deribit_basis_carry_threshold_long_v5

not live
88
closed trades
36%
win rate
-340.76
total pnl ($)
0.977
weight
7d window — n=14 wr=36% pnl=-37.65  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 88 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 10:16BTCBuy60200→59368-7.35timeout
06-30 08:34BTCBuy59841→59290-5.03timeout
06-30 07:16BTCBuy60073→59482-5.35timeout
06-29 06:49BTCBuy59972→60034+0.07timeout
06-29 05:42BTCBuy59894→59738-1.90timeout
06-29 04:39BTCBuy60097→59867-2.39timeout
06-27 21:25BTCBuy59763→60376+4.74timeout
06-27 20:17BTCBuy59744→60237+3.74timeout
06-27 19:13BTCBuy59988→60570+4.44timeout
06-26 12:43BTCBuy60532→59043.5-12.75stop_loss
06-24 15:46BTCBuy61894.1→60369.8-12.75stop_loss
06-24 10:59BTCBuy62318.1→62419.9+0.37timeout
06-24 10:03BTCBuy62547.1→62585.9-0.15timeout
06-24 07:40BTCBuy62975.1→62615.9-3.34timeout
06-23 08:28BTCBuy63433.2→61873-12.72stop_loss
06-23 08:15BTCBuy64054.2→62478.6-12.70stop_loss
06-23 03:56BTCBuy63901.2→64006.8+0.35timeout
06-23 01:53BTCBuy64538.2→63988.8-4.73timeout
06-22 23:34BTCBuy63363.2→63975.8+4.41timeout
06-22 00:02BTCBuy64233.2→63356.8-7.35timeout
06-21 21:41BTCBuy63945.2→63917.8-0.69timeout
06-21 20:31BTCBuy63877.2→64069.8+1.08timeout
06-20 20:33BTCBuy63011.2→63829.8+6.04timeout
06-20 19:26BTCBuy62982.1→63884.8+6.73timeout
06-20 18:21BTCBuy63146.2→63818.8+4.91timeout
06-19 18:36BTCBuy62792.1→63127.8+2.19timeout
06-19 17:31BTCBuy62677.1→62911.9+1.41timeout
06-19 16:28BTCBuy62636.1→63331.8+5.11timeout
06-18 15:57BTCBuy63900.2→62295.7-12.88stop_loss
06-18 15:57BTCBuy63926.2→62348.7-12.73stop_loss
06-18 15:55BTCBuy63971.2→62396.7-12.69stop_loss
06-18 10:20BTCBuy64861.2→63926.8-7.76timeout
06-18 09:16BTCBuy64964.2→64419.8-4.67timeout
06-18 05:04BTCBuy65286.3→63681-12.76stop_loss
06-17 08:39BTCBuy66549.3→64912.3-12.74stop_loss
06-17 08:31BTCBuy66789.3→65146.2-12.75stop_loss
06-17 08:06BTCBuy66320.3→65408.7-7.28timeout
06-15 21:19BTCBuy64703.2→66491.7+13.31timeout
06-13 21:39BTCBuy63551.2→64292.8+5.36timeout
06-12 23:01BTCBuy63412.2→63469.8-0.05timeout
06-12 22:00BTCBuy63510.2→63518.8-0.43timeout
06-12 20:55BTCBuy63373.2→63398.8-0.27timeout
06-11 19:41BTCBuy61982.1→63741.8+13.62timeout
06-11 17:33BTCBuy61767.1→63358.8+12.35timeout
06-11 14:49BTCBuy61854.1→62890.9+7.83timeout
06-10 18:56BTCBuy61695.1→61739.9-0.14timeout
06-10 15:18BTCBuy61581.1→61903.9+2.12timeout
06-10 14:20BTCBuy61704.1→61931.9+1.37timeout
06-09 16:19BTCBuy62361.1→60827.5-12.76stop_loss
06-09 14:46BTCBuy62769.1→61225.3-12.75stop_loss
06-07 05:31BTCBuy60648→61766.9+8.81timeout
06-07 04:29BTCBuy59955→61532.9+12.71timeout
06-06 20:12BTCBuy60752→60539-2.13timeout
06-06 04:27BTCBuy61293.1→59786.1-12.75stop_loss
06-06 04:12BTCBuy61738.1→60219.9-12.75stop_loss
06-05 06:20BTCBuy63226.2→61671.1-12.71stop_loss
06-05 06:03BTCBuy63634.2→62068.8-12.71stop_loss
06-05 02:29BTCBuy62939.1→62686.9-2.43timeout
06-04 10:28BTCBuy64076.2→62499.6-12.72stop_loss
06-04 09:26BTCBuy64436.2→62845.4-12.79stop_loss
06-04 00:29BTCBuy65121.3→63520-12.74stop_loss
06-03 20:55BTCBuy66364.3→64732.4-12.79stop_loss
06-03 19:44BTCBuy66880.3→65788.7-8.68timeout
06-03 16:24BTCBuy67252.4→65592.9-12.82stop_loss
06-03 03:28BTCBuy67725.4→66058.6-12.76stop_loss
06-02 22:59BTCBuy67932.4→66257.5-12.78stop_loss
06-02 14:23BTCBuy69680.5→67962.6-12.79stop_loss
06-02 14:09BTCBuy70185.5→68459.3-12.77stop_loss
06-02 12:17BTCBuy70963.5→69216.9-12.81stop_loss
06-02 09:02BTCBuy71340.6→69584.7-12.80stop_loss
06-01 15:25BTCBuy73910.7→71111.9-19.49stop_loss
06-01 15:25BTCBuy73508.7→71111.9-16.88stop_loss
06-01 15:25BTCBuy73622.7→71111.9-17.63stop_loss
05-31 17:39BTCBuy73874.7→73691.3-1.74timeout
05-31 15:42BTCBuy73830.7→73644.3-1.75timeout
05-31 13:48BTCBuy73750.7→73859.3+0.27timeout
05-31 11:39BTCBuy73593.7→73919.3+1.62timeout
05-31 09:45BTCBuy73540.7→73943.3+2.14timeout
05-30 12:13BTCBuy73323.7→73560.3+1.12timeout
05-30 11:06BTCBuy73634.7→73607.3-0.70timeout
05-30 09:53BTCBuy73712.7→73571.3-1.44timeout
05-30 07:51BTCBuy73399.7→73489.3+0.12timeout
05-30 06:36BTCBuy73674.7→73671.3-0.51timeout
05-29 11:05BTCBuy73377.7→73619.3+1.15timeout
05-29 09:54BTCBuy73529.7→73696.3+0.61timeout
05-29 08:44BTCBuy73254.7→73731.3+2.78timeout
05-29 07:36BTCBuy73394.7→73460.3-0.07timeout
05-29 06:33BTCBuy72833.6→73380.3+3.18timeout

Paper vs Live

Paper (trades.jsonl)
88
closed
36%
win rate
-340.76
total pnl ($)
-77.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8836%-77.0-340.76

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems