deribit_basis_rollchange_carry_48h_long

not live
40
closed trades
45%
win rate
-73.62
total pnl ($)
1.313
weight
7d window — n=4 wr=75% pnl=+10.29  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 40 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 11:54BTCBuy59300→60321+8.05timeout
06-28 10:13BTCBuy59703→60241+3.99timeout
06-27 14:31BTCBuy59228→60585+10.99timeout
06-26 12:40BTCBuy60652→59160.4-12.76stop_loss
06-17 11:04BTCBuy66289.3→64645.4-12.95stop_loss
06-17 08:44BTCBuy66513.3→64876.3-12.77stop_loss
06-17 07:54BTCBuy66857.3→65211.1-12.80stop_loss
06-17 06:32BTCBuy65879.3→65618.7-2.48timeout
06-16 21:52BTCBuy65477.3→65746.7+1.42timeout
06-16 03:16BTCBuy64493.2→65750.7+9.31timeout
06-15 16:10BTCBuy64431.2→67266.6+21.55take_profit
06-15 15:47BTCBuy64226.2→67069.6+21.72take_profit
06-14 17:27BTCBuy63790.2→63887.8+0.18timeout
06-14 13:05BTCBuy63403.2→64316.8+6.75timeout
06-13 22:00BTCBuy63527.2→64429.8+6.60timeout
06-13 20:00BTCBuy63583.2→64256.8+4.85timeout
06-13 17:57BTCBuy63457.2→63949.8+3.40timeout
06-12 15:14BTCBuy61955.1→64324.8+18.51timeout
06-12 12:56BTCBuy61648.1→63399.8+13.61timeout
06-11 16:20BTCBuy60845→62776.9+15.23timeout
06-11 14:19BTCBuy61767.1→62782.9+7.57timeout
06-09 14:29BTCBuy63086.2→61530.1-12.79stop_loss
06-09 14:17BTCBuy63394.2→61835-12.75stop_loss
06-09 14:16BTCBuy63468.2→61904.9-12.77stop_loss
06-09 13:36BTCBuy63728.2→62156.8-12.77stop_loss
06-09 13:23BTCBuy63834.2→62264.7-12.72stop_loss
06-06 04:27BTCBuy61294.1→59770.1-12.88stop_loss
06-06 04:14BTCBuy61585.1→60070.9-12.75stop_loss
06-06 04:11BTCBuy61778.1→60258.8-12.75stop_loss
06-05 21:04BTCBuy59356→61961.9+21.50take_profit
06-05 18:52BTCBuy60914→59416.3-12.75stop_loss
06-05 14:26BTCBuy61866.1→60344.8-12.74stop_loss
06-05 14:26BTCBuy61891.1→60367.8-12.76stop_loss
06-05 13:56BTCBuy62462.1→60923.5-12.77stop_loss
06-05 13:49BTCBuy62742.1→61196.3-12.77stop_loss
06-05 06:01BTCBuy63669.2→62097.8-12.73stop_loss
06-04 10:28BTCBuy64042.2→62467.6-12.72stop_loss
06-04 09:22BTCBuy64597.2→63008.3-12.75stop_loss
06-04 03:32BTCBuy61750.1→64496.8+21.79take_profit
06-04 00:29BTCBuy65023.3→63424.1-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
40
closed
45%
win rate
-73.62
total pnl ($)
-36.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4045%-36.1-73.62

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems