deribit_basis_rolling_change_carry_long_v4

not live
27
closed trades
48%
win rate
-59.17
total pnl ($)
1.066
weight
7d window — n=7 wr=43% pnl=-3.01  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 15:50BTCBuy64119.2→64214.8+0.32timeout
06-20 00:38BTCBuy62981.1→63573.8+4.24timeout
06-18 15:40BTCBuy64297.2→62712.5-12.53stop_loss
06-17 19:29BTCBuy65885.3→64247.6-12.88stop_loss
06-17 15:51BTCBuy65873.3→65743.7-1.45timeout
06-16 14:06BTCBuy66414.3→66187.7-2.24timeout
06-15 13:16BTCBuy63884.2→66690.7+21.53take_profit
06-14 17:17BTCBuy63987.2→63937.8-0.90timeout
06-13 16:54BTCBuy63902.2→63980.8+0.17timeout
06-12 15:48BTCBuy62586.1→63700.8+8.41timeout
06-11 15:15BTCBuy61854.1→62688.9+6.20timeout
06-10 14:47BTCBuy61224.1→61944.9+5.40timeout
06-09 14:11BTCBuy63485.2→61923.9-12.75stop_loss
06-08 15:46BTCBuy62027.1→63832.8+13.96timeout
06-07 14:38BTCBuy60897→62229.9+10.48timeout
06-06 14:29BTCBuy60333→60840+3.76timeout
06-05 14:06BTCBuy61952.1→60427.7-12.75stop_loss
06-05 06:20BTCBuy63182.2→61617.1-12.83stop_loss
06-05 02:29BTCBuy62939.1→62686.9-2.43timeout
06-04 00:24BTCBuy65528.3→63916.8-12.74stop_loss
06-03 20:55BTCBuy66434.3→64797.3-12.81stop_loss
06-03 03:33BTCBuy67679.4→66014.7-12.75stop_loss
06-02 12:06BTCBuy70991.5→69245.9-12.80stop_loss
06-01 15:25BTCBuy73629.7→71111.9-17.70stop_loss
05-30 12:12BTCBuy73337.7→73563.3+1.03timeout
05-29 16:54BTCBuy73362.7→74036.3+4.10timeout
05-29 11:14BTCBuy73415.7→73608.3+0.82timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
48%
win rate
-59.17
total pnl ($)
-43.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2748%-43.4-59.17

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems