deribit_basis_crossover_carry_long_v13 · strategy

141

closed trades

51%

win rate

-280.81

total pnl ($)

0.560

weight

7d window — n=35 wr=49% pnl=-115.31 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 19:17	BTC	Buy	60554→59432	-9.69	timeout
06-28 18:12	BTC	Buy	60501→59642	-7.52	timeout
06-28 17:09	BTC	Buy	60507→59711	-7.01	timeout
06-28 16:06	BTC	Buy	60774→59853	-8.07	timeout
06-28 15:00	BTC	Buy	60598→60003	-5.39	timeout
06-27 19:04	BTC	Buy	59660→60561	+7.12	timeout
06-27 18:03	BTC	Buy	60003→60434	+3.15	timeout
06-27 16:57	BTC	Buy	60022→60756	+5.64	timeout
06-27 15:57	BTC	Buy	60277→60790	+3.80	timeout
06-27 14:57	BTC	Buy	59555→60584	+8.19	timeout
06-26 18:08	BTC	Buy	59615→60077	+3.34	timeout
06-26 17:07	BTC	Buy	59135→60102	+7.62	timeout
06-26 16:06	BTC	Buy	59546→60384	+6.53	timeout
06-26 15:06	BTC	Buy	59167→59582	+3.00	timeout
06-26 14:10	BTC	Buy	59692→60011	+2.18	timeout
06-25 13:51	BTC	Buy	60701→59208.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60820→59324.4	-12.72	stop_loss
06-25 13:48	BTC	Buy	60890→59391.3	-12.73	stop_loss
06-25 13:48	BTC	Buy	60903→59395.3	-12.81	stop_loss
06-25 13:48	BTC	Buy	60977→59476.3	-12.73	stop_loss
06-24 14:19	BTC	Buy	62533.1→60966.5	-12.96	stop_loss
06-24 13:47	BTC	Buy	62310.1→61320.9	-8.38	timeout
06-24 12:45	BTC	Buy	62300.1→62817.9	+3.70	timeout
06-24 11:44	BTC	Buy	62546.1→62717.9	+0.91	timeout
06-24 06:54	BTC	Buy	62931.1→62750.9	-1.94	timeout
06-23 08:20	BTC	Buy	63893.2→62321.7	-12.75	stop_loss
06-23 06:21	BTC	Buy	64304.2→62722.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64342.2→62758.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64432.2→62847.4	-12.76	stop_loss
06-23 06:18	BTC	Buy	64560.2→62969.3	-12.79	stop_loss
06-22 22:20	BTC	Buy	63645.2→64251.8	+4.31	timeout
06-22 21:14	BTC	Buy	63575.2→64378.8	+5.85	timeout
06-22 20:12	BTC	Buy	64130.2→64491.8	+2.33	timeout
06-22 19:10	BTC	Buy	64143.2→64315.8	+0.85	timeout
06-22 18:08	BTC	Buy	64015.2→64676.8	+4.67	timeout
06-21 22:14	BTC	Buy	64114.2→63588.8	-4.54	timeout
06-21 21:12	BTC	Buy	63936.2→63554.8	-3.44	timeout
06-21 20:08	BTC	Buy	63945.2→64224.8	+1.75	timeout
06-21 19:08	BTC	Buy	63825.2→64136.8	+2.03	timeout
06-21 18:04	BTC	Buy	63886.2→63946.8	+0.11	timeout
06-20 21:15	BTC	Buy	63242.2→63953.8	+5.18	timeout
06-20 20:12	BTC	Buy	63048.2→63934.8	+6.62	timeout
06-20 19:06	BTC	Buy	63058.2→63804.8	+5.48	timeout
06-20 18:03	BTC	Buy	63130.2→63877.8	+5.46	timeout
06-20 17:01	BTC	Buy	62938.1→63959.8	+7.63	timeout
06-19 19:48	BTC	Buy	62929.1→63018.8	+0.23	timeout
06-19 18:48	BTC	Buy	62759.1→63036.8	+1.74	timeout
06-19 17:41	BTC	Buy	62588.1→63027.8	+3.06	timeout
06-19 16:43	BTC	Buy	62715.1→63249.8	+3.85	timeout
06-19 16:03	BTC	Buy	62526.1→63157.8	+4.67	timeout
06-18 15:51	BTC	Buy	64156.2→62574.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64244.2→62660.5	-12.52	stop_loss
06-18 15:40	BTC	Buy	64318.2→62735.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64363.2→62780.5	-12.44	stop_loss
06-18 14:44	BTC	Buy	65144.3→63865.8	-10.25	timeout
06-17 19:50	BTC	Buy	65626.3→64011.8	-12.75	stop_loss
06-17 19:44	BTC	Buy	65699.3→64083.7	-12.77	stop_loss
06-17 19:41	BTC	Buy	65783.3→64165.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65880.3→64248.6	-12.84	stop_loss
06-17 15:42	BTC	Buy	65851.3→65490.7	-3.20	timeout
06-17 14:41	BTC	Buy	65700.3→65046.7	-5.43	timeout
06-17 13:36	BTC	Buy	65992.3→65074.7	-7.44	timeout
06-16 23:50	BTC	Buy	66298.3→65608.7	-5.73	timeout
06-16 22:48	BTC	Buy	66254.3→65665.7	-4.98	timeout
06-16 15:28	BTC	Buy	66653.3→65703.7	-7.65	timeout
06-16 14:22	BTC	Buy	66467.3→65688.7	-6.39	timeout
06-16 13:23	BTC	Buy	66856.3→66121.7	-6.02	timeout
06-15 23:20	BTC	Buy	65528.3→66155.7	+4.29	timeout
06-15 22:15	BTC	Buy	65109.3→66363.7	+9.13	timeout
06-15 13:16	BTC	Buy	63927.2→66734.7	+21.53	take_profit
06-15 13:06	BTC	Buy	63802.2→66603.7	+21.52	take_profit
06-15 12:46	BTC	Buy	63675.2→66470.7	+21.51	take_profit
06-14 23:05	BTC	Buy	64427.2→65237.7	+5.80	timeout
06-14 22:02	BTC	Buy	64408.2→65396.7	+7.18	timeout
06-14 19:53	BTC	Buy	64289.2→63745.8	-4.72	timeout
06-14 17:48	BTC	Buy	64063.2→63797.8	-2.60	timeout
06-14 16:48	BTC	Buy	63994.2→64062.8	+0.04	timeout
06-13 22:52	BTC	Buy	63476.2→64473.8	+7.38	timeout
06-13 21:43	BTC	Buy	63559.2→64580.8	+7.56	timeout
06-13 19:26	BTC	Buy	63753.2→64131.8	+2.52	timeout
06-13 17:25	BTC	Buy	63800.2→64012.8	+1.22	timeout
06-13 16:21	BTC	Buy	63746.2→64008.8	+1.64	timeout
06-12 20:36	BTC	Buy	63315.2→63514.8	+1.11	timeout
06-12 19:32	BTC	Buy	63810.2→63626.8	-1.90	timeout
06-12 18:24	BTC	Buy	63371.2→63693.8	+2.09	timeout
06-12 17:18	BTC	Buy	62424.1→63831.8	+10.78	timeout
06-12 16:17	BTC	Buy	62781.1→63887.8	+8.30	timeout
06-11 19:49	BTC	Buy	61913.1→63681.8	+13.71	timeout
06-11 18:42	BTC	Buy	61780.1→63473.8	+13.13	timeout
06-11 17:37	BTC	Buy	61796.1→63107.8	+10.07	timeout
06-11 16:39	BTC	Buy	62289.1→62695.9	+2.71	timeout
06-11 15:38	BTC	Buy	62310.1→62823.9	+3.58	timeout
06-10 19:23	BTC	Buy	61847.1→61668.9	-1.96	timeout
06-10 18:23	BTC	Buy	61762.1→61917.9	+0.77	timeout
06-10 17:22	BTC	Buy	61787.1→62055.9	+1.67	timeout
06-10 16:19	BTC	Buy	60920→62301.9	+10.84	timeout
06-10 15:18	BTC	Buy	61583.1→61943.9	+2.43	timeout
06-09 14:35	BTC	Buy	62935.1→61386.2	-12.76	stop_loss
06-09 14:20	BTC	Buy	63256.2→61695.1	-12.79	stop_loss
06-09 14:18	BTC	Buy	63297.2→61738	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

141

closed

51%

win rate

-280.81

total pnl ($)

-39.7 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	141	51%	-39.7	-280.81

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…