→65164.1-13.31stop_loss
06-03 19:54BTCBuy67124.4→65405-13.30stop_loss
06-03 03:43BTCBuy67597.4→65865.8-13.26stop_loss
06-03 03:33BTCBuy67708.4→65974.7-13.26stop_loss
06-02 15:30BTCBuy68926.4→67160-13.27stop_loss
06-02 14:27BTCBuy69492.5→67708.7-13.29stop_loss
06-02 14:26BTCBuy69641.5→67858.7-13.26stop_loss
06-02 14:22BTCBuy69874.5→68062.5-13.43stop_loss
06-02 14:21BTCBuy69994.5→68203.5-13.26stop_loss
06-01 22:25BTCBuy73847.7→71211.8-18.50stop_loss
06-01 22:25BTCBuy73908.7→71211.8-18.91stop_loss
06-01 22:25BTCBuy73904.7→71211.8-18.89stop_loss
06-01 22:25BTCBuy73885.7→71211.8-18.78stop_loss
06-01 22:25BTCBuy74041.7→71211.8-19.81stop_loss
05-31 10:56BTCBuy73417.7→73830.3+1.95timeout
05-31 09:47BTCBuy73503.7→73949.3+2.13timeout
05-31 08:40BTCBuy73245.7→73855.3+3.26timeout
05-31 07:34BTCBuy73299.7→73815.3+2.62timeout
05-31 06:33BTCBuy72833.6→74062.3+7.83timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
33%
win rate
-356.08
total pnl ($)
-92.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7633%-92.9-356.08

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems