deribit_basis_carry_long_v22 · strategy

closed trades

37%

win rate

-280.75

total pnl ($)

0.807

weight

7d window — n=17 wr=41% pnl=-75.49 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 82 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:44	BTC	Buy	60227→59637	-5.32	timeout
06-28 16:38	BTC	Buy	60715→59649	-9.23	timeout
06-27 20:02	BTC	Buy	59834→60199	+2.65	timeout
06-27 15:40	BTC	Buy	60422→60787	+2.58	timeout
06-26 19:22	BTC	Buy	59238→59871	+4.77	timeout
06-26 14:44	BTC	Buy	59469→59565	+0.31	timeout
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:53	BTC	Buy	60274→58772.7	-12.85	stop_loss
06-24 17:20	BTC	Buy	60975→59473.3	-12.75	stop_loss
06-24 14:02	BTC	Buy	62713.1→61167.3	-12.77	stop_loss
06-24 14:02	BTC	Buy	62722.1→61177.3	-12.76	stop_loss
06-24 08:32	BTC	Buy	62194.1→62657.9	+3.19	timeout
06-24 06:33	BTC	Buy	62867.1→62793.9	-1.09	timeout
06-23 08:17	BTC	Buy	63904.2→62332.7	-12.76	stop_loss
06-23 06:21	BTC	Buy	64145.2→62565.6	-12.77	stop_loss
06-23 01:24	BTC	Buy	64386.2→64168.8	-2.13	timeout
06-22 22:15	BTC	Buy	63666.2→64285.8	+4.41	timeout
06-22 00:41	BTC	Buy	64270.2→63948.8	-2.97	timeout
06-21 21:53	BTC	Buy	63996.2→63811.8	-1.89	timeout
06-20 22:27	BTC	Buy	63282.2→64193.8	+6.75	timeout
06-20 20:53	BTC	Buy	63166.2→63906.8	+5.43	timeout
06-19 21:03	BTC	Buy	63081.2→63132.8	-0.09	timeout
06-19 19:58	BTC	Buy	62952.1→62998.8	-0.11	timeout
06-18 15:40	BTC	Buy	64213.2→62633.5	-12.45	stop_loss
06-18 15:37	BTC	Buy	64485.2→62877.4	-12.70	stop_loss
06-17 19:50	BTC	Buy	65584.3→63964.8	-12.81	stop_loss
06-17 19:40	BTC	Buy	65803.3→64182.7	-12.78	stop_loss
06-17 05:43	BTC	Buy	66068.3→65882.7	-1.89	timeout
06-17 00:16	BTC	Buy	66375.3→65730.7	-5.37	timeout
06-16 05:26	BTC	Buy	65804.3→66027.7	+1.30	timeout
06-15 23:03	BTC	Buy	65341.3→66158.7	+5.76	timeout
06-15 02:24	BTC	Buy	64549.2→65657.7	+8.10	timeout
06-14 21:34	BTC	Buy	64257.2→64849.8	+4.13	timeout
06-13 23:52	BTC	Buy	63555.2→64360.8	+5.88	timeout
06-13 21:10	BTC	Buy	63551.2→64247.8	+5.01	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 19:30	BTC	Buy	61177.1→63866.8	+21.42	take_profit
06-11 17:50	BTC	Buy	61988.1→63552.8	+12.08	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-10 14:13	BTC	Buy	62058.1→62083.9	-0.27	timeout
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 13:36	BTC	Buy	63766.2→62197.8	-12.74	stop_loss
06-08 22:26	BTC	Buy	63023.2→63297.8	+1.69	timeout
06-08 21:21	BTC	Buy	61705.1→63679.8	+15.51	timeout
06-07 22:15	BTC	Buy	61484.1→64183.8	+21.51	take_profit
06-07 21:04	BTC	Buy	60693→61708.9	+7.94	timeout
06-07 04:18	BTC	Buy	60161→61599.9	+11.51	timeout
06-06 20:01	BTC	Buy	60336→60589	+1.71	timeout
06-06 04:09	BTC	Buy	61845.1→60323.8	-12.76	stop_loss
06-05 18:54	BTC	Buy	60613→59122.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60707→59214.4	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 06:21	BTC	Buy	63123.2→61570.1	-12.75	stop_loss
06-05 05:59	BTC	Buy	63768.2→62199.8	-12.70	stop_loss
06-05 03:05	BTC	Buy	63663.2→62505.9	-9.48	timeout
06-04 09:27	BTC	Buy	64410.2→62825.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65146.3→63544	-12.75	stop_loss
06-04 00:25	BTC	Buy	65492.3→63881.8	-12.74	stop_loss
06-03 19:54	BTC	Buy	67040.4→65384	-12.84	stop_loss
06-03 19:53	BTC	Buy	67073.4→65409	-12.89	stop_loss
06-03 03:49	BTC	Buy	67285.4→65630.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67479.4→65816.8	-12.77	stop_loss
06-02 14:27	BTC	Buy	69333.5→67628.8	-12.75	stop_loss
06-02 14:10	BTC	Buy	69983.5→68256.4	-12.80	stop_loss
06-02 07:02	BTC	Buy	71524.6→69761.6	-12.88	stop_loss
06-01 22:26	BTC	Buy	73508.7→71239.8	-16.01	stop_loss
06-01 05:17	BTC	Buy	74159.7→73434.3	-5.38	timeout
05-31 18:58	BTC	Buy	74010.7→73611.3	-3.21	timeout
05-31 14:58	BTC	Buy	73895.7→73594.3	-2.52	timeout
05-31 04:46	BTC	Buy	73263.7→74131.3	+5.41	timeout
05-30 21:07	BTC	Buy	73734.7→73946.3	+0.87	timeout
05-30 17:18	BTC	Buy	74185.7→73886.3	-2.58	timeout
05-30 14:17	BTC	Buy	72954.6→73899.3	+5.90	timeout
05-30 11:11	BTC	Buy	73604.7→73597.3	-0.56	timeout
05-29 16:36	BTC	Buy	73199.7→74009.3	+5.02	timeout
05-29 15:28	BTC	Buy	72914.6→73668.3	+4.67	timeout
05-29 14:17	BTC	Buy	73481.7→72890.4	-4.52	timeout
05-29 13:07	BTC	Buy	73373.7→73204.3	-1.63	timeout
05-29 10:33	BTC	Buy	73394.7→73544.3	+0.52	timeout

Paper vs Live

Paper (trades.jsonl)

closed

37%

win rate

-280.75

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	82	37%	-68.2	-280.75

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 00:51	BTC	Buy	circuit_breaker
06-28 23:44	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…