deribit_basis_change_carry_long_v4

not live
21
closed trades
62%
win rate
-5.81
total pnl ($)
1.076
weight
7d window — n=8 wr=50% pnl=-25.73  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 06:18BTCBuy64614.2→63025.3-12.76stop_loss
06-22 16:54BTCBuy64132.2→64728.8+4.20timeout
06-21 16:56BTCBuy63969.2→64111.8+0.72timeout
06-20 16:42BTCBuy63232.2→63968.8+5.31timeout
06-19 17:04BTCBuy62508.1→62881.9+2.55timeout
06-17 19:29BTCBuy65940.3→64312.6-12.79stop_loss
06-17 17:09BTCBuy65758.3→65825.7-0.03timeout
06-16 14:23BTCBuy67100.4→65438-12.91stop_loss
06-15 13:25BTCBuy64111.2→66925.7+21.52take_profit
06-14 16:29BTCBuy63972.2→64104.8+0.54timeout
06-13 16:28BTCBuy63842.2→64024.8+1.01timeout
06-12 16:21BTCBuy62685.1→63795.8+8.37timeout
06-11 16:17BTCBuy62389.1→62776.9+2.51timeout
06-10 16:15BTCBuy60971→62394.9+11.17timeout
06-09 13:19BTCBuy63841.2→62268.7-12.74stop_loss
06-08 16:14BTCBuy62158.1→63804.8+12.68timeout
06-07 16:05BTCBuy60886→61985.9+8.48timeout
06-06 16:01BTCBuy60174→60779+4.64timeout
06-05 03:01BTCBuy64020.2→62445.6-12.72stop_loss
06-03 23:48BTCBuy65796.3→64176.7-12.76stop_loss
06-02 15:26BTCBuy69067.5→67366.9-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
21
closed
62%
win rate
-5.81
total pnl ($)
-5.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2162%-5.0-5.81

Recent bounces (last 20 of 1)

timesymsidereason
06-22 17:33BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems