deribit_basis_carry_momentum

not live
40
closed trades
50%
win rate
-103.77
total pnl ($)
1.007
weight
7d window — n=7 wr=43% pnl=-37.44  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 40 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 15:41BTCBuy60396→60782+2.76timeout
06-26 12:43BTCBuy60502→59012.5-12.77stop_loss
06-24 13:44BTCBuy62902.1→61355.2-12.74stop_loss
06-24 07:37BTCBuy62933.1→62610.9-3.09timeout
06-23 06:20BTCBuy64423.2→62837.4-12.77stop_loss
06-22 19:26BTCBuy64198.2→64309.8+0.38timeout
06-21 18:17BTCBuy63814.2→63966.8+0.79timeout
06-20 16:58BTCBuy62977.1→63965.8+7.37timeout
06-19 16:23BTCBuy62725.1→63266.8+3.85timeout
06-18 15:51BTCBuy64090.2→62506.6-12.72stop_loss
06-18 09:01BTCBuy64957.2→64314.8-5.43timeout
06-17 08:07BTCBuy66332.3→65423.7-7.26timeout
06-15 21:22BTCBuy64668.2→66508.7+13.72timeout
06-13 21:29BTCBuy63493.2→64229.8+5.33timeout
06-12 20:57BTCBuy63374.2→63444.8+0.09timeout
06-11 17:38BTCBuy61753.1→63152.8+10.78timeout
06-10 15:27BTCBuy61356.1→62239.9+6.70timeout
06-09 14:47BTCBuy62717.1→61172.3-12.77stop_loss
06-06 20:11BTCBuy60701→60512-1.94timeout
06-05 02:27BTCBuy63008.2→62768.9-2.34timeout
06-04 00:38BTCBuy64809.2→63215.2-12.75stop_loss
06-03 20:55BTCBuy66438.3→64804.3-12.79stop_loss
06-03 03:28BTCBuy67765.4→66095.6-12.78stop_loss
06-02 14:10BTCBuy69985.5→68261.4-12.78stop_loss
06-01 22:25BTCBuy74004.7→71106.9-20.17stop_loss
05-31 18:40BTCBuy74018.7→73641.3-3.04timeout
05-31 16:40BTCBuy73943.7→73487.3-3.59timeout
05-31 14:38BTCBuy74026.7→73663.3-2.92timeout
05-31 12:27BTCBuy73661.7→73901.3+1.05timeout
05-31 10:25BTCBuy73641.7→73733.3+0.04timeout
05-30 12:18BTCBuy73368.7→73578.3+0.94timeout
05-30 11:45BTCBuy73485.7→73588.3+0.19timeout
05-30 10:18BTCBuy73613.7→73615.3-0.49timeout
05-30 08:41BTCBuy73780.7→73496.3-2.42timeout
05-30 07:52BTCBuy73397.7→73485.3+0.11timeout
05-29 11:32BTCBuy73310.7→73486.3+0.71timeout
05-29 10:29BTCBuy73384.7→73577.3+0.79timeout
05-29 09:17BTCBuy73301.7→73811.3+2.96timeout
05-29 08:09BTCBuy73401.7→73682.3+1.45timeout
05-29 06:58BTCBuy73114.7→73749.3+3.77timeout

Paper vs Live

Paper (trades.jsonl)
40
closed
50%
win rate
-103.77
total pnl ($)
-51.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4050%-51.2-103.77

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems