deribit_basis_threshold_carry_long

not live
81
closed trades
44%
win rate
-280.66
total pnl ($)
0.698
weight
7d window — n=14 wr=36% pnl=-68.43  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 81 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 06:59BTCBuy60048→59567-4.43timeout
06-30 00:25BTCBuy59300→60052+5.92timeout
06-29 06:54BTCBuy60004→60100+0.36timeout
06-29 04:45BTCBuy60136→59774-3.47timeout
06-28 22:53BTCBuy60326→58842.6-12.82stop_loss
06-27 21:24BTCBuy59805→60395+4.55timeout
06-27 19:14BTCBuy60022→60573+4.17timeout
06-27 15:42BTCBuy60461→60771+2.13timeout
06-26 12:43BTCBuy60502→59014.5-12.75stop_loss
06-24 14:19BTCBuy62464.1→60875.5-13.15stop_loss
06-24 14:19BTCBuy62455.1→60875.5-13.08stop_loss
06-24 13:43BTCBuy63018.2→61467.2-12.76stop_loss
06-24 11:03BTCBuy62383.1→62395.9-0.37timeout
06-23 08:24BTCBuy63857.2→62283.7-12.75stop_loss
06-23 06:21BTCBuy64198.2→62619.5-12.75stop_loss
06-23 06:20BTCBuy64392.2→62805.4-12.78stop_loss
06-22 23:16BTCBuy63682.2→63897.8+1.24timeout
06-22 21:16BTCBuy63598.2→64336.8+5.35timeout
06-22 19:18BTCBuy64162.2→64361.8+1.06timeout
06-21 22:45BTCBuy64256.2→63630.8-5.29timeout
06-21 20:44BTCBuy63850.2→63932.8+0.19timeout
06-21 18:47BTCBuy63806.2→64153.8+2.32timeout
06-20 22:04BTCBuy63034.2→64010.8+7.30timeout
06-20 20:03BTCBuy63024.2→63896.8+6.51timeout
06-20 17:58BTCBuy63191.2→63819.8+4.52timeout
06-19 19:43BTCBuy62900.1→62987.9+0.22timeout
06-19 17:40BTCBuy62521.1→63022.8+3.56timeout
06-19 16:17BTCBuy62519.1→63316.8+5.92timeout
06-18 15:57BTCBuy63846.2→62274.7-12.74stop_loss
06-18 15:51BTCBuy64108.2→62524.6-12.75stop_loss
06-18 13:35BTCBuy65031.3→64088.8-7.69timeout
06-18 11:24BTCBuy64653.2→63880.8-6.49timeout
06-18 09:21BTCBuy64945.2→64416.8-4.62timeout
06-17 08:39BTCBuy66562.3→64925.3-12.78stop_loss
06-17 08:38BTCBuy66650.3→65005.2-12.82stop_loss
06-17 08:09BTCBuy66345.3→65384.7-7.70timeout
06-13 21:39BTCBuy63551.2→64304.8+5.45timeout
06-13 03:31BTCBuy63416.2→63488.8+0.12timeout
06-12 23:03BTCBuy63357.2→63436.8+0.13timeout
06-12 20:59BTCBuy63372.2→63439.8+0.06timeout
06-12 02:02BTCBuy62220.1→63436.8+9.22timeout
06-11 17:34BTCBuy61816.1→63178.8+10.48timeout
06-11 14:51BTCBuy61922.1→62904.9+7.39timeout
06-10 19:00BTCBuy61758.1→61849.9+0.23timeout
06-10 16:06BTCBuy60939→62502.9+12.33timeout
06-10 14:19BTCBuy61785.1→61855.9+0.10timeout
06-09 14:46BTCBuy62752.1→61208.3-12.75stop_loss
06-07 08:59BTCBuy61254.1→62811.9+12.31timeout
06-07 06:58BTCBuy60723→62092.9+10.87timeout
06-06 20:11BTCBuy60703→60546-1.67timeout
06-06 04:27BTCBuy61304.1→59796.1-12.75stop_loss
06-06 04:27BTCBuy61403.1→59892-12.76stop_loss
06-05 06:03BTCBuy63646.2→62079.8-12.71stop_loss
06-05 02:29BTCBuy62980.1→62680.9-2.81timeout
06-04 10:48BTCBuy63890.2→62318.7-12.72stop_loss
06-04 00:29BTCBuy65148.3→63546-12.75stop_loss
06-03 20:55BTCBuy66432.3→64797.3-12.80stop_loss
06-03 20:55BTCBuy66437.3→64802.3-12.80stop_loss
06-03 19:55BTCBuy66887.3→65241.1-12.81stop_loss
06-03 03:49BTCBuy67311.4→65654.9-12.76stop_loss
06-02 15:30BTCBuy68955.4→67254-12.79stop_loss
06-02 14:27BTCBuy69463.5→67754.7-12.76stop_loss
06-02 14:10BTCBuy69983.5→68262.4-12.76stop_loss
06-02 02:05BTCBuy72195.6→70417.3-12.85stop_loss
06-01 22:26BTCBuy73171.7→71242.8-13.73stop_loss
06-01 22:26BTCBuy73976.7→71242.8-19.07stop_loss
06-01 03:47BTCBuy74137.7→73879.3-2.25timeout
05-31 23:46BTCBuy73788.7→73589.3-1.78timeout
05-31 17:33BTCBuy73792.7→73639.3-1.55timeout
05-31 13:44BTCBuy73725.7→73857.3+0.44timeout
05-31 09:44BTCBuy73529.7→73952.3+2.27timeout
05-30 20:21BTCBuy73644.7→73927.3+1.36timeout
05-30 16:52BTCBuy73975.7→73875.3-1.24timeout
05-30 13:11BTCBuy73138.7→73767.3+3.78timeout
05-30 11:08BTCBuy73626.7→73604.3-0.66timeout
05-30 06:36BTCBuy73673.7→73672.3-0.50timeout
05-29 14:59BTCBuy72995.6→73087.3+0.03timeout
05-29 12:41BTCBuy73502.7→73232.3-2.31timeout
05-29 10:52BTCBuy73354.7→73603.3+1.20timeout
05-29 08:41BTCBuy73230.7→73788.3+3.34timeout
05-29 06:33BTCBuy72833.6→73387.3+3.23timeout

Paper vs Live

Paper (trades.jsonl)
81
closed
44%
win rate
-280.66
total pnl ($)
-68.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8144%-68.8-280.66

Recent bounces (last 20 of 1)

timesymsidereason
06-30 03:15BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems