deribit_basis_carry_long_v17 · strategy

110

closed trades

41%

win rate

-427.41

total pnl ($)

0.598

weight

7d window — n=27 wr=48% pnl=-102.58 · 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 16:08	BTC	Buy	60789→59872	-8.00	timeout
06-28 05:07	BTC	Buy	60198→59995	-2.14	timeout
06-27 21:16	BTC	Buy	59721→60353	+4.91	timeout
06-27 20:16	BTC	Buy	59761→60272	+3.88	timeout
06-27 19:12	BTC	Buy	59968→60569	+4.59	timeout
06-27 15:42	BTC	Buy	60419→60770	+2.47	timeout
06-26 12:43	BTC	Buy	60493→59004.5	-12.76	stop_loss
06-24 15:30	BTC	Buy	62265.1→60733.6	-12.69	stop_loss
06-24 14:19	BTC	Buy	62482.1→60940.5	-12.77	stop_loss
06-24 14:19	BTC	Buy	62483.1→60940.5	-12.78	stop_loss
06-24 13:42	BTC	Buy	63068.2→61516.1	-12.75	stop_loss
06-24 11:02	BTC	Buy	62381.1→62417.9	-0.19	timeout
06-24 06:40	BTC	Buy	62904.1→62824.9	-1.13	timeout
06-23 06:21	BTC	Buy	64337.2→62754.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64374.2→62784.5	-12.81	stop_loss
06-23 06:18	BTC	Buy	64578.2→62979.3	-12.84	stop_loss
06-23 06:08	BTC	Buy	64672.2→63080.3	-12.78	stop_loss
06-23 06:08	BTC	Buy	64807.2→63208.2	-12.81	stop_loss
06-22 20:54	BTC	Buy	63813.2→64405.8	+4.17	timeout
06-22 19:51	BTC	Buy	64194.2→64380.8	+0.96	timeout
06-22 18:50	BTC	Buy	64150.2→64459.8	+1.90	timeout
06-22 17:47	BTC	Buy	64152.2→64453.8	+1.87	timeout
06-22 15:37	BTC	Buy	64177.2→65017.7	+6.02	timeout
06-21 20:39	BTC	Buy	63849.2→63977.8	+0.55	timeout
06-21 19:36	BTC	Buy	63855.2→64167.8	+2.02	timeout
06-21 18:32	BTC	Buy	63834.2→64126.8	+1.89	timeout
06-21 17:27	BTC	Buy	63880.2→64108.8	+1.41	timeout
06-21 15:19	BTC	Buy	64223.2→64186.8	-0.67	timeout
06-20 20:19	BTC	Buy	63003.2→63921.8	+6.87	timeout
06-20 19:13	BTC	Buy	63028.2→63867.8	+6.22	timeout
06-20 18:12	BTC	Buy	63116.2→63830.8	+5.20	timeout
06-20 17:10	BTC	Buy	62935.1→63864.8	+6.90	timeout
06-20 15:04	BTC	Buy	63118.2→63997.8	+6.45	timeout
06-19 19:50	BTC	Buy	62900.1→63004.8	+0.35	timeout
06-19 18:45	BTC	Buy	62757.1→63031.8	+1.72	timeout
06-19 17:35	BTC	Buy	62629.1→62999.8	+2.50	timeout
06-19 16:48	BTC	Buy	62694.1→63164.8	+3.33	timeout
06-19 14:12	BTC	Buy	63751.2→63025.8	-6.04	timeout
06-18 15:53	BTC	Buy	64003.2→62428.6	-12.69	stop_loss
06-18 15:53	BTC	Buy	64052.2→62469.6	-12.67	stop_loss
06-18 15:51	BTC	Buy	64128.2→62548.6	-12.69	stop_loss
06-18 15:40	BTC	Buy	64306.2→62721.5	-12.73	stop_loss
06-18 13:04	BTC	Buy	64990.2→64295.8	-5.78	timeout
06-18 12:02	BTC	Buy	64795.2→63985.8	-6.74	timeout
06-18 11:01	BTC	Buy	64770.2→64126.8	-5.48	timeout
06-18 09:57	BTC	Buy	64856.2→64173.8	-5.82	timeout
06-18 05:03	BTC	Buy	65324.3→63717.9	-12.76	stop_loss
06-17 11:05	BTC	Buy	66168.3→64540.5	-12.82	stop_loss
06-17 08:51	BTC	Buy	66434.3→64800.3	-12.80	stop_loss
06-17 08:39	BTC	Buy	66621.3→64983.2	-12.78	stop_loss
06-17 08:37	BTC	Buy	66669.3→65030.2	-12.77	stop_loss
06-17 08:10	BTC	Buy	66366.3→65388.7	-7.84	timeout
06-15 21:22	BTC	Buy	64650.2→66502.7	+13.82	timeout
06-13 21:39	BTC	Buy	63550.2→64304.8	+5.46	timeout
06-13 03:27	BTC	Buy	63395.2→63536.8	+0.66	timeout
06-13 00:37	BTC	Buy	63672.2→63543.8	-1.54	timeout
06-12 23:33	BTC	Buy	63474.2→63434.8	-0.80	timeout
06-12 22:04	BTC	Buy	63566.2→63492.8	-1.08	timeout
06-12 20:54	BTC	Buy	63378.2→63405.8	-0.25	timeout
06-11 17:34	BTC	Buy	61813.1→63247.8	+11.06	timeout
06-11 14:49	BTC	Buy	61883.1→62889.9	+7.59	timeout
06-10 19:00	BTC	Buy	61731.1→61859.9	+0.53	timeout
06-10 16:20	BTC	Buy	60857→62299.9	+11.33	timeout
06-10 15:19	BTC	Buy	61567.1→61955.9	+2.66	timeout
06-10 14:21	BTC	Buy	61700.1→61835.9	+0.62	timeout
06-09 16:39	BTC	Buy	62323.1→60787.5	-12.78	stop_loss
06-09 14:46	BTC	Buy	62769.1→61225.3	-12.75	stop_loss
06-07 08:00	BTC	Buy	60902→62381.9	+11.79	timeout
06-07 06:58	BTC	Buy	60723→62092.9	+10.87	timeout
06-07 05:31	BTC	Buy	60655→61722.9	+8.38	timeout
06-07 04:30	BTC	Buy	59985→61531.9	+12.45	timeout
06-06 20:11	BTC	Buy	60703→60544	-1.69	timeout
06-06 04:31	BTC	Buy	61218.1→59711.1	-12.76	stop_loss
06-06 04:27	BTC	Buy	61332.1→59823.1	-12.75	stop_loss
06-06 04:27	BTC	Buy	61391.1→59875.1	-12.80	stop_loss
06-06 04:12	BTC	Buy	61738.1→60218.9	-12.76	stop_loss
06-05 06:20	BTC	Buy	63238.2→61679.1	-12.74	stop_loss
06-05 06:00	BTC	Buy	63733.2→62165.8	-12.71	stop_loss
06-05 02:30	BTC	Buy	62910.1→62595.9	-2.94	timeout
06-04 10:28	BTC	Buy	64076.2→62500.6	-12.71	stop_loss
06-04 09:29	BTC	Buy	64323.2→62738.5	-12.77	stop_loss
06-04 09:26	BTC	Buy	64436.2→62849.4	-12.76	stop_loss
06-04 00:29	BTC	Buy	64953.2→63356.1	-12.74	stop_loss
06-03 20:55	BTC	Buy	66391.3→64734.4	-12.97	stop_loss
06-03 20:44	BTC	Buy	66776.3→65134.2	-12.81	stop_loss
06-03 16:27	BTC	Buy	67214.4→65554.9	-12.82	stop_loss
06-03 03:49	BTC	Buy	67324.4→65663.9	-12.79	stop_loss
06-03 03:28	BTC	Buy	67752.4→66086.6	-12.75	stop_loss
06-02 23:00	BTC	Buy	67948.4→66274.5	-12.77	stop_loss
06-02 23:00	BTC	Buy	68100.4→66313.5	-13.57	stop_loss
06-02 14:21	BTC	Buy	69889.5→68170.5	-12.76	stop_loss
06-02 13:00	BTC	Buy	70643.5→68890.1	-12.90	stop_loss
06-02 12:35	BTC	Buy	70825.5→69078	-12.84	stop_loss
06-02 12:31	BTC	Buy	70898.5→69150.9	-12.84	stop_loss
06-02 12:06	BTC	Buy	71006.6→69258.9	-12.81	stop_loss
05-31 16:55	BTC	Buy	73896.7→73517.3	-3.07	timeout
05-31 15:06	BTC	Buy	73856.7→73637.3	-1.96	timeout
05-31 13:24	BTC	Buy	73774.7→73959.3	+0.78	timeout
05-31 11:28	BTC	Buy	73568.7→73935.3	+1.90	timeout
05-31 09:46	BTC	Buy	73547.7→73950.3	+2.14	timeout

Paper vs Live

Paper (trades.jsonl)

110

closed

41%

win rate

-427.41

total pnl ($)

-77.4 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	110	41%	-77.4	-427.41

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…