deribit_basis_low_percentile_carry_long_v3 · strategy

closed trades

35%

win rate

-366.94

total pnl ($)

0.250

weight

7d window — n=28 wr=29% pnl=-176.82 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:55	BTC	Buy	59729→59625	-1.32	timeout
06-28 19:47	BTC	Buy	60762→59267.4	-12.72	stop_loss
06-28 04:14	BTC	Buy	59877→60168	+1.97	timeout
06-27 19:45	BTC	Buy	59248→60162	+7.36	timeout
06-27 17:38	BTC	Buy	59667→60595	+7.33	timeout
06-27 15:15	BTC	Buy	58859.9→60804	+16.08	timeout
06-26 18:51	BTC	Buy	59421→59627	+1.04	timeout
06-26 02:16	BTC	Buy	60008→58513.8	-12.89	stop_loss
06-25 13:54	BTC	Buy	60028→58546.8	-12.71	stop_loss
06-25 13:49	BTC	Buy	60733→59236.4	-12.73	stop_loss
06-25 13:48	BTC	Buy	60847→59350.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	60969→59467.3	-12.71	stop_loss
06-24 17:20	BTC	Buy	60952→59429.3	-12.92	stop_loss
06-24 15:33	BTC	Buy	62203.1→60668.6	-12.69	stop_loss
06-24 14:20	BTC	Buy	62373.1→60839.5	-12.71	stop_loss
06-24 14:19	BTC	Buy	62447.1→60888.5	-12.91	stop_loss
06-24 14:19	BTC	Buy	62522.1→60966.5	-12.87	stop_loss
06-24 13:45	BTC	Buy	62877.1→61331.3	-12.73	stop_loss
06-23 08:19	BTC	Buy	63900.2→62327.7	-12.75	stop_loss
06-23 08:17	BTC	Buy	64002.2→62427.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64139.2→62559.6	-12.77	stop_loss
06-23 06:20	BTC	Buy	64435.2→62836.4	-12.87	stop_loss
06-23 06:18	BTC	Buy	64587.2→62995.3	-12.79	stop_loss
06-23 01:22	BTC	Buy	64225.2→64227.8	-0.38	timeout
06-22 23:18	BTC	Buy	64272.2→63913.8	-3.25	timeout
06-22 21:14	BTC	Buy	63969.2→64379.8	+2.74	timeout
06-22 19:16	BTC	Buy	63891.2→64372.8	+3.23	timeout
06-22 17:17	BTC	Buy	63872.2→64655.8	+5.63	timeout
06-21 00:23	BTC	Buy	62904.1→64249.8	+10.17	timeout
06-20 22:20	BTC	Buy	62784.1→64065.8	+9.76	timeout
06-20 20:15	BTC	Buy	63140.2→63934.8	+5.91	timeout
06-20 18:15	BTC	Buy	62671.1→63800.8	+8.55	timeout
06-20 16:40	BTC	Buy	62665.1→64000.8	+10.08	timeout
06-18 15:57	BTC	Buy	63832.2→62258.7	-12.65	stop_loss
06-18 15:51	BTC	Buy	64143.2→62565.6	-12.50	stop_loss
06-18 15:37	BTC	Buy	64579.2→62989.3	-12.53	stop_loss
06-18 15:17	BTC	Buy	64846.2→63251.2	-12.30	stop_loss
06-18 15:17	BTC	Buy	64956.2→63358.1	-12.27	stop_loss
06-18 05:03	BTC	Buy	65327.3→63717.9	-12.78	stop_loss
06-17 19:50	BTC	Buy	65656.3→64031.8	-12.82	stop_loss
06-17 19:39	BTC	Buy	65838.3→64218.7	-12.77	stop_loss
06-17 10:04	BTC	Buy	66406.3→64772.4	-12.88	stop_loss
06-17 08:39	BTC	Buy	66582.3→64945.3	-12.80	stop_loss
06-17 08:20	BTC	Buy	66820.3→65177.1	-12.78	stop_loss
06-16 14:23	BTC	Buy	67123.4→65473	-12.82	stop_loss
06-16 00:49	BTC	Buy	64564.2→66370.7	+13.57	timeout
06-15 22:44	BTC	Buy	64490.2→66245.7	+13.07	timeout
06-15 16:10	BTC	Buy	64447.2→67277.6	+21.44	take_profit
06-15 15:47	BTC	Buy	64223.2→67072.6	+21.70	take_profit
06-15 15:47	BTC	Buy	64252.2→67072.6	+21.46	take_profit
06-14 09:46	BTC	Buy	63845.2→64533.8	+4.84	timeout
06-13 23:33	BTC	Buy	63443.2→64423.8	+7.24	timeout
06-13 21:26	BTC	Buy	63448.2→64217.8	+5.57	timeout
06-13 19:23	BTC	Buy	63677.2→64151.8	+3.27	timeout
06-13 17:18	BTC	Buy	62418.1→63991.8	+12.16	timeout
06-12 08:15	BTC	Buy	61610.1→63273.8	+12.81	timeout
06-11 19:30	BTC	Buy	61158.1→63846.8	+21.35	take_profit
06-11 19:30	BTC	Buy	61100.1→63782.8	+21.33	take_profit
06-11 17:56	BTC	Buy	61708.1→63410.8	+13.15	timeout
06-11 15:54	BTC	Buy	61204.1→62591.9	+10.70	timeout
06-09 15:55	BTC	Buy	62636.1→61095.4	-12.76	stop_loss
06-09 14:47	BTC	Buy	62713.1→61169.3	-12.78	stop_loss
06-09 14:35	BTC	Buy	62959.1→61411.2	-12.77	stop_loss
06-09 14:30	BTC	Buy	62983.1→61425.2	-12.83	stop_loss
06-09 14:16	BTC	Buy	63419.2→61858	-12.76	stop_loss
06-09 08:39	BTC	Buy	62646.1→62908.9	+1.65	timeout
06-07 22:14	BTC	Buy	61037.1→63716.8	+21.52	take_profit
06-07 22:14	BTC	Buy	61085.1→63766.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60680→63344.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60491→63146.8	+21.52	take_profit
06-07 06:36	BTC	Buy	59532→62146.9	+21.58	take_profit
06-06 04:33	BTC	Buy	61127.1→59623.2	-12.75	stop_loss
06-06 04:14	BTC	Buy	61562.1→60047	-12.76	stop_loss
06-06 04:13	BTC	Buy	61611.1→60093.9	-12.77	stop_loss
06-05 18:52	BTC	Buy	60900→59402.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61287.1→59780.1	-12.75	stop_loss
06-05 14:26	BTC	Buy	61912.1→60387.8	-12.76	stop_loss
06-05 14:06	BTC	Buy	61936.1→60411.8	-12.76	stop_loss
06-05 13:57	BTC	Buy	62404.1→60867.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62422.1→60885.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62548.1→61009.4	-12.76	stop_loss
06-05 06:23	BTC	Buy	62808.1→61263.3	-12.69	stop_loss
06-05 06:03	BTC	Buy	63541.2→61975.9	-12.70	stop_loss
06-05 06:01	BTC	Buy	63702.2→62133.8	-12.71	stop_loss
06-05 05:59	BTC	Buy	63785.2→62216.8	-12.70	stop_loss
06-04 09:27	BTC	Buy	64369.2→62786.5	-12.74	stop_loss
06-04 01:16	BTC	Buy	64517.2→62929.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65084.3→63484.1	-12.74	stop_loss
06-03 20:55	BTC	Buy	66377.3→64744.4	-12.79	stop_loss
06-03 20:55	BTC	Buy	66596.3→64957.3	-12.81	stop_loss
06-03 20:54	BTC	Buy	66623.3→64985.2	-12.80	stop_loss
06-03 19:55	BTC	Buy	66907.3→65258.1	-12.84	stop_loss
06-03 19:52	BTC	Buy	67131.4→65479	-12.79	stop_loss
06-03 03:50	BTC	Buy	67118.4→65466	-12.77	stop_loss
06-03 03:43	BTC	Buy	67474.4→65814.8	-12.75	stop_loss
06-02 14:27	BTC	Buy	69187.5→67472.9	-12.84	stop_loss
06-02 14:27	BTC	Buy	69399.5→67691.8	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

35%

win rate

-366.94

total pnl ($)

-75.6 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	97	35%	-75.6	-366.94

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…