deribit_basis_crossover_carry_long_v7 · strategy

105

closed trades

38%

win rate

-336.45

total pnl ($)

0.377

weight

7d window — n=27 wr=30% pnl=-139.89 · 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 04:33	BTC	Buy	59895→60060	+0.73	timeout
06-28 02:30	BTC	Buy	58928.9→60097	+7.56	timeout
06-27 20:25	BTC	Buy	59624→60222	+3.75	timeout
06-27 18:23	BTC	Buy	59531→60449	+5.84	timeout
06-27 14:19	BTC	Buy	59170→60605	+9.33	timeout
06-26 02:24	BTC	Buy	59780→58307.9	-10.20	stop_loss
06-26 02:21	BTC	Buy	59806→58324.9	-10.26	stop_loss
06-25 13:48	BTC	Buy	60794→59298.4	-10.19	stop_loss
06-25 13:48	BTC	Buy	60861→59363.3	-10.19	stop_loss
06-25 13:46	BTC	Buy	61063.1→59560.2	-10.18	stop_loss
06-25 13:46	BTC	Buy	61064.1→59562.2	-10.17	stop_loss
06-25 13:42	BTC	Buy	61719.1→60193.9	-10.24	stop_loss
06-24 15:31	BTC	Buy	62241.1→60707.6	-10.15	stop_loss
06-24 15:30	BTC	Buy	62278.1→60746.6	-10.14	stop_loss
06-24 14:19	BTC	Buy	62454.1→60887.5	-10.38	stop_loss
06-24 14:17	BTC	Buy	62547.1→61007.4	-10.19	stop_loss
06-24 13:43	BTC	Buy	62976.1→61427.2	-10.20	stop_loss
06-23 08:17	BTC	Buy	63917.2→62341.7	-10.23	stop_loss
06-23 08:17	BTC	Buy	64046.2→62465.6	-10.24	stop_loss
06-23 06:21	BTC	Buy	64243.2→62662.5	-10.21	stop_loss
06-23 06:21	BTC	Buy	64349.2→62766.5	-10.21	stop_loss
06-23 06:20	BTC	Buy	64368.2→62785.5	-10.21	stop_loss
06-23 02:18	BTC	Buy	64212.2→64149.8	-0.71	timeout
06-23 00:13	BTC	Buy	64231.2→63916.8	-2.20	timeout
06-22 22:10	BTC	Buy	64003.2→64303.8	+1.51	timeout
06-22 20:09	BTC	Buy	63928.2→64498.8	+3.14	timeout
06-22 18:05	BTC	Buy	63846.2→64674.8	+4.76	timeout
06-21 01:43	BTC	Buy	62849.1→64193.8	+8.11	timeout
06-20 23:34	BTC	Buy	62887.1→64234.8	+8.19	timeout
06-20 21:25	BTC	Buy	62969.1→63945.8	+5.86	timeout
06-20 19:20	BTC	Buy	62663.1→63865.8	+7.34	timeout
06-20 17:09	BTC	Buy	62548.1→63896.8	+8.20	timeout
06-18 15:38	BTC	Buy	64398.2→62809.4	-10.00	stop_loss
06-18 15:17	BTC	Buy	64892.2→63296.2	-10.16	stop_loss
06-18 15:17	BTC	Buy	64892.2→63296.2	-10.16	stop_loss
06-18 15:17	BTC	Buy	65003.3→63395.1	-10.22	stop_loss
06-18 15:14	BTC	Buy	65093.3→63492.1	-10.17	stop_loss
06-17 19:29	BTC	Buy	65859.3→64235.7	-10.22	stop_loss
06-17 08:52	BTC	Buy	66421.3→64787.3	-10.21	stop_loss
06-17 08:44	BTC	Buy	66520.3→64884.3	-10.21	stop_loss
06-17 08:38	BTC	Buy	66638.3→64999.2	-10.20	stop_loss
06-17 08:31	BTC	Buy	66749.3→65104.2	-10.20	stop_loss
06-17 07:53	BTC	Buy	66904.3→65227.1	-10.33	stop_loss
06-16 10:30	BTC	Buy	64574.2→66577.7	+12.00	timeout
06-16 08:26	BTC	Buy	64452.2→66479.7	+12.35	timeout
06-15 16:10	BTC	Buy	64447.2→67277.6	+17.21	take_profit
06-15 15:47	BTC	Buy	64346.2→67171.6	+17.23	take_profit
06-15 13:18	BTC	Buy	63969.2→66777.7	+17.22	take_profit
06-14 09:48	BTC	Buy	63865.2→64542.8	+3.80	timeout
06-13 23:33	BTC	Buy	63470.2→64421.8	+5.61	timeout
06-13 21:33	BTC	Buy	63498.2→64246.8	+4.32	timeout
