deribit_basis_carry_harvest_v4

not live
23
closed trades
43%
win rate
-108.83
total pnl ($)
0.940
weight
7d window — n=4 wr=0% pnl=-43.39  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 13:34BTCBuy59668→58198-12.78stop_loss
06-28 15:42BTCBuy60458→59899-5.11timeout
06-26 12:43BTCBuy60493→59001.5-12.79stop_loss
06-24 13:44BTCBuy62965.1→61416.2-12.72stop_loss
06-23 06:20BTCBuy64460.2→62874.4-12.76stop_loss
06-22 18:18BTCBuy63843.2→64655.8+5.79timeout
06-20 17:09BTCBuy62548.1→63896.8+10.28timeout
06-18 15:17BTCBuy64994.2→63391.1-12.76stop_loss
06-17 10:56BTCBuy66391.3→64755.4-12.87stop_loss
06-13 20:56BTCBuy63373.2→64248.8+6.42timeout
06-11 16:23BTCBuy61050.1→62632.9+12.32timeout
06-09 14:36BTCBuy62928.1→61379.2-12.78stop_loss
06-07 20:11BTCBuy60701→61603.9+7.06timeout
06-05 06:22BTCBuy62939.1→61388.2-12.69stop_loss
06-04 00:29BTCBuy65110.3→63509.1-12.74stop_loss
06-03 20:45BTCBuy66697.3→65056.2-12.82stop_loss
06-02 14:10BTCBuy69993.5→68272.4-12.76stop_loss
06-01 22:25BTCBuy73780.7→71201.8-18.22stop_loss
05-30 14:55BTCBuy72985.6→73888.3+5.44timeout
05-30 12:41BTCBuy73501.7→73644.3+0.41timeout
05-30 10:52BTCBuy73386.7→73617.3+1.00timeout
05-30 08:40BTCBuy73245.7→73497.3+1.19timeout
05-30 06:33BTCBuy72819.6→73631.3+5.05timeout

Paper vs Live

Paper (trades.jsonl)
23
closed
43%
win rate
-108.83
total pnl ($)
-93.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2343%-93.4-108.83

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems