deribit_basis_ema_crossup_carry_expansion_long

not live
74
closed trades
38%
win rate
-237.54
total pnl ($)
0.250
weight
7d window — n=37 wr=35% pnl=-182.98  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 74 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 21:17BTCBuy59527→59698+0.93timeout
06-26 19:07BTCBuy59296→59777+3.49timeout
06-26 17:02BTCBuy59271→60036+5.91timeout
06-26 14:57BTCBuy59527→59553-0.33timeout
06-26 02:13BTCBuy60102→58620.7-12.77stop_loss
06-25 13:57BTCBuy59825→58353.9-12.65stop_loss
06-25 13:49BTCBuy60723→59229.4-12.67stop_loss
06-25 13:49BTCBuy60725→59231.4-12.70stop_loss
06-25 13:48BTCBuy60880→59382.3-12.70stop_loss
06-25 13:48BTCBuy60888→59390.3-12.68stop_loss
06-24 17:20BTCBuy60962→59462.3-12.74stop_loss
06-24 15:30BTCBuy62284.1→60751.6-12.61stop_loss
06-24 14:19BTCBuy62455.1→60885.5-12.97stop_loss
06-24 14:19BTCBuy62382.1→60841.5-12.74stop_loss
06-24 14:17BTCBuy62557.1→61018.4-12.71stop_loss
06-24 14:02BTCBuy62688.1→61143.4-12.76stop_loss
06-24 08:09BTCBuy62819.1→62604.9-2.22timeout
06-23 08:24BTCBuy63822.2→62243.7-12.81stop_loss
06-23 08:17BTCBuy63985.2→62411.7-12.77stop_loss
06-23 08:17BTCBuy63992.2→62417.7-12.78stop_loss
06-23 06:21BTCBuy64179.2→62598.6-12.77stop_loss
06-23 06:20BTCBuy64388.2→62801.4-12.78stop_loss
06-23 03:45BTCBuy64122.2→63974.8-1.59timeout
06-23 01:39BTCBuy64498.2→64030.8-4.05timeout
06-22 23:41BTCBuy63357.2→64004.8+4.72timeout
06-22 21:40BTCBuy63878.2→64196.8+2.04timeout
06-22 19:38BTCBuy64173.2→64392.8+1.22timeout
06-22 02:53BTCBuy64232.2→64258.8-0.32timeout
06-22 00:51BTCBuy64292.2→63715.8-5.01timeout
06-21 22:46BTCBuy64238.2→63672.8-4.83timeout
06-21 20:45BTCBuy63850.2→63932.8+0.19timeout
06-21 18:48BTCBuy63796.2→64166.8+2.49timeout
06-21 01:21BTCBuy63447.2→64217.8+5.57timeout
06-20 23:18BTCBuy63272.2→64261.8+7.36timeout
06-20 21:15BTCBuy63239.2→63953.8+5.21timeout
06-20 19:13BTCBuy63025.2→63863.8+6.22timeout
06-20 17:11BTCBuy62978.1→63870.8+6.62timeout
06-20 00:38BTCBuy62998.1→63585.8+4.19timeout
06-19 22:38BTCBuy62787.1→63213.8+2.90timeout
06-19 20:36BTCBuy63104.2→63028.8-1.08timeout
06-19 18:33BTCBuy62793.1→63085.8+1.87timeout
06-19 16:32BTCBuy62521.1→63271.8+5.56timeout
06-18 15:56BTCBuy63965.2→62390.7-12.58stop_loss
06-18 15:52BTCBuy64072.2→62496.6-12.47stop_loss
06-18 15:40BTCBuy64333.2→62748.5-12.73stop_loss
06-18 15:37BTCBuy64549.2→62958.4-12.75stop_loss
06-18 15:36BTCBuy64630.2→63040.3-12.72stop_loss
06-18 04:11BTCBuy65402.3→63743.9-13.14stop_loss
06-17 19:42BTCBuy65702.3→64085.7-12.77stop_loss
06-17 19:42BTCBuy65705.3→64085.7-12.79stop_loss
06-17 19:40BTCBuy65811.3→64192.7-12.75stop_loss
06-17 19:38BTCBuy65599.3→64322.8-10.21timeout
06-17 17:35BTCBuy65786.3→65904.7+0.36timeout
06-17 15:28BTCBuy65706.3→65312.7-3.46timeout
06-16 22:54BTCBuy66209.3→65700.7-4.38timeout
06-16 20:53BTCBuy66528.3→65836.7-5.74timeout
06-16 18:49BTCBuy66866.3→65861.7-8.03timeout
06-16 14:43BTCBuy66493.3→65621.7-7.09timeout
06-16 14:23BTCBuy67097.4→65438-12.89stop_loss
06-15 22:16BTCBuy65138.3→66325.7+8.61timeout
06-15 14:05BTCBuy64299.2→66349.7+15.51timeout
06-15 13:20BTCBuy64021.2→66832.7+21.53take_profit
06-15 13:06BTCBuy63801.2→66602.7+21.52take_profit
06-15 12:50BTCBuy63713.2→66516.7+21.56take_profit
06-14 21:49BTCBuy64486.2→65295.7+5.79timeout
06-14 19:46BTCBuy64292.2→63725.8-4.91timeout
06-14 17:41BTCBuy64097.2→63796.8-2.87timeout
06-14 15:36BTCBuy64291.2→64053.8-2.31timeout
06-14 13:35BTCBuy64199.2→64245.8-0.09timeout
06-13 21:08BTCBuy63535.2→64266.8+5.28timeout
06-13 19:02BTCBuy63701.2→64160.8+3.15timeout
06-13 17:01BTCBuy63962.2→63971.8-0.37timeout
06-13 14:58BTCBuy63928.2→64203.8+1.66timeout
06-13 12:48BTCBuy63479.2→64065.8+4.09timeout

Paper vs Live

Paper (trades.jsonl)
74
closed
38%
win rate
-237.54
total pnl ($)
-64.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7438%-64.1-237.54

Recent bounces (last 20 of 8)

timesymsidereason
06-26 22:35BTCBuystale_intent
06-26 18:21BTCBuystale_intent
06-25 19:08BTCBuybelow_min_notional_skip
06-25 17:05BTCBuybelow_min_notional_skip
06-25 03:00BTCBuybelow_min_notional_skip
06-24 22:47BTCBuybelow_min_notional_skip
06-24 17:12BTCBuystale_intent
06-24 15:26BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems