deribit_basis_annualized_crossover_carry_long · strategy

107

closed trades

47%

win rate

-262.47

total pnl ($)

0.687

weight

7d window — n=23 wr=43% pnl=-91.62 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 18:59	BTC	Buy	60522→59583	-8.19	timeout
06-28 17:56	BTC	Buy	60574→59578	-8.64	timeout
06-28 16:52	BTC	Buy	60795→59629	-10.02	timeout
06-27 18:23	BTC	Buy	60009→60456	+3.29	timeout
06-27 17:19	BTC	Buy	60009→60583	+4.32	timeout
06-27 16:18	BTC	Buy	60114→60688	+4.36	timeout
06-26 17:02	BTC	Buy	59257→60052	+6.16	timeout
06-26 15:45	BTC	Buy	59210→60395	+9.46	timeout
06-26 14:43	BTC	Buy	59407→59564	+0.82	timeout
06-25 13:48	BTC	Buy	60846→59333.4	-12.83	stop_loss
06-25 13:48	BTC	Buy	61006.1→59505.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	61039.1→59538.2	-12.70	stop_loss
06-24 14:17	BTC	Buy	62601.1→61058.4	-12.77	stop_loss
06-24 13:47	BTC	Buy	62834.1→61289.3	-12.74	stop_loss
06-24 12:41	BTC	Buy	62294.1→62826.9	+3.82	timeout
06-24 11:37	BTC	Buy	62557.1→62566.9	-0.38	timeout
06-24 06:56	BTC	Buy	62907.1→62745.9	-1.78	timeout
06-23 08:17	BTC	Buy	63952.2→62376.7	-12.78	stop_loss
06-23 06:21	BTC	Buy	64177.2→62597.6	-12.77	stop_loss
06-23 06:20	BTC	Buy	64481.2→62886.4	-12.83	stop_loss
06-22 21:07	BTC	Buy	63736.2→64404.8	+4.79	timeout
06-22 20:08	BTC	Buy	64234.2→64506.8	+1.65	timeout
06-22 19:06	BTC	Buy	64145.2→64315.8	+0.83	timeout
06-21 19:58	BTC	Buy	63904.2→64174.8	+1.68	timeout
06-21 19:00	BTC	Buy	63773.2→64158.8	+2.61	timeout
06-21 17:57	BTC	Buy	63823.2→64144.8	+2.15	timeout
06-20 19:21	BTC	Buy	63002.1→63861.8	+6.39	timeout
06-20 18:18	BTC	Buy	63128.2→63832.8	+5.13	timeout
06-20 17:19	BTC	Buy	63061.2→63892.8	+6.13	timeout
06-19 18:42	BTC	Buy	62667.1→63007.8	+2.25	timeout
06-19 17:37	BTC	Buy	62612.1→62979.9	+2.48	timeout
06-19 16:54	BTC	Buy	62630.1→63019.8	+2.67	timeout
06-18 15:51	BTC	Buy	64122.2→62545.6	-12.50	stop_loss
06-18 15:40	BTC	Buy	64323.2→62741.5	-12.46	stop_loss
06-18 15:39	BTC	Buy	64384.2→62794.4	-12.54	stop_loss
06-17 19:38	BTC	Buy	65846.3→64226.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65866.3→64246.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	66052.3→64414.6	-12.86	stop_loss
06-17 15:47	BTC	Buy	65727.3→65499.7	-2.16	timeout
06-17 14:45	BTC	Buy	65715.3→65090.7	-5.21	timeout
06-17 01:08	BTC	Buy	66300.3→65778.7	-4.44	timeout
06-16 14:36	BTC	Buy	66483.3→65587.7	-7.27	timeout
06-16 13:41	BTC	Buy	66550.3→66073.7	-4.11	timeout
06-15 23:42	BTC	Buy	65597.3→66178.7	+4.05	timeout
06-15 13:16	BTC	Buy	63905.2→66713.7	+21.54	take_profit
06-15 13:06	BTC	Buy	63818.2→66623.7	+21.55	take_profit
06-14 22:17	BTC	Buy	64373.2→65103.7	+5.18	timeout
06-14 19:08	BTC	Buy	64135.2→63747.8	-3.53	timeout
06-14 18:04	BTC	Buy	63984.2→63753.8	-2.35	timeout
06-13 21:54	BTC	Buy	63482.2→64476.8	+7.36	timeout
06-13 18:41	BTC	Buy	63864.2→64246.8	+2.54	timeout
06-13 17:38	BTC	Buy	63878.2→64084.8	+1.15	timeout
06-12 18:33	BTC	Buy	63417.2→63764.8	+2.27	timeout
06-12 17:28	BTC	Buy	62365.1→63710.8	+10.32	timeout
06-12 16:24	BTC	Buy	62599.1→63808.8	+9.17	timeout
06-11 17:39	BTC	Buy	61752.1→63201.8	+11.19	timeout
06-11 16:39	BTC	Buy	62286.1→62688.9	+2.71	timeout
06-11 15:38	BTC	Buy	62222.1→62813.9	+4.21	timeout
06-10 17:11	BTC	Buy	61434.1→62021.9	+4.28	timeout
06-10 16:09	BTC	Buy	60909→62438.9	+12.06	timeout
06-10 15:09	BTC	Buy	61588.1→61964.9	+2.57	timeout
06-09 15:57	BTC	Buy	62524.1→60986.4	-12.84	stop_loss
06-09 14:30	BTC	Buy	63013.2→61459.2	-12.79	stop_loss
06-09 14:19	BTC	Buy	63269.2→61713	-12.76	stop_loss
06-08 23:28	BTC	Buy	63189.2→63117.8	-1.04	timeout
06-08 22:26	BTC	Buy	63046.2→63296.8	+1.51	timeout
06-08 21:18	BTC	Buy	61898.1→63597.8	+13.25	timeout
06-07 22:15	BTC	Buy	61494.1→64195.8	+21.52	take_profit
06-07 21:04	BTC	Buy	60710→61756.9	+8.19	timeout
06-07 20:01	BTC	Buy	60558→61266.9	+5.44	timeout
06-07 04:18	BTC	Buy	60148→61584.9	+11.49	timeout
06-06 19:59	BTC	Buy	60327→60573	+1.65	timeout
06-06 18:57	BTC	Buy	59532→60607	+8.63	timeout
06-06 04:13	BTC	Buy	61611.1→60093.9	-12.77	stop_loss
06-05 18:52	BTC	Buy	60775→59280.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61353.1→59844.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss
06-05 11:45	BTC	Buy	62301.1→61991.9	-2.96	timeout
06-05 06:23	BTC	Buy	62756.1→61211.3	-12.70	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.71	stop_loss
06-04 10:28	BTC	Buy	64076.2→62499.6	-12.72	stop_loss
06-04 09:30	BTC	Buy	64305.2→62721.5	-12.76	stop_loss
06-04 09:29	BTC	Buy	64323.2→62725.5	-12.87	stop_loss
06-04 00:29	BTC	Buy	65080.3→63480.1	-12.74	stop_loss
06-04 00:24	BTC	Buy	65528.3→63916.8	-12.74	stop_loss
06-03 23:07	BTC	Buy	66050.3→64413.6	-12.96	stop_loss
06-03 20:55	BTC	Buy	66364.3→64732.4	-12.79	stop_loss
06-03 16:24	BTC	Buy	67252.4→65592.9	-12.82	stop_loss
06-03 03:43	BTC	Buy	67524.4→65863.8	-12.75	stop_loss
06-03 03:28	BTC	Buy	67776.4→66109.6	-12.75	stop_loss
06-02 14:10	BTC	Buy	70078.5→68355.4	-12.76	stop_loss
06-02 13:36	BTC	Buy	70524.5→68790.1	-12.76	stop_loss
06-02 12:31	BTC	Buy	70889.5→69146	-12.80	stop_loss
06-01 03:56	BTC	Buy	74139.7→73698.3	-3.48	timeout
06-01 01:44	BTC	Buy	74058.7→73475.3	-4.48	timeout
05-31 23:46	BTC	Buy	73788.7→73589.3	-1.78	timeout
05-30 23:25	BTC	Buy	73319.7→73812.3	+2.80	timeout
05-30 21:25	BTC	Buy	73582.7→73952.3	+1.95	timeout
05-30 19:37	BTC	Buy	73653.7→73992.3	+1.73	timeout

Paper vs Live

Paper (trades.jsonl)

107

closed

47%

win rate

-262.47

total pnl ($)

-48.8 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	107	47%	-48.8	-262.47

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…