deribit_basis_cheap_carry_long_v2 · strategy

108

closed trades

31%

win rate

-539.44

total pnl ($)

0.250

weight

7d window — n=22 wr=18% pnl=-187.85 · 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 07:12	BTC	Buy	60120→59423	-6.21	timeout
06-30 05:10	BTC	Buy	60003→59424	-5.15	timeout
06-28 22:52	BTC	Buy	60495→59002.5	-12.85	stop_loss
06-28 19:47	BTC	Buy	60766→59270.4	-12.73	stop_loss
06-28 15:43	BTC	Buy	60453→59905	-5.01	timeout
06-28 04:27	BTC	Buy	59916→60203	+1.93	timeout
06-28 01:46	BTC	Buy	59286→60241	+7.55	timeout
06-27 18:04	BTC	Buy	59613→60424	+6.39	timeout
06-27 15:55	BTC	Buy	59453→60756	+10.52	timeout
06-26 13:19	BTC	Buy	59932→58455.8	-12.78	stop_loss
06-25 13:59	BTC	Buy	59555→58090	-12.66	stop_loss
06-25 13:57	BTC	Buy	59784→58300.9	-12.78	stop_loss
06-25 13:48	BTC	Buy	60887→59383.3	-12.75	stop_loss
06-25 13:48	BTC	Buy	60918→59414.3	-12.74	stop_loss
06-25 13:48	BTC	Buy	61031.1→59529.2	-12.69	stop_loss
06-24 17:47	BTC	Buy	60636→59142.5	-12.75	stop_loss
06-24 15:08	BTC	Buy	62336.1→60789.5	-12.77	stop_loss
06-24 14:20	BTC	Buy	62366.1→60825.5	-12.76	stop_loss
06-24 14:19	BTC	Buy	62380.1→60842.5	-12.72	stop_loss
06-24 14:17	BTC	Buy	62565.1→61017.4	-12.78	stop_loss
06-24 13:46	BTC	Buy	62858.1→61312.3	-12.73	stop_loss
06-23 08:24	BTC	Buy	63824.2→62249.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	63981.2→62399.7	-12.82	stop_loss
06-23 06:21	BTC	Buy	64114.2→62537.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64250.2→62669.5	-12.81	stop_loss
06-23 06:11	BTC	Buy	64179.2→63165.8	-8.42	timeout
06-23 03:35	BTC	Buy	64332.2→63995.8	-3.06	timeout
06-22 17:42	BTC	Buy	63815.2→64401.8	+4.05	timeout
06-21 04:58	BTC	Buy	62393.1→64258.8	+14.52	timeout
06-21 02:38	BTC	Buy	62893.1→64230.8	+10.16	timeout
06-21 00:33	BTC	Buy	63010.2→64220.8	+9.11	timeout
06-20 20:25	BTC	Buy	63104.2→63912.8	+6.02	timeout
06-20 15:55	BTC	Buy	62503.1→64061.8	+11.78	timeout
06-18 15:57	BTC	Buy	63894.2→62293.7	-12.82	stop_loss
06-18 15:51	BTC	Buy	64106.2→62521.6	-12.72	stop_loss
06-18 15:40	BTC	Buy	64255.2→62658.5	-12.63	stop_loss
06-18 15:18	BTC	Buy	64792.2→63199.2	-12.71	stop_loss
06-18 15:17	BTC	Buy	64824.2→63202.2	-12.93	stop_loss
06-18 05:08	BTC	Buy	65233.3→63626	-12.78	stop_loss
06-17 22:03	BTC	Buy	65455.3→63843.9	-12.75	stop_loss
06-17 19:42	BTC	Buy	65729.3→64111.7	-12.76	stop_loss
06-17 09:56	BTC	Buy	66411.3→64778.4	-12.84	stop_loss
06-17 08:44	BTC	Buy	66525.3→64888.3	-12.79	stop_loss
06-17 08:17	BTC	Buy	65691.3→65265.7	-3.66	timeout
06-17 07:53	BTC	Buy	66885.3→65237.1	-12.73	stop_loss
06-17 06:16	BTC	Buy	65858.3→65833.7	-0.69	timeout
06-15 22:46	BTC	Buy	64496.2→66273.7	+13.24	timeout
06-15 15:47	BTC	Buy	64222.2→67070.6	+21.76	take_profit
06-15 15:47	BTC	Buy	64184.2→67001.6	+21.53	take_profit
06-15 04:42	BTC	Buy	63593.2→65626.7	+15.48	timeout
06-15 02:06	BTC	Buy	63777.2→65560.7	+13.47	timeout
06-13 22:19	BTC	Buy	63607.2→64375.8	+5.53	timeout
06-13 20:18	BTC	Buy	63506.2→64259.8	+5.48	timeout
06-13 17:36	BTC	Buy	63129.2→64094.8	+7.16	timeout
06-12 17:34	BTC	Buy	61852.1→63797.8	+15.26	timeout
06-12 14:49	BTC	Buy	61854.1→63465.8	+12.42	timeout
06-11 19:35	BTC	Buy	61944.1→63683.8	+13.33	timeout
06-11 17:30	BTC	Buy	61701.1→63009.8	+9.99	timeout
06-11 15:18	BTC	Buy	61574.1→62648.9	+8.09	timeout
06-09 14:47	BTC	Buy	62727.1→61184.3	-12.76	stop_loss
06-09 14:46	BTC	Buy	62769.1→61225.3	-12.75	stop_loss
06-09 14:46	BTC	Buy	62785.1→61238.3	-12.81	stop_loss
06-09 14:43	BTC	Buy	62843.1→61296.3	-12.80	stop_loss
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.78	stop_loss
06-09 07:00	BTC	Buy	62031.1→63350.8	+10.08	timeout
06-09 00:49	BTC	Buy	63951.2→62377.7	-12.75	stop_loss
06-07 22:14	BTC	Buy	60908→63581.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60908→63581.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60861→63532.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60615→63275.8	+21.51	take_profit
06-07 05:18	BTC	Buy	59484→62105.9	+21.63	take_profit
06-06 04:27	BTC	Buy	61304.1→59796.1	-12.75	stop_loss
06-06 04:15	BTC	Buy	61515.1→60002	-12.75	stop_loss
06-06 04:12	BTC	Buy	61752.1→60233.9	-12.75	stop_loss
06-05 18:52	BTC	Buy	60919→59421.3	-12.75	stop_loss
06-05 18:37	BTC	Buy	61426.1→59915	-12.75	stop_loss
06-05 14:26	BTC	Buy	61844.1→60321.8	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62295.1→60760.6	-12.77	stop_loss
06-05 13:57	BTC	Buy	62410.1→60869.5	-12.79	stop_loss
06-05 06:24	BTC	Buy	62619.1→61071.4	-12.73	stop_loss
06-05 06:24	BTC	Buy	62704.1→61153.3	-12.80	stop_loss
06-05 06:21	BTC	Buy	63116.2→61562.1	-12.76	stop_loss
06-05 06:01	BTC	Buy	63673.2→62106.8	-12.69	stop_loss
06-04 11:10	BTC	Buy	63767.2→62198.8	-12.72	stop_loss
06-04 01:16	BTC	Buy	64470.2→62883.4	-12.76	stop_loss
06-04 00:27	BTC	Buy	65175.3→63572	-12.75	stop_loss
06-03 20:55	BTC	Buy	66386.3→64748.4	-12.83	stop_loss
06-03 20:45	BTC	Buy	66722.3→65064.2	-12.94	stop_loss
06-03 19:54	BTC	Buy	66962.3→65315.1	-12.80	stop_loss
06-03 16:27	BTC	Buy	67191.4→65538.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67290.4→65635.9	-12.76	stop_loss
06-03 03:50	BTC	Buy	67188.4→65531.9	-12.78	stop_loss
06-03 03:39	BTC	Buy	67587.4→65923.7	-12.76	stop_loss
06-02 22:59	BTC	Buy	67898.4→66226.6	-12.76	stop_loss
06-02 14:03	BTC	Buy	70307.5→68574.3	-12.79	stop_loss
06-02 12:30	BTC	Buy	70908.5→69164.9	-12.81	stop_loss
06-02 12:17	BTC	Buy	70950.5→69204.9	-12.80	stop_loss
06-01 15:33	BTC	Buy	73677.7→71307.8	-16.67	stop_loss
06-01 15:33	BTC	Buy	73559.7→71307.8	-15.91	stop_loss

Paper vs Live

Paper (trades.jsonl)

108

closed

31%

win rate

-539.44

total pnl ($)

-99.3 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	108	31%	-99.3	-539.44

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…