deribit_basis_carry_midband_long · strategy

closed trades

43%

win rate

-247.56

total pnl ($)

0.523

weight

7d window — n=21 wr=33% pnl=-113.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 83 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 13:07	BTC	Buy	60358→60053	-3.01	timeout
06-27 17:38	BTC	Buy	59951→60575	+4.75	timeout
06-27 16:34	BTC	Buy	60185→60674	+3.62	timeout
06-27 15:32	BTC	Buy	60203→60746	+4.07	timeout
06-27 13:59	BTC	Buy	60146→60566	+3.03	timeout
06-27 10:38	BTC	Buy	59573→60405	+6.49	timeout
06-26 13:19	BTC	Buy	60113→58634.7	-12.75	stop_loss
06-26 12:40	BTC	Buy	60598→59104.5	-12.78	stop_loss
06-24 14:17	BTC	Buy	62553.1→61000.4	-12.86	stop_loss
06-24 14:13	BTC	Buy	62609.1→61066.4	-12.77	stop_loss
06-24 14:13	BTC	Buy	62668.1→61127.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62757.1→61213.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62777.1→61233.3	-12.74	stop_loss
06-24 09:36	BTC	Buy	62469.1→62659.9	+1.01	timeout
06-24 08:35	BTC	Buy	62286.1→62737.9	+3.13	timeout
06-24 07:42	BTC	Buy	62918.1→62645.9	-2.69	timeout
06-24 07:04	BTC	Buy	62922.1→62697.9	-2.28	timeout
06-24 06:08	BTC	Buy	63246.2→62819.9	-3.88	timeout
06-23 08:24	BTC	Buy	63684.2→62116.8	-12.75	stop_loss
06-23 08:17	BTC	Buy	63997.2→62418.7	-12.80	stop_loss
06-23 06:21	BTC	Buy	64230.2→62638.5	-12.84	stop_loss
06-21 08:03	BTC	Buy	63498.2→64181.8	+4.88	timeout
06-20 19:15	BTC	Buy	63039.2→63874.8	+6.19	timeout
06-20 11:37	BTC	Buy	62576.1→63671.8	+8.26	timeout
06-20 10:05	BTC	Buy	62390.1→63724.8	+10.17	timeout
06-20 09:00	BTC	Buy	62599.1→63403.8	+5.86	timeout
06-20 07:58	BTC	Buy	62601.1→63649.8	+7.95	timeout
06-18 15:40	BTC	Buy	64314.2→62732.5	-12.72	stop_loss
06-17 19:40	BTC	Buy	65797.3→64175.7	-12.80	stop_loss
06-17 08:49	BTC	Buy	66448.3→64814.3	-12.75	stop_loss
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.74	stop_loss
06-17 08:20	BTC	Buy	66818.3→65171.1	-12.76	stop_loss
06-17 08:04	BTC	Buy	66339.3→65466.7	-6.96	timeout
06-14 03:37	BTC	Buy	63469.2→64467.8	+7.45	timeout
06-14 00:57	BTC	Buy	63615.2→64512.8	+6.64	timeout
06-13 23:50	BTC	Buy	63525.2→64361.8	+6.13	timeout
06-13 22:17	BTC	Buy	63498.2→64366.8	+6.36	timeout
06-13 21:12	BTC	Buy	63571.2→64251.8	+4.88	timeout
06-12 23:12	BTC	Buy	63372.2→63452.8	+0.13	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.64	timeout
06-12 20:58	BTC	Buy	63373.2→63433.8	+0.01	timeout
06-12 19:53	BTC	Buy	63639.2→63592.8	-0.82	timeout
06-12 18:33	BTC	Buy	63373.2→63779.8	+2.74	timeout
06-11 21:49	BTC	Buy	61553.1→63540.8	+15.56	timeout
06-11 20:02	BTC	Buy	61843.1→63612.8	+13.73	timeout
06-11 18:56	BTC	Buy	61743.1→63474.8	+13.44	timeout
06-11 17:15	BTC	Buy	62083.1→62436.9	+2.33	timeout
06-11 08:50	BTC	Buy	61209.1→62933.9	+13.53	timeout
06-10 19:36	BTC	Buy	61922.1→61899.9	-0.70	timeout
06-10 18:32	BTC	Buy	61697.1→61926.9	+1.36	timeout
06-10 17:30	BTC	Buy	61736.1→61864.9	+0.55	timeout
06-10 15:55	BTC	Buy	61121.1→62636.9	+11.96	timeout
06-09 15:55	BTC	Buy	62631.1→61088.4	-12.77	stop_loss
06-09 14:47	BTC	Buy	62651.1→61109.4	-12.76	stop_loss
06-09 14:43	BTC	Buy	62826.1→61281.3	-12.75	stop_loss
06-09 14:11	BTC	Buy	63500.2→61938.9	-12.74	stop_loss
06-09 05:21	BTC	Buy	62609.1→63293.8	+5.01	timeout
06-09 04:11	BTC	Buy	62950.1→62918.9	-0.70	timeout
06-09 02:42	BTC	Buy	62996.1→62622.9	-3.40	timeout
06-07 10:20	BTC	Buy	60456→62386.9	+15.53	timeout
06-07 09:04	BTC	Buy	61138.1→62823.9	+13.38	timeout
06-07 06:03	BTC	Buy	61120.1→61639.9	+3.85	timeout
06-07 05:01	BTC	Buy	59869→61804.9	+15.74	timeout
06-06 20:01	BTC	Buy	60370→60589	+1.43	timeout
06-06 04:12	BTC	Buy	61740.1→60220.9	-12.76	stop_loss
06-05 12:09	BTC	Buy	62453.1→62006.9	-4.06	timeout
06-05 06:22	BTC	Buy	62903.1→61354.2	-12.70	stop_loss
06-05 06:01	BTC	Buy	63700.2→62133.8	-12.71	stop_loss
06-05 03:11	BTC	Buy	63830.2→62260.7	-12.72	stop_loss
06-05 03:04	BTC	Buy	63624.2→62528.9	-9.01	timeout
06-04 10:27	BTC	Buy	64193.2→62582.6	-12.97	stop_loss
06-04 09:22	BTC	Buy	64593.2→63004.3	-12.75	stop_loss
06-04 00:29	BTC	Buy	65093.3→63492.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65099.3→63498.1	-12.74	stop_loss
06-03 23:02	BTC	Buy	66270.3→64639.4	-12.75	stop_loss
06-03 19:35	BTC	Buy	66595.3→65707.7	-7.18	timeout
06-03 16:27	BTC	Buy	67212.4→65548.9	-12.85	stop_loss
06-03 03:43	BTC	Buy	67389.4→65727.8	-12.78	stop_loss
06-03 03:35	BTC	Buy	67589.4→65926.7	-12.76	stop_loss
06-03 03:34	BTC	Buy	67603.4→65927.7	-12.85	stop_loss
06-03 03:33	BTC	Buy	67672.4→65996.7	-12.84	stop_loss
06-02 12:06	BTC	Buy	70987.5→69241.9	-12.80	stop_loss
05-30 21:07	BTC	Buy	73734.7→73946.3	+0.87	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-247.56

total pnl ($)

-59.3 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	83	43%	-59.3	-247.56

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…