deribit_basis_carry_long_rise_fear · strategy

157

closed trades

41%

win rate

-536.25

total pnl ($)

0.267

weight

7d window — n=40 wr=40% pnl=-154.87 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 21:19	BTC	Buy	59688→60332	+5.01	timeout
06-27 19:47	BTC	Buy	59858→60159	+2.11	timeout
06-27 18:50	BTC	Buy	59644→60500	+6.75	timeout
06-27 17:43	BTC	Buy	60024→60586	+4.23	timeout
06-27 16:38	BTC	Buy	60199→60717	+3.86	timeout
06-26 19:12	BTC	Buy	59279→59959	+5.16	timeout
06-26 18:09	BTC	Buy	59627→60072	+3.17	timeout
06-26 16:56	BTC	Buy	59183→60005	+6.40	timeout
06-26 15:44	BTC	Buy	59154→60429	+10.25	timeout
06-26 14:47	BTC	Buy	59378→59631	+1.63	timeout
06-25 13:58	BTC	Buy	59630→58162	-12.68	stop_loss
06-25 13:57	BTC	Buy	59784→58300.9	-12.77	stop_loss
06-25 13:55	BTC	Buy	59876→58391.9	-12.77	stop_loss
06-25 13:53	BTC	Buy	60487→58995.5	-12.70	stop_loss
06-25 13:48	BTC	Buy	60789→59292.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60959→59460.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61096.1→59582.2	-12.82	stop_loss
06-24 14:19	BTC	Buy	62535.1→60966.5	-12.99	stop_loss
06-24 14:17	BTC	Buy	62597.1→61057.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62614.1→61073.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62726.1→61181.3	-12.76	stop_loss
06-24 12:42	BTC	Buy	62311.1→62801.9	+3.48	timeout
06-24 11:24	BTC	Buy	62531.1→62328.9	-2.09	timeout
06-24 10:02	BTC	Buy	62490.1→62581.9	+0.23	timeout
06-24 08:45	BTC	Buy	62321.1→62765.9	+3.07	timeout
06-24 07:38	BTC	Buy	62955.1→62615.9	-3.22	timeout
06-23 08:17	BTC	Buy	64046.2→62465.6	-12.80	stop_loss
06-23 08:17	BTC	Buy	64041.2→62465.6	-12.77	stop_loss
06-23 06:22	BTC	Buy	64094.2→62503.6	-12.87	stop_loss
06-23 06:22	BTC	Buy	64106.2→62526.6	-12.78	stop_loss
06-23 04:13	BTC	Buy	63974.2→63996.8	-0.28	timeout
06-23 02:58	BTC	Buy	64223.2→64172.8	-0.84	timeout
06-23 01:27	BTC	Buy	64629.2→64140.8	-4.20	timeout
06-22 23:16	BTC	Buy	63664.2→63885.8	+1.28	timeout
06-22 22:14	BTC	Buy	63595.2→64284.8	+4.97	timeout
06-22 03:09	BTC	Buy	64233.2→64043.8	-2.01	timeout
06-22 01:43	BTC	Buy	64213.2→64429.8	+1.15	timeout
06-22 00:25	BTC	Buy	64227.2→63597.8	-5.41	timeout
06-21 22:57	BTC	Buy	64291.2→63760.8	-4.55	timeout
06-21 21:17	BTC	Buy	63928.2→63552.8	-3.39	timeout
06-21 00:01	BTC	Buy	63546.2→64247.8	+5.06	timeout
06-20 22:25	BTC	Buy	63273.2→64152.8	+6.50	timeout
06-20 21:21	BTC	Buy	63197.2→63924.8	+5.32	timeout
06-20 20:19	BTC	Buy	63016.2→63920.8	+6.76	timeout
06-20 19:20	BTC	Buy	62999.1→63900.8	+6.72	timeout
06-19 23:29	BTC	Buy	62836.1→63281.8	+3.07	timeout
06-19 19:58	BTC	Buy	62968.1→62974.9	-0.43	timeout
06-19 18:48	BTC	Buy	62759.1→63024.8	+1.64	timeout
06-19 17:27	BTC	Buy	62270.1→62838.9	+4.12	timeout
06-19 16:46	BTC	Buy	62756.1→63210.8	+3.21	timeout
06-18 15:51	BTC	Buy	64143.2→62565.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64325.2→62737.5	-12.52	stop_loss
06-18 15:37	BTC	Buy	64443.2→62843.4	-12.63	stop_loss
06-18 15:37	BTC	Buy	64545.2→62955.4	-12.56	stop_loss
06-18 15:17	BTC	Buy	65010.3→63409.1	-12.47	stop_loss
06-17 22:03	BTC	Buy	65459.3→63845.9	-12.77	stop_loss
06-17 22:03	BTC	Buy	65522.3→63910.8	-12.73	stop_loss
06-17 19:40	BTC	Buy	65822.3→64202.7	-12.76	stop_loss
06-17 19:36	BTC	Buy	65648.3→64509.8	-9.13	timeout
06-17 18:18	BTC	Buy	66090.3→65296.7	-6.53	timeout
06-17 16:22	BTC	Buy	65781.3→65887.7	+0.31	timeout
06-17 02:36	BTC	Buy	65826.3→65868.7	-0.16	timeout
06-17 00:23	BTC	Buy	66280.3→65691.7	-4.93	timeout
06-16 14:57	BTC	Buy	66636.3→65666.7	-7.80	timeout
06-16 14:23	BTC	Buy	67088.4→65438	-12.82	stop_loss
06-16 14:04	BTC	Buy	66356.3→66166.7	-1.96	timeout
06-16 00:58	BTC	Buy	65617.3→66228.7	+4.21	timeout
06-15 22:33	BTC	Buy	65193.3→66093.7	+6.41	timeout
06-15 15:46	BTC	Buy	64136.2→66951.7	+21.50	take_profit
06-15 13:25	BTC	Buy	64074.2→66887.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63807.2→66608.7	+21.52	take_profit
06-15 00:34	BTC	Buy	64523.2→65592.7	+7.83	timeout
06-14 21:06	BTC	Buy	64288.2→63992.8	-2.77	timeout
06-14 19:53	BTC	Buy	64289.2→63748.8	-4.70	timeout
06-14 18:51	BTC	Buy	64068.2→63768.8	-2.87	timeout
06-14 16:21	BTC	Buy	64014.2→64080.8	+0.01	timeout
06-14 00:08	BTC	Buy	63563.2→64418.8	+6.30	timeout
06-13 20:33	BTC	Buy	63513.2→64222.8	+5.13	timeout
06-13 19:26	BTC	Buy	63753.2→64155.8	+2.70	timeout
06-13 18:22	BTC	Buy	63682.2→64079.8	+2.64	timeout
06-13 15:55	BTC	Buy	63822.2→64271.8	+3.05	timeout
06-12 23:33	BTC	Buy	63443.2→63415.8	-0.71	timeout
06-12 20:09	BTC	Buy	63543.2→63606.8	+0.05	timeout
06-12 18:57	BTC	Buy	63501.2→63708.8	+1.17	timeout
06-12 17:52	BTC	Buy	63485.2→63856.8	+2.47	timeout
06-12 15:32	BTC	Buy	62650.1→64020.8	+10.41	timeout
06-11 22:53	BTC	Buy	61407.1→63499.8	+16.46	timeout
06-11 19:23	BTC	Buy	61654.1→63670.8	+15.77	timeout
06-11 18:18	BTC	Buy	61889.1→63524.8	+12.66	timeout
06-11 17:01	BTC	Buy	62208.1→62564.9	+2.35	timeout
06-11 14:23	BTC	Buy	61975.1→62904.9	+6.95	timeout
06-10 22:15	BTC	Buy	62637.1→61096.4	-12.75	stop_loss
06-10 18:19	BTC	Buy	61911.1→61889.9	-0.66	timeout
06-10 17:18	BTC	Buy	61757.1→62112.9	+2.37	timeout
06-10 16:05	BTC	Buy	61010.1→62448.9	+11.29	timeout
06-10 15:00	BTC	Buy	61448.1→62148.9	+5.21	timeout
06-10 14:05	BTC	Buy	62158.1→62170.9	-0.37	timeout
06-09 15:56	BTC	Buy	62597.1→61057.4	-12.75	stop_loss
06-09 14:43	BTC	Buy	62840.1→61288.3	-12.80	stop_loss
06-09 14:43	BTC	Buy	62842.1→61296.3	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

157

closed

41%

win rate

-536.25

total pnl ($)

-68.2 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	157	41%	-68.2	-536.25

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…