deribit_basis_crossover_carry_long_v14 · strategy

146

closed trades

46%

win rate

-359.93

total pnl ($)

0.664

weight

7d window — n=36 wr=53% pnl=-92.20 · 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 16:21	BTC	Buy	60718→59837	-7.72	timeout
06-27 19:23	BTC	Buy	59852→60406	+4.22	timeout
06-27 18:26	BTC	Buy	59997→60455	+3.38	timeout
06-27 17:25	BTC	Buy	60077→60543	+3.43	timeout
06-27 16:22	BTC	Buy	60043→60702	+5.09	timeout
06-27 15:20	BTC	Buy	59898→60741	+6.60	timeout
06-26 18:02	BTC	Buy	59572→60027	+3.28	timeout
06-26 17:01	BTC	Buy	59280→60053	+5.96	timeout
06-26 15:58	BTC	Buy	59524→60303	+5.99	timeout
06-26 14:57	BTC	Buy	59505→59532	-0.28	timeout
06-26 14:06	BTC	Buy	58911.9→59880	+7.72	timeout
06-25 13:58	BTC	Buy	59571→58106	-12.68	stop_loss
06-25 13:51	BTC	Buy	60708→59215.4	-12.70	stop_loss
06-25 13:49	BTC	Buy	60732→59237.4	-12.72	stop_loss
06-25 13:48	BTC	Buy	60895→59397.3	-12.72	stop_loss
06-25 13:46	BTC	Buy	61070.1→59567.2	-12.72	stop_loss
06-24 14:17	BTC	Buy	62564.1→61024.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62695.1→61153.3	-12.74	stop_loss
06-24 13:14	BTC	Buy	62146.1→61999.9	-1.63	timeout
06-24 12:13	BTC	Buy	62384.1→62820.9	+3.05	timeout
06-24 11:12	BTC	Buy	62348.1→62369.9	-0.31	timeout
06-24 10:11	BTC	Buy	62430.1→62556.9	+0.50	timeout
06-24 09:10	BTC	Buy	62339.1→62696.9	+2.37	timeout
06-23 06:21	BTC	Buy	64177.2→62596.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64267.2→62678.5	-12.82	stop_loss
06-23 06:21	BTC	Buy	64315.2→62724.5	-12.83	stop_loss
06-23 06:18	BTC	Buy	64570.2→62978.3	-12.80	stop_loss
06-23 06:18	BTC	Buy	64606.2→63009.3	-12.83	stop_loss
06-22 21:09	BTC	Buy	63624.2→64374.8	+5.44	timeout
06-22 19:04	BTC	Buy	64197.2→64322.8	+0.48	timeout
06-22 18:03	BTC	Buy	63966.2→64665.8	+4.97	timeout
06-22 16:58	BTC	Buy	64115.2→64711.8	+4.20	timeout
06-22 08:32	BTC	Buy	64024.2→64155.8	+0.53	timeout
06-21 21:00	BTC	Buy	63916.2→63820.8	-1.20	timeout
06-21 18:55	BTC	Buy	63762.2→64143.8	+2.59	timeout
06-21 17:52	BTC	Buy	63808.2→64143.8	+2.26	timeout
06-21 16:47	BTC	Buy	63938.2→64107.8	+0.90	timeout
06-21 08:16	BTC	Buy	63522.2→64063.8	+3.71	timeout
06-20 20:36	BTC	Buy	63037.2→63831.8	+5.88	timeout
06-20 18:16	BTC	Buy	63133.2→63830.8	+5.07	timeout
06-20 17:02	BTC	Buy	62970.1→63937.8	+7.19	timeout
06-20 15:59	BTC	Buy	63179.2→64097.8	+6.67	timeout
06-20 05:50	BTC	Buy	62679.1→63589.8	+6.81	timeout
06-19 18:30	BTC	Buy	62780.1→63052.8	+1.71	timeout
06-19 17:30	BTC	Buy	62604.1→62894.9	+1.87	timeout
06-19 16:28	BTC	Buy	62636.1→63355.8	+5.30	timeout
06-19 15:36	BTC	Buy	63124.2→63126.8	-0.33	timeout
06-19 05:03	BTC	Buy	63755.2→62551.9	-9.84	timeout
06-18 15:51	BTC	Buy	64161.2→62573.6	-12.93	stop_loss
06-18 15:51	BTC	Buy	64157.2→62573.6	-12.92	stop_loss
06-18 15:40	BTC	Buy	64243.2→62659.5	-12.75	stop_loss
06-18 14:34	BTC	Buy	65156.3→63832.8	-10.60	timeout
06-18 04:11	BTC	Buy	65385.3→63747.9	-12.98	stop_loss
06-17 19:50	BTC	Buy	65621.3→64007.8	-12.75	stop_loss
06-17 19:39	BTC	Buy	65841.3→64218.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65965.3→64340.6	-12.77	stop_loss
06-17 17:43	BTC	Buy	65721.3→65808.7	+0.14	timeout
06-17 16:39	BTC	Buy	65826.3→65979.7	+0.73	timeout
06-17 15:36	BTC	Buy	65945.3→65364.7	-4.86	timeout
06-17 14:34	BTC	Buy	65537.3→65185.7	-3.14	timeout
06-17 13:30	BTC	Buy	66030.3→64883.8	-9.18	timeout
06-16 17:30	BTC	Buy	66808.3→65698.7	-8.85	timeout
06-16 15:29	BTC	Buy	66635.3→65750.7	-7.17	timeout
06-16 14:23	BTC	Buy	67124.4→65473	-12.83	stop_loss
06-16 14:23	BTC	Buy	66462.3→65526.7	-7.57	timeout
06-16 13:23	BTC	Buy	66863.3→66118.7	-6.10	timeout
06-15 13:19	BTC	Buy	64000.2→66809.7	+21.51	take_profit
06-15 13:16	BTC	Buy	63923.2→66729.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63802.2→66603.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63772.2→66571.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63716.2→66516.7	+21.54	take_profit
06-14 20:35	BTC	Buy	64231.2→64047.8	-1.92	timeout
06-14 19:34	BTC	Buy	64170.2→63804.8	-3.36	timeout
06-14 18:31	BTC	Buy	64201.2→63713.8	-4.34	timeout
06-14 17:29	BTC	Buy	64067.2→63875.8	-2.02	timeout
06-14 16:29	BTC	Buy	64010.2→64103.8	+0.23	timeout
06-13 20:33	BTC	Buy	63514.2→64222.8	+5.12	timeout
06-13 19:26	BTC	Buy	63747.2→64156.8	+2.76	timeout
06-13 18:27	BTC	Buy	63697.2→64155.8	+3.13	timeout
06-13 17:01	BTC	Buy	63962.2→63971.8	-0.38	timeout
06-13 15:59	BTC	Buy	63603.2→64300.8	+5.04	timeout
06-12 20:02	BTC	Buy	63619.2→63582.8	-0.74	timeout
06-12 18:58	BTC	Buy	63512.2→63682.8	+0.87	timeout
06-12 17:52	BTC	Buy	63530.2→63826.8	+1.87	timeout
06-12 16:51	BTC	Buy	62593.1→63907.8	+10.01	timeout
06-12 15:49	BTC	Buy	62638.1→63674.8	+7.75	timeout
06-11 19:29	BTC	Buy	61759.1→63606.8	+14.37	timeout
06-11 18:24	BTC	Buy	61915.1→63385.8	+11.31	timeout
06-11 17:19	BTC	Buy	62135.1→62376.9	+1.43	timeout
06-11 16:17	BTC	Buy	62332.1→62753.9	+2.79	timeout
06-11 15:16	BTC	Buy	61929.1→62663.9	+5.39	timeout
06-10 18:55	BTC	Buy	61705.1→61735.9	-0.25	timeout
06-10 17:52	BTC	Buy	61764.1→61846.9	+0.18	timeout
06-10 16:47	BTC	Buy	61261.1→62063.9	+6.03	timeout
06-10 15:44	BTC	Buy	61343.1→62371.9	+7.88	timeout
06-10 14:53	BTC	Buy	61245.1→61845.9	+4.42	timeout
06-09 15:55	BTC	Buy	62622.1→61082.4	-12.78	stop_loss
06-09 14:47	BTC	Buy	62672.1→61123.4	-12.81	stop_loss
06-09 14:20	BTC	Buy	63265.2→61709	-12.76	stop_loss
06-09 14:16	BTC	Buy	63442.2→61881.9	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

146

closed

46%

win rate

-359.93

total pnl ($)

-48.9 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	146	46%	-48.9	-359.93

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:14	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…