deribit_basis_carry_momentum_long_v6 · strategy

102

closed trades

36%

win rate

-243.54

total pnl ($)

0.870

weight

7d window — n=19 wr=32% pnl=-53.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 09:34	BTC	Buy	59640→59237	-3.82	timeout
06-30 07:23	BTC	Buy	60107→59448	-5.92	timeout
06-29 13:46	BTC	Buy	59325→59411	+0.19	timeout
06-29 11:53	BTC	Buy	59563→59775	+1.22	timeout
06-28 19:01	BTC	Buy	60137→59558	-5.25	timeout
06-28 17:01	BTC	Buy	60195→59660	-4.89	timeout
06-28 00:32	BTC	Buy	60278→60118	-1.72	timeout
06-27 22:30	BTC	Buy	60374→60096	-2.71	timeout
06-27 06:15	BTC	Buy	59469→60120	+5.03	timeout
06-27 04:15	BTC	Buy	59786→60348	+4.25	timeout
06-26 11:41	BTC	Buy	59583→59397	-2.05	timeout
06-26 09:38	BTC	Buy	59312→60049	+5.75	timeout
06-25 13:51	BTC	Buy	60645→59153.4	-12.70	stop_loss
06-25 13:46	BTC	Buy	61220.1→59714.1	-12.75	stop_loss
06-25 11:19	BTC	Buy	59565→61299.9	+14.09	timeout
06-24 14:13	BTC	Buy	62607.1→61066.4	-12.75	stop_loss
06-24 13:46	BTC	Buy	62842.1→61295.3	-12.76	stop_loss
06-24 01:39	BTC	Buy	62964.1→63012.8	-0.08	timeout
06-23 23:37	BTC	Buy	63418.2→62625.9	-6.68	timeout
06-23 06:18	BTC	Buy	64552.2→62964.4	-12.77	stop_loss
06-23 05:22	BTC	Buy	65029.3→63430.1	-12.77	stop_loss
06-22 16:49	BTC	Buy	63669.2→64562.8	+6.57	timeout
06-22 12:47	BTC	Buy	64160.2→65055.7	+6.42	timeout
06-21 22:36	BTC	Buy	64543.2→63585.8	-7.85	timeout
06-21 18:32	BTC	Buy	64232.2→64125.8	-1.24	timeout
06-21 04:06	BTC	Buy	63728.2→64359.8	+4.51	timeout
06-20 22:52	BTC	Buy	63558.2→64289.8	+5.30	timeout
06-20 06:33	BTC	Buy	62428.1→63661.8	+9.42	timeout
06-20 04:33	BTC	Buy	62432.1→63488.8	+8.02	timeout
06-19 12:09	BTC	Buy	62670.1→62593.9	-0.99	timeout
06-19 10:30	BTC	Buy	62569.1→62474.9	-1.14	timeout
06-18 15:57	BTC	Buy	63903.2→62315.7	-12.73	stop_loss
06-18 15:37	BTC	Buy	64530.2→62943.4	-12.63	stop_loss
06-18 07:38	BTC	Buy	65201.3→64381.8	-6.73	timeout
06-18 05:32	BTC	Buy	64702.2→63922.8	-6.49	timeout
06-17 13:14	BTC	Buy	65653.3→65069.7	-4.93	timeout
06-17 11:09	BTC	Buy	65759.3→64651.8	-8.94	timeout
06-16 18:36	BTC	Buy	66301.3→65850.7	-3.90	timeout
06-16 16:34	BTC	Buy	66224.3→65699.7	-4.49	timeout
06-16 00:12	BTC	Buy	65857.3→66353.7	+3.38	timeout
06-15 22:10	BTC	Buy	65767.3→66416.7	+4.45	timeout
06-15 05:43	BTC	Buy	64598.2→65716.7	+8.20	timeout
06-15 03:38	BTC	Buy	64442.2→65755.7	+9.71	timeout
06-14 11:18	BTC	Buy	64011.2→64522.8	+3.54	timeout
06-14 09:14	BTC	Buy	64270.2→64400.8	+0.53	timeout
06-13 14:42	BTC	Buy	63535.2→64155.8	+4.40	timeout
06-13 12:03	BTC	Buy	63885.2→63925.8	-0.19	timeout
06-12 19:47	BTC	Buy	63398.2→63585.8	+1.02	timeout
06-12 17:45	BTC	Buy	63629.2→63836.8	+1.17	timeout
06-12 01:03	BTC	Buy	62645.1→63498.8	+6.26	timeout
06-11 23:01	BTC	Buy	62585.1→63406.8	+6.02	timeout
06-11 06:25	BTC	Buy	61058.1→62947.9	+14.91	timeout
06-11 04:20	BTC	Buy	61145.1→62671.9	+11.93	timeout
06-10 12:04	BTC	Buy	61696.1→61054.9	-5.61	timeout
06-10 10:02	BTC	Buy	61093.1→61292.9	+1.25	timeout
06-09 14:44	BTC	Buy	62816.1→61268.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63179.2→61622.1	-12.77	stop_loss
06-09 07:07	BTC	Buy	63767.2→63341.8	-3.83	timeout
06-09 00:46	BTC	Buy	64048.2→62471.6	-12.77	stop_loss
06-08 14:29	BTC	Buy	61717.1→63735.8	+15.88	timeout
06-08 12:27	BTC	Buy	62193.1→62972.9	+5.81	timeout
06-07 20:07	BTC	Buy	61484.1→61506.9	-0.23	timeout
06-07 17:57	BTC	Buy	60861→62149.9	+10.16	timeout
06-07 01:31	BTC	Buy	60885→61523.9	+4.75	timeout
06-06 23:28	BTC	Buy	60748→60639	-1.30	timeout
06-06 04:33	BTC	Buy	61131.1→59627.2	-12.75	stop_loss
06-06 04:12	BTC	Buy	61728.1→60201.9	-12.82	stop_loss
06-05 20:50	BTC	Buy	59112→61707.9	+21.51	take_profit
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:51	BTC	Buy	60990→59490.3	-12.75	stop_loss
06-05 14:26	BTC	Buy	61924.1→60399.8	-12.76	stop_loss
06-05 13:56	BTC	Buy	62436.1→60899.5	-12.76	stop_loss
06-05 06:21	BTC	Buy	63112.2→61560.1	-12.74	stop_loss
06-05 06:17	BTC	Buy	63402.2→61839	-12.75	stop_loss
06-05 04:25	BTC	Buy	62757.1→62793.9	-0.11	timeout
06-04 20:23	BTC	Buy	62791.1→63282.8	+3.46	timeout
06-04 09:29	BTC	Buy	64332.2→62750.5	-12.74	stop_loss
06-04 00:53	BTC	Buy	64578.2→62990.3	-12.74	stop_loss
06-04 00:29	BTC	Buy	65167.3→63565	-12.74	stop_loss
06-03 19:55	BTC	Buy	66885.3→65231.1	-12.87	stop_loss
06-03 17:13	BTC	Buy	66654.3→65765.7	-7.17	timeout
06-02 14:26	BTC	Buy	69526.5→67812.7	-12.78	stop_loss
06-02 14:10	BTC	Buy	69987.5→68264.4	-12.77	stop_loss
06-02 07:02	BTC	Buy	71572.6→69811.6	-12.86	stop_loss
06-01 22:26	BTC	Buy	73275.7→71240.8	-14.44	stop_loss
06-01 04:53	BTC	Buy	73825.7→73484.3	-2.79	timeout
05-31 23:35	BTC	Buy	74130.7→73656.3	-3.63	timeout
05-31 17:47	BTC	Buy	73791.7→73697.3	-1.14	timeout
05-31 15:15	BTC	Buy	73960.7→73647.3	-2.59	timeout
05-31 11:21	BTC	Buy	73935.7→73876.3	-0.96	timeout
05-31 07:39	BTC	Buy	73672.7→73862.3	+0.72	timeout
05-31 03:45	BTC	Buy	73539.7→74136.3	+3.56	timeout
05-30 10:54	BTC	Buy	74016.7→73610.3	-3.24	timeout
05-30 07:12	BTC	Buy	73133.7→73510.3	+2.09	timeout
05-30 05:09	BTC	Buy	73621.7→73495.3	-1.34	timeout
05-30 02:42	BTC	Buy	73772.7→73686.3	-1.07	timeout
05-30 00:36	BTC	Buy	73677.7→73418.3	-2.24	timeout
05-29 14:10	BTC	Buy	73292.7→72940.4	-2.88	timeout
05-29 11:51	BTC	Buy	73592.7→73402.3	-1.77	timeout
05-29 09:34	BTC	Buy	72855.6→73798.3	+5.97	timeout

Paper vs Live

Paper (trades.jsonl)

102

closed

36%

win rate

-243.54

total pnl ($)

-47.4 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	102	36%	-47.4	-243.54

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…