deribit_basis_carry_harvest_long_v9

not live
19
closed trades
42%
win rate
-72.35
total pnl ($)
1.019
weight
7d window — n=6 wr=33% pnl=-37.07  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 19 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 12:40BTCBuy60652→59159.4-12.76stop_loss
06-24 13:44BTCBuy62958.1→61410.2-12.73stop_loss
06-23 08:17BTCBuy63953.2→62376.7-12.79stop_loss
06-23 08:17BTCBuy63970.2→62386.7-12.88stop_loss
06-22 17:20BTCBuy63888.2→64586.8+4.94timeout
06-21 17:01BTCBuy62911.1→64100.8+9.15timeout
06-20 15:51BTCBuy62706.1→64102.8+10.49timeout
06-18 05:04BTCBuy65300.3→63685-12.84stop_loss
06-17 10:56BTCBuy66362.3→64730.4-12.84stop_loss
06-14 21:32BTCBuy63540.2→64704.8+8.64timeout
06-13 20:54BTCBuy63378.2→64238.8+6.30timeout
06-12 14:55BTCBuy61951.1→63822.8+14.49timeout
06-09 14:46BTCBuy62769.1→61225.3-12.75stop_loss
06-07 20:12BTCBuy60730→61577.9+6.61timeout
06-04 00:29BTCBuy65074.3→63474.1-12.74stop_loss
06-03 03:43BTCBuy67398.4→65738.8-12.76stop_loss
06-02 12:06BTCBuy70979.5→69233.9-12.80stop_loss
05-31 17:19BTCBuy74217.7→73514.3-5.30timeout
05-30 10:46BTCBuy73505.7→73623.3+0.23timeout

Paper vs Live

Paper (trades.jsonl)
19
closed
42%
win rate
-72.35
total pnl ($)
-75.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1942%-75.3-72.35

Recent bounces (last 20 of 1)

timesymsidereason
06-28 06:44BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems