deribit_basis_annualized_threshold_carry_long · strategy

closed trades

49%

win rate

-125.61

total pnl ($)

0.602

weight

7d window — n=13 wr=23% pnl=-104.43 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 65 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 10:00	BTC	Buy	59654→60388	+5.66	timeout
06-27 03:29	BTC	Buy	59077→60289	+9.82	timeout
06-26 21:00	BTC	Buy	59452→59670	+1.30	timeout
06-26 14:57	BTC	Buy	59537→59555	-0.35	timeout
06-25 13:53	BTC	Buy	60756→58886.6	-15.79	stop_loss
06-25 13:53	BTC	Buy	60761→58902.6	-15.67	stop_loss
06-25 13:46	BTC	Buy	61635.1→59749.1	-15.73	stop_loss
06-24 17:46	BTC	Buy	61073.1→59204.4	-15.73	stop_loss
06-24 15:44	BTC	Buy	62419.1→60508.7	-15.70	stop_loss
06-24 15:30	BTC	Buy	62630.1→60714.6	-15.70	stop_loss
06-24 15:28	BTC	Buy	62689.1→60770.6	-15.73	stop_loss
06-24 13:53	BTC	Buy	62484.1→61515.9	-8.18	timeout
06-24 07:36	BTC	Buy	62888.1→62625.9	-2.62	timeout
06-20 09:02	BTC	Buy	62607.1→63404.8	+5.81	timeout
06-17 11:37	BTC	Buy	66356.3→64729.8	-12.80	timeout
06-17 04:00	BTC	Buy	66128.3→65833.7	-2.72	timeout
06-16 21:52	BTC	Buy	66402.3→65746.7	-5.48	timeout
06-16 15:47	BTC	Buy	67112.4→65711.7	-10.90	timeout
06-16 09:39	BTC	Buy	65502.3→66571.7	+7.71	timeout
06-16 03:33	BTC	Buy	65702.3→66006.7	+1.89	timeout
06-15 21:25	BTC	Buy	64871.2→66494.7	+12.00	timeout
06-15 15:15	BTC	Buy	64079.2→66591.7	+19.17	timeout
06-15 09:10	BTC	Buy	64437.2→65682.7	+9.22	timeout
06-15 03:07	BTC	Buy	64477.2→65547.7	+7.82	timeout
06-14 21:02	BTC	Buy	64298.2→63993.8	-2.84	timeout
06-14 14:58	BTC	Buy	64207.2→63931.8	-2.61	timeout
06-14 08:52	BTC	Buy	63790.2→64432.8	+4.54	timeout
06-14 02:47	BTC	Buy	63622.2→64459.8	+6.16	timeout
06-13 20:44	BTC	Buy	63503.2→64212.8	+5.12	timeout
06-13 14:45	BTC	Buy	63470.2→64164.8	+4.98	timeout
06-13 08:42	BTC	Buy	63369.2→63884.8	+3.53	timeout
06-13 02:40	BTC	Buy	63583.2→63671.8	+0.25	timeout
06-12 20:41	BTC	Buy	63345.2→63518.8	+0.91	timeout
06-12 14:42	BTC	Buy	62898.1→63608.8	+5.13	timeout
06-12 08:32	BTC	Buy	62919.1→63436.8	+3.57	timeout
06-12 02:32	BTC	Buy	61943.1→63559.8	+12.49	timeout
06-11 20:26	BTC	Buy	61894.1→63406.8	+11.64	timeout
06-11 14:25	BTC	Buy	62123.1→62916.9	+5.84	timeout
06-11 08:19	BTC	Buy	61597.1→62803.9	+9.22	timeout
06-10 16:38	BTC	Buy	60898→62326.9	+11.20	timeout
06-10 01:10	BTC	Buy	62635.1→62016.9	-5.28	timeout
06-09 14:36	BTC	Buy	63317.2→61380.2	-15.75	stop_loss
06-09 14:29	BTC	Buy	63503.2→61559.1	-15.78	stop_loss
06-09 12:55	BTC	Buy	63581.2→62562.9	-8.43	timeout
06-09 06:45	BTC	Buy	62993.1→63346.8	+2.30	timeout
06-09 00:44	BTC	Buy	63743.2→62671.9	-8.84	timeout
06-08 18:50	BTC	Buy	62104.1→63328.8	+9.35	timeout
06-08 12:46	BTC	Buy	61759.1→63578.8	+14.26	timeout
06-08 06:33	BTC	Buy	62086.1→63051.8	+7.32	timeout
06-07 22:15	BTC	Buy	60771→63804.8	+24.52	take_profit
06-07 18:23	BTC	Buy	60503→62161.9	+13.30	timeout
06-07 12:21	BTC	Buy	60909→62111.9	+9.41	timeout
06-07 05:05	BTC	Buy	59845→61785.9	+15.79	timeout
06-05 18:51	BTC	Buy	61402.1→59524.2	-15.75	stop_loss
06-05 14:04	BTC	Buy	62485.1→60573.7	-15.75	stop_loss
06-05 06:23	BTC	Buy	63132.2→61178.3	-15.86	stop_loss
06-05 06:22	BTC	Buy	63228.2→61292.3	-15.75	stop_loss
06-05 06:20	BTC	Buy	63618.2→61672.1	-15.72	stop_loss
06-05 06:19	BTC	Buy	63690.2→61742	-15.70	stop_loss
06-05 05:09	BTC	Buy	63898.2→63386.8	-4.39	timeout
06-04 00:30	BTC	Buy	65236.3→63241.2	-15.74	stop_loss
06-03 23:03	BTC	Buy	66503.3→64469.5	-15.87	stop_loss
06-03 20:55	BTC	Buy	66770.3→64652.4	-16.33	stop_loss
06-03 20:55	BTC	Buy	66993.3→64944.3	-15.78	stop_loss
06-03 17:51	BTC	Buy	67384.4→65896.7	-11.55	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-125.61

total pnl ($)

-38.2 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	65	49%	-38.2	-125.61

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…