deribit_basis_carry_high_percentile_long

not live
72
closed trades
38%
win rate
-285.18
total pnl ($)
0.945
weight
7d window — n=8 wr=38% pnl=-29.34  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 14:08BTCBuy60637→59144.5-12.77stop_loss
06-29 09:54BTCBuy60263→59974-3.00timeout
06-29 06:32BTCBuy59932→60134+1.24timeout
06-29 05:19BTCBuy59993→59547-4.19timeout
06-28 07:54BTCBuy60474→60175-2.92timeout
06-27 20:52BTCBuy59745→60259+3.92timeout
06-27 19:36BTCBuy59945→60128+1.13timeout
06-26 12:43BTCBuy60532→59043.5-12.75stop_loss
06-23 06:21BTCBuy64241.2→62638.5-12.88stop_loss
06-23 06:21BTCBuy64272.2→62691.5-12.57stop_loss
06-23 04:16BTCBuy63955.2→63986.8-0.23timeout
06-22 21:36BTCBuy63734.2→64285.8+3.87timeout
06-22 03:33BTCBuy64309.2→64318.8-0.39timeout
06-22 00:26BTCBuy64228.2→63660.8-4.95timeout
06-21 18:48BTCBuy63784.2→64146.8+2.39timeout
06-20 22:10BTCBuy63038.2→63997.8+7.11timeout
06-20 21:00BTCBuy63191.2→63893.8+5.10timeout
06-20 16:23BTCBuy63274.2→64065.8+5.80timeout
06-19 18:27BTCBuy62929.1→63095.8+0.85timeout
06-19 17:33BTCBuy62704.1→62973.9+1.69timeout
06-19 15:14BTCBuy63560.2→63150.8-3.62timeout
06-18 15:40BTCBuy64299.2→62717.5-12.54stop_loss
06-18 15:40BTCBuy64370.2→62786.5-12.72stop_loss
06-18 12:40BTCBuy64785.2→64161.8-5.25timeout
06-18 10:36BTCBuy64912.2→63999.8-7.55timeout
06-17 19:40BTCBuy65808.3→64189.7-12.75stop_loss
06-17 14:19BTCBuy65743.3→65246.7-4.23timeout
06-17 11:05BTCBuy66205.3→64577.5-12.81stop_loss
06-17 08:45BTCBuy66486.3→64851.3-12.82stop_loss
06-15 21:21BTCBuy64659.2→66503.7+13.76timeout
06-13 06:25BTCBuy63169.2→63571.8+2.73timeout
06-13 05:22BTCBuy63479.2→63549.8+0.12timeout
06-13 00:31BTCBuy63572.2→63527.8-0.89timeout
06-10 19:04BTCBuy61825.1→61833.9-0.44timeout
06-10 15:28BTCBuy61347.1→62314.9+7.38timeout
06-10 14:31BTCBuy61520.1→61971.9+3.19timeout
06-09 16:39BTCBuy62300.1→60766.6-12.77stop_loss
06-07 08:04BTCBuy60868→62346.9+11.78timeout
06-07 07:01BTCBuy60717→61969.9+9.91timeout
06-07 05:16BTCBuy59947→61775.9+14.83timeout
06-06 04:34BTCBuy60932→59432.3-12.76stop_loss
06-06 04:31BTCBuy61213.1→59707.1-12.75stop_loss
06-06 04:14BTCBuy61559.1→60044-12.76stop_loss
06-05 06:20BTCBuy63226.2→61671.1-12.71stop_loss
06-05 02:32BTCBuy63170.2→62724.9-3.95timeout
06-04 10:48BTCBuy63923.2→62350.7-12.72stop_loss
06-04 09:25BTCBuy64508.2→62921.4-12.74stop_loss
06-04 00:29BTCBuy64931.2→63334.1-12.75stop_loss
06-03 03:33BTCBuy67679.4→66014.7-12.75stop_loss
06-02 23:04BTCBuy67809.4→66138.6-12.77stop_loss
06-02 14:23BTCBuy69680.5→67962.6-12.79stop_loss
06-02 14:09BTCBuy70185.5→68459.3-12.77stop_loss
06-02 12:17BTCBuy70963.5→69216.9-12.81stop_loss
06-02 09:02BTCBuy71340.6→69584.7-12.80stop_loss
06-01 15:25BTCBuy73910.7→71111.9-19.49stop_loss
06-01 15:25BTCBuy73508.7→71111.9-16.88stop_loss
06-01 15:25BTCBuy73622.7→71111.9-17.63stop_loss
05-31 17:39BTCBuy73874.7→73691.3-1.74timeout
05-31 15:42BTCBuy73830.7→73644.3-1.75timeout
05-31 13:48BTCBuy73750.7→73859.3+0.27timeout
05-31 11:39BTCBuy73593.7→73919.3+1.62timeout
05-31 09:44BTCBuy73529.7→73951.3+2.27timeout
05-30 12:13BTCBuy73323.7→73560.3+1.12timeout
05-30 11:06BTCBuy73634.7→73607.3-0.70timeout
05-30 09:53BTCBuy73712.7→73571.3-1.44timeout
05-30 07:51BTCBuy73399.7→73489.3+0.12timeout
05-30 06:36BTCBuy73674.7→73673.3-0.50timeout
05-29 11:05BTCBuy73377.7→73619.3+1.15timeout
05-29 09:54BTCBuy73529.7→73696.3+0.61timeout
05-29 08:44BTCBuy73254.7→73731.3+2.78timeout
05-29 07:36BTCBuy73394.7→73460.3-0.07timeout
05-29 06:33BTCBuy72833.6→73380.3+3.18timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
38%
win rate
-285.18
total pnl ($)
-78.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7238%-78.8-285.18

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems