deribit_basis_low_percentile_carry_long_v2

not live
49
closed trades
49%
win rate
-139.80
total pnl ($)
0.637
weight
7d window — n=12 wr=25% pnl=-97.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 49 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 14:01BTCBuy60006→60505+3.70timeout
06-26 13:19BTCBuy60093→58613.7-12.77stop_loss
06-26 02:13BTCBuy60204→58717.7-12.79stop_loss
06-24 16:51BTCBuy61271.1→59747.1-12.87stop_loss
06-24 14:19BTCBuy62522.1→60966.5-12.89stop_loss
06-24 14:17BTCBuy62592.1→61052.4-12.73stop_loss
06-24 14:02BTCBuy62695.1→61153.3-12.74stop_loss
06-24 13:57BTCBuy62746.1→61200.3-12.76stop_loss
06-24 13:47BTCBuy62832.1→61287.3-12.74stop_loss
06-24 12:08BTCBuy62458.1→62813.9+2.40timeout
06-24 09:37BTCBuy62452.1→62633.9+0.94timeout
06-24 07:35BTCBuy62883.1→62642.9-2.45timeout
06-14 03:36BTCBuy63469.2→64485.8+7.59timeout
06-13 22:38BTCBuy63507.2→64472.8+7.12timeout
06-13 20:31BTCBuy63531.2→64225.8+5.01timeout
06-13 16:04BTCBuy63639.2→64089.8+3.09timeout
06-13 01:35BTCBuy63309.2→63638.8+2.14timeout
06-12 23:22BTCBuy63394.2→63416.8-0.39timeout
06-12 20:43BTCBuy63269.2→63507.8+1.40timeout
06-12 18:41BTCBuy63490.2→63867.8+2.52timeout
06-12 12:34BTCBuy62659.1→63521.8+6.36timeout
06-11 21:46BTCBuy61654.1→63536.8+14.68timeout
06-11 19:25BTCBuy61747.1→63615.8+14.55timeout
06-11 17:16BTCBuy62131.1→62453.9+2.09timeout
06-11 14:31BTCBuy61868.1→62901.9+7.80timeout
06-11 08:51BTCBuy61245.1→62962.9+13.47timeout
06-10 19:41BTCBuy61798.1→61950.9+0.71timeout
06-10 17:30BTCBuy61753.1→61859.9+0.37timeout
06-09 15:56BTCBuy62585.1→61046.4-12.75stop_loss
06-09 14:11BTCBuy63515.2→61948.9-12.78stop_loss
06-09 05:08BTCBuy62581.1→63131.8+3.95timeout
06-09 02:42BTCBuy63019.2→62627.9-3.54timeout
06-07 16:46BTCBuy60766→62157.9+10.96timeout
06-07 14:38BTCBuy60897→62229.9+10.48timeout
06-07 12:20BTCBuy60893→62070.9+9.21timeout
06-07 05:07BTCBuy59919→61785.9+15.15timeout
06-06 20:01BTCBuy60344→60584+1.61timeout
06-05 06:23BTCBuy62752.1→61209.3-12.68stop_loss
06-05 06:19BTCBuy63309.2→61752-12.73stop_loss
06-05 06:18BTCBuy63361.2→61801-12.74stop_loss
06-05 06:16BTCBuy63490.2→61923.9-12.75stop_loss
06-05 05:59BTCBuy63812.2→62238.8-12.74stop_loss
06-04 10:30BTCBuy63973.2→62398.7-12.72stop_loss
06-04 10:28BTCBuy64097.2→62520.6-12.72stop_loss
06-04 00:29BTCBuy65167.3→63565-12.74stop_loss
06-03 20:45BTCBuy66753.3→65112.2-12.79stop_loss
06-03 16:27BTCBuy67204.4→65550.9-12.78stop_loss
06-03 03:43BTCBuy67427.4→65767.8-12.76stop_loss
06-03 03:32BTCBuy67683.4→66018.7-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
49
closed
49%
win rate
-139.80
total pnl ($)
-56.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4949%-56.7-139.80

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems