deribit_btc_basis_roll_expansion_fear_carry_long

not live
25
closed trades
48%
win rate
-34.24
total pnl ($)
0.799
weight
7d window — n=7 wr=14% pnl=-70.77  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 03:58BTCBuy59552→60294+5.78timeout
06-26 12:40BTCBuy60616→59124.5-12.76stop_loss
06-26 02:13BTCBuy60096→58617.7-12.75stop_loss
06-25 13:58BTCBuy59638→58168-12.70stop_loss
06-25 13:48BTCBuy60844→59346.3-12.73stop_loss
06-25 13:42BTCBuy61708.1→60188.9-12.75stop_loss
06-23 05:22BTCBuy65036.3→63424.1-12.86stop_loss
06-20 13:45BTCBuy62894.1→63427.8+3.72timeout
06-17 19:41BTCBuy65759.3→64136.7-12.81stop_loss
06-17 19:29BTCBuy65876.3→64246.6-12.82stop_loss
06-17 18:00BTCBuy66053.3→65482.7-4.93timeout
06-17 11:02BTCBuy66343.3→64711.4-12.88stop_loss
06-17 08:49BTCBuy66447.3→64812.3-12.77stop_loss
06-17 05:56BTCBuy66835.3→65747.7-8.64timeout
06-16 23:51BTCBuy66201.3→65627.7-4.90timeout
06-16 11:15BTCBuy65622.3→66472.7+5.94timeout
06-15 23:08BTCBuy64490.2→66210.7+12.82timeout
06-15 15:54BTCBuy64410.2→67246.6+21.35take_profit
06-15 13:16BTCBuy63910.2→66722.7+21.57take_profit
06-15 10:36BTCBuy64515.2→65696.7+8.72timeout
06-14 21:30BTCBuy63802.2→64797.8+7.31timeout
06-14 14:49BTCBuy63559.2→63868.8+1.98timeout
06-14 08:17BTCBuy63514.2→64476.8+7.05timeout
06-14 02:10BTCBuy63418.2→64571.8+8.67timeout
06-13 20:08BTCBuy63259.2→64220.8+7.15timeout

Paper vs Live

Paper (trades.jsonl)
25
closed
48%
win rate
-34.24
total pnl ($)
-26.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2548%-26.6-34.24

Recent bounces (last 20 of 1)

timesymsidereason
06-27 13:57BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems