deribit_basis_rolling_rise_momentum_carry_long

not live
48
closed trades
48%
win rate
-182.40
total pnl ($)
0.273
weight
7d window — n=28 wr=36% pnl=-152.53  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 48 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 22:11BTCBuy59904→60112+1.35timeout
06-27 18:06BTCBuy60106→60451+2.44timeout
06-27 16:11BTCBuy60174→60732+4.25timeout
06-27 14:08BTCBuy59975→60538+4.24timeout
06-27 11:59BTCBuy59391→60335+7.46timeout
06-26 20:17BTCBuy59581→59734+0.72timeout
06-26 12:40BTCBuy60616→59124.5-12.76stop_loss
06-26 02:21BTCBuy59799→58326.9-12.76stop_loss
06-26 02:16BTCBuy59863→58388.9-12.76stop_loss
06-25 13:46BTCBuy61291.1→59784.1-12.74stop_loss
06-24 15:30BTCBuy62283.1→60751.6-12.68stop_loss
06-24 14:19BTCBuy62401.1→60866.5-12.73stop_loss
06-24 14:19BTCBuy62416.1→60878.5-12.75stop_loss
06-24 14:19BTCBuy62527.1→60966.5-12.92stop_loss
06-24 13:57BTCBuy62736.1→61193.3-12.74stop_loss
06-24 06:54BTCBuy62931.1→62750.9-1.94timeout
06-23 08:17BTCBuy64027.2→62439.6-12.86stop_loss
06-23 08:17BTCBuy64012.2→62435.6-12.79stop_loss
06-23 06:23BTCBuy64073.2→62497.6-12.78stop_loss
06-23 06:21BTCBuy64168.2→62588.6-12.77stop_loss
06-23 06:20BTCBuy64375.2→62791.4-12.78stop_loss
06-23 02:52BTCBuy64258.2→64195.8-0.94timeout
06-23 00:36BTCBuy63790.2→63962.8+0.94timeout
06-22 20:46BTCBuy63918.2→64435.8+3.57timeout
06-22 10:03BTCBuy64197.2→64151.8-0.88timeout
06-22 08:01BTCBuy64163.2→64154.8-0.50timeout
06-22 02:01BTCBuy64215.2→64521.8+1.85timeout
06-21 08:15BTCBuy63541.2→64080.8+3.72timeout
06-21 01:13BTCBuy63430.2→64223.8+5.76timeout
06-20 23:06BTCBuy63285.2→64236.8+7.06timeout
06-20 21:04BTCBuy63144.2→63920.8+5.71timeout
06-20 17:48BTCBuy63150.2→63820.8+4.85timeout
06-20 00:23BTCBuy62919.1→63451.8+3.78timeout
06-18 15:57BTCBuy63879.2→62293.7-12.70stop_loss
06-18 15:57BTCBuy63931.2→62357.7-12.69stop_loss
06-18 15:40BTCBuy64254.2→62668.5-12.78stop_loss
06-18 15:37BTCBuy64515.2→62927.4-12.73stop_loss
06-18 15:37BTCBuy64598.2→63007.3-12.74stop_loss
06-17 19:41BTCBuy65785.3→64167.7-12.77stop_loss
06-17 19:38BTCBuy65850.3→64225.7-12.81stop_loss
06-17 18:44BTCBuy65833.3→65985.7+0.62timeout
06-17 16:33BTCBuy65708.3→66039.7+2.07timeout
06-15 21:57BTCBuy65494.3→66354.7+6.06timeout
06-14 00:54BTCBuy63569.2→64518.8+7.05timeout
06-13 22:41BTCBuy63494.2→64476.8+7.26timeout
06-13 20:39BTCBuy63493.2→64219.8+5.26timeout
06-13 16:11BTCBuy63714.2→64071.8+2.34timeout
06-13 09:11BTCBuy63501.2→63763.8+1.54timeout

Paper vs Live

Paper (trades.jsonl)
48
closed
48%
win rate
-182.40
total pnl ($)
-75.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4848%-75.9-182.40

Recent bounces (last 20 of 2)

timesymsidereason
06-27 23:30BTCBuycircuit_breaker
06-27 21:25BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems