deribit_basis_carry_long_v21 · strategy

closed trades

37%

win rate

-203.14

total pnl ($)

0.539

weight

7d window — n=14 wr=14% pnl=-117.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 59 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 21:36	BTC	Buy	59857→59699	-1.80	timeout
06-28 18:44	BTC	Buy	59738→59574	-1.77	timeout
06-28 16:45	BTC	Buy	60041→59558	-4.41	timeout
06-28 14:37	BTC	Buy	59650→60126	+3.48	timeout
06-28 10:25	BTC	Buy	59716→60081	+2.56	timeout
06-26 12:43	BTC	Buy	60502→59013.5	-12.76	stop_loss
06-24 15:43	BTC	Buy	62071.1→60543.7	-12.92	stop_loss
06-24 14:20	BTC	Buy	62372.1→60838.5	-12.70	stop_loss
06-24 14:19	BTC	Buy	62378.1→60841.5	-12.72	stop_loss
06-24 14:19	BTC	Buy	62427.1→60882.5	-12.77	stop_loss
06-24 13:44	BTC	Buy	62918.1→61368.2	-12.76	stop_loss
06-23 08:27	BTC	Buy	63609.2→62042.9	-12.75	stop_loss
06-23 08:17	BTC	Buy	63991.2→62415.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64162.2→62566.6	-12.89	stop_loss
06-22 07:55	BTC	Buy	63676.2→64181.8	+3.42	timeout
06-22 05:55	BTC	Buy	63650.2→64164.8	+3.56	timeout
06-22 03:47	BTC	Buy	63439.2→64082.8	+4.50	timeout
06-21 09:59	BTC	Buy	62382.1→64171.8	+13.68	timeout
06-21 07:58	BTC	Buy	62600.1→64150.8	+11.81	timeout
06-18 15:40	BTC	Buy	64311.2→62725.5	-12.51	stop_loss
06-17 19:41	BTC	Buy	65747.3→64130.7	-12.75	stop_loss
06-17 19:40	BTC	Buy	65809.3→64190.7	-12.75	stop_loss
06-17 19:38	BTC	Buy	65854.3→64224.7	-12.83	stop_loss
06-17 10:56	BTC	Buy	66383.3→64747.4	-12.88	stop_loss
06-17 08:45	BTC	Buy	66474.3→64836.3	-12.80	stop_loss
06-14 21:12	BTC	Buy	63571.2→63992.8	+2.82	timeout
06-14 16:06	BTC	Buy	63696.2→64014.8	+1.89	timeout
06-14 00:21	BTC	Buy	63647.2→64381.8	+5.37	timeout
06-13 22:18	BTC	Buy	63623.2→64370.8	+5.36	timeout
06-13 20:17	BTC	Buy	63509.2→64262.8	+5.48	timeout
06-12 17:14	BTC	Buy	62073.1→63851.8	+13.81	timeout
06-12 14:26	BTC	Buy	62004.1→63538.8	+11.79	timeout
06-11 19:32	BTC	Buy	61208.1→63898.8	+21.34	take_profit
06-11 17:57	BTC	Buy	61702.1→63399.8	+13.10	timeout
06-11 15:55	BTC	Buy	61183.1→62552.9	+10.48	timeout
06-09 15:56	BTC	Buy	62585.1→61044.4	-12.79	stop_loss
06-09 15:56	BTC	Buy	62589.1→61048.4	-12.76	stop_loss
06-09 15:56	BTC	Buy	62602.1→61062.4	-12.75	stop_loss
06-09 14:30	BTC	Buy	63019.2→61466.2	-12.79	stop_loss
06-07 22:15	BTC	Buy	61138.1→63821.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60970→63646.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60627→63288.8	+21.52	take_profit
06-07 20:00	BTC	Buy	60403→61196.9	+6.20	timeout
06-07 08:27	BTC	Buy	59843→62472.9	+21.59	take_profit
06-05 06:23	BTC	Buy	62751.1→61208.3	-12.68	stop_loss
06-05 06:20	BTC	Buy	63272.2→61716	-12.73	stop_loss
06-05 06:16	BTC	Buy	63465.2→61899.9	-12.74	stop_loss
06-05 05:59	BTC	Buy	63811.2→62230.8	-12.79	stop_loss
06-04 10:30	BTC	Buy	63978.2→62404.7	-12.71	stop_loss
06-04 09:29	BTC	Buy	64340.2→62756.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65148.3→63546	-12.74	stop_loss
06-03 20:55	BTC	Buy	66328.3→64652.4	-13.12	stop_loss
06-03 20:55	BTC	Buy	66460.3→64824.3	-12.81	stop_loss
06-03 20:46	BTC	Buy	66664.3→65025.2	-12.80	stop_loss
06-03 03:44	BTC	Buy	67363.4→65706.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67477.4→65810.8	-12.80	stop_loss
06-03 03:43	BTC	Buy	67548.4→65886.7	-12.76	stop_loss
06-02 12:06	BTC	Buy	70997.5→69249.9	-12.81	stop_loss
05-31 21:05	BTC	Buy	73681.7→73707.3	-0.27	timeout

Paper vs Live

Paper (trades.jsonl)

closed

37%

win rate

-203.14

total pnl ($)

-68.3 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	59	37%	-68.3	-203.14

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:11	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…