x2032874_deribit_basis_crossover_carry_long

not live
24
closed trades
38%
win rate
-73.57
total pnl ($)
1.053
weight
7d window — n=7 wr=57% pnl=-27.14  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 20:38BTCBuy59512→59625+0.41timeout
06-25 13:48BTCBuy60878→59368.3-12.78stop_loss
06-24 14:19BTCBuy62426.1→60881.5-12.79stop_loss
06-23 06:20BTCBuy64479.2→62891.4-12.78stop_loss
06-22 20:16BTCBuy64104.2→64483.8+2.48timeout
06-21 20:09BTCBuy63938.2→64193.8+1.56timeout
06-20 20:07BTCBuy63035.2→63940.8+6.77timeout
06-19 20:22BTCBuy63130.2→62971.9-1.74timeout
06-18 15:40BTCBuy64336.2→62751.5-12.48stop_loss
06-17 19:41BTCBuy65785.3→64166.7-12.76stop_loss
06-16 20:13BTCBuy66541.3→65729.7-6.64timeout
06-15 12:50BTCBuy63732.2→66546.7+21.65take_profit
06-14 19:49BTCBuy64297.2→63748.8-4.76timeout
06-13 19:41BTCBuy63703.2→64279.8+4.07timeout
06-12 19:40BTCBuy63707.2→63708.8-0.44timeout
06-11 19:34BTCBuy61907.1→63722.8+14.09timeout
06-10 19:29BTCBuy61828.1→61751.9-1.13timeout
06-09 14:15BTCBuy63476.2→61914.9-12.76stop_loss
06-08 17:52BTCBuy62179.1→63460.8+9.76timeout
06-07 13:58BTCBuy60769→61768.9+7.76timeout
06-05 18:44BTCBuy61102.1→59599.2-12.76stop_loss
06-05 05:59BTCBuy63786.2→62210.8-12.76stop_loss
06-03 23:38BTCBuy65834.3→64215.7-12.75stop_loss
06-02 14:27BTCBuy69327.5→67619.8-12.77stop_loss

Paper vs Live

Paper (trades.jsonl)
24
closed
38%
win rate
-73.57
total pnl ($)
-61.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2438%-61.1-73.57

Recent bounces (last 20 of 1)

timesymsidereason
06-24 20:49BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems