deribit_basis_carry_threshold_long_v4

not live
33
closed trades
52%
win rate
-61.64
total pnl ($)
1.146
weight
7d window — n=7 wr=57% pnl=-8.16  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 33 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 18:17BTCBuy63981.2→64698.8+5.09timeout
06-21 17:40BTCBuy63796.2→64045.8+1.59timeout
06-20 17:22BTCBuy63017.2→63912.8+6.64timeout
06-19 16:42BTCBuy62649.1→63249.8+4.38timeout
06-18 15:40BTCBuy64253.2→62671.5-12.67stop_loss
06-18 08:41BTCBuy65046.3→64507.8-4.62timeout
06-17 08:22BTCBuy66393.3→65314.7-8.57timeout
06-13 22:24BTCBuy63615.2→64415.8+5.81timeout
06-12 20:55BTCBuy63373.2→63404.8-0.22timeout
06-10 19:01BTCBuy61735.1→61843.9+0.37timeout
06-09 16:39BTCBuy62294.1→60760.6-12.77stop_loss
06-07 04:48BTCBuy59918→61778.9+15.10timeout
06-06 04:31BTCBuy61230.1→59722.1-12.77stop_loss
06-05 02:29BTCBuy62878.1→62741.9-1.52timeout
06-04 00:27BTCBuy65168.3→63566-12.74stop_loss
06-03 03:28BTCBuy67776.4→66106.6-12.77stop_loss
06-02 14:10BTCBuy69983.5→68262.4-12.76stop_loss
06-01 22:26BTCBuy73879.7→71242.8-18.44stop_loss
05-31 17:37BTCBuy73812.7→73665.3-1.51timeout
05-31 15:39BTCBuy73846.7→73689.3-1.57timeout
05-31 13:48BTCBuy73751.7→73858.3+0.26timeout
05-31 11:39BTCBuy73593.7→73919.3+1.63timeout
05-31 09:44BTCBuy73529.7→73952.3+2.27timeout
05-30 12:15BTCBuy73290.7→73565.3+1.38timeout
05-30 11:08BTCBuy73626.7→73606.3-0.64timeout
05-30 09:54BTCBuy73703.7→73573.3-1.36timeout
05-30 07:52BTCBuy73397.7→73485.3+0.11timeout
05-30 06:36BTCBuy73677.7→73674.3-0.51timeout
05-29 11:05BTCBuy73368.7→73596.3+1.06timeout
05-29 09:48BTCBuy73533.7→73764.3+1.05timeout
05-29 08:41BTCBuy73231.7→73780.3+3.27timeout
05-29 07:35BTCBuy73344.7→73491.3+0.48timeout
05-29 06:33BTCBuy72819.6→73387.3+3.33timeout

Paper vs Live

Paper (trades.jsonl)
33
closed
52%
win rate
-61.64
total pnl ($)
-36.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3352%-36.7-61.64

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems