deribit_basis_carry_positive_not_extreme_long

not live
24
closed trades
33%
win rate
-98.43
total pnl ($)
0.995
weight
7d window — n=6 wr=17% pnl=-35.45  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 09:19BTCBuy60019→59285-6.56timeout
06-29 07:51BTCBuy60196→60092-1.42timeout
06-28 08:10BTCBuy60488→60107-3.60timeout
06-26 12:43BTCBuy60491→59003.5-12.75stop_loss
06-24 13:44BTCBuy62908.1→61359.2-12.76stop_loss
06-24 09:12BTCBuy62420.1→62690.9+1.65timeout
06-23 06:21BTCBuy64271.2→62688.5-12.79stop_loss
06-22 08:02BTCBuy64175.2→64131.8-0.87timeout
06-21 08:00BTCBuy63598.2→64157.8+3.89timeout
06-20 07:58BTCBuy62600.1→63649.8+7.78timeout
06-18 15:37BTCBuy64492.2→62874.4-12.89stop_loss
06-18 08:33BTCBuy65135.3→64537.8-5.07timeout
06-17 08:07BTCBuy66337.3→65409.7-7.46timeout
06-13 21:31BTCBuy63533.2→64241.8+5.10timeout
06-12 20:57BTCBuy63371.2→63441.8+0.09timeout
06-11 14:49BTCBuy61919.1→62860.9+7.06timeout
06-09 14:47BTCBuy62665.1→61118.4-12.79stop_loss
06-06 20:12BTCBuy60693→60545-1.60timeout
06-04 00:29BTCBuy65130.3→63528-12.75stop_loss
06-02 14:23BTCBuy69574.5→67862.7-12.76stop_loss
06-02 06:56BTCBuy71652.6→69888.5-12.83stop_loss
05-31 09:43BTCBuy73529.7→73952.3+2.27timeout
05-30 06:35BTCBuy73677.7→73663.3-0.59timeout
05-29 06:33BTCBuy72826.6→73380.3+3.23timeout

Paper vs Live

Paper (trades.jsonl)
24
closed
33%
win rate
-98.43
total pnl ($)
-81.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2433%-81.3-98.43

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems