btc_deribit_annualbasis_rolling_rise_carry_long · strategy

closed trades

46%

win rate

-150.97

total pnl ($)

0.697

weight

7d window — n=25 wr=48% pnl=-88.11 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 59 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 17:22	BTC	Buy	59456→60157	+5.34	timeout
06-26 12:42	BTC	Buy	60547→59057.5	-12.76	stop_loss
06-26 02:21	BTC	Buy	59828→58342.9	-12.85	stop_loss
06-25 13:57	BTC	Buy	59823→58351.9	-12.65	stop_loss
06-25 13:48	BTC	Buy	60868→59371.3	-12.74	stop_loss
06-25 13:48	BTC	Buy	61001→59500.3	-12.69	stop_loss
06-25 13:46	BTC	Buy	61186.1→59679.2	-12.73	stop_loss
06-25 13:44	BTC	Buy	61662.1→60144.9	-12.73	stop_loss
06-24 14:19	BTC	Buy	62525.1→60958.5	-12.93	stop_loss
06-24 13:57	BTC	Buy	62773.1→61228.3	-12.75	stop_loss
06-24 13:44	BTC	Buy	62930.1→61378.2	-12.77	stop_loss
06-23 08:17	BTC	Buy	64026.2→62439.6	-12.86	stop_loss
06-23 03:24	BTC	Buy	64314.2→64003.8	-2.86	timeout
06-22 23:24	BTC	Buy	63755.2→63973.8	+1.32	timeout
06-22 14:58	BTC	Buy	64100.2→64922.8	+5.89	timeout
06-22 09:18	BTC	Buy	63947.2→64153.8	+1.09	timeout
06-22 05:06	BTC	Buy	64233.2→64071.8	-1.72	timeout
06-21 15:48	BTC	Buy	64156.2→64253.8	+0.29	timeout
06-21 07:09	BTC	Buy	63625.2→64226.8	+4.28	timeout
06-21 03:05	BTC	Buy	63338.2→64217.8	+6.49	timeout
06-20 23:03	BTC	Buy	63276.2→64242.8	+7.18	timeout
06-20 19:01	BTC	Buy	63059.2→63794.8	+5.39	timeout
06-20 10:50	BTC	Buy	62430.1→63627.8	+9.08	timeout
06-20 06:45	BTC	Buy	62762.1→63729.8	+7.25	timeout
06-20 02:40	BTC	Buy	62893.1→63368.8	+3.34	timeout
06-19 22:38	BTC	Buy	62787.1→63213.8	+2.90	timeout
06-19 18:36	BTC	Buy	62792.1→63095.8	+1.95	timeout
06-18 15:57	BTC	Buy	63889.2→62292.7	-12.93	stop_loss
06-18 15:54	BTC	Buy	63996.2→62422.7	-12.66	stop_loss
06-18 15:53	BTC	Buy	64020.2→62443.6	-12.62	stop_loss
06-18 15:40	BTC	Buy	64351.2→62767.5	-12.73	stop_loss
06-18 15:36	BTC	Buy	64668.2→63074.3	-12.75	stop_loss
06-18 05:08	BTC	Buy	65236.3→63632	-12.76	stop_loss
06-17 19:40	BTC	Buy	65827.3→64206.7	-12.78	stop_loss
06-17 19:38	BTC	Buy	65854.3→64224.7	-12.84	stop_loss
06-17 19:29	BTC	Buy	65858.3→64238.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65992.3→64365.6	-12.78	stop_loss
06-17 18:14	BTC	Buy	66084.3→65259.7	-6.79	timeout
06-17 14:08	BTC	Buy	66052.3→65324.7	-5.98	timeout
06-17 06:05	BTC	Buy	66108.3→65802.7	-2.79	timeout
06-17 02:00	BTC	Buy	66312.3→65909.7	-3.53	timeout
06-16 21:53	BTC	Buy	66396.3→65746.7	-5.44	timeout
06-16 17:49	BTC	Buy	66876.3→65866.7	-8.09	timeout
06-16 13:48	BTC	Buy	66513.3→66121.7	-3.48	timeout
06-16 05:39	BTC	Buy	65706.3→66069.7	+2.37	timeout
06-16 01:37	BTC	Buy	65528.3→66356.7	+5.87	timeout
06-15 21:33	BTC	Buy	64794.2→66405.7	+11.93	timeout
06-15 13:16	BTC	Buy	64361.2→66704.7	+17.78	timeout
06-15 13:16	BTC	Buy	63886.2→66691.7	+21.52	take_profit
06-15 04:21	BTC	Buy	64485.2→65734.7	+9.20	timeout
06-15 00:12	BTC	Buy	64406.2→65708.7	+9.69	timeout
06-14 19:45	BTC	Buy	64276.2→63738.8	-4.68	timeout
06-14 15:24	BTC	Buy	64286.2→64058.8	-2.23	timeout
06-14 10:52	BTC	Buy	63862.2→64531.8	+4.78	timeout
06-14 02:43	BTC	Buy	63661.2→64481.8	+6.02	timeout
06-13 22:41	BTC	Buy	63498.2→64475.8	+7.22	timeout
06-13 18:40	BTC	Buy	63841.2→64252.8	+2.77	timeout
06-13 14:35	BTC	Buy	63660.2→64160.8	+3.44	timeout
06-13 10:33	BTC	Buy	63675.2→63786.8	+0.34	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-150.97

total pnl ($)

-51.0 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	59	46%	-51.0	-150.97

Recent bounces (last 20 of 8)

time	sym	side	reason
06-26 19:57	BTC	Buy	stale_intent
06-26 11:52	BTC	Buy	below_min_notional_skip
06-25 17:25	BTC	Buy	below_min_notional_skip
06-25 13:42	BTC	Buy	below_min_notional_skip
06-25 04:55	BTC	Buy	below_min_notional_skip
06-24 17:28	BTC	Buy	below_min_notional_skip
06-24 09:02	BTC	Buy	stale_intent
06-24 09:02	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…