deribit_basis_carry_moderate_long_v2

not live
46
closed trades
46%
win rate
-69.78
total pnl ($)
0.870
weight
7d window — n=13 wr=38% pnl=-40.26  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 46 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 11:57BTCBuy62606.1→64096.8+11.57timeout
06-21 10:54BTCBuy62536.1→64345.8+13.97timeout
06-21 09:52BTCBuy62335.1→64143.8+13.84timeout
06-21 08:48BTCBuy62643.1→63902.8+9.33timeout
06-21 07:42BTCBuy62501.1→64172.8+12.93timeout
06-18 15:51BTCBuy64107.2→62521.6-12.55stop_loss
06-18 15:40BTCBuy64302.2→62720.5-12.47stop_loss
06-18 05:05BTCBuy65256.3→63649-12.78stop_loss
06-17 19:29BTCBuy65937.3→64314.6-12.77stop_loss
06-17 11:02BTCBuy66341.3→64703.4-12.88stop_loss
06-17 10:04BTCBuy66402.3→64767.4-12.84stop_loss
06-17 08:39BTCBuy66588.3→64950.3-12.79stop_loss
06-17 08:37BTCBuy66681.3→65038.2-12.80stop_loss
06-15 21:42BTCBuy64684.2→66409.7+12.79timeout
06-14 21:12BTCBuy63568.2→63993.8+2.85timeout
06-13 23:37BTCBuy63482.2→64432.8+7.00timeout
06-13 22:26BTCBuy63532.2→64466.8+6.84timeout
06-13 21:21BTCBuy63488.2→64213.8+5.23timeout
06-13 20:19BTCBuy63513.2→64259.8+5.42timeout
06-12 14:35BTCBuy61947.1→63665.8+13.28timeout
06-11 19:11BTCBuy61770.1→63397.8+12.45timeout
06-11 18:08BTCBuy61782.1→63380.8+12.28timeout
06-11 17:04BTCBuy61618.1→62375.9+5.59timeout
06-11 15:55BTCBuy61189.1→62558.9+10.46timeout
06-09 14:47BTCBuy62668.1→61118.4-12.82stop_loss
06-09 14:44BTCBuy62822.1→61276.3-12.76stop_loss
06-09 14:35BTCBuy62942.1→61394.2-12.77stop_loss
06-07 22:14BTCBuy60883→63555.8+21.52take_profit
06-07 22:14BTCBuy60738→63404.8+21.52take_profit
06-07 22:14BTCBuy60734→63400.8+21.53take_profit
06-07 20:11BTCBuy60689→61602.9+7.16timeout
06-07 07:56BTCBuy59719→62340.9+21.54take_profit
06-06 04:12BTCBuy61674.1→60154.9-12.77stop_loss
06-05 06:20BTCBuy63186.2→61631.1-12.72stop_loss
06-05 06:00BTCBuy63739.2→62168.8-12.73stop_loss
06-04 10:27BTCBuy64163.2→62582.6-12.74stop_loss
06-04 09:30BTCBuy64304.2→62721.5-12.75stop_loss
06-04 00:29BTCBuy64993.2→63395.1-12.74stop_loss
06-03 20:55BTCBuy66442.3→64808.3-12.79stop_loss
06-03 16:27BTCBuy67199.4→65544.9-12.79stop_loss
06-03 03:49BTCBuy67267.4→65612.9-12.75stop_loss
06-03 03:43BTCBuy67426.4→65767.8-12.75stop_loss
06-03 03:43BTCBuy67433.4→65772.8-12.77stop_loss
06-03 03:43BTCBuy67495.4→65834.8-12.76stop_loss
06-02 23:04BTCBuy67803.4→66133.6-12.76stop_loss
06-02 12:06BTCBuy70997.5→69249.9-12.81stop_loss

Paper vs Live

Paper (trades.jsonl)
46
closed
46%
win rate
-69.78
total pnl ($)
-29.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4646%-29.8-69.78

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems