deribit_basis_carry_long_gated_v2 · strategy

102

closed trades

41%

win rate

-366.82

total pnl ($)

0.881

weight

7d window — n=17 wr=47% pnl=-62.26 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:53	BTC	Buy	60335→58849.6	-12.77	stop_loss
06-28 08:42	BTC	Buy	60372→60384	-0.36	timeout
06-28 07:35	BTC	Buy	60416→60111	-2.96	timeout
06-27 21:20	BTC	Buy	59693→60354	+5.15	timeout
06-27 20:19	BTC	Buy	59771→60231	+3.45	timeout
06-27 19:17	BTC	Buy	59968→60548	+4.42	timeout
06-26 12:42	BTC	Buy	60547→59057.5	-12.76	stop_loss
06-24 13:44	BTC	Buy	62949.1→61400.2	-12.75	stop_loss
06-23 08:17	BTC	Buy	64016.2→62435.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64256.2→62675.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64349.2→62766.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64474.2→62888.4	-12.76	stop_loss
06-23 06:08	BTC	Buy	64690.2→63078.3	-12.93	stop_loss
06-22 22:15	BTC	Buy	63666.2→64285.8	+4.41	timeout
06-22 21:10	BTC	Buy	63617.2→64373.8	+5.48	timeout
06-22 20:08	BTC	Buy	64231.2→64497.8	+1.58	timeout
06-22 19:05	BTC	Buy	64152.2→64347.8	+1.02	timeout
06-22 18:04	BTC	Buy	63953.2→64665.8	+5.07	timeout
06-21 22:06	BTC	Buy	64011.2→63728.8	-2.65	timeout
06-21 21:00	BTC	Buy	63902.2→63826.8	-1.05	timeout
06-21 19:58	BTC	Buy	63903.2→64174.8	+1.69	timeout
06-21 18:56	BTC	Buy	63761.2→64141.8	+2.58	timeout
06-21 17:53	BTC	Buy	63799.2→64140.8	+2.31	timeout
06-20 21:11	BTC	Buy	63231.2→63915.8	+4.97	timeout
06-20 20:06	BTC	Buy	63023.2→63925.8	+6.75	timeout
06-20 19:02	BTC	Buy	63051.2→63783.8	+5.37	timeout
06-20 17:57	BTC	Buy	63177.2→63814.8	+4.58	timeout
06-20 16:56	BTC	Buy	62986.1→63969.8	+7.30	timeout
06-19 20:29	BTC	Buy	63103.2→63044.8	-0.95	timeout
06-19 19:26	BTC	Buy	62777.1→62975.9	+1.10	timeout
06-19 18:22	BTC	Buy	62928.1→63137.8	+1.21	timeout
06-19 17:12	BTC	Buy	62385.1→62984.9	+4.35	timeout
06-19 16:30	BTC	Buy	62571.1→63273.8	+5.17	timeout
06-18 15:57	BTC	Buy	63904.2→62325.7	-12.73	stop_loss
06-18 15:57	BTC	Buy	63931.2→62355.7	-12.74	stop_loss
06-18 15:56	BTC	Buy	63965.2→62390.7	-12.68	stop_loss
06-18 15:40	BTC	Buy	64179.2→62600.6	-12.70	stop_loss
06-18 15:40	BTC	Buy	64234.2→62653.5	-12.66	stop_loss
06-18 12:43	BTC	Buy	64855.2→64193.8	-5.56	timeout
06-18 11:37	BTC	Buy	64732.2→63968.8	-6.41	timeout
06-18 10:37	BTC	Buy	64892.2→63942.8	-7.85	timeout
06-18 09:34	BTC	Buy	64981.2→64262.8	-6.07	timeout
06-18 08:39	BTC	Buy	65029.3→64541.8	-4.23	timeout
06-17 11:05	BTC	Buy	66119.3→64491.5	-12.83	stop_loss
06-17 11:02	BTC	Buy	66334.3→64703.4	-12.82	stop_loss
06-17 08:52	BTC	Buy	66421.3→64787.3	-12.76	stop_loss
06-17 08:39	BTC	Buy	66566.3→64929.3	-12.75	stop_loss
06-17 08:16	BTC	Buy	66479.3→65284.7	-9.41	timeout
06-13 22:26	BTC	Buy	63609.2→64464.8	+6.24	timeout
06-13 06:24	BTC	Buy	63157.2→63594.8	+3.01	timeout
06-13 05:21	BTC	Buy	63474.2→63556.8	+0.21	timeout
06-12 23:40	BTC	Buy	63666.2→63553.8	-1.38	timeout
06-12 22:05	BTC	Buy	63573.2→63513.8	-0.97	timeout
06-12 20:56	BTC	Buy	63367.2→63406.8	-0.16	timeout
06-11 14:48	BTC	Buy	61939.1→62909.9	+7.29	timeout
06-10 19:00	BTC	Buy	61764.1→61847.9	+0.17	timeout
06-10 16:31	BTC	Buy	61043.1→62215.9	+9.06	timeout
06-10 15:28	BTC	Buy	61395.1→62273.9	+6.66	timeout
06-10 14:31	BTC	Buy	61530.1→61964.9	+3.05	timeout
06-09 16:39	BTC	Buy	62292.1→60757.6	-12.78	stop_loss
06-07 10:13	BTC	Buy	60646→62445.9	+14.39	timeout
06-07 09:12	BTC	Buy	61196.1→62775.9	+12.50	timeout
06-07 08:03	BTC	Buy	60865→62396.9	+12.23	timeout
06-07 07:01	BTC	Buy	60714→61986.9	+10.08	timeout
06-07 05:12	BTC	Buy	60002→61773.9	+14.34	timeout
06-06 04:34	BTC	Buy	61003.1→59502.3	-12.75	stop_loss
06-06 04:31	BTC	Buy	61232.1→59722.1	-12.78	stop_loss
06-06 04:27	BTC	Buy	61315.1→59804.1	-12.77	stop_loss
06-06 04:12	BTC	Buy	61680.1→60162.9	-12.75	stop_loss
06-06 04:10	BTC	Buy	61816.1→60295.8	-12.75	stop_loss
06-05 06:20	BTC	Buy	63231.2→61676.1	-12.71	stop_loss
06-05 02:29	BTC	Buy	62878.1→62741.9	-1.51	timeout
06-04 10:27	BTC	Buy	64170.2→62585.6	-12.77	stop_loss
06-04 09:29	BTC	Buy	64326.2→62725.5	-12.89	stop_loss
06-04 09:27	BTC	Buy	64376.2→62792.4	-12.75	stop_loss
06-04 00:27	BTC	Buy	65168.3→63566	-12.74	stop_loss
06-03 20:55	BTC	Buy	66429.3→64781.4	-12.89	stop_loss
06-03 20:50	BTC	Buy	66634.3→64995.2	-12.80	stop_loss
06-03 03:49	BTC	Buy	67272.4→65617.9	-12.75	stop_loss
06-03 03:34	BTC	Buy	67612.4→65949.7	-12.75	stop_loss
06-03 03:28	BTC	Buy	67754.4→66084.6	-12.78	stop_loss
06-02 22:59	BTC	Buy	67920.4→66245.5	-12.78	stop_loss
06-02 14:08	BTC	Buy	70257.5→68527.3	-12.78	stop_loss
06-02 13:00	BTC	Buy	70655.5→68890.1	-12.99	stop_loss
06-02 12:35	BTC	Buy	70824.5→69082	-12.80	stop_loss
06-02 12:31	BTC	Buy	70897.5→69148.9	-12.85	stop_loss
06-02 12:06	BTC	Buy	71003.6→69256.9	-12.81	stop_loss
05-31 17:50	BTC	Buy	73982.7→73671.3	-2.62	timeout
05-31 15:50	BTC	Buy	73883.7→73621.3	-2.28	timeout
05-31 13:54	BTC	Buy	73786.7→73834.3	-0.17	timeout
05-31 11:41	BTC	Buy	73600.7→73904.3	+1.47	timeout
05-31 09:44	BTC	Buy	73529.7→73952.3	+2.27	timeout
05-30 12:20	BTC	Buy	73338.7→73627.3	+1.47	timeout
05-30 11:11	BTC	Buy	73604.7→73597.3	-0.56	timeout
05-30 08:42	BTC	Buy	73772.7→73493.3	-2.39	timeout
05-30 07:53	BTC	Buy	73396.7→73486.3	+0.12	timeout
05-30 06:36	BTC	Buy	73677.7→73674.3	-0.51	timeout
05-29 10:49	BTC	Buy	73480.7→73601.3	+0.33	timeout
05-29 09:43	BTC	Buy	73418.7→73791.3	+2.02	timeout
05-29 08:38	BTC	Buy	73247.7→73766.3	+3.08	timeout

Paper vs Live

Paper (trades.jsonl)

102

closed

41%

win rate

-366.82

total pnl ($)

-71.6 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	102	41%	-71.6	-366.82

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 23:33	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…