deribit_basis_carry_threshold_long_v2

not live
36
closed trades
50%
win rate
-59.01
total pnl ($)
1.085
weight
7d window — n=8 wr=50% pnl=-24.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 36 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 06:08BTCBuy64705.2→63086.3-12.98stop_loss
06-22 16:47BTCBuy64113.2→64613.8+3.46timeout
06-21 16:42BTCBuy63975.2→64056.8+0.23timeout
06-20 16:29BTCBuy63309.2→63980.8+4.78timeout
06-19 16:18BTCBuy62600.1→63309.8+5.22timeout
06-18 15:40BTCBuy64341.2→62758.5-12.74stop_loss
06-18 08:58BTCBuy64948.2→64367.8-4.95timeout
06-17 08:05BTCBuy66346.3→65448.7-7.15timeout
06-15 15:52BTCBuy64375.2→67203.6+21.53take_profit
06-13 21:39BTCBuy63551.2→64292.8+5.36timeout
06-12 20:55BTCBuy63373.2→63398.8-0.27timeout
06-11 19:41BTCBuy61982.1→63741.8+13.62timeout
06-10 15:28BTCBuy61380.1→62274.9+6.79timeout
06-09 14:47BTCBuy62665.1→61118.4-12.79stop_loss
06-06 20:11BTCBuy60703→60544-1.69timeout
06-05 02:29BTCBuy62980.1→62680.9-2.81timeout
06-04 00:29BTCBuy65148.3→63546-12.75stop_loss
06-03 20:55BTCBuy66432.3→64797.3-12.80stop_loss
06-03 03:28BTCBuy67717.4→66049.7-12.77stop_loss
06-02 14:10BTCBuy69994.5→68271.4-12.77stop_loss
06-01 22:25BTCBuy73945.7→71209.8-19.09stop_loss
05-31 16:54BTCBuy73896.7→73502.3-3.18timeout
05-31 15:05BTCBuy73864.7→73610.3-2.20timeout
05-31 13:22BTCBuy73793.7→73962.3+0.54timeout
05-31 11:27BTCBuy73562.7→73907.3+1.75timeout
05-31 09:44BTCBuy73529.7→73951.3+2.27timeout
05-30 12:12BTCBuy73347.7→73564.3+0.96timeout
05-30 11:06BTCBuy73633.7→73607.3-0.69timeout
05-30 08:41BTCBuy73780.7→73496.3-2.42timeout
05-30 07:50BTCBuy73378.7→73502.3+0.35timeout
05-30 06:36BTCBuy73677.7→73674.3-0.51timeout
05-29 10:45BTCBuy73476.7→73560.3+0.07timeout
05-29 09:41BTCBuy73438.7→73807.3+1.99timeout
05-29 08:37BTCBuy73242.7→73774.3+3.17timeout
05-29 07:35BTCBuy73373.7→73484.3+0.24timeout
05-29 06:33BTCBuy72833.6→73387.3+3.23timeout

Paper vs Live

Paper (trades.jsonl)
36
closed
50%
win rate
-59.01
total pnl ($)
-32.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3650%-32.0-59.01

Recent bounces (last 20 of 1)

timesymsidereason
06-23 07:03BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems