deribit_basis_crossover_carry_long_v8 · strategy

135

closed trades

41%

win rate

-450.97

total pnl ($)

0.271

weight

7d window — n=31 wr=35% pnl=-154.24 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 15:39	BTC	Buy	60880→59905	-8.48	timeout
06-28 08:05	BTC	Buy	60437→60138	-2.95	timeout
06-27 23:35	BTC	Buy	59968→59999	-0.14	timeout
06-27 17:11	BTC	Buy	60185→60538	+2.47	timeout
06-27 15:05	BTC	Buy	59628→60565	+7.41	timeout
06-27 04:48	BTC	Buy	59888→60333	+3.27	timeout
06-26 20:07	BTC	Buy	59693→59711	-0.38	timeout
06-26 15:46	BTC	Buy	59288→60247	+7.54	timeout
06-26 13:18	BTC	Buy	60253→58770.7	-12.76	stop_loss
06-26 02:24	BTC	Buy	59746→58276.9	-12.72	stop_loss
06-26 02:21	BTC	Buy	59845→58370.9	-12.75	stop_loss
06-25 13:58	BTC	Buy	59673→58205	-12.67	stop_loss
06-25 13:57	BTC	Buy	59707→58239	-12.65	stop_loss
06-25 13:48	BTC	Buy	60799→59303.4	-12.68	stop_loss
06-25 13:48	BTC	Buy	60977→59476.3	-12.69	stop_loss
06-24 14:17	BTC	Buy	62585.1→61044.4	-12.71	stop_loss
06-24 13:57	BTC	Buy	62737.1→61194.3	-12.71	stop_loss
06-24 12:11	BTC	Buy	62392.1→62832.9	+3.08	timeout
06-24 10:02	BTC	Buy	62490.1→62581.9	+0.25	timeout
06-23 08:17	BTC	Buy	63923.2→62342.7	-12.82	stop_loss
06-23 08:17	BTC	Buy	63907.2→62333.7	-12.78	stop_loss
06-23 06:21	BTC	Buy	64148.2→62561.6	-12.82	stop_loss
06-23 06:20	BTC	Buy	64518.2→62927.4	-12.79	stop_loss
06-23 01:29	BTC	Buy	64575.2→64156.8	-3.66	timeout
06-22 23:32	BTC	Buy	63415.2→63986.8	+4.12	timeout
06-22 21:31	BTC	Buy	63691.2→64261.8	+4.02	timeout
06-22 19:27	BTC	Buy	64203.2→64305.8	+0.31	timeout
06-22 00:41	BTC	Buy	64280.2→63959.8	-3.00	timeout
06-21 22:42	BTC	Buy	64229.2→63631.8	-5.08	timeout
06-21 20:40	BTC	Buy	63850.2→63965.8	+0.45	timeout
06-21 18:44	BTC	Buy	63814.2→64131.8	+2.08	timeout
06-20 23:09	BTC	Buy	63284.2→64260.8	+7.26	timeout
06-20 21:06	BTC	Buy	63138.2→63914.8	+5.71	timeout
06-20 19:03	BTC	Buy	63039.2→63819.8	+5.75	timeout
06-20 17:00	BTC	Buy	62966.1→63965.8	+7.46	timeout
06-19 22:25	BTC	Buy	62822.1→63256.8	+2.96	timeout
06-19 20:22	BTC	Buy	63110.2→62968.9	-1.61	timeout
06-19 18:19	BTC	Buy	62853.1→63105.8	+1.55	timeout
06-19 16:23	BTC	Buy	62725.1→63266.8	+3.85	timeout
06-18 15:51	BTC	Buy	64132.2→62554.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64319.2→62736.5	-12.88	stop_loss
06-18 15:37	BTC	Buy	64537.2→62941.4	-12.90	stop_loss
06-18 15:36	BTC	Buy	64604.2→63015.3	-12.84	stop_loss
06-17 19:44	BTC	Buy	65695.3→64079.7	-12.76	stop_loss
06-17 19:42	BTC	Buy	65701.3→64085.7	-12.75	stop_loss
06-17 19:40	BTC	Buy	65824.3→64200.7	-12.80	stop_loss
06-17 19:22	BTC	Buy	65673.3→64880.8	-6.52	timeout
06-17 15:13	BTC	Buy	65808.3→65096.7	-5.86	timeout
06-17 04:53	BTC	Buy	65827.3→65916.7	+0.18	timeout
06-16 22:37	BTC	Buy	66246.3→65701.7	-4.65	timeout
06-16 18:35	BTC	Buy	66814.3→65898.7	-7.38	timeout
06-16 14:29	BTC	Buy	66510.3→65603.7	-7.35	timeout
06-16 03:21	BTC	Buy	67223.4→65567.9	-12.76	stop_loss
06-15 21:59	BTC	Buy	65304.3→66335.7	+7.39	timeout
06-15 13:20	BTC	Buy	64026.2→66839.7	+21.54	take_profit
06-15 12:55	BTC	Buy	63776.2→66581.7	+21.56	take_profit
06-15 12:54	BTC	Buy	63770.2→66569.7	+21.52	take_profit
06-14 21:34	BTC	Buy	64258.2→64862.8	+4.22	timeout
06-14 19:28	BTC	Buy	64142.2→63779.8	-3.34	timeout
06-14 17:23	BTC	Buy	64019.2→63925.8	-1.25	timeout
06-14 15:20	BTC	Buy	64246.2→64009.8	-2.30	timeout
06-13 20:05	BTC	Buy	63614.2→64235.8	+4.44	timeout
06-13 18:05	BTC	Buy	63835.2→64009.8	+0.90	timeout
06-13 11:50	BTC	Buy	63793.2→63874.8	+0.10	timeout
06-13 09:48	BTC	Buy	63816.2→63762.8	-0.95	timeout
06-12 19:24	BTC	Buy	63660.2→63685.8	-0.26	timeout
06-12 17:20	BTC	Buy	62392.1→63805.8	+10.84	timeout
06-12 11:09	BTC	Buy	63103.2→63730.8	+4.45	timeout
06-12 09:03	BTC	Buy	62932.1→63419.8	+3.35	timeout
06-11 18:37	BTC	Buy	61789.1→63493.8	+13.22	timeout
06-11 16:32	BTC	Buy	62224.1→62570.9	+2.23	timeout
06-11 10:20	BTC	Buy	61159.1→62796.9	+12.81	timeout
06-11 08:15	BTC	Buy	61601.1→62782.9	+9.02	timeout
06-10 18:12	BTC	Buy	61708.1→61977.9	+1.70	timeout
06-10 16:09	BTC	Buy	60982→62422.9	+11.33	timeout
06-09 14:47	BTC	Buy	62662.1→61118.4	-12.77	stop_loss
06-09 14:47	BTC	Buy	62720.1→61176.3	-12.76	stop_loss
06-09 14:35	BTC	Buy	62946.1→61396.2	-12.77	stop_loss
06-09 14:18	BTC	Buy	63338.2→61774	-12.80	stop_loss
06-09 11:26	BTC	Buy	63616.2→62548.9	-8.79	timeout
06-09 09:25	BTC	Buy	63394.2→62826.9	-4.91	timeout
06-09 07:19	BTC	Buy	63051.2→63316.8	+1.60	timeout
06-09 05:13	BTC	Buy	62533.1→63207.8	+4.94	timeout
06-08 09:58	BTC	Buy	62542.1→63445.8	+6.76	timeout
06-08 07:52	BTC	Buy	62219.1→63244.8	+7.76	timeout
06-08 05:47	BTC	Buy	61763.1→62498.9	+5.51	timeout
06-08 03:45	BTC	Buy	61604.1→63125.8	+11.88	timeout
06-07 09:26	BTC	Buy	61190.1→62595.9	+11.07	timeout
06-07 07:24	BTC	Buy	60874→62122.9	+9.85	timeout
06-07 05:22	BTC	Buy	60513→61803.9	+10.25	timeout
06-07 03:21	BTC	Buy	60855→61639.9	+5.94	timeout
06-06 04:33	BTC	Buy	61147.1→59643.2	-12.75	stop_loss
06-06 04:27	BTC	Buy	61407.1→59897	-12.75	stop_loss
06-06 04:11	BTC	Buy	61770.1→60248.8	-12.77	stop_loss
06-05 21:04	BTC	Buy	59367→61973.9	+21.51	take_profit
06-05 18:52	BTC	Buy	60805→59309.4	-12.76	stop_loss
06-05 18:44	BTC	Buy	61231.1→59725.1	-12.75	stop_loss
06-05 14:26	BTC	Buy	61913.1→60387.8	-12.77	stop_loss
06-05 14:06	BTC	Buy	61948.1→60422.8	-12.76	stop_loss
06-05 13:57	BTC	Buy	62315.1→60782.6	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

135

closed

41%

win rate

-450.97

total pnl ($)

-66.4 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	135	41%	-66.4	-450.97

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 16:59	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…