06-13 19:38	BTC	Buy	63733.2→64228.8	+2.75	timeout
06-13 17:34	BTC	Buy	63184.2→64091.8	+5.37	timeout
06-12 08:15	BTC	Buy	61601.1→63260.8	+10.31	timeout
06-11 19:49	BTC	Buy	61804.1→63671.8	+11.52	timeout
06-11 19:30	BTC	Buy	61180.1→63873.8	+17.11	take_profit
06-11 17:48	BTC	Buy	61616.1→63496.8	+11.69	timeout
06-11 15:44	BTC	Buy	61336.1→62655.9	+8.14	timeout
06-09 15:56	BTC	Buy	62558.1→60998.4	-10.34	stop_loss
06-09 15:55	BTC	Buy	62618.1→61076.4	-10.21	stop_loss
06-09 14:44	BTC	Buy	62806.1→61260.3	-10.23	stop_loss
06-09 14:30	BTC	Buy	62998.1→61448.2	-10.21	stop_loss
06-09 14:11	BTC	Buy	63502.2→61938.9	-10.21	stop_loss
06-09 10:25	BTC	Buy	62524.1→62712.9	+0.91	timeout
06-09 08:13	BTC	Buy	62322.1→62912.9	+3.39	timeout
06-07 22:14	BTC	Buy	61012.1→63690.8	+17.22	take_profit
06-07 22:14	BTC	Buy	60855→63526.8	+17.22	take_profit
06-07 22:14	BTC	Buy	60536→63193.8	+17.22	take_profit
06-07 08:48	BTC	Buy	60164→62808.9	+17.26	take_profit
06-07 08:03	BTC	Buy	59804→62435.9	+17.36	take_profit
06-06 04:34	BTC	Buy	61073.1→59569.2	-10.21	stop_loss
06-06 04:15	BTC	Buy	61502.1→59990	-10.20	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-10.21	stop_loss
06-05 14:26	BTC	Buy	61913.1→60387.8	-10.21	stop_loss
06-05 13:59	BTC	Buy	62245.1→60714.6	-10.20	stop_loss
06-05 06:23	BTC	Buy	62727.1→61174.3	-10.22	stop_loss
06-05 06:22	BTC	Buy	62980.1→61431.2	-10.13	stop_loss
06-05 06:20	BTC	Buy	63180.2→61616.1	-10.22	stop_loss
06-05 06:01	BTC	Buy	63684.2→62117.8	-10.15	stop_loss
06-05 05:59	BTC	Buy	63819.2→62248.7	-10.17	stop_loss
06-04 09:27	BTC	Buy	64361.2→62777.5	-10.20	stop_loss
06-04 00:39	BTC	Buy	64596.2→63007.3	-10.20	stop_loss
06-04 00:29	BTC	Buy	65074.3→63474.1	-10.19	stop_loss
06-03 23:02	BTC	Buy	66253.3→64614.4	-10.25	stop_loss
06-03 20:55	BTC	Buy	66432.3→64797.3	-10.24	stop_loss
06-03 19:55	BTC	Buy	66877.3→65231.1	-10.25	stop_loss
06-03 16:27	BTC	Buy	67172.4→65518.9	-10.23	stop_loss
06-03 03:50	BTC	Buy	67179.4→65524.9	-10.22	stop_loss
06-03 03:50	BTC	Buy	67215.4→65561.9	-10.20	stop_loss
06-03 03:34	BTC	Buy	67612.4→65949.7	-10.20	stop_loss
06-02 15:26	BTC	Buy	68985.4→67289	-10.20	stop_loss
06-02 14:27	BTC	Buy	69411.5→67688.8	-10.30	stop_loss
06-02 14:22	BTC	Buy	69850.5→68132.5	-10.21	stop_loss
06-02 14:08	BTC	Buy	70222.5→68495.3	-10.22	stop_loss
06-02 09:29	BTC	Buy	71019.6→69268.9	-10.24	stop_loss
06-01 15:32	BTC	Buy	73894.7→71299.8	-14.56	stop_loss
06-01 15:32	BTC	Buy	74123.7→71299.8	-15.77	stop_loss
06-01 15:32	BTC	Buy	74144.7→71299.8	-15.89	stop_loss
06-01 15:32	BTC	Buy	73781.7→71299.8	-14.01	stop_loss
06-01 15:32	BTC	Buy	73940.7→71299.8	-14.88	stop_loss

Paper vs Live

Paper (trades.jsonl)

105

closed

38%

win rate

-336.45

total pnl ($)

-79.7 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	105	38%	-79.7	-336.45

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…