deribit_basis_expansion_roll_carry_long

not live
23
closed trades
57%
win rate
-31.84
total pnl ($)
0.515
weight
7d window — n=16 wr=44% pnl=-84.48  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 00:30BTCBuy63705.2→63880.8+1.15timeout
06-22 16:28BTCBuy64179.2→64650.8+3.89timeout
06-22 08:25BTCBuy64036.2→64234.8+1.23timeout
06-22 00:24BTCBuy64245.2→63581.8-6.77timeout
06-21 16:21BTCBuy64021.2→64159.8+0.73timeout
06-21 08:15BTCBuy63541.2→64075.8+4.42timeout
06-20 21:04BTCBuy63155.2→63920.8+6.75timeout
06-18 15:57BTCBuy63893.2→62315.7-15.29stop_loss
06-18 15:37BTCBuy64488.2→62886.4-15.42stop_loss
06-18 15:15BTCBuy65080.3→63480.1-15.28stop_loss
06-18 11:13BTCBuy64636.2→63996.8-6.58timeout
06-17 19:40BTCBuy65803.3→64184.7-15.33stop_loss
06-17 19:05BTCBuy65651.3→65359.7-3.31timeout
06-17 08:45BTCBuy66481.3→64845.3-15.31stop_loss
06-17 02:56BTCBuy65704.3→65876.7+1.02timeout
06-16 17:14BTCBuy66851.3→65768.7-10.38timeout
06-16 00:46BTCBuy65496.3→66386.7+7.66timeout
06-15 13:20BTCBuy64017.2→66827.7+25.82take_profit
06-15 08:05BTCBuy64385.2→65717.7+11.87timeout
06-14 18:12BTCBuy64054.2→63689.8-4.07timeout
06-14 10:06BTCBuy63741.2→64518.8+6.73timeout
06-13 19:02BTCBuy63701.2→64160.8+3.79timeout
06-13 10:32BTCBuy63603.2→63759.8+0.84timeout

Paper vs Live

Paper (trades.jsonl)
23
closed
57%
win rate
-31.84
total pnl ($)
-22.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2357%-22.6-31.84

Recent bounces (last 20 of 1)

timesymsidereason
06-22 00:56BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems