deribit_basis_crossover_carry_long_v3 · strategy

closed trades

34%

win rate

-344.39

total pnl ($)

0.483

weight

7d window — n=23 wr=26% pnl=-127.48 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:41	BTC	Buy	60581→59091.5	-10.21	stop_loss
06-28 19:46	BTC	Buy	60787→59289.4	-10.19	stop_loss
06-27 20:31	BTC	Buy	59547→60240	+4.39	timeout
06-27 18:29	BTC	Buy	59698→60486	+4.95	timeout
06-27 16:21	BTC	Buy	59713→60711	+6.39	timeout
06-27 14:32	BTC	Buy	59437→60595	+7.42	timeout
06-25 13:54	BTC	Buy	60163→58681.7	-10.15	stop_loss
06-25 13:48	BTC	Buy	60851→59353.3	-10.17	stop_loss
06-25 13:48	BTC	Buy	60960→59452.3	-10.21	stop_loss
06-25 13:48	BTC	Buy	61013.1→59510.3	-10.17	stop_loss
06-24 16:51	BTC	Buy	61315.1→59803.1	-10.21	stop_loss
06-24 15:33	BTC	Buy	62199.1→60668.6	-10.14	stop_loss
06-24 15:08	BTC	Buy	62353.1→60816.5	-10.17	stop_loss
06-24 14:19	BTC	Buy	62374.1→60840.5	-10.16	stop_loss
06-24 13:45	BTC	Buy	62897.1→61332.3	-10.30	stop_loss
06-23 08:17	BTC	Buy	63934.2→62361.7	-10.21	stop_loss
06-23 08:15	BTC	Buy	64056.2→62478.6	-10.22	stop_loss
06-23 06:21	BTC	Buy	64349.2→62766.5	-10.21	stop_loss
06-23 06:18	BTC	Buy	64624.2→63033.3	-10.22	stop_loss
06-23 00:37	BTC	Buy	64259.2→63951.8	-2.26	timeout
06-22 22:38	BTC	Buy	64243.2→63871.8	-2.68	timeout
06-22 20:38	BTC	Buy	63849.2→64442.8	+3.34	timeout
06-22 18:42	BTC	Buy	63814.2→64507.8	+3.91	timeout
06-20 22:40	BTC	Buy	62780.1→64231.8	+8.88	timeout
06-20 20:30	BTC	Buy	63103.2→63887.8	+4.66	timeout
06-20 18:29	BTC	Buy	62843.1→63825.8	+5.91	timeout
06-20 16:30	BTC	Buy	62578.1→63960.8	+8.37	timeout
06-18 15:58	BTC	Buy	63815.2→62244.7	-10.08	stop_loss
06-18 15:40	BTC	Buy	64242.2→62662.5	-9.97	stop_loss
06-18 15:18	BTC	Buy	64773.2→63180.2	-10.17	stop_loss
06-18 15:17	BTC	Buy	64824.2→63229.2	-10.18	stop_loss
06-18 05:08	BTC	Buy	65233.3→63626	-10.23	stop_loss
06-17 19:39	BTC	Buy	65835.3→64214.7	-10.23	stop_loss
06-17 11:05	BTC	Buy	66145.3→64497.5	-10.39	stop_loss
06-17 08:44	BTC	Buy	66506.3→64870.3	-10.23	stop_loss
06-17 08:31	BTC	Buy	66790.3→65146.2	-10.22	stop_loss
06-16 14:23	BTC	Buy	67219.4→65563.9	-10.27	stop_loss
06-16 11:54	BTC	Buy	64607.2→66370.7	+10.41	timeout
06-15 15:47	BTC	Buy	64300.2→67128.6	+17.26	take_profit
06-15 15:47	BTC	Buy	64208.2→67027.6	+17.23	take_profit
06-15 13:22	BTC	Buy	64054.2→66866.7	+17.24	take_profit
06-14 09:49	BTC	Buy	63822.2→64558.8	+4.18	timeout
06-13 21:28	BTC	Buy	63431.2→64229.8	+4.64	timeout
06-13 19:25	BTC	Buy	63616.2→64165.8	+3.09	timeout
06-13 17:21	BTC	Buy	62344.1→64012.8	+10.34	timeout
06-12 08:16	BTC	Buy	61647.1→63357.8	+10.55	timeout
06-11 19:30	BTC	Buy	61145.1→63829.8	+17.06	take_profit
06-11 17:57	BTC	Buy	61705.1→63399.8	+10.47	timeout
06-11 15:55	BTC	Buy	61141.1→62561.9	+8.70	timeout
06-09 14:30	BTC	Buy	63001.1→61448.2	-10.23	stop_loss
06-09 14:30	BTC	Buy	63018.2→61466.2	-10.22	stop_loss
06-09 14:29	BTC	Buy	63067.2→61513.2	-10.23	stop_loss
06-09 14:21	BTC	Buy	63206.2→61651.1	-10.21	stop_loss
06-07 22:15	BTC	Buy	61220.1→63907.8	+17.21	take_profit
06-07 22:14	BTC	Buy	60900→63575.8	+17.23	take_profit
06-07 22:14	BTC	Buy	60828→63499.8	+17.22	take_profit
06-07 22:14	BTC	Buy	60368→63019.8	+17.22	take_profit
06-06 04:33	BTC	Buy	61141.1→59626.2	-10.27	stop_loss
06-06 04:32	BTC	Buy	61199.1→59694.2	-10.20	stop_loss
06-06 04:09	BTC	Buy	61840.1→60317.8	-10.21	stop_loss
06-05 21:15	BTC	Buy	59388→61994.9	+17.20	take_profit
06-05 18:52	BTC	Buy	60970→59470.3	-10.21	stop_loss
06-05 18:51	BTC	Buy	61017.1→59516.2	-10.20	stop_loss
06-05 14:26	BTC	Buy	61846.1→60321.8	-10.22	stop_loss
06-05 13:57	BTC	Buy	62410.1→60875.5	-10.20	stop_loss
06-05 13:56	BTC	Buy	62436.1→60899.5	-10.21	stop_loss
06-05 13:56	BTC	Buy	62516.1→60976.4	-10.22	stop_loss
06-05 06:20	BTC	Buy	63188.2→61634.1	-10.17	stop_loss
06-05 06:16	BTC	Buy	63457.2→61894.9	-10.14	stop_loss
06-05 05:59	BTC	Buy	63788.2→62215.8	-10.19	stop_loss
06-04 11:10	BTC	Buy	63777.2→62208.8	-10.18	stop_loss
06-04 10:49	BTC	Buy	63813.2→62243.7	-10.18	stop_loss
06-04 01:22	BTC	Buy	64239.2→62659.5	-10.20	stop_loss
06-04 00:29	BTC	Buy	65155.3→63553	-10.19	stop_loss
06-03 20:55	BTC	Buy	66305.3→64652.4	-10.37	stop_loss
06-03 19:55	BTC	Buy	66914.3→65269.1	-10.24	stop_loss
06-03 16:27	BTC	Buy	67198.4→65545.9	-10.22	stop_loss
06-03 16:24	BTC	Buy	67309.4→65651.9	-10.22	stop_loss
06-03 03:43	BTC	Buy	67377.4→65720.8	-10.20	stop_loss
06-03 03:43	BTC	Buy	67395.4→65737.8	-10.20	stop_loss
06-02 14:10	BTC	Buy	69986.5→68254.4	-10.27	stop_loss
06-02 14:01	BTC	Buy	70371.5→68641.2	-10.21	stop_loss
06-02 12:30	BTC	Buy	70917.5→69163.9	-10.31	stop_loss
06-02 12:17	BTC	Buy	70964.5→69216.9	-10.25	stop_loss
06-01 15:25	BTC	Buy	74152.7→71111.9	-16.93	stop_loss
06-01 15:25	BTC	Buy	74154.7→71111.9	-16.95	stop_loss
06-01 15:25	BTC	Buy	73791.7→71111.9	-15.08	stop_loss
06-01 15:25	BTC	Buy	73927.7→71111.9	-15.83	stop_loss
05-30 20:48	BTC	Buy	73663.7→73887.3	+0.67	timeout
05-30 18:16	BTC	Buy	73690.7→73975.3	+1.00	timeout
05-30 15:54	BTC	Buy	72892.6→73920.3	+5.05	timeout
05-30 13:32	BTC	Buy	72923.6→73701.3	+3.82	timeout
05-30 11:30	BTC	Buy	73327.7→73552.3	+0.78	timeout

Paper vs Live

Paper (trades.jsonl)

closed

34%

win rate

-344.39

total pnl ($)

-92.0 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	93	34%	-92.0	-344.39

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…