deribit_basis_carry_band_long_v3 · strategy

closed trades

46%

win rate

-257.89

total pnl ($)

0.753

weight

7d window — n=20 wr=45% pnl=-84.15 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 84 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 16:02	BTC	Buy	60779→59893	-7.75	timeout
06-27 23:12	BTC	Buy	60065→60229	+0.96	timeout
06-27 21:41	BTC	Buy	59906→60257	+2.55	timeout
06-27 20:41	BTC	Buy	59665→60230	+4.34	timeout
06-27 19:13	BTC	Buy	59988→60570	+4.43	timeout
06-27 15:42	BTC	Buy	60461→60765	+2.08	timeout
06-24 14:17	BTC	Buy	62572.1→61020.4	-12.83	stop_loss
06-24 13:57	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63055.2→61504.2	-12.75	stop_loss
06-24 11:23	BTC	Buy	62539.1→62316.9	-2.25	timeout
06-24 10:18	BTC	Buy	62418.1→62590.9	+0.87	timeout
06-24 09:12	BTC	Buy	62420.1→62690.9	+1.66	timeout
06-24 06:32	BTC	Buy	62746.1→62805.9	-0.03	timeout
06-23 08:24	BTC	Buy	63692.2→62122.8	-12.76	stop_loss
06-23 08:17	BTC	Buy	63996.2→62415.7	-12.81	stop_loss
06-23 08:17	BTC	Buy	63994.2→62415.7	-12.80	stop_loss
06-23 08:15	BTC	Buy	64066.2→62490.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64146.2→62565.6	-12.78	stop_loss
06-22 18:10	BTC	Buy	63964.2→64648.8	+4.85	timeout
06-22 12:34	BTC	Buy	64015.2→64905.8	+6.36	timeout
06-22 02:39	BTC	Buy	64238.2→64487.8	+1.40	timeout
06-21 21:55	BTC	Buy	64011.2→63769.8	-2.34	timeout
06-21 10:16	BTC	Buy	63668.2→64228.8	+3.87	timeout
06-21 09:12	BTC	Buy	63472.2→63957.8	+3.23	timeout
06-21 08:06	BTC	Buy	63587.2→64122.8	+3.70	timeout
06-21 01:53	BTC	Buy	63550.2→64250.8	+5.01	timeout
06-20 17:15	BTC	Buy	62962.1→63900.8	+6.97	timeout
06-20 10:11	BTC	Buy	62460.1→63656.8	+9.05	timeout
06-20 09:06	BTC	Buy	62513.1→63431.8	+6.78	timeout
06-20 07:46	BTC	Buy	62504.1→63714.8	+9.23	timeout
06-20 01:34	BTC	Buy	62833.1→63563.8	+5.36	timeout
06-19 15:53	BTC	Buy	62492.1→63199.8	+5.22	timeout
06-18 15:53	BTC	Buy	64005.2→62430.6	-12.72	stop_loss
06-18 15:40	BTC	Buy	64281.2→62698.5	-12.50	stop_loss
06-18 15:38	BTC	Buy	64392.2→62807.4	-12.48	stop_loss
06-18 15:18	BTC	Buy	64746.2→63153.2	-12.73	stop_loss
06-18 05:05	BTC	Buy	65252.3→63644	-12.79	stop_loss
06-18 05:05	BTC	Buy	65266.3→63661	-12.76	stop_loss
06-17 08:44	BTC	Buy	66489.3→64853.3	-12.77	stop_loss
06-17 08:39	BTC	Buy	66555.3→64914.3	-12.80	stop_loss
06-17 08:31	BTC	Buy	66732.3→65090.2	-12.77	stop_loss
06-17 08:31	BTC	Buy	66773.3→65127.2	-12.78	stop_loss
06-17 08:06	BTC	Buy	66320.3→65434.7	-7.12	timeout
06-13 21:38	BTC	Buy	63551.2→64292.8	+5.36	timeout
06-13 03:30	BTC	Buy	63421.2→63489.8	+0.09	timeout
06-13 01:21	BTC	Buy	63395.2→63615.8	+1.20	timeout
06-12 23:34	BTC	Buy	63499.2→63451.8	-0.87	timeout
06-12 22:06	BTC	Buy	63556.2→63515.8	-0.82	timeout
06-12 21:02	BTC	Buy	63383.2→63460.8	+0.14	timeout
06-12 02:02	BTC	Buy	62206.1→63467.8	+9.58	timeout
06-11 19:40	BTC	Buy	61990.1→63658.8	+12.88	timeout
06-11 17:36	BTC	Buy	61769.1→63137.8	+10.53	timeout
06-11 14:56	BTC	Buy	61855.1→62798.9	+7.08	timeout
06-10 18:55	BTC	Buy	61683.1→61778.9	+0.27	timeout
06-10 17:05	BTC	Buy	61627.1→62324.9	+5.16	timeout
06-10 15:52	BTC	Buy	61355.1→62263.9	+6.95	timeout
06-10 14:18	BTC	Buy	61805.1→61849.9	-0.11	timeout
06-09 16:20	BTC	Buy	62334.1→60801.5	-12.76	stop_loss
06-09 14:47	BTC	Buy	62660.1→61118.4	-12.75	stop_loss
06-07 08:31	BTC	Buy	61334.1→62496.9	+9.09	timeout
06-07 06:58	BTC	Buy	60723→62092.9	+10.87	timeout
06-07 05:36	BTC	Buy	60854→61708.9	+6.61	timeout
06-07 04:21	BTC	Buy	60034→61542.9	+12.11	timeout
06-06 20:11	BTC	Buy	60697→60518	-1.85	timeout
06-06 04:34	BTC	Buy	61077.1→59574.2	-12.75	stop_loss
06-06 04:13	BTC	Buy	61622.1→60092.9	-12.86	stop_loss
06-05 06:01	BTC	Buy	63682.2→62102.8	-12.81	stop_loss
06-04 09:30	BTC	Buy	64285.2→62701.5	-12.76	stop_loss
06-04 09:29	BTC	Buy	64336.2→62754.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65008.3→63409.1	-12.75	stop_loss
06-03 23:02	BTC	Buy	66258.3→64614.4	-12.85	stop_loss
06-03 20:55	BTC	Buy	66448.3→64814.3	-12.79	stop_loss
06-03 19:45	BTC	Buy	66918.3→65792.7	-8.93	timeout
06-03 16:24	BTC	Buy	67252.4→65594.9	-12.80	stop_loss
06-03 03:28	BTC	Buy	67780.4→66097.6	-12.87	stop_loss
06-02 23:04	BTC	Buy	67803.4→66135.6	-12.75	stop_loss
06-02 22:59	BTC	Buy	68022.4→66248.5	-13.49	stop_loss
05-31 10:15	BTC	Buy	73604.7→73813.3	+0.84	timeout
05-31 03:11	BTC	Buy	73747.7→74080.3	+1.74	timeout
05-30 20:48	BTC	Buy	73718.7→73887.3	+0.58	timeout
05-30 17:17	BTC	Buy	74223.7→73886.3	-2.84	timeout
05-29 21:46	BTC	Buy	73829.7→73544.3	-2.44	timeout
05-29 13:07	BTC	Buy	73361.7→73205.3	-1.54	timeout
05-29 11:01	BTC	Buy	73350.7→73575.3	+1.04	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-257.89

total pnl ($)

-61.0 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	84	46%	-61.0	-257.89

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…