deribit_basis_carry_band_fear_long · strategy

closed trades

40%

win rate

-238.88

total pnl ($)

0.552

weight

7d window — n=14 wr=21% pnl=-114.60 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 60 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 14:13	BTC	Buy	60060→60122	+0.02	timeout
06-28 11:40	BTC	Buy	60008→60268	+1.64	timeout
06-28 09:36	BTC	Buy	59887→60311	+3.04	timeout
06-28 05:43	BTC	Buy	60024→59903	-1.46	timeout
06-28 03:40	BTC	Buy	60467→60171	-2.89	timeout
06-26 12:43	BTC	Buy	60492→59002.5	-12.77	stop_loss
06-24 15:31	BTC	Buy	62233.1→60701.6	-12.68	stop_loss
06-24 15:30	BTC	Buy	62273.1→60741.6	-12.66	stop_loss
06-24 14:19	BTC	Buy	62455.1→60882.5	-13.02	stop_loss
06-24 14:19	BTC	Buy	62414.1→60877.5	-12.74	stop_loss
06-24 13:44	BTC	Buy	62930.1→61378.2	-12.78	stop_loss
06-23 08:27	BTC	Buy	63644.2→62077.8	-12.75	stop_loss
06-23 08:17	BTC	Buy	64002.2→62421.7	-12.81	stop_loss
06-23 06:21	BTC	Buy	64143.2→62565.6	-12.75	stop_loss
06-22 09:54	BTC	Buy	64012.2→64106.8	+0.17	timeout
06-21 14:10	BTC	Buy	63474.2→64034.8	+4.08	timeout
06-21 07:38	BTC	Buy	62952.1→64197.8	+9.46	timeout
06-20 23:55	BTC	Buy	62615.1→64275.8	+12.79	timeout
06-20 21:51	BTC	Buy	62329.1→64034.8	+13.25	timeout
06-20 19:47	BTC	Buy	62506.1→63908.8	+10.81	timeout
06-18 15:40	BTC	Buy	64256.2→62668.5	-12.78	stop_loss
06-17 19:40	BTC	Buy	65804.3→64175.7	-12.85	stop_loss
06-17 19:40	BTC	Buy	65806.3→64175.7	-12.88	stop_loss
06-17 19:29	BTC	Buy	65872.3→64249.6	-12.80	stop_loss
06-17 11:02	BTC	Buy	66337.3→64703.4	-12.86	stop_loss
06-17 08:45	BTC	Buy	66478.3→64842.3	-12.76	stop_loss
06-14 04:08	BTC	Buy	63739.2→64496.8	+5.55	timeout
06-14 01:26	BTC	Buy	63376.2→64633.8	+9.55	timeout
06-13 17:10	BTC	Buy	63541.2→63939.8	+2.69	timeout
06-13 10:34	BTC	Buy	63554.2→63801.8	+1.37	timeout
06-13 08:32	BTC	Buy	63327.2→63803.8	+3.17	timeout
06-12 07:49	BTC	Buy	61918.1→63011.8	+8.32	timeout
06-12 05:34	BTC	Buy	61877.1→63438.8	+12.09	timeout
06-12 02:23	BTC	Buy	61976.1→63596.8	+12.47	timeout
06-11 06:00	BTC	Buy	61700.1→62594.9	+6.58	timeout
06-11 03:56	BTC	Buy	61140.1→62708.9	+12.19	timeout
06-09 16:19	BTC	Buy	62383.1→60847.5	-12.77	stop_loss
06-09 15:56	BTC	Buy	62577.1→61035.4	-12.80	stop_loss
06-09 14:36	BTC	Buy	62898.1→61351.2	-12.78	stop_loss
06-07 22:14	BTC	Buy	60620→63281.8	+21.52	take_profit
06-07 21:04	BTC	Buy	61138.1→61720.9	+4.35	timeout
06-07 18:50	BTC	Buy	60751→62082.9	+10.60	timeout
06-07 08:11	BTC	Buy	60701→62303.9	+12.85	timeout
06-07 07:56	BTC	Buy	59719→62341.9	+21.56	take_profit
06-06 04:27	BTC	Buy	61308.1→59799.1	-12.76	stop_loss
06-05 13:59	BTC	Buy	62245.1→60710.6	-12.79	stop_loss
06-05 06:16	BTC	Buy	63478.2→61916.9	-12.71	stop_loss
06-05 06:16	BTC	Buy	63476.2→61913.9	-12.68	stop_loss
06-05 06:16	BTC	Buy	63483.2→61920.9	-12.74	stop_loss
06-05 05:59	BTC	Buy	63777.2→62208.8	-12.71	stop_loss
06-04 09:31	BTC	Buy	64228.2→62647.5	-12.75	stop_loss
06-04 00:26	BTC	Buy	65207.3→63604	-12.74	stop_loss
06-03 20:55	BTC	Buy	66421.3→64784.4	-12.81	stop_loss
06-03 20:55	BTC	Buy	66498.3→64862.3	-12.80	stop_loss
06-03 20:55	BTC	Buy	66586.3→64948.3	-12.81	stop_loss
06-03 19:54	BTC	Buy	66998.3→65326.1	-13.00	stop_loss
06-03 16:27	BTC	Buy	67183.4→65529.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67479.4→65819.8	-12.75	stop_loss
06-03 03:32	BTC	Buy	67693.4→66027.7	-12.76	stop_loss
06-02 12:18	BTC	Buy	70945.5→69199.9	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-238.88

total pnl ($)

-79.3 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	60	40%	-79.3	-238.88

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:11	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…