deribit_basis_carry_momentum_long

not live
76
closed trades
37%
win rate
-350.73
total pnl ($)
0.542
weight
7d window — n=13 wr=31% pnl=-88.26  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 19:28BTCBuy60268→60396+0.31timeout
06-28 22:41BTCBuy60590→59099.5-12.77stop_loss
06-28 17:37BTCBuy60849→59352.3-12.72stop_loss
06-27 18:05BTCBuy59582→60454+6.90timeout
06-27 16:04BTCBuy59510→60785+10.37timeout
06-27 14:09BTCBuy59436→60553+8.93timeout
06-25 13:55BTCBuy59869→58394.9-12.72stop_loss
06-25 13:48BTCBuy61038.1→59536.2-12.72stop_loss
06-25 13:48BTCBuy61045.1→59543.2-12.73stop_loss
06-24 16:51BTCBuy61166.1→59661.2-12.73stop_loss
06-24 15:08BTCBuy62337.1→60789.5-12.81stop_loss
06-24 14:19BTCBuy62426.1→60879.5-12.82stop_loss
06-24 13:44BTCBuy62967.1→61418.2-12.75stop_loss
06-23 08:17BTCBuy63976.2→62395.7-12.82stop_loss
06-23 06:21BTCBuy64233.2→62649.5-12.79stop_loss
06-23 06:20BTCBuy64418.2→62831.4-12.78stop_loss
06-22 22:26BTCBuy64153.2→64184.8-0.20timeout
06-22 20:21BTCBuy63924.2→64451.8+3.61timeout
06-22 18:17BTCBuy63826.2→64684.8+6.17timeout
06-20 20:35BTCBuy63115.2→63837.8+5.34timeout
06-20 18:32BTCBuy62766.1→63822.8+7.97timeout
06-20 16:32BTCBuy62521.1→63881.8+10.29timeout
06-18 15:40BTCBuy64334.2→62750.5-12.74stop_loss
06-18 15:17BTCBuy64845.2→63249.2-12.74stop_loss
06-18 15:17BTCBuy64875.2→63279.2-12.74stop_loss
06-17 19:42BTCBuy65726.3→64108.7-12.80stop_loss
06-17 08:44BTCBuy66516.3→64877.3-12.77stop_loss
06-17 08:39BTCBuy66623.3→64984.2-12.71stop_loss
06-16 14:23BTCBuy67103.4→65449-12.85stop_loss
06-16 10:05BTCBuy64532.2→66532.7+15.05timeout
06-15 15:47BTCBuy64272.2→67096.6+21.56take_profit
06-15 13:25BTCBuy64092.2→66910.7+21.58take_profit
06-14 09:26BTCBuy63662.2→64307.8+4.51timeout
06-13 18:57BTCBuy63501.2→64116.8+4.39timeout
06-13 16:53BTCBuy62602.1→63922.8+10.10timeout
06-12 07:51BTCBuy61665.1→62989.9+10.21timeout
06-11 17:55BTCBuy61740.1→63426.8+13.02timeout
06-11 15:55BTCBuy61189.1→62558.9+10.49timeout
06-09 15:55BTCBuy62618.1→61077.4-12.76stop_loss
06-09 14:30BTCBuy62985.1→61425.2-12.85stop_loss
06-09 14:19BTCBuy63267.2→61711-12.75stop_loss
06-09 09:56BTCBuy62531.1→62659.9+0.64timeout
06-07 22:15BTCBuy61155.1→63839.8+21.52take_profit
06-07 22:14BTCBuy60874→63546.8+21.52take_profit
06-07 08:48BTCBuy60222→62872.9+21.58take_profit
06-06 04:33BTCBuy61097.1→59592.2-12.77stop_loss
06-06 04:31BTCBuy61209.1→59704.1-12.75stop_loss
06-06 04:09BTCBuy61858.1→60336.8-12.75stop_loss
06-05 21:04BTCBuy59360→61965.9+21.50take_profit
06-05 18:52BTCBuy60746→59252.4-12.75stop_loss
06-05 18:51BTCBuy61014.1→59513.3-12.75stop_loss
06-05 14:26BTCBuy61907.1→60383.8-12.75stop_loss
06-05 14:26BTCBuy61924.1→60399.8-12.76stop_loss
06-05 13:56BTCBuy62462.1→60925.5-12.75stop_loss
06-05 06:03BTCBuy63589.2→62023.9-12.69stop_loss
06-05 06:01BTCBuy63685.2→62118.8-12.70stop_loss
06-05 06:00BTCBuy63751.2→62182.8-12.71stop_loss
06-04 10:30BTCBuy63926.2→62353.7-12.71stop_loss
06-04 10:30BTCBuy63940.2→62365.7-12.74stop_loss
06-04 01:16BTCBuy64500.2→62914.4-12.74stop_loss
06-04 00:26BTCBuy65284.3→63679-12.74stop_loss
06-03 20:55BTCBuy66423.3→64782.4-12.85stop_loss
06-03 19:55BTCBuy66846.3→65167.1-13.07stop_loss
06-03 16:27BTCBuy67182.4→65528.9-12.78stop_loss
06-03 03:43BTCBuy67425.4→65766.8-12.75stop_loss
06-02 15:26BTCBuy68982.4→67286-12.75stop_loss
06-02 14:27BTCBuy69432.5→67724.7-12.76stop_loss
06-02 14:10BTCBuy69971.5→68234.5-12.88stop_loss
06-01 22:24BTCBuy74123.7→71102.9-21.08stop_loss
06-01 22:24BTCBuy74143.7→71102.9-21.22stop_loss
06-01 22:24BTCBuy73780.7→71102.9-18.89stop_loss
05-30 20:00BTCBuy73409.7→73976.3+3.18timeout
05-30 17:37BTCBuy73446.7→73859.3+2.13timeout
05-30 15:21BTCBuy72683.6→73844.3+7.25timeout
05-30 13:03BTCBuy73463.7→73713.3+1.14timeout
05-30 11:11BTCBuy73341.7→73597.3+1.18timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
37%
win rate
-350.73
total pnl ($)
-91.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7637%-91.6-350.73

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems