deribit_basis_crossover_carry_long_v11 · strategy

142

closed trades

42%

win rate

-419.69

total pnl ($)

0.252

weight

7d window — n=30 wr=33% pnl=-139.39 · 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 05:15	BTC	Buy	59541→59408	-1.50	timeout
06-30 03:06	BTC	Buy	59983→59907	-1.01	timeout
06-30 00:52	BTC	Buy	59440→59852	+3.08	timeout
06-29 20:31	BTC	Buy	59648→60374	+5.49	timeout
06-29 00:33	BTC	Buy	60124→59098	-9.01	timeout
06-28 22:53	BTC	Buy	60330→58846.6	-12.79	stop_loss
06-28 22:21	BTC	Buy	60000→59275	-6.54	timeout
06-28 17:58	BTC	Buy	60549→59575	-8.47	timeout
06-28 07:47	BTC	Buy	60453→60219	-2.39	timeout
06-27 23:18	BTC	Buy	59964→60025	+0.07	timeout
06-27 21:15	BTC	Buy	59734→60362	+4.88	timeout
06-27 17:00	BTC	Buy	60000→60782	+6.06	timeout
06-27 04:39	BTC	Buy	59879→60339	+3.40	timeout
06-26 19:59	BTC	Buy	59265→59818	+4.12	timeout
06-26 17:55	BTC	Buy	59566→59985	+2.95	timeout
06-26 15:38	BTC	Buy	59312→60340	+8.13	timeout
06-26 02:16	BTC	Buy	59900→58425.8	-12.74	stop_loss
06-25 13:58	BTC	Buy	59673→58205	-12.67	stop_loss
06-25 13:57	BTC	Buy	59707→58239	-12.65	stop_loss
06-25 13:48	BTC	Buy	60799→59303.4	-12.68	stop_loss
06-25 13:48	BTC	Buy	60977→59476.3	-12.69	stop_loss
06-24 16:51	BTC	Buy	61208.1→59702.1	-12.73	stop_loss
06-24 15:20	BTC	Buy	62282.1→60949	-11.06	timeout
06-24 14:17	BTC	Buy	62566.1→61027.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62752.1→61194.3	-12.86	stop_loss
06-24 13:09	BTC	Buy	62104.1→62153.9	-0.04	timeout
06-24 11:07	BTC	Buy	62333.1→62350.9	-0.31	timeout
06-24 08:59	BTC	Buy	62340.1→62777.9	+3.00	timeout
06-23 08:28	BTC	Buy	63497.2→61928.9	-12.79	stop_loss
06-23 08:17	BTC	Buy	64021.2→62430.6	-12.88	stop_loss
06-23 06:21	BTC	Buy	64220.2→62635.5	-12.79	stop_loss
06-23 04:35	BTC	Buy	63986.2→63847.8	-1.56	timeout
06-23 02:26	BTC	Buy	64539.2→64164.8	-3.35	timeout
06-23 00:30	BTC	Buy	63720.2→63848.8	+0.57	timeout
06-22 22:31	BTC	Buy	63590.2→63987.8	+2.67	timeout
06-22 03:38	BTC	Buy	64360.2→64179.8	-1.90	timeout
06-22 01:34	BTC	Buy	64205.2→64432.8	+1.24	timeout
06-21 23:30	BTC	Buy	64252.2→63598.8	-5.48	timeout
06-21 21:29	BTC	Buy	63906.2→63674.8	-2.26	timeout
06-21 03:07	BTC	Buy	63346.2→64224.8	+6.48	timeout
06-21 01:06	BTC	Buy	63464.2→64248.8	+5.68	timeout
06-20 23:04	BTC	Buy	63276.2→64261.8	+7.33	timeout
06-20 21:00	BTC	Buy	63190.2→63892.8	+5.12	timeout
06-19 22:08	BTC	Buy	62898.1→63026.8	+0.53	timeout
06-19 20:03	BTC	Buy	63158.2→63017.8	-1.59	timeout
06-19 18:00	BTC	Buy	62592.1→63169.8	+4.16	timeout
06-19 16:17	BTC	Buy	62537.1→63288.8	+5.54	timeout
06-18 15:40	BTC	Buy	64205.2→62626.5	-12.86	stop_loss
06-18 15:40	BTC	Buy	64212.2→62632.5	-12.87	stop_loss
06-18 15:37	BTC	Buy	64443.2→62843.4	-12.96	stop_loss
06-18 15:37	BTC	Buy	64480.2→62893.4	-12.84	stop_loss
06-17 22:03	BTC	Buy	65502.3→63891.8	-12.74	stop_loss
06-17 19:41	BTC	Buy	65746.3→64128.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65861.3→64241.6	-12.75	stop_loss
06-17 19:08	BTC	Buy	65716.3→65359.7	-3.21	timeout
06-17 17:03	BTC	Buy	65743.3→65861.7	+0.39	timeout
06-17 15:01	BTC	Buy	65646.3→65135.7	-4.34	timeout
06-17 00:32	BTC	Buy	66292.3→65730.7	-4.74	timeout
06-16 17:44	BTC	Buy	66871.3→65732.7	-9.05	timeout
06-16 15:45	BTC	Buy	66897.3→65759.7	-9.03	timeout
06-16 13:45	BTC	Buy	66489.3→66140.7	-3.15	timeout
06-15 23:16	BTC	Buy	65574.3→66179.7	+4.12	timeout
06-15 13:19	BTC	Buy	63999.2→66809.7	+21.52	take_profit
06-15 12:57	BTC	Buy	64299.2→66553.7	+17.10	timeout
06-15 12:54	BTC	Buy	63768.2→66567.7	+21.52	take_profit
06-14 22:33	BTC	Buy	64504.2→65199.7	+4.89	timeout
06-14 20:31	BTC	Buy	64232.2→63898.8	-3.09	timeout
06-14 18:28	BTC	Buy	64152.2→63684.8	-4.19	timeout
06-14 12:15	BTC	Buy	63903.2→64460.8	+3.93	timeout
06-13 21:03	BTC	Buy	63454.2→64285.8	+6.08	timeout
06-13 18:56	BTC	Buy	63748.2→64097.8	+2.29	timeout
06-13 16:56	BTC	Buy	63890.2→64007.8	+0.47	timeout
06-13 10:43	BTC	Buy	63654.2→63845.8	+0.97	timeout
06-12 20:23	BTC	Buy	63458.2→63505.8	-0.08	timeout
06-12 18:19	BTC	Buy	63491.2→63699.8	+1.18	timeout
06-12 16:18	BTC	Buy	62800.1→63841.8	+7.80	timeout
06-12 09:03	BTC	Buy	62932.1→63419.8	+3.35	timeout
06-11 18:37	BTC	Buy	61789.1→63493.8	+13.22	timeout
06-11 16:32	BTC	Buy	62224.1→62570.9	+2.23	timeout
06-11 14:30	BTC	Buy	62027.1→62908.9	+6.55	timeout
06-11 08:15	BTC	Buy	61601.1→62782.9	+9.02	timeout
06-10 18:12	BTC	Buy	61708.1→61977.9	+1.70	timeout
06-10 16:09	BTC	Buy	60982→62422.9	+11.30	timeout
06-10 14:12	BTC	Buy	62067.1→62157.9	+0.26	timeout
06-09 14:47	BTC	Buy	62720.1→61176.3	-12.76	stop_loss
06-09 14:29	BTC	Buy	63048.2→61492.2	-12.80	stop_loss
06-09 14:18	BTC	Buy	63338.2→61774	-12.80	stop_loss
06-09 13:36	BTC	Buy	63723.2→62155.8	-12.74	stop_loss
06-09 10:41	BTC	Buy	63199.2→62649.9	-4.74	timeout
06-09 05:46	BTC	Buy	62463.1→63365.8	+6.75	timeout
06-08 23:33	BTC	Buy	63313.2→63070.8	-2.39	timeout
06-08 21:33	BTC	Buy	61749.1→63660.8	+15.00	timeout
06-08 07:25	BTC	Buy	62228.1→63126.8	+6.74	timeout
06-08 05:24	BTC	Buy	61863.1→62599.9	+5.50	timeout
06-07 22:15	BTC	Buy	61449.1→64146.8	+21.50	take_profit
06-07 21:04	BTC	Buy	60708→61756.9	+8.21	timeout
06-07 18:58	BTC	Buy	60643→62071.9	+11.38	timeout
06-07 06:41	BTC	Buy	60968→62114.9	+9.00	timeout
06-07 04:35	BTC	Buy	59659→61638.9	+16.15	timeout
06-06 20:27	BTC	Buy	60904→60595	-2.92	timeout

Paper vs Live

Paper (trades.jsonl)

142

closed

42%

win rate

-419.69

total pnl ($)

-58.7 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	142	42%	-58.7	-419.69

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:05	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…