deribit_basis_momentum_carry_long_v3

not live
56
closed trades
57%
win rate
-99.94
total pnl ($)
0.981
weight
7d window — n=13 wr=54% pnl=-40.48  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 56 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:50BTCBuy59836→60469+4.82timeout
06-26 12:43BTCBuy60482→58989.5-12.80stop_loss
06-26 05:43BTCBuy59612→59876+1.76timeout
06-25 13:44BTCBuy61601.1→60085.9-12.72stop_loss
06-25 03:56BTCBuy60351→60843+3.63timeout
06-24 14:17BTCBuy62581.1→61017.4-12.92stop_loss
06-24 03:26BTCBuy62270.1→62573.9+1.95timeout
06-23 08:17BTCBuy63981.2→62403.7-12.78stop_loss
06-23 03:39BTCBuy65008.3→63951.8-8.57timeout
06-22 15:28BTCBuy64229.2→65040.7+5.91timeout
06-22 03:25BTCBuy64164.2→64369.8+1.12timeout
06-21 14:55BTCBuy64236.2→64071.8-1.70timeout
06-21 02:52BTCBuy63950.2→64239.8+1.81timeout
06-20 14:48BTCBuy63402.2→63851.8+3.06timeout
06-20 02:47BTCBuy63255.2→63388.8+0.61timeout
06-19 14:38BTCBuy62901.1→63310.8+2.86timeout
06-19 02:53BTCBuy63591.2→62931.9-5.59timeout
06-18 14:44BTCBuy64714.2→63876.8-6.92timeout
06-18 02:46BTCBuy65161.3→64673.8-4.21timeout
06-17 14:35BTCBuy65885.3→65161.7-5.95timeout
06-17 02:37BTCBuy65587.3→65860.7+1.63timeout
06-16 14:33BTCBuy65872.3→65320.7-4.68timeout
06-16 02:25BTCBuy66380.3→65997.7-3.33timeout
06-15 13:04BTCBuy65418.3→66510.7+7.91timeout
06-15 00:57BTCBuy64299.2→65600.7+9.66timeout
06-14 12:55BTCBuy64533.2→64286.8-2.36timeout
06-14 00:50BTCBuy64065.2→64537.8+3.25timeout
06-13 12:50BTCBuy63554.2→64077.8+3.63timeout
06-13 00:44BTCBuy63403.2→63566.8+0.80timeout
06-12 11:13BTCBuy63373.2→63802.8+2.90timeout
06-11 22:51BTCBuy63039.2→63502.8+3.16timeout
06-11 08:34BTCBuy61880.1→62919.9+7.89timeout
06-10 20:26BTCBuy61481.1→61887.9+2.83timeout
06-09 15:57BTCBuy62519.1→60981.4-12.75stop_loss
06-09 11:12BTCBuy63491.2→62584.9-7.56timeout
06-08 23:12BTCBuy63392.2→63470.8+0.16timeout
06-08 11:05BTCBuy62850.1→63061.8+1.23timeout
06-07 23:25BTCBuy62521.1→62940.9+2.90timeout
06-07 10:57BTCBuy60570→62435.9+14.96timeout
06-06 22:55BTCBuy60494→60684+1.16timeout
06-06 04:07BTCBuy61892.1→60366.8-12.78stop_loss
06-05 13:56BTCBuy62519.1→60975.4-12.80stop_loss
06-05 06:16BTCBuy63445.2→61883.9-12.73stop_loss
06-05 00:16BTCBuy62671.1→63610.8+7.02timeout
06-04 01:16BTCBuy64471.2→62885.4-12.75stop_loss
06-03 20:43BTCBuy66803.3→65158.1-12.78stop_loss
06-03 11:09BTCBuy66536.3→67176.6+4.29timeout
06-02 14:10BTCBuy69983.5→68256.4-12.80stop_loss
06-02 09:27BTCBuy71092.6→69342.8-12.83stop_loss
06-01 01:57BTCBuy73832.7→73292.3-4.15timeout
05-31 11:47BTCBuy73791.7→73895.3+0.18timeout
05-30 21:44BTCBuy73529.7→73978.3+2.54timeout
05-30 16:31BTCBuy73291.7→73874.3+3.47timeout
05-29 21:26BTCBuy73861.7→73560.3-2.51timeout
05-29 09:17BTCBuy73714.7→73812.3+0.18timeout
05-28 21:22BTCBuy73355.7→73685.3+1.72timeout

Paper vs Live

Paper (trades.jsonl)
56
closed
57%
win rate
-99.94
total pnl ($)
-35.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5657%-35.4-99.94

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems