deribit_basis_discount_long_carry_v2

not live
33
closed trades
48%
win rate
-20.01
total pnl ($)
1.009
weight
7d window — n=6 wr=33% pnl=-38.75  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 33 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 18:12BTCBuy59544→60500+7.62timeout
06-26 18:04BTCBuy59436→60060+4.62timeout
06-26 13:19BTCBuy60009→58532.8-12.76stop_loss
06-25 13:44BTCBuy61657.1→60140.9-12.74stop_loss
06-24 14:19BTCBuy62428.1→60891.5-12.74stop_loss
06-24 13:57BTCBuy62761.1→61217.3-12.75stop_loss
06-18 04:11BTCBuy65356.3→63744.9-12.79stop_loss
06-17 11:02BTCBuy66310.3→64677.4-12.88stop_loss
06-17 08:49BTCBuy66455.3→64818.3-12.78stop_loss
06-17 00:40BTCBuy65501.3→65801.7+1.71timeout
06-15 16:10BTCBuy64445.2→67275.6+21.51take_profit
06-15 15:47BTCBuy64367.2→67196.6+21.55take_profit
06-15 12:26BTCBuy63934.2→66266.7+17.82timeout
06-15 00:34BTCBuy63554.2→65592.7+15.55timeout
06-14 12:25BTCBuy63524.2→64472.8+7.04timeout
06-14 00:30BTCBuy63613.2→64437.8+5.98timeout
06-13 08:43BTCBuy62871.1→63864.8+7.27timeout
06-12 20:38BTCBuy61893.1→63513.8+12.61timeout
06-12 08:15BTCBuy61601.1→63260.8+12.89timeout
06-11 16:40BTCBuy60791→62682.9+14.93timeout
06-09 14:46BTCBuy62739.1→61193.3-12.78stop_loss
06-09 14:29BTCBuy63055.2→61502.2-12.78stop_loss
06-09 14:11BTCBuy63525.2→61940.9-12.92stop_loss
06-09 13:36BTCBuy61775.1→62205.9+3.07timeout
06-07 22:15BTCBuy61434.1→64130.8+21.51take_profit
06-07 22:14BTCBuy60691→63355.8+21.52take_profit
06-06 04:27BTCBuy61341.1→59830.1-12.77stop_loss
06-05 13:52BTCBuy62609.1→61068.4-12.76stop_loss
06-05 06:22BTCBuy62914.1→61367.2-12.68stop_loss
06-05 05:59BTCBuy63790.2→62216.8-12.76stop_loss
06-04 00:29BTCBuy64932.2→63335.1-12.75stop_loss
06-03 19:53BTCBuy67086.4→65435-12.79stop_loss
06-03 03:50BTCBuy67239.4→65579.9-12.79stop_loss

Paper vs Live

Paper (trades.jsonl)
33
closed
48%
win rate
-20.01
total pnl ($)
-11.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3348%-11.6-20.01

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems