deribit_basis_cheap_carry_long_v3 · strategy

109

closed trades

43%

win rate

-317.47

total pnl ($)

0.251

weight

7d window — n=25 wr=28% pnl=-146.22 · 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 07:04	BTC	Buy	60021→59588	-4.04	timeout
06-29 02:58	BTC	Buy	60152→59717	-4.10	timeout
06-29 01:54	BTC	Buy	60230→59454	-6.92	timeout
06-28 19:45	BTC	Buy	60151→59409	-6.60	timeout
06-28 18:40	BTC	Buy	60525→59580	-8.23	timeout
06-28 01:11	BTC	Buy	59953→59981	-0.21	timeout
06-28 00:08	BTC	Buy	60105→60090	-0.51	timeout
06-27 21:55	BTC	Buy	59930→60147	+1.43	timeout
06-26 18:55	BTC	Buy	59496→59587	+0.19	timeout
06-26 17:51	BTC	Buy	59436→59958	+3.83	timeout
06-26 16:47	BTC	Buy	59125→60079	+7.53	timeout
06-26 15:36	BTC	Buy	59372→60258	+6.93	timeout
06-26 14:50	BTC	Buy	59492→59776	+1.89	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:57	BTC	Buy	59715→58245.9	-12.66	stop_loss
06-25 13:57	BTC	Buy	59781→58309.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59826→58354.9	-12.65	stop_loss
06-25 13:53	BTC	Buy	60351→58866.6	-12.65	stop_loss
06-24 17:20	BTC	Buy	60938→59438.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61312.1→59803.1	-12.74	stop_loss
06-24 14:19	BTC	Buy	62389.1→60841.5	-12.85	stop_loss
06-24 14:17	BTC	Buy	62588.1→61047.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62782.1→61235.3	-12.76	stop_loss
06-24 13:46	BTC	Buy	62862.1→61316.3	-12.74	stop_loss
06-24 08:25	BTC	Buy	62289.1→62662.9	+2.47	timeout
06-18 05:03	BTC	Buy	65325.3→63717.9	-12.76	stop_loss
06-16 14:44	BTC	Buy	66505.3→65633.7	-7.09	timeout
06-16 14:23	BTC	Buy	67149.4→65497	-12.83	stop_loss
06-16 13:44	BTC	Buy	66513.3→66094.7	-3.68	timeout
06-16 12:41	BTC	Buy	66369.3→66450.7	+0.08	timeout
06-16 11:35	BTC	Buy	66221.3→66374.7	+0.63	timeout
06-15 14:18	BTC	Buy	64240.2→66470.7	+16.92	timeout
06-15 13:13	BTC	Buy	64321.2→66622.7	+17.46	timeout
06-15 12:55	BTC	Buy	63778.2→66578.7	+21.52	take_profit
06-15 12:08	BTC	Buy	64469.2→66186.7	+12.88	timeout
06-15 11:05	BTC	Buy	64453.2→65915.7	+10.90	timeout
06-14 19:10	BTC	Buy	64160.2→63748.8	-3.73	timeout
06-14 13:59	BTC	Buy	64089.2→64275.8	+1.01	timeout
06-14 12:56	BTC	Buy	64096.2→64290.8	+1.07	timeout
06-14 11:51	BTC	Buy	63894.2→64595.8	+5.05	timeout
06-14 10:48	BTC	Buy	63864.2→64531.8	+4.76	timeout
06-13 18:22	BTC	Buy	63669.2→64077.8	+2.73	timeout
06-13 13:06	BTC	Buy	63400.2→64123.8	+5.19	timeout
06-13 11:56	BTC	Buy	63783.2→63896.8	+0.36	timeout
06-13 10:55	BTC	Buy	63685.2→63789.8	+0.27	timeout
06-13 09:49	BTC	Buy	63823.2→63758.8	-1.04	timeout
06-12 17:45	BTC	Buy	63321.2→63800.8	+3.32	timeout
06-12 12:35	BTC	Buy	62763.1→63494.8	+5.30	timeout
06-12 11:30	BTC	Buy	63137.2→63768.8	+4.47	timeout
06-12 10:18	BTC	Buy	62821.1→63735.8	+6.73	timeout
06-12 09:11	BTC	Buy	62830.1→63495.8	+4.78	timeout
06-11 17:21	BTC	Buy	62111.1→62349.9	+1.40	timeout
06-11 11:22	BTC	Buy	61181.1→63130.8	+15.35	timeout
06-11 10:20	BTC	Buy	61145.1→62810.9	+13.03	timeout
06-11 09:18	BTC	Buy	61102.1→62804.9	+13.37	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 16:40	BTC	Buy	60819→62317.9	+11.78	timeout
06-09 15:56	BTC	Buy	62566.1→61024.4	-12.79	stop_loss
06-09 14:20	BTC	Buy	63263.2→61705	-12.77	stop_loss
06-09 14:11	BTC	Buy	63525.2→61962.9	-12.75	stop_loss
06-09 13:26	BTC	Buy	63789.2→62220.8	-12.72	stop_loss
06-09 13:23	BTC	Buy	63798.2→62228.8	-12.73	stop_loss
06-09 06:49	BTC	Buy	62933.1→63345.8	+2.78	timeout
06-09 00:31	BTC	Buy	64076.2→62498.6	-12.77	stop_loss
06-08 17:54	BTC	Buy	62138.1→63487.8	+10.31	timeout
06-08 15:53	BTC	Buy	62166.1→63929.8	+13.59	timeout
06-08 14:53	BTC	Buy	61894.1→63848.8	+15.30	timeout
06-08 13:52	BTC	Buy	61770.1→63641.8	+14.66	timeout
06-08 06:31	BTC	Buy	62023.1→63009.8	+7.49	timeout
06-07 16:59	BTC	Buy	60736→62045.9	+10.31	timeout
06-07 15:46	BTC	Buy	60872→62003.9	+8.83	timeout
06-07 14:42	BTC	Buy	60918→61993.9	+8.36	timeout
06-07 13:33	BTC	Buy	60712→61810.9	+8.58	timeout
06-07 06:06	BTC	Buy	61044.1→61618.9	+4.31	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:32	BTC	Buy	61159.1→59655.2	-12.75	stop_loss
06-06 04:20	BTC	Buy	61436.1→59918	-12.81	stop_loss
06-05 21:04	BTC	Buy	59296→61898.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60813→59317.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 18:44	BTC	Buy	61218.1→59712.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 13:56	BTC	Buy	62416.1→60881.5	-12.74	stop_loss
06-05 13:52	BTC	Buy	62610.1→61068.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62897.1→61349.2	-12.76	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 10:28	BTC	Buy	62568.1→62530.9	-0.76	timeout
06-05 06:24	BTC	Buy	62704.1→61161.3	-12.74	stop_loss
06-05 06:22	BTC	Buy	62865.1→61319.3	-12.73	stop_loss
06-05 06:21	BTC	Buy	63109.2→61551.1	-12.74	stop_loss
06-05 06:21	BTC	Buy	63112.2→61560.1	-12.74	stop_loss
06-05 03:06	BTC	Buy	63920.2→62345.7	-12.73	stop_loss
06-05 02:44	BTC	Buy	63384.2→62730.9	-5.57	timeout
06-05 01:24	BTC	Buy	62757.1→63227.8	+3.34	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:18	BTC	Buy	64634.2→63038.3	-12.79	stop_loss
06-04 01:22	BTC	Buy	64289.2→62708.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	64977.2→63379.1	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

109

closed

43%

win rate

-317.47

total pnl ($)

-57.9 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	109	43%	-57.9	-317.47

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…