deribit_basis_fear_carry_long_v2

not live
70
closed trades
44%
win rate
-196.18
total pnl ($)
0.768
weight
7d window — n=17 wr=53% pnl=-57.32  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 70 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 21:13BTCBuy59624→60371+5.66timeout
06-29 20:07BTCBuy59504→60436+7.23timeout
06-28 20:01BTCBuy60210→59459-6.66timeout
06-28 18:59BTCBuy60522→59584-8.18timeout
06-27 19:56BTCBuy59821→60139+2.26timeout
06-27 18:53BTCBuy59632→60495+6.81timeout
06-26 19:17BTCBuy59211→59943+5.61timeout
06-26 14:44BTCBuy59469→59565+0.31timeout
06-25 17:41BTCBuy59414→59605+1.21timeout
06-25 13:53BTCBuy60249→58766.7-12.70stop_loss
06-24 16:51BTCBuy61296.1→59733.1-13.18stop_loss
06-24 15:58BTCBuy61735.1→60216.9-12.76stop_loss
06-24 13:44BTCBuy62903.1→61355.2-12.75stop_loss
06-24 12:09BTCBuy62463.1→62876.9+2.85timeout
06-24 08:52BTCBuy62375.1→62756.9+2.53timeout
06-23 08:17BTCBuy63970.2→62392.7-12.79stop_loss
06-23 08:17BTCBuy63977.2→62403.7-12.77stop_loss
06-23 02:58BTCBuy64232.2→64205.8-0.65timeout
06-22 22:25BTCBuy63693.2→64223.8+3.71timeout
06-22 01:10BTCBuy64251.2→63890.8-3.31timeout
06-21 21:25BTCBuy63952.2→63616.8-3.08timeout
06-20 21:53BTCBuy63088.2→63987.8+6.69timeout
06-20 19:17BTCBuy63039.2→63883.8+6.26timeout
06-19 20:23BTCBuy63085.2→62968.9-1.41timeout
06-19 17:58BTCBuy62549.1→63192.8+4.69timeout
06-18 15:37BTCBuy64441.2→62843.4-12.56stop_loss
06-18 15:37BTCBuy64596.2→63007.3-12.54stop_loss
06-17 22:03BTCBuy65450.3→63840.9-12.73stop_loss
06-17 19:39BTCBuy65839.3→64219.7-12.77stop_loss
06-17 07:02BTCBuy66349.3→65575.7-6.31timeout
06-17 04:39BTCBuy65832.3→65893.7-0.03timeout
06-16 03:13BTCBuy65666.3→65756.7+0.23timeout
06-15 21:23BTCBuy64651.2→66507.7+13.85timeout
06-15 02:58BTCBuy64473.2→65406.7+6.75timeout
06-14 20:05BTCBuy64241.2→63796.8-3.96timeout
06-13 22:13BTCBuy63492.2→64368.8+6.42timeout
06-13 19:32BTCBuy63633.2→64143.8+3.56timeout
06-12 21:00BTCBuy63379.2→63437.8-0.02timeout
06-12 17:39BTCBuy63207.2→63822.8+4.41timeout
06-11 18:02BTCBuy61091.1→63773.8+21.43take_profit
06-11 16:11BTCBuy62350.1→62711.9+2.30timeout
06-10 15:25BTCBuy61421.1→62300.9+6.66timeout
06-10 14:29BTCBuy61566.1→62011.9+3.14timeout
06-09 14:35BTCBuy62960.1→61410.2-12.76stop_loss
06-09 14:21BTCBuy63152.2→61593.1-12.80stop_loss
06-08 22:30BTCBuy63000.1→63336.8+2.18timeout
06-08 20:47BTCBuy61776.1→63347.8+12.23timeout
06-07 21:57BTCBuy60753→61710.9+7.45timeout
06-07 15:25BTCBuy60598→61848.9+9.86timeout
06-06 19:38BTCBuy59726→60595+6.89timeout
06-06 14:29BTCBuy60333→60840+3.76timeout
06-05 18:52BTCBuy60897→59399.3-12.75stop_loss
06-05 15:39BTCBuy61570.1→60054-12.75stop_loss
06-05 14:06BTCBuy61964.1→60437.7-12.77stop_loss
06-05 11:15BTCBuy62272.1→62219.9-0.91timeout
06-05 06:24BTCBuy62691.1→61148.4-12.75stop_loss
06-05 03:02BTCBuy63482.2→62462.9-8.43timeout
06-04 09:29BTCBuy64339.2→62756.5-12.75stop_loss
06-04 00:29BTCBuy65084.3→63484.1-12.74stop_loss
06-04 00:29BTCBuy65133.3→63531-12.75stop_loss
06-03 19:55BTCBuy66846.3→65167.1-13.05stop_loss
06-03 19:53BTCBuy67069.4→65409-12.86stop_loss
06-03 03:43BTCBuy67555.4→65891.7-12.77stop_loss
06-03 03:33BTCBuy67673.4→66005.7-12.78stop_loss
06-02 13:00BTCBuy70657.5→68890.1-13.02stop_loss
06-02 12:18BTCBuy70943.5→69198.9-12.80stop_loss
05-31 16:31BTCBuy73880.7→73537.3-2.83timeout
05-31 14:41BTCBuy74036.7→73640.3-3.14timeout
05-29 16:35BTCBuy73252.7→74038.3+4.87timeout
05-29 10:33BTCBuy73392.7→73546.3+0.54timeout

Paper vs Live

Paper (trades.jsonl)
70
closed
44%
win rate
-196.18
total pnl ($)
-55.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7044%-55.8-196.18

Recent bounces (last 20 of 1)

timesymsidereason
06-30 03:35BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems