deribit_basis_contango_regime_carry_long

not live
19
closed trades
58%
win rate
-44.21
total pnl ($)
0.928
weight
7d window — n=12 wr=50% pnl=-46.41  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 19 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 15:35BTCBuy60191→60758+4.27timeout
06-27 12:02BTCBuy59360→60304+7.48timeout
06-26 20:15BTCBuy59581→59728+0.71timeout
06-26 12:40BTCBuy60572→59082.5-12.76stop_loss
06-24 16:51BTCBuy61320.1→59808.1-12.76stop_loss
06-24 14:19BTCBuy62441.1→60886.5-12.72stop_loss
06-24 14:19BTCBuy62498.1→60952.5-12.77stop_loss
06-24 13:57BTCBuy62751.1→61202.3-12.70stop_loss
06-24 11:59BTCBuy62504.1→62854.9+2.39timeout
06-24 08:49BTCBuy62318.1→62745.9+2.97timeout
06-24 05:41BTCBuy63425.2→62903.9-4.63timeout
06-21 05:52BTCBuy63613.2→64209.8+4.11timeout
06-20 08:46BTCBuy62631.1→63414.8+5.73timeout
06-18 15:40BTCBuy64300.2→62718.5-12.51stop_loss
06-17 07:54BTCBuy66846.3→65202.1-12.78stop_loss
06-14 05:11BTCBuy63553.2→64342.8+5.78timeout
06-14 00:33BTCBuy63574.2→64514.8+6.98timeout
06-13 20:29BTCBuy63505.2→64227.8+5.22timeout
06-13 12:43BTCBuy63451.2→63995.8+3.76timeout

Paper vs Live

Paper (trades.jsonl)
19
closed
58%
win rate
-44.21
total pnl ($)
-46.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1958%-46.7-44.21

Recent bounces (last 20 of 2)

timesymsidereason
06-27 17:03BTCBuycircuit_breaker
06-27 17:01BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems