deribit_basis_crossover_carry_long_v4 · strategy

117

closed trades

47%

win rate

-335.16

total pnl ($)

0.911

weight

7d window — n=21 wr=57% pnl=-17.73 · 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 18:30	BTC	Buy	58528.9→60126	+13.11	timeout
07-01 16:14	BTC	Buy	58390.9→60138	+14.37	timeout
07-01 14:19	BTC	Buy	58987.9→59979	+7.80	timeout
06-30 12:46	BTC	Buy	60167→58684.7	-12.75	stop_loss
06-30 12:25	BTC	Buy	60228→58744.7	-12.75	stop_loss
06-30 12:23	BTC	Buy	60313→58828.6	-12.74	stop_loss
06-29 20:51	BTC	Buy	59636→60331	+5.23	timeout
06-29 18:46	BTC	Buy	59576→60233	+4.91	timeout
06-29 16:41	BTC	Buy	59694→59799	+0.28	timeout
06-28 19:30	BTC	Buy	60142→59506	-5.72	timeout
06-28 17:22	BTC	Buy	60547→59615	-8.11	timeout
06-28 15:16	BTC	Buy	60771→60002	-6.81	timeout
06-27 19:03	BTC	Buy	59655→60563	+7.19	timeout
06-27 17:06	BTC	Buy	60125→60499	+2.64	timeout
06-27 15:06	BTC	Buy	59594→60574	+7.78	timeout
06-26 18:06	BTC	Buy	59596→60094	+3.63	timeout
06-26 16:06	BTC	Buy	59442→60360	+7.18	timeout
06-26 14:25	BTC	Buy	59378→60054	+5.19	timeout
06-25 13:55	BTC	Buy	59873→58393.9	-12.74	stop_loss
06-25 13:48	BTC	Buy	61010.1→59509.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	61043.1→59541.2	-12.71	stop_loss
06-24 16:51	BTC	Buy	61292.1→59745.1	-13.05	stop_loss
06-24 15:28	BTC	Buy	62306.1→60773.6	-12.68	stop_loss
06-24 14:19	BTC	Buy	62511.1→60966.5	-12.80	stop_loss
06-24 14:13	BTC	Buy	62660.1→61119.4	-12.74	stop_loss
06-24 08:38	BTC	Buy	62316.1→62698.9	+2.53	timeout
06-24 06:40	BTC	Buy	62936.1→62824.9	-1.39	timeout
06-23 08:24	BTC	Buy	63858.2→62284.7	-12.76	stop_loss
06-23 06:21	BTC	Buy	64204.2→62622.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64467.2→62873.4	-12.83	stop_loss
06-22 23:55	BTC	Buy	63253.2→64001.8	+5.59	timeout
06-22 21:54	BTC	Buy	63818.2→64220.8	+2.70	timeout
06-22 19:51	BTC	Buy	64194.2→64379.8	+0.95	timeout
06-21 23:19	BTC	Buy	64281.2→63677.8	-5.12	timeout
06-21 21:13	BTC	Buy	64008.2→63613.8	-3.53	timeout
06-21 19:09	BTC	Buy	63825.2→64130.8	+1.98	timeout
06-20 21:38	BTC	Buy	63132.2→63916.8	+5.78	timeout
06-20 19:38	BTC	Buy	62956.1→63859.8	+6.75	timeout
06-20 17:36	BTC	Buy	62998.1→63765.8	+5.63	timeout
06-19 21:19	BTC	Buy	62990.1→63222.8	+1.34	timeout
06-19 19:14	BTC	Buy	62643.1→63023.8	+2.57	timeout
06-19 17:09	BTC	Buy	62548.1→62963.9	+2.87	timeout
06-18 15:40	BTC	Buy	64306.2→62724.5	-12.51	stop_loss
06-18 15:39	BTC	Buy	64390.2→62804.4	-12.73	stop_loss
06-18 15:38	BTC	Buy	64399.2→62815.4	-12.48	stop_loss
06-18 13:05	BTC	Buy	65005.3→64350.8	-5.50	timeout
06-17 19:50	BTC	Buy	65602.3→63967.8	-12.92	stop_loss
06-17 19:29	BTC	Buy	65965.3→64342.6	-12.77	stop_loss
06-17 11:05	BTC	Buy	66238.3→64609.4	-12.83	stop_loss
06-17 05:51	BTC	Buy	66076.3→65810.7	-2.49	timeout
06-17 03:52	BTC	Buy	66108.3→65803.7	-2.80	timeout
06-16 13:26	BTC	Buy	66916.3→66077.7	-6.80	timeout
06-16 05:09	BTC	Buy	65634.3→65930.7	+1.85	timeout
06-16 03:04	BTC	Buy	65537.3→65787.7	+1.46	timeout
06-15 13:20	BTC	Buy	64031.2→66846.7	+21.55	take_profit
06-15 03:00	BTC	Buy	64474.2→65424.7	+6.88	timeout
06-15 00:56	BTC	Buy	64533.2→65581.7	+7.65	timeout
06-14 20:00	BTC	Buy	64262.2→63799.8	-4.09	timeout
06-13 22:11	BTC	Buy	63515.2→64380.8	+6.33	timeout
06-13 20:05	BTC	Buy	63615.2→64234.8	+4.42	timeout
06-13 18:07	BTC	Buy	63782.2→64046.8	+1.60	timeout
06-12 21:28	BTC	Buy	63429.2→63491.8	+0.01	timeout
06-12 19:29	BTC	Buy	63601.2→63716.8	+0.45	timeout
06-12 17:25	BTC	Buy	62384.1→63792.8	+10.81	timeout
06-11 20:44	BTC	Buy	61795.1→63246.8	+11.16	timeout
06-11 18:37	BTC	Buy	61791.1→63489.8	+13.17	timeout
06-11 16:31	BTC	Buy	62195.1→62577.9	+2.52	timeout
06-10 19:16	BTC	Buy	61726.1→61787.9	-0.02	timeout
06-10 17:15	BTC	Buy	61587.1→62060.9	+3.34	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-09 14:46	BTC	Buy	62774.1→61226.3	-12.78	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 14:16	BTC	Buy	63472.2→61908.9	-12.76	stop_loss
06-09 07:07	BTC	Buy	62834.1→63343.8	+3.55	timeout
06-08 20:58	BTC	Buy	61885.1→63429.8	+11.99	timeout
06-08 16:53	BTC	Buy	62184.1→63547.8	+10.42	timeout
06-08 06:37	BTC	Buy	62187.1→62962.9	+5.77	timeout
06-07 20:21	BTC	Buy	60542→61607.9	+8.39	timeout
06-07 16:12	BTC	Buy	60748→61961.9	+9.43	timeout
06-07 06:00	BTC	Buy	60982→61730.9	+5.74	timeout
06-06 19:53	BTC	Buy	60283→60587	+2.13	timeout
06-06 15:51	BTC	Buy	60506→60792	+1.92	timeout
06-06 04:12	BTC	Buy	61717.1→60197.9	-12.76	stop_loss
06-05 18:52	BTC	Buy	60730→59236.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60767→59272.4	-12.76	stop_loss
06-05 14:26	BTC	Buy	61902.1→60379.8	-12.75	stop_loss
06-05 13:49	BTC	Buy	62901.1→61350.2	-12.78	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 06:03	BTC	Buy	63641.2→62068.8	-12.75	stop_loss
06-05 03:06	BTC	Buy	63896.2→62315.7	-12.79	stop_loss
06-05 02:48	BTC	Buy	63529.2→62707.9	-6.88	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:49	BTC	Buy	63830.2→62259.7	-12.72	stop_loss
06-04 01:22	BTC	Buy	64262.2→62681.5	-12.75	stop_loss
06-04 00:24	BTC	Buy	65545.3→63932.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66364.3→64732.4	-12.79	stop_loss
06-03 20:46	BTC	Buy	66691.3→65049.2	-12.82	stop_loss
06-03 19:54	BTC	Buy	66965.3→65318.1	-12.80	stop_loss
06-02 15:26	BTC	Buy	68995.4→67287	-12.83	stop_loss
06-02 14:26	BTC	Buy	69513.5→67803.7	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

117

closed

47%

win rate

-335.16

total pnl ($)

-56.9 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	117	47%	-56.9	-335.16

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…