deribit_basis_carry_rolling_long

not live
49
closed trades
47%
win rate
-106.57
total pnl ($)
0.973
weight
7d window — n=9 wr=44% pnl=-41.63  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 49 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:30BTCBuy59321→60011+5.31timeout
06-25 13:59BTCBuy59548→58080-12.70stop_loss
06-24 16:51BTCBuy61053.1→59542.2-12.81stop_loss
06-24 13:48BTCBuy62778.1→61233.3-12.75stop_loss
06-24 07:21BTCBuy63053.2→62671.9-3.55timeout
06-23 06:21BTCBuy64267.2→62685.5-12.77stop_loss
06-22 19:06BTCBuy64145.2→64315.8+0.83timeout
06-21 18:42BTCBuy63814.2→64155.8+2.27timeout
06-20 17:58BTCBuy63191.2→63819.8+4.52timeout
06-19 16:54BTCBuy62630.1→63019.8+2.67timeout
06-18 15:51BTCBuy64169.2→62591.6-12.49stop_loss
06-17 19:29BTCBuy65945.3→64312.6-12.83stop_loss
06-17 15:36BTCBuy65967.3→65364.7-4.99timeout
06-16 14:22BTCBuy66457.3→65649.7-6.61timeout
06-15 13:06BTCBuy63823.2→66626.7+21.53take_profit
06-14 18:56BTCBuy64090.2→63777.8-2.96timeout
06-13 18:11BTCBuy63857.2→64036.8+0.93timeout
06-12 17:07BTCBuy62483.1→64028.8+11.88timeout
06-11 16:03BTCBuy62479.1→62676.9+1.00timeout
06-10 15:28BTCBuy61335.1→62292.9+7.31timeout
06-09 14:39BTCBuy62892.1→61343.2-12.77stop_loss
06-09 05:46BTCBuy62504.1→63385.8+6.56timeout
06-08 04:45BTCBuy61687.1→62712.9+7.85timeout
06-07 04:18BTCBuy60148→61584.9+11.49timeout
06-06 04:07BTCBuy61889.1→60366.8-12.75stop_loss
06-05 21:03BTCBuy59235→61835.9+21.50take_profit
06-05 18:52BTCBuy60716→59222.4-12.76stop_loss
06-05 14:04BTCBuy62059.1→60531.7-12.76stop_loss
06-05 06:24BTCBuy62709.1→61167.3-12.74stop_loss
06-05 02:48BTCBuy63427.2→62681.9-6.29timeout
06-04 00:26BTCBuy65351.3→63743.9-12.75stop_loss
06-03 20:55BTCBuy66374.3→64742.4-12.78stop_loss
06-03 03:33BTCBuy67627.4→65963.7-12.76stop_loss
06-02 13:39BTCBuy70491.5→68758.2-12.77stop_loss
05-31 18:41BTCBuy74017.7→73655.3-2.94timeout
05-31 16:41BTCBuy73935.7→73485.3-3.55timeout
05-31 14:48BTCBuy73984.7→73663.3-2.64timeout
05-31 12:29BTCBuy73625.7→73901.3+1.29timeout
05-31 10:26BTCBuy73625.7→73756.3+0.31timeout
05-30 14:16BTCBuy72997.6→73864.3+5.36timeout
05-30 12:20BTCBuy73338.7→73627.3+1.47timeout
05-30 11:11BTCBuy73604.7→73597.3-0.56timeout
05-30 09:55BTCBuy73706.7→73575.3-1.37timeout
05-30 07:53BTCBuy73396.7→73486.3+0.12timeout
05-29 12:21BTCBuy73305.7→73309.3-0.46timeout
05-29 11:18BTCBuy73384.7→73625.3+1.15timeout
05-29 10:12BTCBuy73559.7→73656.3+0.13timeout
05-29 09:03BTCBuy73357.7→73661.3+1.55timeout
05-29 07:12BTCBuy73176.7→73766.3+3.46timeout

Paper vs Live

Paper (trades.jsonl)
49
closed
47%
win rate
-106.57
total pnl ($)
-43.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4947%-43.0-106.57

Recent bounces (last 20 of 3)

timesymsidereason
06-25 14:43BTCBuybelow_min_notional_skip
06-24 15:13BTCBuybelow_min_notional_skip
06-24 09:12BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems