deribit_basis_change_carry_long_v3 · strategy

125

closed trades

44%

win rate

-334.81

total pnl ($)

0.619

weight

7d window — n=26 wr=46% pnl=-91.35 · 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 14:44	BTC	Buy	59295→58797.1	-4.68	timeout
06-30 13:34	BTC	Buy	59726→58237	-12.91	stop_loss
06-30 13:00	BTC	Buy	59788→58311.9	-12.78	stop_loss
06-30 12:56	BTC	Buy	59964→58487.8	-12.74	stop_loss
06-30 02:41	BTC	Buy	59647→59996	+2.55	timeout
06-30 01:13	BTC	Buy	59455→59776	+2.31	timeout
06-29 03:39	BTC	Buy	60177→59887	-2.88	timeout
06-29 02:28	BTC	Buy	60089→59547	-5.00	timeout
06-29 01:26	BTC	Buy	60192→59348	-7.49	timeout
06-28 23:35	BTC	Buy	59997→59594	-3.89	timeout
06-28 22:34	BTC	Buy	60151→59184	-8.51	timeout
06-27 21:19	BTC	Buy	59693→60348	+5.10	timeout
06-27 20:14	BTC	Buy	59672→60234	+4.32	timeout
06-27 19:12	BTC	Buy	59979→60570	+4.50	timeout
06-27 18:08	BTC	Buy	60083→60492	+2.97	timeout
06-27 17:03	BTC	Buy	60081→60555	+3.47	timeout
06-26 19:28	BTC	Buy	59239→59907	+5.07	timeout
06-26 18:28	BTC	Buy	59628→59824	+1.08	timeout
06-26 17:31	BTC	Buy	59534→60117	+4.35	timeout
06-26 16:27	BTC	Buy	59730→60008	+1.76	timeout
06-26 15:22	BTC	Buy	59246→59979	+5.65	timeout
06-25 13:53	BTC	Buy	60239→58755.7	-12.69	stop_loss
06-25 13:46	BTC	Buy	61162.1→59656.2	-12.70	stop_loss
06-25 13:46	BTC	Buy	61268.1→59756.1	-12.75	stop_loss
06-25 13:44	BTC	Buy	61583.1→60068.9	-12.72	stop_loss
06-25 13:42	BTC	Buy	61788.1→60266.8	-12.74	stop_loss
06-18 15:39	BTC	Buy	64390.2→62805.4	-12.48	stop_loss
06-17 19:50	BTC	Buy	65642.3→64026.8	-12.76	stop_loss
06-17 19:39	BTC	Buy	65834.3→64214.7	-12.76	stop_loss
06-17 16:25	BTC	Buy	65776.3→65927.7	+0.65	timeout
06-17 15:22	BTC	Buy	65724.3→65260.7	-3.92	timeout
06-17 14:19	BTC	Buy	65773.3→65233.7	-4.56	timeout
06-17 01:47	BTC	Buy	66359.3→65791.7	-4.76	timeout
06-16 22:43	BTC	Buy	66259.3→65686.7	-4.86	timeout
06-16 14:41	BTC	Buy	66504.3→65674.7	-6.77	timeout
06-16 14:23	BTC	Buy	67208.4→65549.9	-12.86	stop_loss
06-16 13:47	BTC	Buy	66473.3→66106.7	-3.29	timeout
06-16 01:11	BTC	Buy	65401.3→66274.7	+6.23	timeout
06-15 21:53	BTC	Buy	65444.3→66390.7	+6.73	timeout
06-15 13:20	BTC	Buy	64013.2→66823.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63799.2→66600.7	+21.52	take_profit
06-15 12:46	BTC	Buy	63692.2→66490.7	+21.53	take_profit
06-15 00:45	BTC	Buy	64567.2→65510.7	+6.84	timeout
06-14 21:43	BTC	Buy	64601.2→65212.7	+4.24	timeout
06-14 20:39	BTC	Buy	64226.2→63998.8	-2.26	timeout
06-14 19:33	BTC	Buy	64150.2→63782.8	-3.37	timeout
06-14 18:11	BTC	Buy	64038.2→63676.8	-3.37	timeout
06-13 22:04	BTC	Buy	63525.2→64420.8	+6.57	timeout
06-13 21:04	BTC	Buy	63427.2→64286.8	+6.30	timeout
06-13 19:58	BTC	Buy	63586.2→64288.8	+5.07	timeout
06-13 19:00	BTC	Buy	63677.2→64126.8	+3.08	timeout
06-13 18:03	BTC	Buy	63877.2→63988.8	+0.40	timeout
06-12 21:22	BTC	Buy	63503.2→63563.8	+0.00	timeout
06-12 20:17	BTC	Buy	63509.2→63506.8	-0.48	timeout
06-12 19:12	BTC	Buy	63495.2→63649.8	+0.75	timeout
06-12 18:06	BTC	Buy	63363.2→63800.8	+2.99	timeout
06-12 17:06	BTC	Buy	62453.1→64035.8	+12.18	timeout
06-11 20:12	BTC	Buy	61797.1→63499.8	+13.19	timeout
06-11 19:04	BTC	Buy	61790.1→63481.8	+13.10	timeout
06-11 18:00	BTC	Buy	61982.1→63674.8	+13.10	timeout
06-11 16:50	BTC	Buy	61904.1→62558.9	+4.78	timeout
06-11 15:40	BTC	Buy	62210.1→62831.9	+4.41	timeout
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.10	timeout
06-10 17:57	BTC	Buy	61702.1→61943.9	+1.46	timeout
06-10 16:54	BTC	Buy	61238.1→62162.9	+7.03	timeout
06-10 15:52	BTC	Buy	61346.1→62291.9	+7.27	timeout
06-10 14:49	BTC	Buy	61207.1→61907.9	+5.24	timeout
06-09 16:19	BTC	Buy	62390.1→60854.5	-12.77	stop_loss
06-09 14:47	BTC	Buy	62648.1→61106.4	-12.76	stop_loss
06-09 14:43	BTC	Buy	62830.1→61283.3	-12.77	stop_loss
06-09 14:35	BTC	Buy	62939.1→61390.2	-12.76	stop_loss
06-09 14:11	BTC	Buy	63489.2→61923.9	-12.78	stop_loss
06-09 13:36	BTC	Buy	63685.2→62106.8	-12.83	stop_loss
06-09 08:52	BTC	Buy	63031.2→62907.9	-1.42	timeout
06-09 07:50	BTC	Buy	63298.2→63158.8	-1.60	timeout
06-08 23:56	BTC	Buy	63156.2→63035.8	-1.55	timeout
06-08 20:31	BTC	Buy	61764.1→63220.8	+11.30	timeout
06-08 17:59	BTC	Buy	62141.1→63503.8	+10.42	timeout
06-08 08:41	BTC	Buy	62433.1→63080.8	+4.65	timeout
06-08 06:59	BTC	Buy	62130.1→62950.9	+6.13	timeout
06-07 20:20	BTC	Buy	60543→61628.9	+8.55	timeout
06-07 19:23	BTC	Buy	60616→61484.9	+6.77	timeout
06-07 17:12	BTC	Buy	60673→62228.9	+12.36	timeout
06-07 05:40	BTC	Buy	60831→61800.9	+7.56	timeout
06-07 04:40	BTC	Buy	59676→61683.9	+16.39	timeout
06-06 19:23	BTC	Buy	59501→60611	+8.93	timeout
06-06 18:24	BTC	Buy	60336→60489	+0.87	timeout
06-06 16:03	BTC	Buy	60226→60813	+4.49	timeout
06-06 04:34	BTC	Buy	60940→59441.3	-12.75	stop_loss
06-06 04:14	BTC	Buy	61591.1→60070.9	-12.80	stop_loss
06-05 18:54	BTC	Buy	60586→59096.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60793→59298.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61295.1→59787.1	-12.76	stop_loss
06-05 14:26	BTC	Buy	61912.1→60388.8	-12.75	stop_loss
06-05 13:58	BTC	Buy	62283.1→60744.6	-12.80	stop_loss
06-05 13:56	BTC	Buy	62468.1→60930.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62490.1→60937.5	-12.88	stop_loss
06-05 13:49	BTC	Buy	62727.1→61180.3	-12.78	stop_loss
06-05 12:05	BTC	Buy	62465.1→61764.9	-6.09	timeout
06-05 10:43	BTC	Buy	62581.1→62467.9	-1.38	timeout

Paper vs Live

Paper (trades.jsonl)

125

closed

44%

win rate

-334.81

total pnl ($)

-53.2 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	125	44%	-53.2	-334.81

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:42	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…