deribit_basis_crossover_carry · strategy

115

closed trades

35%

win rate

-560.03

total pnl ($)

0.250

weight

7d window — n=25 wr=20% pnl=-197.93 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 01:12	BTC	Buy	59375→57836.2	-13.58	stop_loss
07-01 01:12	BTC	Buy	59453→57918.1	-13.42	stop_loss
07-01 01:12	BTC	Buy	59465→57918.1	-13.53	stop_loss
06-30 15:06	BTC	Buy	59669→58139	-13.53	stop_loss
06-30 12:56	BTC	Buy	60004→58463.8	-13.28	stop_loss
06-30 05:46	BTC	Buy	59903→59540	-3.37	timeout
06-30 01:23	BTC	Buy	60139→59911	-2.22	timeout
06-29 21:16	BTC	Buy	60359→60355	-0.78	timeout
06-28 22:52	BTC	Buy	60554→59002.5	-13.29	stop_loss
06-28 18:32	BTC	Buy	59776→59621	-1.70	timeout
06-28 04:07	BTC	Buy	59833→60178	+2.42	timeout
06-27 23:59	BTC	Buy	59756→59992	+1.65	timeout
06-27 19:56	BTC	Buy	59302→60125	+6.59	timeout
06-27 17:53	BTC	Buy	59503→60579	+8.61	timeout
06-26 17:39	BTC	Buy	59455→59966	+3.65	timeout
06-26 02:13	BTC	Buy	60178→58627.7	-13.33	stop_loss
06-25 13:57	BTC	Buy	59787→58255.9	-13.20	stop_loss
06-25 13:48	BTC	Buy	60920→59359.3	-13.24	stop_loss
06-25 13:48	BTC	Buy	60978→59417.3	-13.22	stop_loss
06-25 13:48	BTC	Buy	61077.1→59512.3	-13.23	stop_loss
06-24 17:47	BTC	Buy	60620→59067.5	-13.24	stop_loss
06-24 15:40	BTC	Buy	62151.1→60558.7	-13.18	stop_loss
06-24 15:30	BTC	Buy	62314.1→60719.6	-13.17	stop_loss
06-24 15:30	BTC	Buy	62363.1→60767.6	-13.16	stop_loss
06-24 15:09	BTC	Buy	62383.1→60786.6	-13.17	stop_loss
06-24 13:46	BTC	Buy	62917.1→61307.3	-13.24	stop_loss
06-23 08:19	BTC	Buy	63967.2→62329.7	-13.25	stop_loss
06-23 08:17	BTC	Buy	64003.2→62365.7	-13.26	stop_loss
06-23 06:21	BTC	Buy	64197.2→62554.6	-13.25	stop_loss
06-23 06:21	BTC	Buy	64399.2→62750.5	-13.27	stop_loss
06-23 06:21	BTC	Buy	64419.2→62769.5	-13.27	stop_loss
06-23 01:51	BTC	Buy	64258.2→63915.8	-3.06	timeout
06-22 23:48	BTC	Buy	64273.2→63964.8	-2.86	timeout
06-22 21:44	BTC	Buy	64022.2→64160.8	+0.62	timeout
06-22 19:41	BTC	Buy	63863.2→64403.8	+3.69	timeout
06-22 17:40	BTC	Buy	63818.2→64456.8	+4.52	timeout
06-21 01:00	BTC	Buy	62993.1→64255.8	+9.45	timeout
06-20 22:55	BTC	Buy	62847.1→64259.8	+10.77	timeout
06-20 20:48	BTC	Buy	63069.2→63867.8	+5.93	timeout
06-20 18:42	BTC	Buy	62706.1→63807.8	+8.36	timeout
06-20 16:41	BTC	Buy	62659.1→63993.8	+10.06	timeout
06-18 15:51	BTC	Buy	64182.2→62525.6	-13.08	stop_loss
06-18 15:51	BTC	Buy	64214.2→62570.6	-12.93	stop_loss
06-18 15:18	BTC	Buy	64823.2→63161.2	-13.23	stop_loss
06-18 15:17	BTC	Buy	64881.2→63221.2	-13.20	stop_loss
06-18 14:52	BTC	Buy	65203.3→63533	-13.24	stop_loss
06-17 19:44	BTC	Buy	65761.3→64078.7	-13.27	stop_loss
06-17 19:29	BTC	Buy	66170.3→64451.5	-13.51	stop_loss
06-17 08:52	BTC	Buy	66489.3→64787.3	-13.27	stop_loss
06-17 08:40	BTC	Buy	66603.3→64899.3	-13.24	stop_loss
06-17 08:31	BTC	Buy	66834.3→65123.2	-13.23	stop_loss
06-16 14:31	BTC	Buy	67152.4→65434	-13.32	stop_loss
06-15 22:43	BTC	Buy	64490.2→66245.7	+13.07	timeout
06-15 15:47	BTC	Buy	64233.2→67117.6	+22.04	take_profit
06-15 15:47	BTC	Buy	64223.2→67106.6	+22.03	take_profit
06-15 15:46	BTC	Buy	64075.2→66952.7	+22.02	take_profit
06-15 13:21	BTC	Buy	63977.2→66850.7	+22.04	take_profit
06-14 09:48	BTC	Buy	63865.2→64542.8	+4.76	timeout
06-13 21:47	BTC	Buy	63512.2→64503.8	+7.31	timeout
06-13 19:43	BTC	Buy	63766.2→64240.8	+3.27	timeout
06-13 17:39	BTC	Buy	63207.2→64063.8	+6.29	timeout
06-13 15:33	BTC	Buy	62688.1→64304.8	+12.39	timeout
06-12 08:15	BTC	Buy	61610.1→63272.8	+12.82	timeout
06-11 19:30	BTC	Buy	61145.1→63890.8	+21.82	take_profit
06-11 19:03	BTC	Buy	61765.1→63477.8	+13.14	timeout
06-11 17:00	BTC	Buy	61392.1→62527.9	+8.67	timeout
06-11 15:00	BTC	Buy	61469.1→62731.9	+9.63	timeout
06-09 21:35	BTC	Buy	61770.1→62016.9	+1.83	timeout
06-09 15:56	BTC	Buy	62646.1→61042.4	-13.25	stop_loss
06-09 14:36	BTC	Buy	62983.1→61371.2	-13.27	stop_loss
06-09 14:29	BTC	Buy	63137.2→61521.1	-13.27	stop_loss
06-09 14:20	BTC	Buy	63304.2→61684.1	-13.26	stop_loss
06-09 11:14	BTC	Buy	62456.1→62537.9	+0.31	timeout
06-07 22:15	BTC	Buy	61095.1→63838.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60983→63721.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60877→63611.8	+22.03	take_profit
06-07 19:44	BTC	Buy	62740.1→61134.4	-13.23	stop_loss
06-07 08:48	BTC	Buy	60237→62946.9	+22.07	take_profit
06-07 08:48	BTC	Buy	60224→62927.9	+22.02	take_profit
06-06 04:30	BTC	Buy	61322.1→59750.1	-13.27	stop_loss
06-06 04:27	BTC	Buy	61410.1→59837.1	-13.26	stop_loss
06-05 18:52	BTC	Buy	60890→59331.4	-13.26	stop_loss
06-05 18:44	BTC	Buy	61331.1→59761.1	-13.25	stop_loss
06-05 14:26	BTC	Buy	61913.1→60327.8	-13.25	stop_loss
06-05 14:26	BTC	Buy	61929.1→60343.8	-13.25	stop_loss
06-05 14:06	BTC	Buy	62068.1→60476.7	-13.27	stop_loss
06-05 13:57	BTC	Buy	62411.1→60813.5	-13.25	stop_loss
06-05 13:57	BTC	Buy	62435.1→60837.5	-13.25	stop_loss
06-05 06:24	BTC	Buy	62727.1→61121.4	-13.19	stop_loss
06-05 06:21	BTC	Buy	63085.2→61470.2	-13.25	stop_loss
06-05 06:18	BTC	Buy	63431.2→61808	-13.22	stop_loss
06-05 06:16	BTC	Buy	63521.2→61894.9	-13.21	stop_loss
06-05 03:01	BTC	Buy	64093.2→62452.6	-13.23	stop_loss
06-04 11:10	BTC	Buy	63820.2→62185.8	-13.24	stop_loss
06-04 09:29	BTC	Buy	64423.2→62774.5	-13.24	stop_loss
06-04 01:16	BTC	Buy	64503.2→62852.4	-13.25	stop_loss
06-03 20:55	BTC	Buy	66451.3→64735.4	-13.40	stop_loss
06-03 20:55	BTC	Buy	66481.3→64780.4	-13.30	stop_loss
06-03 20:55	BTC	Buy	66654.3→64948.3	-13.30	stop_loss
06-03 03:50	BTC	Buy	67261.4→65539.9	-13.25	stop_loss

Paper vs Live

Paper (trades.jsonl)

115

closed

35%

win rate

-560.03

total pnl ($)

-96.9 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	115	35%	-96.9	-560.03

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…