deribit_basis_carry_long_moderate

not live
80
closed trades
36%
win rate
-268.56
total pnl ($)
0.839
weight
7d window — n=17 wr=41% pnl=-69.38  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 80 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 06:40BTCBuy59941→60036+0.32timeout
06-29 04:36BTCBuy60114→59814-2.95timeout
06-29 01:31BTCBuy60175→59278-7.93timeout
06-27 23:40BTCBuy60008→60013-0.36timeout
06-27 21:20BTCBuy59694→60353+5.14timeout
06-27 19:11BTCBuy59941→60551+4.67timeout
06-26 12:40BTCBuy60598→59106.5-12.77stop_loss
06-24 14:13BTCBuy62651.1→61102.4-12.79stop_loss
06-24 13:44BTCBuy62914.1→61367.2-12.74stop_loss
06-24 11:23BTCBuy62543.1→62317.9-2.27timeout
06-24 09:13BTCBuy62405.1→62722.9+2.02timeout
06-23 08:17BTCBuy63976.2→62398.7-12.79stop_loss
06-23 06:22BTCBuy64084.2→62506.6-12.77stop_loss
06-23 06:21BTCBuy64345.2→62762.5-12.76stop_loss
06-22 23:31BTCBuy63586.2→63994.8+2.78timeout
06-22 21:22BTCBuy63668.2→64296.8+4.48timeout
06-22 19:21BTCBuy64175.2→64411.8+1.35timeout
06-21 22:53BTCBuy64284.2→63737.8-4.68timeout
06-21 20:51BTCBuy63881.2→63679.8-2.03timeout
06-21 18:51BTCBuy63799.2→64141.8+2.28timeout
06-20 22:21BTCBuy63193.2→64059.8+6.41timeout
06-20 20:20BTCBuy63004.2→63941.8+7.03timeout
06-20 18:17BTCBuy63129.2→63807.8+4.92timeout
06-19 21:43BTCBuy62896.1→63100.8+1.13timeout
06-19 19:39BTCBuy62862.1→62952.9+0.24timeout
06-19 17:38BTCBuy62559.1→63012.8+3.17timeout
06-18 15:53BTCBuy64025.2→62450.6-12.68stop_loss
06-18 15:53BTCBuy64037.2→62456.6-12.76stop_loss
06-18 15:40BTCBuy64305.2→62720.5-12.76stop_loss
06-18 12:57BTCBuy64989.2→64361.8-5.31timeout
06-18 10:51BTCBuy64840.2→64037.8-6.74timeout
06-18 08:46BTCBuy64913.2→64447.8-4.06timeout
06-17 08:44BTCBuy66504.3→64868.3-12.76stop_loss
06-17 08:39BTCBuy66547.3→64910.3-12.73stop_loss
06-17 08:03BTCBuy66318.3→65427.7-7.12timeout
06-13 21:31BTCBuy63534.2→64241.8+5.10timeout
06-13 04:12BTCBuy63499.2→63477.8-0.61timeout
06-12 23:03BTCBuy63390.2→63435.8-0.14timeout
06-12 20:56BTCBuy63373.2→63405.8-0.21timeout
06-11 19:40BTCBuy61969.1→63709.8+13.47timeout
06-11 19:30BTCBuy61180.1→63866.8+21.39take_profit
06-11 14:54BTCBuy61904.1→62882.9+7.36timeout
06-10 18:55BTCBuy61706.1→61736.9-0.25timeout
06-10 16:23BTCBuy61025.1→62271.9+9.72timeout
06-10 14:26BTCBuy61794.1→62001.9+1.20timeout
06-09 14:47BTCBuy62655.1→61106.4-12.81stop_loss
06-07 08:59BTCBuy61271.1→62812.9+12.17timeout
06-07 06:58BTCBuy60716→62091.9+10.92timeout
06-06 20:11BTCBuy60703→60545-1.68timeout
06-06 04:27BTCBuy61329.1→59817.1-12.78stop_loss
06-06 04:27BTCBuy61393.1→59878.1-12.79stop_loss
06-05 06:01BTCBuy63680.2→62110.8-12.73stop_loss
06-05 02:31BTCBuy63095.2→62725.9-3.36timeout
06-04 10:30BTCBuy63965.2→62389.7-12.74stop_loss
06-04 00:29BTCBuy65130.3→63528-12.75stop_loss
06-03 20:55BTCBuy66403.3→64767.4-12.81stop_loss
06-03 19:54BTCBuy66951.3→65305.1-12.80stop_loss
06-03 19:41BTCBuy66640.3→65800.7-6.82timeout
06-03 03:50BTCBuy67032.4→65380-12.78stop_loss
06-02 15:26BTCBuy68985.4→67289-12.75stop_loss
06-02 14:27BTCBuy69411.5→67688.8-12.87stop_loss
06-02 14:10BTCBuy69994.5→68271.4-12.77stop_loss
06-02 02:05BTCBuy72195.6→70419.2-12.84stop_loss
06-01 22:25BTCBuy73173.7→71201.8-14.02stop_loss
06-01 22:25BTCBuy73976.7→71201.8-19.35stop_loss
06-01 03:46BTCBuy74111.7→73824.3-2.45timeout
05-31 23:45BTCBuy73780.7→73555.3-1.95timeout
05-31 17:32BTCBuy73859.7→73603.3-2.24timeout
05-31 13:43BTCBuy73717.7→73852.3+0.46timeout
05-31 09:42BTCBuy73529.7→73986.3+2.51timeout
05-30 20:20BTCBuy73637.7→73924.3+1.38timeout
05-30 16:51BTCBuy73979.7→73883.3-1.21timeout
05-30 13:10BTCBuy73170.7→73753.3+3.49timeout
05-30 08:41BTCBuy73780.7→73496.3-2.42timeout
05-30 06:35BTCBuy73677.7→73663.3-0.59timeout
05-29 15:00BTCBuy72991.6→73064.3-0.09timeout
05-29 12:41BTCBuy73502.7→73232.3-2.31timeout
05-29 10:45BTCBuy73476.7→73561.3+0.08timeout
05-29 08:38BTCBuy73247.7→73766.3+3.08timeout
05-29 06:32BTCBuy72876.6→73380.3+2.88timeout

Paper vs Live

Paper (trades.jsonl)
80
closed
36%
win rate
-268.56
total pnl ($)
-66.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8036%-66.7-268.56

Recent bounces (last 20 of 1)

timesymsidereason
06-29 09:21BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems