deribit_basis_threshold_carry_long_v5

not live
56
closed trades
36%
win rate
-280.37
total pnl ($)
0.636
weight
7d window — n=9 wr=0% pnl=-88.27  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 56 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 13:34BTCBuy59636→58169-12.74stop_loss
06-30 12:51BTCBuy60030→58552.8-12.72stop_loss
06-29 05:07BTCBuy60204→59500-6.34timeout
06-28 21:15BTCBuy59730→59651-1.14timeout
06-28 19:12BTCBuy59953→59488-4.29timeout
06-26 12:43BTCBuy60503→59010.5-12.79stop_loss
06-24 14:20BTCBuy62370.1→60834.5-12.72stop_loss
06-24 14:19BTCBuy62504.1→60964.5-12.74stop_loss
06-24 13:47BTCBuy62817.1→61267.3-12.78stop_loss
06-23 08:24BTCBuy63828.2→62255.7-12.75stop_loss
06-23 06:21BTCBuy64206.2→62624.5-12.78stop_loss
06-23 06:21BTCBuy64366.2→62783.5-12.76stop_loss
06-22 22:43BTCBuy64264.2→63874.8-3.49timeout
06-22 20:42BTCBuy63873.2→64471.8+4.21timeout
06-22 18:48BTCBuy63797.2→64441.8+4.50timeout
06-20 21:45BTCBuy62898.1→63998.8+8.32timeout
06-20 19:35BTCBuy62774.1→63846.8+8.14timeout
06-20 17:24BTCBuy62407.1→63871.8+11.26timeout
06-18 15:40BTCBuy64324.2→62734.5-12.54stop_loss
06-18 15:36BTCBuy64654.2→63063.3-12.34stop_loss
06-18 15:17BTCBuy64974.2→63355.1-12.52stop_loss
06-17 19:42BTCBuy65719.3→64101.7-12.76stop_loss
06-17 11:02BTCBuy66341.3→64703.4-12.88stop_loss
06-17 08:38BTCBuy66664.3→65020.2-12.82stop_loss
06-16 21:22BTCBuy64650.2→65713.7+7.59timeout
06-14 01:23BTCBuy63376.2→64627.8+9.52timeout
06-13 23:05BTCBuy63413.2→64419.8+7.44timeout
06-13 20:59BTCBuy63373.2→64260.8+6.51timeout
06-11 18:59BTCBuy61792.1→63426.8+12.51timeout
06-11 16:08BTCBuy60931→62776.9+14.50timeout
06-11 14:14BTCBuy62005.1→62804.9+5.79timeout
06-09 14:46BTCBuy62755.1→61208.3-12.78stop_loss
06-07 22:15BTCBuy61282.1→63972.8+21.52take_profit
06-07 22:14BTCBuy60714→63379.8+21.52take_profit
06-07 20:11BTCBuy60689→61602.9+7.15timeout
06-06 04:27BTCBuy61332.1→59822.1-12.76stop_loss
06-06 04:27BTCBuy61401.1→59884-12.81stop_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 20:55BTCBuy66386.3→64748.4-12.83stop_loss
06-03 19:55BTCBuy66877.3→65231.1-12.81stop_loss
06-03 03:43BTCBuy67411.4→65733.8-12.90stop_loss
06-03 03:43BTCBuy67395.4→65733.8-12.78stop_loss
06-02 14:01BTCBuy70371.5→68641.2-12.76stop_loss
06-02 12:30BTCBuy70917.5→69163.9-12.88stop_loss
06-02 12:17BTCBuy70964.5→69216.9-12.81stop_loss
06-01 15:25BTCBuy73787.7→71111.9-18.83stop_loss
06-01 15:25BTCBuy73935.7→71111.9-19.82stop_loss
06-01 15:25BTCBuy73927.7→71111.9-19.79stop_loss
05-30 15:00BTCBuy72996.6→73906.3+5.52timeout
05-30 12:42BTCBuy73502.7→73643.3+0.42timeout
05-30 10:42BTCBuy73477.7→73602.3+0.29timeout
05-30 08:37BTCBuy73242.7→73517.3+1.34timeout
05-30 06:33BTCBuy72833.6→73626.3+4.91timeout

Paper vs Live

Paper (trades.jsonl)
56
closed
36%
win rate
-280.37
total pnl ($)
-99.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5636%-99.6-280.37

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems