deribit_basis_percentile_carry_long

not live
74
closed trades
46%
win rate
-302.38
total pnl ($)
0.988
weight
7d window — n=13 wr=62% pnl=-40.99  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 74 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 21:10BTCBuy59726→60325+4.62timeout
06-27 20:12BTCBuy59680→60252+4.40timeout
06-27 19:09BTCBuy59853→60567+5.55timeout
06-26 12:43BTCBuy60524→59033.5-12.77stop_loss
06-24 13:44BTCBuy62967.1→61418.2-12.75stop_loss
06-23 06:20BTCBuy64427.2→62837.4-12.80stop_loss
06-23 06:20BTCBuy64461.2→62874.4-12.77stop_loss
06-23 06:20BTCBuy64497.2→62898.4-12.86stop_loss
06-22 20:25BTCBuy64088.2→64385.8+1.85timeout
06-22 19:23BTCBuy64176.2→64350.8+0.86timeout
06-22 17:17BTCBuy64148.2→64621.8+3.23timeout
06-21 19:22BTCBuy63896.2→64168.8+1.72timeout
06-21 18:18BTCBuy63837.2→63980.8+0.75timeout
06-21 17:14BTCBuy63913.2→64168.8+1.61timeout
06-20 19:02BTCBuy63050.2→63784.8+5.39timeout
06-20 17:57BTCBuy63180.2→63816.8+4.57timeout
06-20 16:58BTCBuy62968.1→63971.8+7.48timeout
06-19 18:04BTCBuy62573.1→63100.8+3.77timeout
06-19 17:02BTCBuy62582.1→62930.9+2.34timeout
06-19 16:05BTCBuy62590.1→63159.8+4.12timeout
06-18 15:55BTCBuy63976.2→62400.7-12.69stop_loss
06-18 15:40BTCBuy64254.2→62673.5-12.74stop_loss
06-18 15:37BTCBuy64519.2→62931.4-12.74stop_loss
06-18 10:36BTCBuy64913.2→63981.8-7.74timeout
06-18 09:34BTCBuy64981.2→64262.8-6.02timeout
06-18 08:35BTCBuy65143.3→64513.8-5.28timeout
06-17 08:51BTCBuy66431.3→64796.3-12.77stop_loss
06-17 08:39BTCBuy66566.3→64925.3-12.77stop_loss
06-17 08:11BTCBuy66428.3→65326.7-8.69timeout
06-13 05:21BTCBuy63474.2→63557.8+0.22timeout
06-12 23:47BTCBuy63587.2→63504.8-1.18timeout
06-12 21:15BTCBuy63523.2→63611.8+0.20timeout
06-11 14:49BTCBuy61851.1→62895.9+7.90timeout
06-10 18:59BTCBuy61768.1→61843.9+0.11timeout
06-10 15:28BTCBuy61340.1→62306.9+7.38timeout
06-10 14:30BTCBuy61547.1→62001.9+3.21timeout
06-09 16:40BTCBuy62278.1→60734.6-12.86stop_loss
06-07 07:01BTCBuy60714→61986.9+10.08timeout
06-07 05:39BTCBuy60846→61834.9+7.72timeout
06-07 04:39BTCBuy59718→61678.9+15.98timeout
06-06 04:34BTCBuy61017.1→59512.3-12.78stop_loss
06-06 04:15BTCBuy61474.1→59960-12.77stop_loss
06-06 04:14BTCBuy61595.1→60077.9-12.77stop_loss
06-05 06:20BTCBuy63232.2→61677.1-12.71stop_loss
06-05 06:03BTCBuy63632.2→62065.8-12.72stop_loss
06-05 02:27BTCBuy63026.2→62818.9-2.08timeout
06-04 10:27BTCBuy64122.2→62545.6-12.71stop_loss
06-04 09:26BTCBuy64445.2→62857.4-12.76stop_loss
06-04 00:29BTCBuy65151.3→63549-12.74stop_loss
06-03 20:55BTCBuy66397.3→64764.4-12.79stop_loss
06-03 03:34BTCBuy67616.4→65953.7-12.75stop_loss
06-03 03:28BTCBuy67747.4→66069.6-12.84stop_loss
06-03 03:28BTCBuy67775.4→66095.6-12.85stop_loss
06-02 12:56BTCBuy70731.5→68992-12.81stop_loss
06-02 12:38BTCBuy70808.5→69067-12.82stop_loss
06-02 12:30BTCBuy70919.5→69175.9-12.80stop_loss
06-01 15:32BTCBuy73927.7→71299.8-18.33stop_loss
06-01 15:32BTCBuy73503.7→71299.8-15.57stop_loss
06-01 15:32BTCBuy73562.7→71299.8-15.98stop_loss
05-31 16:54BTCBuy73896.7→73502.3-3.18timeout
05-31 15:05BTCBuy73864.7→73610.3-2.19timeout
05-31 13:22BTCBuy73793.7→73962.3+0.59timeout
05-31 11:27BTCBuy73562.7→73907.3+1.75timeout
05-31 09:44BTCBuy73529.7→73951.3+2.27timeout
05-30 12:12BTCBuy73337.7→73563.3+1.03timeout
05-30 11:06BTCBuy73633.7→73607.3-0.69timeout
05-30 08:41BTCBuy73781.7→73497.3-2.42timeout
05-30 07:51BTCBuy73399.7→73488.3+0.11timeout
05-30 06:36BTCBuy73674.7→73672.3-0.51timeout
05-29 10:51BTCBuy73403.7→73602.3+0.86timeout
05-29 09:45BTCBuy73463.7→73797.3+1.75timeout
05-29 08:39BTCBuy73272.7→73767.3+2.92timeout
05-29 07:35BTCBuy73367.7→73458.3+0.10timeout
05-29 06:33BTCBuy72833.6→73380.3+3.18timeout

Paper vs Live

Paper (trades.jsonl)
74
closed
46%
win rate
-302.38
total pnl ($)
-81.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7446%-81.3-302.38

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems