deribit_basis_ema_expansion_carry_long_v2

not live
67
closed trades
43%
win rate
-193.77
total pnl ($)
0.251
weight
7d window — n=32 wr=34% pnl=-162.54  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 00:38BTCBuy59739→59874+0.65timeout
06-26 21:25BTCBuy59678→59762+0.21timeout
06-26 18:27BTCBuy59576→59900+2.14timeout
06-26 15:22BTCBuy59249→59972+5.55timeout
06-26 13:19BTCBuy60017→58540.8-12.77stop_loss
06-25 13:57BTCBuy59816→58344.9-12.66stop_loss
06-25 13:48BTCBuy60787→59292.4-12.70stop_loss
06-25 13:48BTCBuy60884→59386.3-12.68stop_loss
06-25 13:45BTCBuy61323.1→59815.1-12.73stop_loss
06-25 13:41BTCBuy61816.1→60295.8-12.72stop_loss
06-24 16:51BTCBuy61108.1→59582.2-12.91stop_loss
06-24 15:28BTCBuy62237.1→60824-11.63timeout
06-24 15:08BTCBuy62343.1→60809.5-12.72stop_loss
06-24 15:08BTCBuy62354.1→60820.5-12.59stop_loss
06-24 13:57BTCBuy62756.1→61211.3-12.69stop_loss
06-24 09:47BTCBuy62365.1→62649.9+1.83timeout
06-24 07:56BTCBuy62904.1→62625.9-2.69timeout
06-23 08:17BTCBuy64048.2→62465.6-12.61stop_loss
06-23 06:21BTCBuy64181.2→62601.6-12.58stop_loss
06-23 05:22BTCBuy65034.3→63434.1-12.79stop_loss
06-23 05:22BTCBuy65024.3→63424.1-12.80stop_loss
06-23 04:53BTCBuy64030.2→63681.8-3.19timeout
06-22 13:09BTCBuy64120.2→65009.7+6.39timeout
06-22 10:04BTCBuy64187.2→64164.8-0.77timeout
06-22 07:06BTCBuy64235.2→64086.8-1.69timeout
06-22 04:01BTCBuy64392.2→63865.8-4.56timeout
06-22 00:54BTCBuy64258.2→63763.8-4.36timeout
06-21 08:37BTCBuy63449.2→63925.8+3.31timeout
06-21 05:31BTCBuy63642.2→64263.8+4.36timeout
06-21 02:19BTCBuy63387.2→64210.8+6.06timeout
06-20 23:06BTCBuy63271.2→64247.8+7.22timeout
06-20 19:50BTCBuy63010.2→63897.8+6.60timeout
06-20 03:44BTCBuy62666.1→63441.8+5.75timeout
06-20 00:30BTCBuy62968.1→63584.8+4.44timeout
06-19 21:21BTCBuy63005.2→63223.8+1.24timeout
06-19 18:19BTCBuy62848.1→63126.8+1.74timeout
06-19 16:06BTCBuy62632.1→63159.8+3.78timeout
06-18 15:53BTCBuy64016.2→62440.6-12.65stop_loss
06-18 15:40BTCBuy64323.2→62740.5-12.51stop_loss
06-18 15:39BTCBuy64389.2→62804.4-12.73stop_loss
06-18 15:36BTCBuy64624.2→63031.3-12.57stop_loss
06-18 12:25BTCBuy64666.2→64126.8-4.61timeout
06-18 09:29BTCBuy65025.3→64215.8-6.77timeout
06-18 04:11BTCBuy65411.3→63801.9-12.76stop_loss
06-17 19:42BTCBuy65702.3→64086.7-12.74stop_loss
06-17 19:29BTCBuy65901.3→64253.6-12.95stop_loss
06-17 11:05BTCBuy66113.3→64484.5-12.82stop_loss
06-17 08:39BTCBuy66562.3→64922.3-12.84stop_loss
06-17 05:40BTCBuy66071.3→65844.7-2.19timeout
06-17 02:38BTCBuy65862.3→65836.7-0.69timeout
06-16 17:09BTCBuy66843.3→65750.7-8.70timeout
06-16 14:07BTCBuy66354.3→66107.7-2.39timeout
06-16 05:05BTCBuy65591.3→65936.7+2.24timeout
06-16 01:48BTCBuy65646.3→66357.7+4.95timeout
06-15 22:42BTCBuy65355.3→66245.7+6.32timeout
06-15 15:46BTCBuy64135.2→66951.7+21.45take_profit
06-15 13:06BTCBuy63812.2→66616.7+21.54take_profit
06-15 02:09BTCBuy64591.2→65590.7+7.24timeout
06-14 23:01BTCBuy64435.2→65360.7+6.69timeout
06-14 19:52BTCBuy64308.2→63756.8-4.79timeout
06-14 16:41BTCBuy64033.2→64129.8+0.24timeout
06-14 13:34BTCBuy64173.2→64222.8-0.06timeout
06-14 01:28BTCBuy63634.2→64623.8+7.36timeout
06-13 22:19BTCBuy63515.2→64375.8+6.29timeout
06-13 19:16BTCBuy63671.2→64146.8+3.28timeout
06-13 16:03BTCBuy63524.2→64205.8+4.90timeout
06-13 12:50BTCBuy63471.2→64056.8+4.09timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
43%
win rate
-193.77
total pnl ($)
-57.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6743%-57.8-193.77

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems