deribit_basis_carry_momentum_long_v2 · strategy

closed trades

40%

win rate

-360.74

total pnl ($)

0.502

weight

7d window — n=16 wr=38% pnl=-92.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 22:20	BTC	Buy	59988→60484	+3.76	timeout
06-29 20:12	BTC	Buy	60257→60417	+0.58	timeout
06-28 22:43	BTC	Buy	60549→59058.5	-12.90	stop_loss
06-28 19:47	BTC	Buy	60772→59276.4	-12.74	stop_loss
06-27 20:07	BTC	Buy	59639→60238	+4.69	timeout
06-27 18:07	BTC	Buy	59626→60465	+6.62	timeout
06-27 16:02	BTC	Buy	59480→60772	+10.53	timeout
06-27 14:26	BTC	Buy	59368→60586	+9.80	timeout
06-25 13:48	BTC	Buy	60777→59280.4	-12.73	stop_loss
06-25 13:48	BTC	Buy	60932→59420.3	-12.81	stop_loss
06-25 13:48	BTC	Buy	61017.1→59512.3	-12.72	stop_loss
06-25 13:48	BTC	Buy	61028.1→59525.2	-12.71	stop_loss
06-24 14:19	BTC	Buy	62432.1→60885.5	-12.80	stop_loss
06-24 14:19	BTC	Buy	62454.1→60885.5	-12.96	stop_loss
06-24 14:17	BTC	Buy	62576.1→61017.4	-12.86	stop_loss
06-24 13:43	BTC	Buy	62978.1→61428.2	-12.74	stop_loss
06-23 08:17	BTC	Buy	63982.2→62395.7	-12.86	stop_loss
06-23 08:17	BTC	Buy	64037.2→62461.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64241.2→62659.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64435.2→62849.4	-12.77	stop_loss
06-23 00:16	BTC	Buy	64225.2→63973.8	-2.37	timeout
06-22 22:10	BTC	Buy	64004.2→64316.8	+1.99	timeout
06-22 20:10	BTC	Buy	63944.2→64494.8	+3.80	timeout
06-22 18:11	BTC	Buy	63837.2→64650.8	+5.79	timeout
06-20 23:48	BTC	Buy	62844.1→64267.8	+10.85	timeout
06-20 21:38	BTC	Buy	62915.1→63917.8	+7.54	timeout
06-20 19:32	BTC	Buy	62798.1→63862.8	+8.07	timeout
06-20 17:30	BTC	Buy	62602.1→63942.8	+10.23	timeout
06-18 15:57	BTC	Buy	63840.2→62269.7	-12.61	stop_loss
06-18 15:36	BTC	Buy	64676.2→63085.3	-12.33	stop_loss
06-18 15:17	BTC	Buy	64902.2→63305.2	-12.33	stop_loss
06-18 15:17	BTC	Buy	64919.2→63313.2	-12.32	stop_loss
06-18 04:11	BTC	Buy	65387.3→63743.9	-13.03	stop_loss
06-17 10:59	BTC	Buy	66356.3→64721.4	-12.91	stop_loss
06-17 08:39	BTC	Buy	66599.3→64945.3	-12.92	stop_loss
06-17 08:39	BTC	Buy	66609.3→64970.2	-12.78	stop_loss
06-17 07:54	BTC	Buy	66839.3→65194.1	-12.73	stop_loss
06-16 10:30	BTC	Buy	64574.2→66617.7	+15.28	timeout
06-15 16:10	BTC	Buy	64450.2→67279.6	+21.42	take_profit
06-15 15:52	BTC	Buy	64394.2→67221.6	+21.50	take_profit
06-15 15:47	BTC	Buy	64352.2→67177.6	+21.51	take_profit
06-14 09:47	BTC	Buy	63883.2→64537.8	+4.57	timeout
06-13 19:24	BTC	Buy	63655.2→64155.8	+3.48	timeout
06-13 17:19	BTC	Buy	62379.1→64004.8	+12.59	timeout
06-13 15:16	BTC	Buy	62701.1→64265.8	+11.96	timeout
06-12 08:15	BTC	Buy	61610.1→63273.8	+12.83	timeout
06-11 18:52	BTC	Buy	61720.1→63487.8	+13.61	timeout
06-11 16:52	BTC	Buy	61274.1→62582.9	+10.07	timeout
06-11 15:02	BTC	Buy	61367.1→62603.9	+9.43	timeout
06-09 15:57	BTC	Buy	62517.1→60977.4	-12.78	stop_loss
06-09 15:56	BTC	Buy	62559.1→61016.4	-12.80	stop_loss
06-09 14:21	BTC	Buy	63177.2→61623.1	-12.77	stop_loss
06-09 14:18	BTC	Buy	63298.2→61741	-12.78	stop_loss
06-09 11:30	BTC	Buy	62513.1→62592.9	+0.30	timeout
06-09 09:31	BTC	Buy	62574.1→62711.9	+0.71	timeout
06-07 22:15	BTC	Buy	61338.1→64031.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60800→63469.8	+21.53	take_profit
06-07 08:48	BTC	Buy	60182→62828.9	+21.57	take_profit
06-07 08:03	BTC	Buy	59804→62431.9	+21.63	take_profit
06-06 04:33	BTC	Buy	61132.1→59628.2	-12.75	stop_loss
06-06 04:31	BTC	Buy	61207.1→59702.1	-12.75	stop_loss
06-06 04:08	BTC	Buy	61863.1→60341.8	-12.75	stop_loss
06-05 14:06	BTC	Buy	61936.1→60412.8	-12.75	stop_loss
06-05 13:57	BTC	Buy	62379.1→60844.5	-12.75	stop_loss
06-05 13:57	BTC	Buy	62408.1→60873.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62551.1→61011.4	-12.77	stop_loss
06-05 06:23	BTC	Buy	62764.1→61213.3	-12.75	stop_loss
06-05 06:16	BTC	Buy	63462.2→61900.9	-12.70	stop_loss
06-05 06:01	BTC	Buy	63688.2→62120.8	-12.69	stop_loss
06-04 09:30	BTC	Buy	64298.2→62714.5	-12.76	stop_loss
06-04 01:16	BTC	Buy	64435.2→62850.4	-12.75	stop_loss
06-04 00:25	BTC	Buy	65476.3→63865.9	-12.74	stop_loss
06-03 23:10	BTC	Buy	65968.3→64337.6	-12.82	stop_loss
06-03 20:55	BTC	Buy	66421.3→64781.4	-12.84	stop_loss
06-03 20:55	BTC	Buy	66425.3→64781.4	-12.88	stop_loss
06-03 03:43	BTC	Buy	67377.4→65720.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67437.4→65778.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67550.4→65888.7	-12.75	stop_loss
06-02 15:26	BTC	Buy	69006.5→67287	-12.91	stop_loss
06-02 14:26	BTC	Buy	69527.5→67813.7	-12.78	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-01 22:25	BTC	Buy	73866.7→71210.8	-18.67	stop_loss
06-01 22:25	BTC	Buy	74123.7→71210.8	-20.35	stop_loss
06-01 22:25	BTC	Buy	74120.7→71210.8	-20.35	stop_loss
06-01 22:25	BTC	Buy	73780.7→71210.8	-18.16	stop_loss
05-30 21:58	BTC	Buy	73825.7→73927.3	+0.01	timeout
05-30 20:38	BTC	Buy	73648.7→73915.3	+1.13	timeout
05-30 18:27	BTC	Buy	73613.7→73934.3	+1.50	timeout
05-30 16:03	BTC	Buy	72858.6→73844.3	+6.09	timeout
05-30 13:47	BTC	Buy	72817.6→73744.3	+5.79	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-360.74

total pnl ($)

-79.8 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	90	40%	-79.8	-360.74

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:05	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…