deribit_basis_rolling_carry_long

not live
77
closed trades
45%
win rate
-216.30
total pnl ($)
0.817
weight
7d window — n=16 wr=50% pnl=-63.44  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 77 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 18:05BTCBuy59624→60403+5.93timeout
06-29 16:57BTCBuy59652→59861+1.15timeout
06-28 17:10BTCBuy60525→59718-7.10timeout
06-28 16:07BTCBuy60786→59881-7.94timeout
06-27 16:06BTCBuy60391→60777+2.81timeout
06-27 15:04BTCBuy59721→60555+6.54timeout
06-26 15:27BTCBuy59285→60249+7.63timeout
06-26 14:27BTCBuy59413→60059+4.94timeout
06-25 13:58BTCBuy59624→58154-12.71stop_loss
06-25 13:55BTCBuy59930→58452.8-12.72stop_loss
06-24 14:17BTCBuy62565.1→61017.4-12.82stop_loss
06-24 14:13BTCBuy62678.1→61136.4-12.75stop_loss
06-24 10:08BTCBuy62479.1→62625.9+0.66timeout
06-24 09:02BTCBuy62408.1→62674.9+1.64timeout
06-23 08:20BTCBuy63867.2→62296.7-12.74stop_loss
06-23 06:20BTCBuy64407.2→62823.4-12.76stop_loss
06-22 20:20BTCBuy64055.2→64467.8+2.74timeout
06-22 18:16BTCBuy63967.2→64689.8+5.13timeout
06-21 19:15BTCBuy63868.2→64179.8+2.03timeout
06-21 18:12BTCBuy63837.2→63963.8+0.63timeout
06-20 18:18BTCBuy63089.2→63837.8+5.48timeout
06-20 17:18BTCBuy63004.2→63909.8+6.71timeout
06-19 17:20BTCBuy62576.1→63047.8+3.31timeout
06-19 16:13BTCBuy62692.1→63233.8+3.86timeout
06-18 15:56BTCBuy63952.2→62379.7-12.61stop_loss
06-18 15:52BTCBuy64068.2→62492.6-12.62stop_loss
06-18 05:05BTCBuy65261.3→63655-12.77stop_loss
06-18 05:04BTCBuy65288.3→63683-12.76stop_loss
06-17 15:24BTCBuy65756.3→65324.7-3.74timeout
06-17 14:23BTCBuy65591.3→65208.7-3.38timeout
06-16 14:50BTCBuy66605.3→65691.7-7.39timeout
06-16 13:48BTCBuy66513.3→66121.7-3.48timeout
06-15 13:06BTCBuy63802.2→66603.7+21.52take_profit
06-15 13:00BTCBuy63787.2→66590.7+21.54take_profit
06-14 19:35BTCBuy64130.2→63799.8-3.09timeout
06-14 18:32BTCBuy64154.2→63704.8-4.05timeout
06-13 18:45BTCBuy63842.2→64231.8+2.60timeout
06-13 17:41BTCBuy63796.2→64090.8+1.84timeout
06-12 16:49BTCBuy62612.1→63924.8+10.02timeout
06-12 15:48BTCBuy62586.1→63700.8+8.41timeout
06-11 16:26BTCBuy62155.1→62578.9+2.86timeout
06-11 15:20BTCBuy62142.1→62699.9+3.94timeout
06-10 15:51BTCBuy61329.1→62343.9+7.77timeout
06-10 14:49BTCBuy61196.1→61900.9+5.27timeout
06-09 14:29BTCBuy63124.2→61566.1-12.79stop_loss
06-09 14:29BTCBuy63118.2→61566.1-12.75stop_loss
06-09 07:13BTCBuy63108.2→63321.8+1.19timeout
06-08 22:49BTCBuy63197.2→63265.8+0.06timeout
06-08 06:31BTCBuy62023.1→63009.8+7.49timeout
06-07 22:14BTCBuy60601→63261.8+21.51take_profit
06-07 04:30BTCBuy59977→61531.9+12.51timeout
06-06 20:12BTCBuy60747→60541-2.08timeout
06-06 04:27BTCBuy61308.1→59799.1-12.76stop_loss
06-05 21:15BTCBuy59383→61989.9+21.50take_profit
06-05 18:51BTCBuy61035.1→59534.2-12.76stop_loss
06-05 18:44BTCBuy61082.1→59580.2-12.75stop_loss
06-05 15:39BTCBuy61662.1→60145.9-12.73stop_loss
06-05 13:53BTCBuy62578.1→61039.4-12.75stop_loss
06-05 06:23BTCBuy62728.1→61184.3-12.70stop_loss
06-05 06:23BTCBuy62806.1→61261.3-12.74stop_loss
06-05 02:50BTCBuy63543.2→62740.9-6.72timeout
06-04 09:27BTCBuy64419.2→62832.4-12.76stop_loss
06-04 00:29BTCBuy65116.3→63515-12.74stop_loss
06-04 00:25BTCBuy65512.3→63900.8-12.75stop_loss
06-03 20:55BTCBuy66364.3→64732.4-12.79stop_loss
06-03 19:55BTCBuy66926.3→65279.1-12.82stop_loss
06-03 03:50BTCBuy67038.4→65370-12.90stop_loss
06-02 12:56BTCBuy70731.5→68992-12.81stop_loss
06-02 12:30BTCBuy70919.5→69175.9-12.80stop_loss
06-01 15:32BTCBuy73671.7→71299.8-16.67stop_loss
06-01 15:32BTCBuy73502.7→71299.8-15.58stop_loss
05-31 15:52BTCBuy73934.7→73627.3-2.58timeout
05-31 14:03BTCBuy73864.7→73759.3-1.20timeout
05-30 12:13BTCBuy73336.7→73564.3+1.04timeout
05-30 11:06BTCBuy73633.7→73607.3-0.69timeout
05-29 11:16BTCBuy73371.7→73620.3+1.20timeout
05-29 10:14BTCBuy73540.7→73656.3+0.25timeout

Paper vs Live

Paper (trades.jsonl)
77
closed
45%
win rate
-216.30
total pnl ($)
-55.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7745%-55.8-216.30

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems