deribit_basis_carry_crossover_long_v3 · strategy

closed trades

35%

win rate

-366.86

total pnl ($)

0.250

weight

7d window — n=28 wr=25% pnl=-205.84 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:44	BTC	Buy	60509→59020.5	-12.77	stop_loss
06-28 22:20	BTC	Buy	60687→59194.4	-12.77	stop_loss
06-28 13:53	BTC	Buy	59736→60066	+2.25	timeout
06-28 04:06	BTC	Buy	59863→60177	+2.16	timeout
06-27 19:49	BTC	Buy	59184→60150	+7.81	timeout
06-27 17:47	BTC	Buy	59443→60544	+8.81	timeout
06-27 15:45	BTC	Buy	59303→60726	+11.58	timeout
06-26 12:40	BTC	Buy	60660→59167.4	-12.76	stop_loss
06-26 02:23	BTC	Buy	59792→58318.9	-12.77	stop_loss
06-26 02:16	BTC	Buy	59953→58474.8	-12.77	stop_loss
06-25 13:59	BTC	Buy	59528→58061.1	-12.71	stop_loss
06-25 13:53	BTC	Buy	60286→58783.7	-12.86	stop_loss
06-25 13:48	BTC	Buy	60801→59301.4	-12.75	stop_loss
06-25 13:48	BTC	Buy	60826→59318.4	-12.82	stop_loss
06-25 13:48	BTC	Buy	61011.1→59510.3	-12.72	stop_loss
06-24 15:31	BTC	Buy	62238.1→60705.6	-12.68	stop_loss
06-24 15:30	BTC	Buy	62251.1→60716.6	-12.70	stop_loss
06-24 15:30	BTC	Buy	62301.1→60768.6	-12.66	stop_loss
06-24 14:19	BTC	Buy	62424.1→60886.5	-12.75	stop_loss
06-24 14:19	BTC	Buy	62437.1→60891.5	-12.81	stop_loss
06-23 08:17	BTC	Buy	63929.2→62340.7	-12.90	stop_loss
06-23 08:17	BTC	Buy	64043.2→62468.6	-12.75	stop_loss
06-23 06:20	BTC	Buy	64404.2→62820.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64503.2→62915.4	-12.78	stop_loss
06-23 00:49	BTC	Buy	64242.2→64074.8	-1.71	timeout
06-22 22:46	BTC	Buy	64239.2→63856.8	-3.43	timeout
06-22 20:43	BTC	Buy	63850.2→64472.8	+4.38	timeout
06-22 18:42	BTC	Buy	63814.2→64503.8	+4.82	timeout
06-22 16:38	BTC	Buy	63960.2→64623.8	+4.77	timeout
06-21 00:15	BTC	Buy	62835.1→64222.8	+10.45	timeout
06-20 22:13	BTC	Buy	62914.1→64124.8	+9.18	timeout
06-20 20:12	BTC	Buy	63141.2→63935.8	+5.91	timeout
06-20 18:00	BTC	Buy	62591.1→63828.8	+9.41	timeout
06-20 16:02	BTC	Buy	62534.1→64006.8	+11.13	timeout
06-18 15:57	BTC	Buy	63880.2→62303.7	-12.77	stop_loss
06-18 15:40	BTC	Buy	64280.2→62699.5	-12.72	stop_loss
06-18 15:36	BTC	Buy	64664.2→63072.3	-12.73	stop_loss
06-18 15:17	BTC	Buy	64884.2→63286.2	-12.75	stop_loss
06-18 15:17	BTC	Buy	64972.2→63356.1	-12.87	stop_loss
06-18 05:04	BTC	Buy	65308.3→63701.9	-12.76	stop_loss
06-17 19:50	BTC	Buy	65676.3→64060.7	-12.79	stop_loss
06-17 11:04	BTC	Buy	66296.3→64665.4	-12.91	stop_loss
06-17 08:40	BTC	Buy	66531.3→64894.3	-12.72	stop_loss
06-17 08:39	BTC	Buy	66586.3→64945.3	-12.76	stop_loss
06-17 08:31	BTC	Buy	66800.3→65143.2	-12.85	stop_loss
06-16 14:23	BTC	Buy	67121.4→65466	-12.86	stop_loss
06-16 10:05	BTC	Buy	64532.2→66532.7	+15.05	timeout
06-15 16:10	BTC	Buy	64436.2→67273.6	+21.55	take_profit
06-15 15:47	BTC	Buy	64262.2→67085.6	+21.55	take_profit
06-15 15:46	BTC	Buy	64143.2→66965.7	+21.59	take_profit
06-15 13:18	BTC	Buy	63966.2→66774.7	+21.54	take_profit
06-14 08:32	BTC	Buy	63443.2→64431.8	+7.29	timeout
06-13 22:25	BTC	Buy	63512.2→64418.8	+6.62	timeout
06-13 20:25	BTC	Buy	63462.2→64219.8	+5.51	timeout
06-13 18:21	BTC	Buy	63538.2→64029.8	+3.37	timeout
06-13 16:19	BTC	Buy	62779.1→64054.8	+9.80	timeout
06-12 08:15	BTC	Buy	61601.1→63260.8	+12.90	timeout
06-11 19:30	BTC	Buy	61154.1→63838.8	+21.32	take_profit
06-11 18:01	BTC	Buy	61027.1→63707.8	+21.39	take_profit
06-11 17:55	BTC	Buy	61740.1→63426.8	+13.02	timeout
06-11 15:55	BTC	Buy	61189.1→62558.9	+10.47	timeout
06-09 16:19	BTC	Buy	62373.1→60839.5	-12.76	stop_loss
06-09 14:47	BTC	Buy	62649.1→61106.4	-12.77	stop_loss
06-09 14:46	BTC	Buy	62783.1→61239.3	-12.77	stop_loss
06-09 14:30	BTC	Buy	62998.1→61449.2	-12.76	stop_loss
06-09 14:19	BTC	Buy	63282.2→61726	-12.75	stop_loss
06-09 13:36	BTC	Buy	63698.2→62124.8	-12.77	stop_loss
06-09 08:18	BTC	Buy	62320.1→62871.9	+3.91	timeout
06-07 22:14	BTC	Buy	61067.1→63748.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60869→63541.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60701→63365.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60648→63310.8	+21.53	take_profit
06-07 06:36	BTC	Buy	59609→62233.9	+21.64	take_profit
06-06 04:33	BTC	Buy	61086.1→59584.2	-12.74	stop_loss
06-06 04:12	BTC	Buy	61755.1→60234.9	-12.76	stop_loss
06-05 18:55	BTC	Buy	60564→59074.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60770→59275.4	-12.75	stop_loss
06-05 15:39	BTC	Buy	61686.1→60167.9	-12.75	stop_loss
06-05 14:26	BTC	Buy	61924.1→60399.8	-12.76	stop_loss
06-05 14:04	BTC	Buy	62141.1→60608.6	-12.78	stop_loss
06-05 13:49	BTC	Buy	63020.2→61466.2	-12.78	stop_loss
06-05 06:23	BTC	Buy	62806.1→61260.3	-12.70	stop_loss
06-05 06:19	BTC	Buy	63288.2→61732	-12.66	stop_loss
06-05 06:03	BTC	Buy	63629.2→62050.9	-12.79	stop_loss
06-05 06:03	BTC	Buy	63639.2→62065.8	-12.76	stop_loss
06-05 05:59	BTC	Buy	63810.2→62229.8	-12.79	stop_loss
06-04 10:30	BTC	Buy	63981.2→62402.7	-12.76	stop_loss
06-04 01:16	BTC	Buy	64469.2→62883.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65063.3→63463.1	-12.74	stop_loss
06-03 23:03	BTC	Buy	66069.3→64439.5	-12.78	stop_loss
06-03 20:55	BTC	Buy	66375.3→64740.4	-12.81	stop_loss
06-03 20:45	BTC	Buy	66756.3→65114.2	-12.82	stop_loss
06-03 19:54	BTC	Buy	66964.3→65317.1	-12.81	stop_loss
06-03 16:27	BTC	Buy	67172.4→65514.9	-12.81	stop_loss
06-03 03:50	BTC	Buy	67204.4→65545.9	-12.79	stop_loss
06-03 03:28	BTC	Buy	67773.4→66097.6	-12.82	stop_loss
06-02 14:26	BTC	Buy	69513.5→67803.7	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

35%

win rate

-366.86

total pnl ($)

-75.5 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	97	35%	-75.5	-366.86

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…