deribit_basis_ema_carry_expansion_long_x2742977 · strategy

closed trades

34%

win rate

-164.61

total pnl ($)

0.635

weight

7d window — n=17 wr=29% pnl=-98.79 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 59 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-25 13:51	BTC	Buy	60585→59095.5	-12.66	stop_loss
06-25 13:51	BTC	Buy	60712→59218.4	-12.70	stop_loss
06-25 13:44	BTC	Buy	61635.1→60118.9	-12.73	stop_loss
06-24 16:46	BTC	Buy	61584.1→60067.9	-12.74	stop_loss
06-24 15:30	BTC	Buy	62248.1→60716.6	-12.53	stop_loss
06-24 14:17	BTC	Buy	62569.1→61017.4	-12.80	stop_loss
06-24 14:17	BTC	Buy	62588.1→61047.4	-12.74	stop_loss
06-23 08:24	BTC	Buy	63687.2→62117.8	-12.68	stop_loss
06-23 06:22	BTC	Buy	64080.2→62504.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64209.2→62630.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64288.2→62707.5	-12.77	stop_loss
06-23 06:18	BTC	Buy	64565.2→62976.3	-12.77	stop_loss
06-22 16:13	BTC	Buy	63242.2→64682.8	+10.95	timeout
06-22 10:06	BTC	Buy	62373.1→64190.8	+13.84	timeout
06-22 04:04	BTC	Buy	62628.1→63933.8	+9.88	timeout
06-21 21:56	BTC	Buy	62959.1→63748.8	+5.86	timeout
06-21 15:55	BTC	Buy	62457.1→64187.8	+13.36	timeout
06-18 15:51	BTC	Buy	64145.2→62565.6	-12.73	stop_loss
06-18 15:40	BTC	Buy	64216.2→62636.5	-12.74	stop_loss
06-18 15:40	BTC	Buy	64298.2→62712.5	-12.76	stop_loss
06-18 15:17	BTC	Buy	64952.2→63355.1	-12.73	stop_loss
06-17 22:03	BTC	Buy	65473.3→63852.9	-12.82	stop_loss
06-17 19:40	BTC	Buy	65795.3→64175.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65949.3→64327.6	-12.82	stop_loss
06-17 08:44	BTC	Buy	66526.3→64889.3	-12.77	stop_loss
06-17 08:39	BTC	Buy	66603.3→64965.3	-12.74	stop_loss
06-17 08:38	BTC	Buy	66653.3→65014.2	-12.73	stop_loss
06-17 03:06	BTC	Buy	64477.2→65844.7	+10.09	timeout
06-15 16:10	BTC	Buy	64437.2→67268.6	+21.52	take_profit
06-15 15:47	BTC	Buy	64288.2→67112.6	+21.55	take_profit
06-15 13:20	BTC	Buy	64004.2→66819.7	+21.59	take_profit
06-15 11:23	BTC	Buy	63522.2→66311.7	+21.50	take_profit
06-13 21:42	BTC	Buy	61948.1→64670.8	+21.45	take_profit
06-13 20:30	BTC	Buy	61876.1→64218.8	+18.45	timeout
06-13 14:24	BTC	Buy	62000.1→64114.8	+16.47	timeout
06-13 08:17	BTC	Buy	61681.1→63788.8	+16.39	timeout
06-12 15:13	BTC	Buy	61619.1→64326.8	+21.26	take_profit
06-10 04:34	BTC	Buy	61587.1→62016.9	+3.37	timeout
06-09 16:20	BTC	Buy	62341.1→60807.5	-13.08	stop_loss
06-09 14:44	BTC	Buy	62807.1→61262.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63144.2→61591.1	-12.75	stop_loss
06-09 14:21	BTC	Buy	63164.2→61611.1	-12.75	stop_loss
06-07 22:14	BTC	Buy	60615→63275.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60581→63241.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60410→63062.8	+21.52	take_profit
06-07 08:38	BTC	Buy	60010→62645.9	+21.54	take_profit
06-06 04:14	BTC	Buy	61562.1→60042	-12.80	stop_loss
06-05 18:51	BTC	Buy	60999→59499.3	-12.75	stop_loss
06-05 13:56	BTC	Buy	62553.1→61014.4	-12.75	stop_loss
06-05 06:23	BTC	Buy	62769.1→61213.3	-12.84	stop_loss
06-05 06:22	BTC	Buy	63010.2→61457.2	-12.71	stop_loss
06-05 06:03	BTC	Buy	63629.2→62058.9	-12.76	stop_loss
06-05 03:05	BTC	Buy	63973.2→62399.7	-12.72	stop_loss
06-04 09:27	BTC	Buy	64410.2→62824.4	-12.75	stop_loss
06-04 00:27	BTC	Buy	65175.3→63572	-12.75	stop_loss
06-03 23:07	BTC	Buy	66051.3→64425.5	-12.79	stop_loss
06-03 20:55	BTC	Buy	66354.3→64652.4	-13.32	stop_loss
06-03 03:50	BTC	Buy	67036.4→65380	-12.81	stop_loss
06-02 15:30	BTC	Buy	68893.4→67191	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

34%

win rate

-164.61

total pnl ($)

-55.6 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	59	34%	-55.6	-164.61

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…