deribit_basis_threshold_carry_long_strict

not live
83
closed trades
45%
win rate
-279.25
total pnl ($)
0.683
weight
7d window — n=19 wr=21% pnl=-91.48  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 83 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 12:49BTCBuy59972→59913-1.08timeout
06-29 10:47BTCBuy60142→60070-1.24timeout
06-28 17:19BTCBuy60299→59609-6.13timeout
06-28 15:02BTCBuy60402→60007-3.80timeout
06-28 12:48BTCBuy60452→60237-2.27timeout
06-28 03:20BTCBuy59694→60245+4.16timeout
06-28 01:13BTCBuy59988→60009-0.30timeout
06-26 12:43BTCBuy60532→59043.5-12.75stop_loss
06-24 14:17BTCBuy62589.1→61047.4-12.55stop_loss
06-24 13:45BTCBuy62888.1→61341.2-12.70stop_loss
06-23 08:17BTCBuy64035.2→62460.6-12.70stop_loss
06-23 08:17BTCBuy64026.2→62451.6-12.66stop_loss
06-23 06:20BTCBuy64505.2→62917.4-12.68stop_loss
06-23 06:18BTCBuy64643.2→63053.3-12.66stop_loss
06-23 00:20BTCBuy63976.2→63877.8-1.22timeout
06-22 22:21BTCBuy64167.2→64190.8-0.23timeout
06-22 20:17BTCBuy64004.2→64483.8+3.29timeout
06-22 18:10BTCBuy64167.2→64645.8+3.23timeout
06-22 16:11BTCBuy64253.2→64680.8+2.82timeout
06-21 14:39BTCBuy63427.2→64003.8+4.18timeout
06-21 12:36BTCBuy63688.2→63917.8+1.43timeout
06-21 10:18BTCBuy63449.2→64239.8+5.86timeout
06-21 08:10BTCBuy63474.2→64079.8+4.26timeout
06-21 06:04BTCBuy63525.2→64191.8+4.62timeout
06-20 06:15BTCBuy62836.1→63633.8+5.89timeout
06-20 04:17BTCBuy62876.1→63418.8+3.87timeout
06-20 02:15BTCBuy63133.2→63427.8+1.90timeout
06-20 00:13BTCBuy62691.1→63434.8+5.47timeout
06-19 22:09BTCBuy62644.1→63028.8+2.58timeout
06-18 15:51BTCBuy64086.2→62510.6-12.87stop_loss
06-18 15:51BTCBuy64122.2→62543.6-12.87stop_loss
06-18 15:18BTCBuy64693.2→63098.3-12.76stop_loss
06-18 15:16BTCBuy65024.3→63422.1-12.75stop_loss
06-18 15:16BTCBuy65058.3→63458.1-12.73stop_loss
06-17 19:50BTCBuy65612.3→63964.8-13.04stop_loss
06-17 19:40BTCBuy65815.3→64196.7-12.79stop_loss
06-17 08:52BTCBuy66427.3→64787.3-12.81stop_loss
06-17 08:39BTCBuy66628.3→64986.2-12.76stop_loss
06-17 08:31BTCBuy66739.3→65087.2-12.82stop_loss
06-16 03:19BTCBuy64703.2→65726.7+7.47timeout
06-14 03:39BTCBuy63551.2→64466.8+6.79timeout
06-13 13:26BTCBuy62997.1→64209.8+9.09timeout
06-13 11:21BTCBuy63473.2→63933.8+3.06timeout
06-13 05:48BTCBuy63590.2→63500.8-1.15timeout
06-13 03:02BTCBuy63403.2→63650.8+1.50timeout
06-11 23:33BTCBuy61767.1→63462.8+13.11timeout
06-11 20:49BTCBuy61854.1→63241.8+10.60timeout
06-11 01:00BTCBuy61726.1→61810.9+0.20timeout
06-10 22:23BTCBuy60998→61193.9+1.15timeout
06-10 20:25BTCBuy61838.1→61905.9+0.02timeout
06-09 14:47BTCBuy62665.1→61118.4-12.79stop_loss
06-07 15:02BTCBuy61265.1→61798.9+3.89timeout
06-07 13:01BTCBuy60717→61821.9+8.62timeout
06-07 08:38BTCBuy59989→62622.9+21.53take_profit
06-07 08:19BTCBuy60703→62329.9+13.03timeout
06-07 02:12BTCBuy60752→61421.9+4.97timeout
06-06 04:27BTCBuy61293.1→59786.1-12.75stop_loss
06-06 04:27BTCBuy61403.1→59892-12.76stop_loss
06-05 06:21BTCBuy63026.2→61476.2-12.66stop_loss
06-05 06:03BTCBuy63634.2→62068.8-12.71stop_loss
06-04 09:29BTCBuy64330.2→62746.5-12.75stop_loss
06-04 00:29BTCBuy65151.3→63549-12.74stop_loss
06-03 23:54BTCBuy65653.3→64037.8-12.74stop_loss
06-03 20:55BTCBuy66386.3→64748.4-12.83stop_loss
06-03 03:50BTCBuy67038.4→65385-12.78stop_loss
06-03 03:43BTCBuy67395.4→65733.8-12.78stop_loss
06-03 03:33BTCBuy67679.4→66014.7-12.75stop_loss
06-02 14:26BTCBuy69537.5→67827.7-12.75stop_loss
06-02 14:10BTCBuy69986.5→68254.4-12.84stop_loss
06-02 14:01BTCBuy70371.5→68641.2-12.76stop_loss
06-02 12:31BTCBuy70899.5→69151.9-12.84stop_loss
06-02 12:17BTCBuy70964.5→69216.9-12.81stop_loss
06-01 05:47BTCBuy73790.7→73401.3-3.13timeout
05-31 13:44BTCBuy73463.7→73856.3+2.22timeout
05-31 10:02BTCBuy73540.7→73779.3+0.98timeout
05-31 06:11BTCBuy73461.7→73976.3+2.98timeout
05-30 22:55BTCBuy73978.7→73829.3-1.60timeout
05-30 19:11BTCBuy73138.7→73963.3+5.05timeout
05-29 20:58BTCBuy72996.6→73623.3+3.79timeout
05-29 18:41BTCBuy73502.7→73791.3+1.38timeout
05-29 17:01BTCBuy73366.7→74109.3+4.50timeout
05-29 14:44BTCBuy73254.7→72626.4-4.93timeout
05-29 12:33BTCBuy72833.6→73236.3+2.29timeout

Paper vs Live

Paper (trades.jsonl)
83
closed
45%
win rate
-279.25
total pnl ($)
-66.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8345%-66.8-279.25

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems