deribit_basis_carry_momentum_long_v9

not live
29
closed trades
41%
win rate
-105.06
total pnl ($)
0.813
weight
7d window — n=8 wr=12% pnl=-64.20  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 29 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:18BTCBuy60320→58833.6-12.78stop_loss
06-25 13:45BTCBuy61436.1→59919-12.79stop_loss
06-24 16:51BTCBuy61133.1→59629.2-12.73stop_loss
06-24 15:32BTCBuy62214.1→60683.6-12.69stop_loss
06-23 08:20BTCBuy63893.2→62321.7-12.75stop_loss
06-23 02:39BTCBuy64504.2→64156.8-3.14timeout
06-22 06:38BTCBuy64275.2→64032.8-2.35timeout
06-21 10:38BTCBuy63598.2→64302.8+5.03timeout
06-20 14:34BTCBuy63222.2→63381.8+0.75timeout
06-19 18:42BTCBuy62706.1→63027.8+2.10timeout
06-18 15:40BTCBuy64369.2→62785.5-12.49stop_loss
06-17 19:29BTCBuy65949.3→64327.6-12.77stop_loss
06-17 06:24BTCBuy66204.3→65819.7-3.38timeout
06-16 10:21BTCBuy65692.3→66727.7+7.41timeout
06-15 14:17BTCBuy64239.2→66448.7+16.76timeout
06-14 18:13BTCBuy64051.2→63696.8-3.31timeout
06-13 22:11BTCBuy63515.2→64382.8+6.35timeout
06-13 02:14BTCBuy63643.2→63773.8+0.53timeout
06-12 06:12BTCBuy62688.1→63294.8+4.34timeout
06-11 10:01BTCBuy61279.1→62900.9+12.65timeout
06-09 16:39BTCBuy62305.1→60766.6-12.81stop_loss
06-09 14:11BTCBuy63534.2→61969.9-12.76stop_loss
06-08 16:38BTCBuy62218.1→63616.8+10.69timeout
06-07 19:36BTCBuy60533→61271.9+5.71timeout
06-06 23:33BTCBuy60584→60670+0.33timeout
06-05 06:21BTCBuy63063.2→61512.2-12.74stop_loss
06-05 06:03BTCBuy63588.2→62023.9-12.68stop_loss
06-03 16:24BTCBuy67324.4→65668.9-12.76stop_loss
06-02 15:26BTCBuy69054.5→67355.9-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
29
closed
41%
win rate
-105.06
total pnl ($)
-72.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2941%-72.3-105.06

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems