deribit_basis_crossover_carry_long_v6 · strategy

117

closed trades

42%

win rate

-158.05

total pnl ($)

0.977

weight

7d window — n=25 wr=44% pnl=-46.24 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 05:09	BTC	Buy	59992→59539	-2.12	timeout
06-28 18:32	BTC	Buy	60512→59631	-3.85	timeout
06-28 16:23	BTC	Buy	60703→59764	-4.10	timeout
06-28 03:43	BTC	Buy	60295→60162	-0.78	timeout
06-27 18:21	BTC	Buy	60012→60458	+1.64	timeout
06-27 16:13	BTC	Buy	60169→60730	+2.12	timeout
06-27 03:03	BTC	Buy	58501.9→60312	+7.50	timeout
06-26 17:38	BTC	Buy	59668→59947	+0.89	timeout
06-26 15:34	BTC	Buy	59268→60114	+3.32	timeout
06-26 02:13	BTC	Buy	60226→58742.7	-6.38	stop_loss
06-25 17:22	BTC	Buy	59328→59490	+0.49	timeout
06-25 13:57	BTC	Buy	59803→58324.9	-6.37	stop_loss
06-25 13:48	BTC	Buy	61044.1→59540.2	-6.37	stop_loss
06-24 14:19	BTC	Buy	62440.1→60883.5	-6.46	stop_loss
06-24 14:13	BTC	Buy	62644.1→61099.4	-6.39	stop_loss
06-24 13:46	BTC	Buy	62849.1→61303.3	-6.37	stop_loss
06-24 11:20	BTC	Buy	62374.1→62307.9	-0.50	timeout
06-24 10:17	BTC	Buy	62377.1→62576.9	+0.54	timeout
06-24 09:15	BTC	Buy	62428.1→62737.9	+0.98	timeout
06-23 08:17	BTC	Buy	64016.2→62435.6	-6.41	stop_loss
06-23 06:21	BTC	Buy	64349.2→62766.5	-6.38	stop_loss
06-23 06:08	BTC	Buy	64702.2→63078.3	-6.51	stop_loss
06-22 22:15	BTC	Buy	63666.2→64285.8	+2.21	timeout
06-22 19:05	BTC	Buy	64152.2→64347.8	+0.51	timeout
06-22 18:04	BTC	Buy	63953.2→64665.8	+2.54	timeout
06-21 22:10	BTC	Buy	64003.2→63598.8	-1.80	timeout
06-21 19:02	BTC	Buy	63795.2→64229.8	+1.50	timeout
06-21 17:59	BTC	Buy	63814.2→64137.8	+1.09	timeout
06-20 21:49	BTC	Buy	63099.2→64027.8	+3.46	timeout
06-20 18:35	BTC	Buy	63136.2→63814.8	+2.46	timeout
06-20 17:29	BTC	Buy	62886.1→63890.8	+3.76	timeout
06-19 18:31	BTC	Buy	62761.1→63066.8	+0.99	timeout
06-19 17:21	BTC	Buy	62541.1→63049.8	+1.81	timeout
06-19 16:33	BTC	Buy	62570.1→63243.8	+2.47	timeout
06-18 15:56	BTC	Buy	63962.2→62388.7	-6.31	stop_loss
06-18 15:40	BTC	Buy	64217.2→62636.5	-6.24	stop_loss
06-18 15:40	BTC	Buy	64218.2→62638.5	-6.23	stop_loss
06-18 05:03	BTC	Buy	65318.3→63707.9	-6.40	stop_loss
06-17 19:29	BTC	Buy	65935.3→64313.6	-6.38	stop_loss
06-17 19:29	BTC	Buy	65950.3→64327.6	-6.38	stop_loss
06-17 16:21	BTC	Buy	65766.3→65871.7	+0.20	timeout
06-17 15:19	BTC	Buy	65779.3→65181.7	-2.50	timeout
06-17 14:16	BTC	Buy	66028.3→65397.7	-2.62	timeout
06-16 15:24	BTC	Buy	66635.3→65760.7	-3.55	timeout
06-16 14:19	BTC	Buy	66515.3→65736.7	-3.19	timeout
06-16 13:17	BTC	Buy	66709.3→66219.7	-2.10	timeout
06-15 13:19	BTC	Buy	63999.2→66811.7	+10.77	take_profit
06-15 13:00	BTC	Buy	63795.2→66595.7	+10.76	take_profit
06-15 12:50	BTC	Buy	63752.2→66555.7	+10.77	take_profit
06-14 20:43	BTC	Buy	64223.2→64016.8	-1.05	timeout
06-14 19:42	BTC	Buy	64256.2→63735.8	-2.28	timeout
06-14 18:39	BTC	Buy	64236.2→63755.8	-2.14	timeout
06-13 19:38	BTC	Buy	63738.2→64228.8	+1.70	timeout
06-13 18:40	BTC	Buy	63832.2→64239.8	+1.37	timeout
06-13 17:36	BTC	Buy	63819.2→64094.8	+0.85	timeout
06-12 18:33	BTC	Buy	63383.2→63768.8	+1.29	timeout
06-12 17:28	BTC	Buy	62351.1→63746.8	+5.36	timeout
06-12 16:25	BTC	Buy	62584.1→63808.8	+4.65	timeout
06-11 17:39	BTC	Buy	61761.1→63171.8	+5.44	timeout
06-11 16:39	BTC	Buy	62270.1→62679.9	+1.37	timeout
06-11 15:36	BTC	Buy	62313.1→62753.9	+1.50	timeout
06-10 16:47	BTC	Buy	61381.1→61982.9	+2.19	timeout
06-10 15:45	BTC	Buy	61338.1→62361.9	+3.92	timeout
06-10 14:43	BTC	Buy	61328.1→62021.9	+2.59	timeout
06-09 15:56	BTC	Buy	62605.1→61060.4	-6.40	stop_loss
06-09 14:20	BTC	Buy	63226.2→61671.1	-6.38	stop_loss
06-09 14:16	BTC	Buy	63416.2→61857	-6.37	stop_loss
06-09 08:52	BTC	Buy	63032.2→62918.9	-0.67	timeout
06-08 21:15	BTC	Buy	61960.1→63704.8	+6.80	timeout
06-08 18:00	BTC	Buy	62142.1→63555.8	+5.41	timeout
06-08 08:41	BTC	Buy	62437.1→63089.8	+2.35	timeout
06-07 21:04	BTC	Buy	60693→61708.9	+3.97	timeout
06-07 16:59	BTC	Buy	60736→62045.9	+5.16	timeout
06-07 04:18	BTC	Buy	60161→61599.9	+5.75	timeout
06-06 20:03	BTC	Buy	60136→60524	+1.42	timeout
06-06 15:56	BTC	Buy	60526→60756	+0.74	timeout
06-06 04:09	BTC	Buy	61845.1→60323.8	-6.38	stop_loss
06-05 21:03	BTC	Buy	59201→61799.9	+10.75	take_profit
06-05 18:52	BTC	Buy	60890→59392.3	-6.38	stop_loss
06-05 18:52	BTC	Buy	60941→59442.3	-6.38	stop_loss
06-05 14:04	BTC	Buy	62080.1→60549.7	-6.39	stop_loss
06-05 13:56	BTC	Buy	62519.1→60975.4	-6.40	stop_loss
06-05 13:49	BTC	Buy	62895.1→61348.2	-6.37	stop_loss
06-05 11:51	BTC	Buy	62434.1→62130.9	-1.45	timeout
06-05 06:24	BTC	Buy	62704.1→61161.3	-6.37	stop_loss
06-05 06:23	BTC	Buy	62732.1→61173.3	-6.41	stop_loss
06-05 02:29	BTC	Buy	62980.1→62680.9	-1.40	timeout
06-04 09:30	BTC	Buy	64302.2→62720.5	-6.37	stop_loss
06-04 09:27	BTC	Buy	64361.2→62777.5	-6.37	stop_loss
06-04 01:22	BTC	Buy	64294.2→62713.5	-6.37	stop_loss
06-04 00:29	BTC	Buy	65148.3→63546	-6.37	stop_loss
06-04 00:25	BTC	Buy	65501.3→63890.8	-6.37	stop_loss
06-03 20:55	BTC	Buy	66375.3→64739.4	-6.41	stop_loss
06-03 20:55	BTC	Buy	66583.3→64944.3	-6.41	stop_loss
06-03 20:44	BTC	Buy	66778.3→65135.2	-6.41	stop_loss
06-03 03:28	BTC	Buy	67767.4→66097.6	-6.39	stop_loss
06-02 14:26	BTC	Buy	69542.5→67830.7	-6.38	stop_loss
06-02 14:21	BTC	Buy	69928.5→68205.5	-6.39	stop_loss
06-02 14:10	BTC	Buy	69983.5→68256.4	-6.40	stop_loss
06-01 22:34	BTC	Buy	72991.6→71195.8	-6.42	stop_loss

Paper vs Live

Paper (trades.jsonl)

117

closed

42%

win rate

-158.05

total pnl ($)

-53.7 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	117	42%	-53.7	-158.05

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…