deribit_basis_carry_threshold_long_v6

not live
21
closed trades
33%
win rate
-87.19
total pnl ($)
1.029
weight
7d window — n=6 wr=33% pnl=-31.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 12:43BTCBuy60532→59043.5-12.75stop_loss
06-24 14:17BTCBuy62589.1→61047.4-12.55stop_loss
06-23 06:21BTCBuy64253.2→62673.5-12.59stop_loss
06-22 10:54BTCBuy64347.2→64140.8-2.20timeout
06-21 09:59BTCBuy63727.2→64171.8+3.10timeout
06-20 08:24BTCBuy62681.1→63483.8+5.87timeout
06-18 15:37BTCBuy64523.2→62936.4-12.74stop_loss
06-18 04:11BTCBuy65383.3→63744.9-13.00stop_loss
06-17 08:12BTCBuy66427.3→65361.7-8.42timeout
06-15 21:19BTCBuy64703.2→66491.7+13.31timeout
06-13 21:39BTCBuy63551.2→64292.8+5.36timeout
06-12 21:02BTCBuy63403.2→63460.8-0.02timeout
06-11 14:49BTCBuy61854.1→62890.9+7.83timeout
06-09 14:47BTCBuy62665.1→61118.4-12.79stop_loss
06-06 20:12BTCBuy60752→60539-2.13timeout
06-04 00:29BTCBuy65121.3→63520-12.74stop_loss
06-02 14:26BTCBuy69551.5→67838.7-12.77stop_loss
06-02 07:03BTCBuy71463.6→69702.6-12.85stop_loss
05-31 09:45BTCBuy73540.7→73943.3+2.14timeout
05-30 06:36BTCBuy73677.7→73674.3-0.51timeout
05-29 06:33BTCBuy72826.6→73387.3+3.28timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
33%
win rate
-87.19
total pnl ($)
-82.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2133%-82.7-87.19

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems