deribit_basis_change_carry_long_v2

not live
49
closed trades
49%
win rate
-97.60
total pnl ($)
1.057
weight
7d window — n=8 wr=50% pnl=-28.18  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 49 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:51BTCBuy59566→59714+0.74timeout
06-25 13:53BTCBuy60387→58901.6-12.67stop_loss
06-24 14:17BTCBuy62601.1→61060.4-12.75stop_loss
06-24 07:18BTCBuy62953.1→62738.9-2.20timeout
06-23 06:20BTCBuy64383.2→62799.4-12.76stop_loss
06-22 17:58BTCBuy64144.2→64596.8+3.01timeout
06-21 17:37BTCBuy63803.2→64050.8+1.58timeout
06-20 17:24BTCBuy62950.1→63873.8+6.87timeout
06-19 16:40BTCBuy62664.1→63259.8+4.32timeout
06-18 15:58BTCBuy63809.2→62238.8-12.59stop_loss
06-18 04:11BTCBuy65439.3→63827.9-12.77stop_loss
06-17 14:42BTCBuy65676.3→65081.7-4.99timeout
06-16 13:45BTCBuy66503.3→66086.7-3.67timeout
06-15 12:50BTCBuy63756.2→66556.7+21.52take_profit
06-14 18:33BTCBuy64154.2→63726.8-3.88timeout
06-13 17:32BTCBuy63781.2→64066.8+1.78timeout
06-12 16:39BTCBuy62683.1→63938.8+9.51timeout
06-11 16:04BTCBuy62469.1→62648.9+0.84timeout
06-10 15:34BTCBuy61352.1→62327.9+7.45timeout
06-09 14:36BTCBuy62924.1→61371.2-12.79stop_loss
06-09 05:46BTCBuy62463.1→63365.8+6.75timeout
06-08 04:46BTCBuy61734.1→62792.9+8.11timeout
06-07 04:18BTCBuy60260→61578.9+10.49timeout
06-06 04:07BTCBuy61900.1→60377.8-12.75stop_loss
06-05 21:04BTCBuy59321→61924.9+21.50take_profit
06-05 18:52BTCBuy60721→59227.4-12.76stop_loss
06-05 14:04BTCBuy62024.1→60495.7-12.77stop_loss
06-05 06:24BTCBuy62712.1→61169.3-12.74stop_loss
06-05 02:18BTCBuy62412.1→63143.8+5.42timeout
06-04 00:24BTCBuy65528.3→63916.8-12.74stop_loss
06-03 20:55BTCBuy66364.3→64732.4-12.79stop_loss
06-03 03:28BTCBuy67760.4→66093.6-12.75stop_loss
06-02 14:10BTCBuy69987.5→68264.4-12.77stop_loss
06-01 22:26BTCBuy73879.7→71240.8-18.45stop_loss
05-31 18:41BTCBuy74017.7→73656.3-2.93timeout
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 10:27BTCBuy73623.7→73765.3+0.38timeout
05-30 14:17BTCBuy72954.6→73899.3+5.90timeout
05-30 12:20BTCBuy73338.7→73627.3+1.47timeout
05-30 11:08BTCBuy73626.7→73604.3-0.66timeout
05-30 09:54BTCBuy73704.7→73573.3-1.37timeout
05-30 07:51BTCBuy73399.7→73491.3+0.13timeout
05-29 12:24BTCBuy73244.7→73274.3-0.28timeout
05-29 11:20BTCBuy73385.7→73639.3+1.24timeout
05-29 10:14BTCBuy73554.7→73656.3+0.16timeout
05-29 09:03BTCBuy73348.7→73643.3+1.49timeout
05-29 07:12BTCBuy73175.7→73765.3+3.46timeout

Paper vs Live

Paper (trades.jsonl)
49
closed
49%
win rate
-97.60
total pnl ($)
-39.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4949%-39.2-97.60

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems