deribit_basis_contango_band_hl_funding_carry_long · strategy

closed trades

63%

win rate

-23.52

total pnl ($)

0.931

weight

7d window — n=11 wr=45% pnl=-49.09 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 19 closed)

time	sym	side	entry→exit	pnl	close
06-27 21:52	BTC	Buy	59918→60139	+1.46	timeout
06-27 14:09	BTC	Buy	60018→60546	+3.94	timeout
06-27 11:01	BTC	Buy	59329→60364	+8.24	timeout
06-26 20:03	BTC	Buy	59606→59832	+1.34	timeout
06-24 16:51	BTC	Buy	61291.1→59744.1	-13.04	stop_loss
06-24 14:19	BTC	Buy	62442.1→60886.5	-12.89	stop_loss
06-24 14:17	BTC	Buy	62569.1→61027.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62696.1→61151.3	-12.77	stop_loss
06-24 13:48	BTC	Buy	62782.1→61238.3	-12.74	stop_loss
06-24 11:20	BTC	Buy	62406.1→62333.9	-1.05	timeout
06-24 06:24	BTC	Buy	62596.1→62805.9	+1.17	timeout
06-20 08:58	BTC	Buy	62551.1→63399.8	+6.22	timeout
06-17 07:54	BTC	Buy	66822.3→65179.1	-12.89	stop_loss
06-15 21:51	BTC	Buy	65519.3→66396.7	+6.19	timeout
06-14 03:31	BTC	Buy	63488.2→64509.8	+7.62	timeout
06-13 23:42	BTC	Buy	63500.2→64437.8	+6.91	timeout
06-13 20:32	BTC	Buy	63529.2→64220.8	+4.98	timeout
06-13 17:24	BTC	Buy	63763.2→64012.8	+1.51	timeout
06-13 14:01	BTC	Buy	63395.2→64093.8	+5.01	timeout

Paper (trades.jsonl)

closed

63%

win rate

-23.52

total pnl ($)

-24.3 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	19	63%	-24.3	-23.52

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems