deribit_basis_premium_carry_long_v3

not live
23
closed trades
43%
win rate
-159.81
total pnl ($)
0.916
weight
7d window — n=5 wr=20% pnl=-57.15  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 19:11BTCBuy59936→59487-6.22timeout
06-26 12:43BTCBuy60498→59010.5-19.13stop_loss
06-24 13:44BTCBuy62904.1→61355.2-19.14stop_loss
06-23 06:18BTCBuy64634.2→63040.3-19.20stop_loss
06-22 16:48BTCBuy63955.2→64569.8+6.54timeout
06-20 16:00BTCBuy62410.1→64124.8+19.48timeout
06-18 15:17BTCBuy64933.2→63315.2-19.33stop_loss
06-17 08:40BTCBuy66532.3→64894.3-19.11stop_loss
06-13 20:55BTCBuy63373.2→64260.8+9.77timeout
06-11 16:23BTCBuy60969→62631.9+19.47timeout
06-09 14:47BTCBuy62655.1→61109.4-19.18stop_loss
06-07 20:11BTCBuy60703→61605.9+10.59timeout
06-05 06:21BTCBuy63026.2→61476.2-19.00stop_loss
06-04 00:29BTCBuy65133.3→63531-19.12stop_loss
06-03 20:55BTCBuy66397.3→64764.4-19.18stop_loss
06-03 03:33BTCBuy67656.4→65992.7-19.12stop_loss
06-02 14:10BTCBuy69994.5→68271.4-19.16stop_loss
06-01 22:25BTCBuy73780.7→71209.8-27.25stop_loss
05-30 15:02BTCBuy73014.7→73900.3+7.97timeout
05-30 12:41BTCBuy73502.7→73644.3+0.61timeout
05-30 10:45BTCBuy73477.7→73611.3+0.50timeout
05-30 08:38BTCBuy73247.7→73518.3+1.98timeout
05-30 06:33BTCBuy72833.6→73630.3+7.41timeout

Paper vs Live

Paper (trades.jsonl)
23
closed
43%
win rate
-159.81
total pnl ($)
-91.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2343%-91.5-159.81

Recent bounces (last 20 of 1)

timesymsidereason
06-28 20:10BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems