deribit_basis_rolling_change_carry_long_v9

not live
45
closed trades
38%
win rate
-152.15
total pnl ($)
0.837
weight
7d window — n=13 wr=31% pnl=-64.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 45 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:53BTCBuy60456→58967.6-12.67stop_loss
06-25 13:48BTCBuy60846→59349.3-12.72stop_loss
06-24 15:31BTCBuy62228.1→60697.6-12.67stop_loss
06-24 14:13BTCBuy62630.1→61089.4-12.74stop_loss
06-23 08:17BTCBuy64033.2→62458.6-12.82stop_loss
06-23 08:17BTCBuy64050.2→62465.6-12.83stop_loss
06-23 06:20BTCBuy64495.2→62905.4-12.81stop_loss
06-23 06:06BTCBuy64820.2→63223.2-12.79stop_loss
06-23 02:29BTCBuy64206.2→64140.8-0.95timeout
06-22 14:27BTCBuy63331.2→65055.7+12.93timeout
06-22 02:26BTCBuy63380.2→64521.8+8.37timeout
06-21 14:23BTCBuy63035.2→63993.8+7.29timeout
06-21 02:58BTCBuy62977.1→64229.8+9.47timeout
06-18 15:57BTCBuy63852.2→62281.7-12.72stop_loss
06-18 15:18BTCBuy64685.2→63093.3-12.55stop_loss
06-18 14:52BTCBuy65217.3→63611-12.73stop_loss
06-17 19:42BTCBuy65740.3→64122.7-12.76stop_loss
06-17 11:05BTCBuy66184.3→64554.5-12.88stop_loss
06-17 10:59BTCBuy66349.3→64717.4-12.82stop_loss
06-17 10:45BTCBuy65742.3→64895.8-7.07timeout
06-16 22:19BTCBuy65124.3→65813.7+4.67timeout
06-16 10:04BTCBuy64543.2→66492.7+14.55timeout
06-15 21:58BTCBuy64481.2→66332.7+13.81timeout
06-15 09:56BTCBuy63747.2→65554.7+13.74timeout
06-14 21:50BTCBuy63471.2→65530.7+15.69timeout
06-14 09:40BTCBuy63851.2→64475.8+4.33timeout
06-13 21:33BTCBuy63497.2→64245.8+5.39timeout
06-13 08:42BTCBuy62905.1→63891.8+7.21timeout
06-12 20:36BTCBuy61852.1→63513.8+12.95timeout
06-12 08:15BTCBuy61601.1→63272.8+12.88timeout
06-09 21:19BTCBuy61836.1→62016.9+1.29timeout
06-09 14:46BTCBuy62802.1→61257.3-12.75stop_loss
06-09 14:16BTCBuy63466.2→61904.9-12.75stop_loss
06-09 14:04BTCBuy63660.2→62094.8-12.74stop_loss
06-07 22:15BTCBuy61207.1→63893.8+21.52take_profit
06-07 22:14BTCBuy60723→63388.8+21.51take_profit
06-07 19:19BTCBuy62787.1→61243.3-12.72stop_loss
06-06 04:11BTCBuy61787.1→60267.8-12.75stop_loss
06-05 13:57BTCBuy62402.1→60866.5-12.76stop_loss
06-05 06:21BTCBuy63059.2→61508.2-12.69stop_loss
06-05 06:03BTCBuy63568.2→62004.9-12.72stop_loss
06-04 00:29BTCBuy65063.3→63463.1-12.74stop_loss
06-03 20:43BTCBuy66784.3→65142.2-12.80stop_loss
06-03 19:55BTCBuy66843.3→65167.1-13.02stop_loss
06-02 14:09BTCBuy70171.5→68445.3-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
45
closed
38%
win rate
-152.15
total pnl ($)
-67.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4538%-67.1-152.15

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems