deribit_basis_low_carry_long_v2 · strategy

164

closed trades

44%

win rate

-511.67

total pnl ($)

0.250

weight

7d window — n=40 wr=38% pnl=-213.84 · 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 06:22	BTC	Buy	59899→60211	+2.14	timeout
06-28 21:32	BTC	Buy	60446→59696	-6.67	timeout
06-28 20:26	BTC	Buy	60236→59664	-5.21	timeout
06-28 19:21	BTC	Buy	60419→59480	-8.19	timeout
06-28 18:13	BTC	Buy	60517→59631	-7.75	timeout
06-28 04:56	BTC	Buy	60216→60099	-1.42	timeout
06-27 20:29	BTC	Buy	59747→60229	+3.64	timeout
06-27 19:21	BTC	Buy	59924→60414	+3.68	timeout
06-27 18:18	BTC	Buy	59973→60502	+3.98	timeout
06-27 17:11	BTC	Buy	60256→60519	+1.73	timeout
06-27 03:22	BTC	Buy	58858.9→60241	+11.29	timeout
06-26 18:30	BTC	Buy	59644→59757	+0.38	timeout
06-26 17:32	BTC	Buy	59532→60131	+4.49	timeout
06-26 16:29	BTC	Buy	59715→60002	+1.84	timeout
06-26 15:26	BTC	Buy	59213→60277	+8.45	timeout
06-26 02:24	BTC	Buy	59766→58294.9	-12.73	stop_loss
06-25 13:59	BTC	Buy	59554→58088	-12.68	stop_loss
06-25 13:58	BTC	Buy	59622→58154	-12.69	stop_loss
06-25 13:57	BTC	Buy	59841→58348.9	-12.85	stop_loss
06-25 13:53	BTC	Buy	60479→58990.5	-12.68	stop_loss
06-25 13:48	BTC	Buy	60845→59348.3	-12.69	stop_loss
06-24 17:47	BTC	Buy	60623→59130.5	-12.75	stop_loss
06-24 16:51	BTC	Buy	61130.1→59626.2	-12.73	stop_loss
06-24 14:19	BTC	Buy	62449.1→60888.5	-12.94	stop_loss
06-24 14:17	BTC	Buy	62551.1→61000.4	-12.84	stop_loss
06-24 14:13	BTC	Buy	62638.1→61097.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62652.1→61107.4	-12.77	stop_loss
06-24 13:57	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-24 10:27	BTC	Buy	62343.1→62548.9	+1.15	timeout
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	timeout
06-24 08:23	BTC	Buy	62378.1→62681.9	+1.91	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.17	timeout
06-24 06:53	BTC	Buy	62920.1→62739.9	-1.93	timeout
06-23 06:22	BTC	Buy	64086.2→62508.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64255.2→62665.5	-12.83	stop_loss
06-23 06:20	BTC	Buy	64372.2→62789.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64483.2→62897.4	-12.76	stop_loss
06-23 06:08	BTC	Buy	64659.2→63069.3	-12.76	stop_loss
06-22 19:53	BTC	Buy	64180.2→64429.8	+1.46	timeout
06-22 18:50	BTC	Buy	64152.2→64445.8	+1.79	timeout
06-22 17:45	BTC	Buy	64131.2→64452.8	+2.01	timeout
06-22 16:40	BTC	Buy	64014.2→64605.8	+4.17	timeout
06-22 05:55	BTC	Buy	64219.2→64166.8	-0.87	timeout
06-21 19:27	BTC	Buy	63850.2→64188.8	+2.23	timeout
06-21 18:25	BTC	Buy	63845.2→63986.8	+0.72	timeout
06-21 17:24	BTC	Buy	63877.2→64115.8	+1.48	timeout
06-21 16:18	BTC	Buy	64000.2→64140.8	+0.61	timeout
06-21 05:46	BTC	Buy	63642.2→64233.8	+4.20	timeout
06-20 19:13	BTC	Buy	63027.2→63867.8	+6.23	timeout
06-20 18:09	BTC	Buy	63095.2→63800.8	+5.13	timeout
06-20 17:09	BTC	Buy	62990.1→63893.8	+6.69	timeout
06-20 16:05	BTC	Buy	63168.2→63993.8	+5.95	timeout
06-20 05:29	BTC	Buy	62598.1→63598.8	+7.55	timeout
06-19 18:41	BTC	Buy	62695.1→63024.8	+2.16	timeout
06-19 17:38	BTC	Buy	62559.1→63012.8	+3.17	timeout
06-19 16:37	BTC	Buy	62612.1→63283.8	+4.93	timeout
06-19 15:41	BTC	Buy	62678.1→63190.8	+3.74	timeout
06-19 05:03	BTC	Buy	63765.2→62550.9	-9.92	timeout
06-18 15:52	BTC	Buy	64072.2→62496.6	-12.87	stop_loss
06-18 15:40	BTC	Buy	64243.2→62658.5	-12.76	stop_loss
06-18 15:40	BTC	Buy	64239.2→62658.5	-12.73	stop_loss
06-18 14:32	BTC	Buy	65210.3→63868.8	-10.73	timeout
06-18 04:11	BTC	Buy	65364.3→63743.9	-12.86	stop_loss
06-17 19:39	BTC	Buy	65833.3→64214.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65919.3→64251.6	-13.10	stop_loss
06-17 19:29	BTC	Buy	65969.3→64334.6	-12.85	stop_loss
06-17 17:41	BTC	Buy	65718.3→65892.7	+0.80	timeout
06-17 16:39	BTC	Buy	65803.3→65983.7	+0.93	timeout
06-17 15:35	BTC	Buy	65918.3→65335.7	-4.88	timeout
06-17 14:33	BTC	Buy	65370.3→65161.7	-2.06	timeout
06-17 13:30	BTC	Buy	66013.3→64884.8	-9.05	timeout
06-16 17:31	BTC	Buy	66756.3→65689.7	-8.53	timeout
06-16 15:29	BTC	Buy	66631.3→65783.7	-6.89	timeout
06-16 14:23	BTC	Buy	66498.3→65567.7	-7.53	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 13:23	BTC	Buy	66856.3→66117.7	-6.05	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 13:16	BTC	Buy	63927.2→66733.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63802.2→66603.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63772.2→66571.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63725.2→66522.7	+21.51	take_profit
06-14 20:58	BTC	Buy	64266.2→63992.8	-2.61	timeout
06-14 19:53	BTC	Buy	64289.2→63745.8	-4.72	timeout
06-14 18:49	BTC	Buy	64096.2→63743.8	-3.28	timeout
06-14 17:49	BTC	Buy	64066.2→63773.8	-2.81	timeout
06-14 16:42	BTC	Buy	64044.2→64129.8	+0.17	timeout
06-13 20:30	BTC	Buy	63510.2→64220.8	+5.14	timeout
06-13 19:26	BTC	Buy	63757.2→64136.8	+2.52	timeout
06-13 18:28	BTC	Buy	63743.2→64180.8	+2.96	timeout
06-13 17:26	BTC	Buy	63794.2→64012.8	+1.26	timeout
06-13 16:20	BTC	Buy	63822.2→64008.8	+1.06	timeout
06-12 20:14	BTC	Buy	63516.2→63566.8	-0.06	timeout
06-12 19:11	BTC	Buy	63423.2→63651.8	+1.34	timeout
06-12 18:05	BTC	Buy	63429.2→63819.8	+2.62	timeout
06-12 17:06	BTC	Buy	62458.1→64053.8	+12.28	timeout
06-12 16:00	BTC	Buy	62758.1→63656.8	+6.63	timeout
06-11 19:30	BTC	Buy	61802.1→63572.8	+13.75	timeout
06-11 18:24	BTC	Buy	61915.1→63385.8	+11.30	timeout
06-11 17:19	BTC	Buy	62102.1→62388.9	+1.77	timeout
06-11 16:19	BTC	Buy	62286.1→62770.9	+3.33	timeout

Paper vs Live

Paper (trades.jsonl)

164

closed

44%

win rate

-511.67

total pnl ($)

-62.1 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	164	44%	-62.1	-511.67

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 09:18	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…