deribit_basis_carry_harvest_long_v8

not live
78
closed trades
35%
win rate
-369.40
total pnl ($)
0.377
weight
7d window — n=15 wr=27% pnl=-126.81  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:58BTCBuy59876→58397.9-12.79stop_loss
06-30 12:25BTCBuy60241→58749.7-12.81stop_loss
06-30 12:23BTCBuy60317→58823.6-12.81stop_loss
06-30 12:06BTCBuy60425→58938.6-12.73stop_loss
06-29 21:47BTCBuy59944→60476+3.54timeout
06-29 19:47BTCBuy59890→60482+4.04timeout
06-29 17:40BTCBuy59947→60419+3.04timeout
06-29 10:23BTCBuy59727→60214+3.18timeout
06-28 22:53BTCBuy60435→58948.6-12.80stop_loss
06-26 12:40BTCBuy60622→59124.5-12.81stop_loss
06-24 15:30BTCBuy62278.1→60746.6-12.67stop_loss
06-24 15:08BTCBuy62335.1→60799.5-12.71stop_loss
06-24 14:19BTCBuy62454.1→60887.5-12.97stop_loss
06-24 14:17BTCBuy62547.1→61007.4-12.74stop_loss
06-24 13:43BTCBuy62978.1→61428.2-12.75stop_loss
06-23 08:27BTCBuy63654.2→62088.8-12.66stop_loss
06-23 08:20BTCBuy63893.2→62321.7-12.75stop_loss
06-23 08:17BTCBuy63945.2→62369.7-12.86stop_loss
06-23 08:17BTCBuy64025.2→62435.6-12.96stop_loss
06-23 06:21BTCBuy64161.2→62570.6-12.90stop_loss
06-21 23:34BTCBuy62887.1→63346.8+3.27timeout
06-21 21:25BTCBuy62969.1→63616.8+4.68timeout
06-21 19:20BTCBuy62663.1→64172.8+11.71timeout
06-21 17:09BTCBuy62548.1→64163.8+12.64timeout
06-21 15:43BTCBuy62674.1→64240.8+12.21timeout
06-18 15:40BTCBuy64259.2→62673.5-12.54stop_loss
06-18 15:38BTCBuy64398.2→62809.4-12.50stop_loss
06-18 15:17BTCBuy64892.2→63296.2-12.70stop_loss
06-18 15:16BTCBuy65041.3→63441.1-12.71stop_loss
06-18 14:53BTCBuy65125.3→63524-12.73stop_loss
06-17 19:41BTCBuy65780.3→64162.7-12.78stop_loss
06-17 19:29BTCBuy66047.3→64419.6-12.82stop_loss
06-17 11:02BTCBuy66322.3→64676.4-12.96stop_loss
06-17 08:49BTCBuy66461.3→64827.3-12.75stop_loss
06-17 08:45BTCBuy66478.3→64843.3-12.76stop_loss
06-15 12:50BTCBuy63755.2→66562.7+21.61take_profit
06-15 11:26BTCBuy63553.2→66344.7+21.51take_profit
06-14 20:16BTCBuy63489.2→63802.8+1.88timeout
06-13 17:14BTCBuy62059.1→63938.8+14.69timeout
06-13 14:27BTCBuy62074.1→64128.8+15.96timeout
06-12 18:16BTCBuy61729.1→63792.8+16.24timeout
06-12 14:06BTCBuy62121.1→63323.8+9.03timeout
06-11 18:00BTCBuy60965→63642.8+21.31take_profit
06-09 14:43BTCBuy62826.1→61281.3-12.75stop_loss
06-09 14:36BTCBuy62928.1→61379.2-12.78stop_loss
06-07 22:15BTCBuy61162.1→63846.8+21.52take_profit
06-07 22:14BTCBuy61095.1→63777.8+21.53take_profit
06-07 22:14BTCBuy60692→63356.8+21.53take_profit
06-07 22:14BTCBuy60703→63367.8+21.53take_profit
06-07 08:37BTCBuy59984→62617.9+21.54take_profit
06-06 04:27BTCBuy61319.1→59811.1-12.75stop_loss
06-06 04:27BTCBuy61385.1→59869.1-12.80stop_loss
06-05 13:57BTCBuy62354.1→60820.5-12.76stop_loss
06-05 06:21BTCBuy63095.2→61537.1-12.71stop_loss
06-05 06:16BTCBuy63477.2→61913.9-12.72stop_loss
06-05 06:16BTCBuy63491.2→61929.9-12.73stop_loss
06-05 03:11BTCBuy63852.2→62281.7-12.72stop_loss
06-04 09:29BTCBuy64354.2→62771.5-12.74stop_loss
06-04 00:29BTCBuy65130.3→63528-12.75stop_loss
06-03 20:55BTCBuy66421.3→64781.4-12.84stop_loss
06-03 20:55BTCBuy66615.3→64977.2-12.79stop_loss
06-03 20:43BTCBuy66784.3→65142.2-12.80stop_loss
06-03 03:49BTCBuy67261.4→65599.9-12.81stop_loss
06-03 03:43BTCBuy67384.4→65725.8-12.76stop_loss
06-03 03:34BTCBuy67593.4→65928.7-12.77stop_loss
06-02 15:30BTCBuy68902.4→67208-12.75stop_loss
06-02 14:27BTCBuy69398.5→67688.8-12.78stop_loss
06-02 14:10BTCBuy69993.5→68272.4-12.76stop_loss
06-01 22:25BTCBuy73630.7→71201.8-17.11stop_loss
06-01 22:25BTCBuy73426.7→71201.8-15.79stop_loss
06-01 22:25BTCBuy73938.7→71201.8-19.16stop_loss
06-01 22:25BTCBuy73823.7→71201.8-18.43stop_loss
06-01 22:25BTCBuy73866.7→71201.8-18.73stop_loss
05-31 14:59BTCBuy72995.6→73595.3+3.58timeout
05-31 12:41BTCBuy73502.7→73904.3+1.91timeout
05-31 10:52BTCBuy73354.7→73816.3+2.29timeout
05-31 08:40BTCBuy73245.7→73855.3+3.26timeout
05-31 06:33BTCBuy72833.6→74062.3+7.83timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
35%
win rate
-369.40
total pnl ($)
-93.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7835%-93.7-369.40

Recent bounces (last 20 of 1)

timesymsidereason
06-30 02:08BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems