deribit_basis_carry_long_funding_focus · strategy

151

closed trades

44%

win rate

-408.86

total pnl ($)

0.250

weight

7d window — n=41 wr=39% pnl=-186.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 23:07	BTC	Buy	59300→60314	+8.16	timeout
06-29 21:44	BTC	Buy	59638→60436	+6.09	timeout
06-29 20:39	BTC	Buy	59677→60407	+5.52	timeout
06-29 19:31	BTC	Buy	59524→60412	+6.86	timeout
06-29 11:18	BTC	Buy	60149→59882	-2.82	timeout
06-28 22:21	BTC	Buy	59999→59277	-6.48	timeout
06-28 20:18	BTC	Buy	60246→59655	-5.34	timeout
06-28 19:17	BTC	Buy	60553→59437	-9.64	timeout
06-28 18:13	BTC	Buy	60520→59631	-7.76	timeout
06-28 04:50	BTC	Buy	60290→60146	-1.65	timeout
06-27 21:38	BTC	Buy	59859→60313	+3.41	timeout
06-27 19:12	BTC	Buy	59968→60569	+4.59	timeout
06-27 18:10	BTC	Buy	60057→60523	+3.45	timeout
06-27 17:05	BTC	Buy	60126→60409	+1.88	timeout
06-27 03:13	BTC	Buy	58857.9→60156	+10.58	timeout
06-26 18:29	BTC	Buy	59699→59801	+0.29	timeout
06-26 17:29	BTC	Buy	59536→60152	+4.63	timeout
06-26 16:29	BTC	Buy	59727→60047	+2.12	timeout
06-26 15:26	BTC	Buy	59260→60324	+8.42	timeout
06-26 02:21	BTC	Buy	59798→58326.9	-12.73	stop_loss
06-25 13:59	BTC	Buy	59554→58087	-12.69	stop_loss
06-25 13:58	BTC	Buy	59623→58154	-12.69	stop_loss
06-25 13:55	BTC	Buy	59855→58379.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60465→58967.6	-12.75	stop_loss
06-25 13:48	BTC	Buy	60815→59318.4	-12.70	stop_loss
06-24 17:44	BTC	Buy	60761→59264.4	-12.75	stop_loss
06-24 16:51	BTC	Buy	61094.1→59584.2	-12.79	stop_loss
06-24 14:19	BTC	Buy	62386.1→60841.5	-12.83	stop_loss
06-24 14:17	BTC	Buy	62544.1→61001.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62662.1→61118.4	-12.77	stop_loss
06-24 13:57	BTC	Buy	62764.1→61220.3	-12.75	stop_loss
06-24 13:57	BTC	Buy	62770.1→61223.3	-12.77	stop_loss
06-24 11:23	BTC	Buy	62519.1→62323.9	-2.03	timeout
06-24 10:24	BTC	Buy	62378.1→62489.9	+0.39	timeout
06-24 09:21	BTC	Buy	62439.1→62690.9	+1.49	timeout
06-24 08:20	BTC	Buy	62408.1→62625.9	+1.21	timeout
06-24 07:17	BTC	Buy	62987.1→62719.9	-2.62	timeout
06-23 08:27	BTC	Buy	63570.2→62000.9	-12.79	stop_loss
06-23 08:17	BTC	Buy	64002.2→62415.7	-12.85	stop_loss
06-23 08:17	BTC	Buy	64038.2→62461.6	-12.76	stop_loss
06-23 08:17	BTC	Buy	64027.2→62445.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64151.2→62565.6	-12.81	stop_loss
06-21 13:17	BTC	Buy	63597.2→64115.8	+3.69	timeout
06-21 12:09	BTC	Buy	63764.2→64155.8	+2.68	timeout
06-21 10:39	BTC	Buy	63581.2→64328.8	+5.38	timeout
06-21 09:18	BTC	Buy	63511.2→63940.8	+2.78	timeout
06-21 07:56	BTC	Buy	63675.2→64134.8	+3.10	timeout
06-20 11:56	BTC	Buy	62595.1→63679.8	+8.18	timeout
06-20 10:54	BTC	Buy	62537.1→63620.8	+8.15	timeout
06-20 09:53	BTC	Buy	62352.1→63686.8	+10.16	timeout
06-20 08:49	BTC	Buy	62628.1→63389.8	+5.52	timeout
06-20 07:42	BTC	Buy	62500.1→63718.8	+9.30	timeout
06-18 15:51	BTC	Buy	64163.2→62585.6	-12.49	stop_loss
06-18 15:38	BTC	Buy	64398.2→62808.4	-12.76	stop_loss
06-18 05:05	BTC	Buy	65253.3→63647	-12.77	stop_loss
06-17 19:41	BTC	Buy	65764.3→64146.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65604.3→64213.8	-11.08	timeout
06-17 19:40	BTC	Buy	65828.3→64209.7	-12.78	stop_loss
06-17 16:01	BTC	Buy	65902.3→65789.7	-1.24	timeout
06-17 08:39	BTC	Buy	66551.3→64914.3	-12.74	stop_loss
06-16 22:45	BTC	Buy	66264.3→65686.7	-4.90	timeout
06-16 15:31	BTC	Buy	66669.3→65809.7	-6.98	timeout
06-16 14:24	BTC	Buy	66462.3→65556.7	-7.34	timeout
06-16 13:26	BTC	Buy	66837.3→66090.7	-6.12	timeout
06-16 10:10	BTC	Buy	65701.3→66541.7	+5.94	timeout
06-15 22:18	BTC	Buy	65034.3→66348.7	+9.61	timeout
06-15 13:19	BTC	Buy	64000.2→66810.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63800.2→66601.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63756.2→66556.7	+21.52	take_profit
06-15 09:38	BTC	Buy	64441.2→65540.7	+8.10	timeout
06-14 22:02	BTC	Buy	64391.2→65412.7	+7.43	timeout
06-14 20:59	BTC	Buy	64267.2→63979.8	-2.71	timeout
06-14 19:55	BTC	Buy	64303.2→63751.8	-4.78	timeout
06-14 18:52	BTC	Buy	64078.2→63772.8	-2.92	timeout
06-14 09:14	BTC	Buy	63783.2→64400.8	+4.34	timeout
06-13 21:31	BTC	Buy	63536.2→64244.8	+5.10	timeout
06-13 20:28	BTC	Buy	63503.2→64225.8	+5.23	timeout
06-13 19:20	BTC	Buy	63688.2→64148.8	+3.16	timeout
06-13 18:18	BTC	Buy	63708.2→64071.8	+2.38	timeout
06-13 08:54	BTC	Buy	63440.2→63780.8	+2.16	timeout
06-12 20:38	BTC	Buy	63305.2→63513.8	+1.18	timeout
06-12 19:34	BTC	Buy	63725.2→63630.8	-1.20	timeout
06-12 18:26	BTC	Buy	63414.2→63688.8	+1.71	timeout
06-12 17:20	BTC	Buy	62366.1→63790.8	+10.93	timeout
06-12 08:50	BTC	Buy	62939.1→63385.8	+3.01	timeout
06-11 19:50	BTC	Buy	61950.1→63642.8	+13.08	timeout
06-11 18:43	BTC	Buy	61774.1→63493.8	+13.34	timeout
06-11 17:39	BTC	Buy	61760.1→63171.8	+10.89	timeout
06-11 16:41	BTC	Buy	62323.1→62674.9	+2.28	timeout
06-11 08:16	BTC	Buy	61661.1→62772.9	+8.44	timeout
06-10 19:13	BTC	Buy	61792.1→61766.9	-0.72	timeout
06-10 18:12	BTC	Buy	61708.1→61977.9	+1.70	timeout
06-10 17:08	BTC	Buy	61436.1→62136.9	+5.20	timeout
06-10 15:55	BTC	Buy	61121.1→62636.9	+11.95	timeout
06-09 14:20	BTC	Buy	63259.2→61702	-12.76	stop_loss
06-09 14:17	BTC	Buy	63366.2→61802	-12.79	stop_loss
06-09 14:11	BTC	Buy	63513.2→61941.9	-12.82	stop_loss
06-09 13:36	BTC	Buy	63771.2→62202.8	-12.74	stop_loss
06-09 13:19	BTC	Buy	63901.2→62325.7	-12.76	stop_loss
06-09 05:46	BTC	Buy	62463.1→63365.8	+6.75	timeout

Paper vs Live

Paper (trades.jsonl)

151

closed

44%

win rate

-408.86

total pnl ($)

-53.8 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	151	44%	-53.8	-408.86

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…