deribit_basis_fast_slow_ema_crossover_carry_long

not live
67
closed trades
46%
win rate
-140.37
total pnl ($)
0.645
weight
7d window — n=20 wr=40% pnl=-97.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 05:28BTCBuy59466→60229+5.97timeout
06-25 13:48BTCBuy60832→59336.3-12.69stop_loss
06-25 13:42BTCBuy61705.1→60187.9-12.73stop_loss
06-24 16:51BTCBuy61034.1→59533.2-12.73stop_loss
06-24 14:19BTCBuy62434.1→60878.5-12.85stop_loss
06-24 14:19BTCBuy62529.1→60951.5-13.03stop_loss
06-24 14:02BTCBuy62725.1→61181.3-12.69stop_loss
06-24 13:57BTCBuy62763.1→61219.3-12.74stop_loss
06-23 08:24BTCBuy63660.2→62092.8-12.67stop_loss
06-23 06:22BTCBuy64099.2→62521.6-12.78stop_loss
06-23 06:22BTCBuy64103.2→62526.6-12.76stop_loss
06-23 05:19BTCBuy65103.3→63500.1-12.78stop_loss
06-23 02:08BTCBuy64073.2→64084.8-0.36timeout
06-22 17:43BTCBuy64315.2→64454.8+0.54timeout
06-22 09:40BTCBuy63938.2→64038.8+0.20timeout
06-22 01:37BTCBuy63408.2→64344.8+6.81timeout
06-21 17:38BTCBuy63667.2→64037.8+2.59timeout
06-21 09:35BTCBuy63100.2→64087.8+7.20timeout
06-21 01:34BTCBuy62773.1→64198.8+10.83timeout
06-20 17:26BTCBuy62617.1→63870.8+9.55timeout
06-20 09:24BTCBuy63009.2→63541.8+3.62timeout
06-18 15:57BTCBuy63923.2→62344.7-12.86stop_loss
06-18 15:40BTCBuy64299.2→62717.5-12.72stop_loss
06-18 15:40BTCBuy64311.2→62720.5-12.81stop_loss
06-18 15:16BTCBuy65035.3→63421.1-12.84stop_loss
06-17 19:42BTCBuy65723.3→64106.7-12.78stop_loss
06-17 19:41BTCBuy65758.3→64137.7-12.80stop_loss
06-17 17:12BTCBuy65988.3→65858.7-1.52timeout
06-17 11:05BTCBuy66154.3→64525.5-12.84stop_loss
06-17 08:44BTCBuy66488.3→64853.3-12.76stop_loss
06-17 01:02BTCBuy66478.3→65770.7-5.87timeout
06-16 16:59BTCBuy65608.3→65725.7+0.28timeout
06-15 15:47BTCBuy64308.2→67158.6+21.74take_profit
06-15 15:47BTCBuy64282.2→67106.6+21.54take_profit
06-15 13:20BTCBuy64029.2→66841.7+21.53take_profit
06-15 04:58BTCBuy63981.2→65638.7+12.46timeout
06-14 20:52BTCBuy63805.2→64055.8+1.47timeout
06-14 13:46BTCBuy63772.2→64317.8+3.83timeout
06-14 05:42BTCBuy63852.2→64332.8+3.34timeout
06-13 20:46BTCBuy63390.2→64220.8+6.07timeout
06-13 12:44BTCBuy63637.2→63993.8+2.23timeout
06-13 04:41BTCBuy62665.1→63576.8+6.84timeout
06-12 20:37BTCBuy62921.1→63513.8+4.21timeout
06-12 12:25BTCBuy61830.1→63496.8+12.92timeout
06-12 04:24BTCBuy62237.1→63723.8+11.38timeout
06-11 20:17BTCBuy61681.1→63510.8+14.18timeout
06-11 06:52BTCBuy61720.1→62781.9+7.93timeout
06-09 14:47BTCBuy62713.1→61170.3-12.76stop_loss
06-09 14:46BTCBuy62735.1→61192.3-12.75stop_loss
06-09 14:36BTCBuy62928.1→61379.2-12.78stop_loss
06-09 14:20BTCBuy63218.2→61663.1-12.75stop_loss
06-09 14:16BTCBuy63472.2→61909.9-12.76stop_loss
06-09 06:37BTCBuy62164.1→63387.8+9.31timeout
06-08 22:39BTCBuy62334.1→63286.8+7.14timeout
06-07 22:15BTCBuy61207.1→63893.8+21.51take_profit
06-07 22:14BTCBuy60714→63379.8+21.51take_profit
06-07 22:14BTCBuy60506→63162.8+21.52take_profit
06-07 14:19BTCBuy60710→61859.9+8.99timeout
06-05 18:54BTCBuy60609→59118.5-12.75stop_loss
06-05 13:55BTCBuy62568.1→61020.4-12.82stop_loss
06-05 06:00BTCBuy63734.2→62165.8-12.72stop_loss
06-05 05:59BTCBuy63761.2→62190.8-12.75stop_loss
06-04 10:30BTCBuy63930.2→62354.7-12.76stop_loss
06-04 00:25BTCBuy65503.3→63892.8-12.74stop_loss
06-03 23:03BTCBuy66146.3→64482.5-13.12stop_loss
06-03 16:24BTCBuy67248.4→65594.9-12.77stop_loss
06-02 15:31BTCBuy68806.4→67113.1-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
67
closed
46%
win rate
-140.37
total pnl ($)
-41.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6746%-41.3-140.37

Recent bounces (last 20 of 1)

timesymsidereason
06-27 10:58BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems