deribit_basis_carry_harvest_v2

not live
45
closed trades
38%
win rate
-130.26
total pnl ($)
0.707
weight
7d window — n=11 wr=9% pnl=-91.01  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 45 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 23:55BTCBuy60045→59626-4.17timeout
06-28 21:52BTCBuy59918→59346-5.25timeout
06-28 17:54BTCBuy60009→59562-4.12timeout
06-28 15:49BTCBuy60372→59877-4.64timeout
06-28 10:12BTCBuy59679→60176+3.66timeout
06-26 12:40BTCBuy60657→59160.4-12.80stop_loss
06-24 15:40BTCBuy62083.1→60555.7-12.66stop_loss
06-24 14:19BTCBuy62406.1→60871.5-12.72stop_loss
06-24 14:19BTCBuy62384.1→60841.5-12.78stop_loss
06-24 13:43BTCBuy63038.2→61487.2-12.74stop_loss
06-24 13:22BTCBuy63382.2→61821-12.77stop_loss
06-22 05:50BTCBuy63596.2→64160.8+3.96timeout
06-21 08:47BTCBuy62625.1→63918.8+9.60timeout
06-18 15:40BTCBuy64305.2→62720.5-12.75stop_loss
06-17 08:51BTCBuy66430.3→64795.3-12.77stop_loss
06-17 07:54BTCBuy66822.3→65179.1-12.75stop_loss
06-14 21:09BTCBuy63547.2→63993.8+3.02timeout
06-14 16:03BTCBuy63647.2→64018.8+2.43timeout
06-13 22:31BTCBuy63596.2→64497.8+6.58timeout
06-13 20:38BTCBuy63305.2→64236.8+6.88timeout
06-13 18:37BTCBuy63494.2→64219.8+5.25timeout
06-12 17:14BTCBuy62073.1→63851.8+13.81timeout
06-12 14:22BTCBuy61990.1→63298.8+9.97timeout
06-11 19:36BTCBuy61940.1→63723.8+13.69timeout
06-11 19:30BTCBuy61171.1→63856.8+21.32take_profit
06-11 17:29BTCBuy61725.1→62779.9+7.91timeout
06-09 15:55BTCBuy62637.1→61096.4-12.75stop_loss
06-09 14:47BTCBuy62656.1→61111.4-12.78stop_loss
06-07 22:14BTCBuy60948→63623.8+21.52take_profit
06-07 22:14BTCBuy60841→63511.8+21.52take_profit
06-07 22:14BTCBuy60581→63241.8+21.53take_profit
06-07 22:14BTCBuy60556→63214.8+21.52take_profit
06-06 04:12BTCBuy61669.1→60152.9-12.75stop_loss
06-05 06:22BTCBuy62828.1→61282.3-12.69stop_loss
06-05 06:03BTCBuy63580.2→62016.9-12.71stop_loss
06-05 05:59BTCBuy63816.2→62245.7-12.72stop_loss
06-04 09:29BTCBuy64347.2→62764.5-12.74stop_loss
06-04 00:26BTCBuy65206.3→63603-12.74stop_loss
06-03 20:55BTCBuy66375.3→64738.4-12.82stop_loss
06-03 20:55BTCBuy66403.3→64765.4-12.84stop_loss
06-03 20:55BTCBuy66517.3→64881.3-12.80stop_loss
06-03 16:27BTCBuy67173.4→65516.9-12.81stop_loss
06-03 03:43BTCBuy67457.4→65797.8-12.75stop_loss
06-03 03:43BTCBuy67503.4→65838.8-12.78stop_loss
06-02 12:17BTCBuy70957.5→69212.9-12.80stop_loss

Paper vs Live

Paper (trades.jsonl)
45
closed
38%
win rate
-130.26
total pnl ($)
-57.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4538%-57.2-130.26

Recent bounces (last 20 of 1)

timesymsidereason
06-29 09:20BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems