deribit_basis_carry_long_moderate_band

not live
47
closed trades
40%
win rate
-192.07
total pnl ($)
0.723
weight
7d window — n=17 wr=35% pnl=-88.53  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 47 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 05:02BTCBuy60077→59747-3.21timeout
06-29 01:33BTCBuy60190→59286-7.99timeout
06-28 22:27BTCBuy60075→59297-6.94timeout
06-28 18:02BTCBuy60427→59630-7.02timeout
06-28 04:28BTCBuy60399→60189-2.20timeout
06-28 01:25BTCBuy59969→60165+1.15timeout
06-27 21:51BTCBuy59926→60153+1.51timeout
06-27 18:46BTCBuy59709→60526+6.41timeout
06-27 15:49BTCBuy60331→60765+3.16timeout
06-26 12:42BTCBuy60559→59069.5-12.76stop_loss
06-24 15:08BTCBuy62336.1→60789.5-12.80stop_loss
06-24 14:20BTCBuy62368.1→60834.5-12.74stop_loss
06-24 14:19BTCBuy62437.1→60889.5-12.82stop_loss
06-24 14:19BTCBuy62488.1→60949.5-12.75stop_loss
06-24 11:45BTCBuy62570.1→62702.9+0.60timeout
06-24 08:44BTCBuy62370.1→62765.9+2.63timeout
06-23 08:28BTCBuy63478.2→61915.9-12.75stop_loss
06-21 05:23BTCBuy63702.2→64232.8+3.72timeout
06-20 08:48BTCBuy62645.1→63396.8+5.44timeout
06-18 15:40BTCBuy64286.2→62704.5-12.49stop_loss
06-17 19:40BTCBuy65801.3→64182.7-12.77stop_loss
06-17 19:39BTCBuy65841.3→64221.7-12.77stop_loss
06-17 08:35BTCBuy66719.3→65078.2-12.76stop_loss
06-13 21:11BTCBuy63553.2→64251.8+5.02timeout
06-13 16:07BTCBuy63755.2→64011.8+1.57timeout
06-13 12:58BTCBuy63424.2→64140.8+5.12timeout
06-13 03:41BTCBuy63437.2→63464.8-0.23timeout
06-13 00:04BTCBuy63563.2→63567.8-0.50timeout
06-12 20:32BTCBuy63327.2→63521.8+1.07timeout
06-11 19:19BTCBuy61730.1→63632.8+14.83timeout
06-11 14:24BTCBuy62109.1→62915.9+5.94timeout
06-10 18:00BTCBuy61687.1→61968.9+1.79timeout
06-09 14:43BTCBuy62826.1→61281.3-12.75stop_loss
06-09 06:09BTCBuy62928.1→63316.8+2.59timeout
06-07 12:20BTCBuy60920→62083.9+9.10timeout
06-07 09:16BTCBuy61199.1→62819.9+12.83timeout
06-07 05:27BTCBuy60760→61818.9+8.30timeout
06-06 04:33BTCBuy61136.1→59627.2-12.79stop_loss
06-05 11:16BTCBuy62370.1→62262.9-1.35timeout
06-05 06:00BTCBuy63740.2→62165.8-12.76stop_loss
06-04 09:29BTCBuy64352.2→62765.5-12.77stop_loss
06-04 00:26BTCBuy65207.3→63604-12.74stop_loss
06-03 20:55BTCBuy66421.3→64784.4-12.81stop_loss
06-03 19:55BTCBuy66846.3→65166.1-13.07stop_loss
06-03 03:43BTCBuy67503.4→65843.8-12.75stop_loss
06-03 03:28BTCBuy67753.4→66086.6-12.75stop_loss
06-02 12:17BTCBuy70958.5→69212.9-12.80stop_loss

Paper vs Live

Paper (trades.jsonl)
47
closed
40%
win rate
-192.07
total pnl ($)
-81.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4740%-81.5-192.07

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems