deribit_basis_momentum_carry_long · strategy

182

closed trades

41%

win rate

-557.82

total pnl ($)

0.619

weight

7d window — n=36 wr=50% pnl=-76.52 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 04:42	BTC	Buy	59763→59538	-2.26	timeout
06-30 03:39	BTC	Buy	59875→59734	-1.56	timeout
06-29 23:58	BTC	Buy	59594→60203	+4.71	timeout
06-29 22:59	BTC	Buy	59054→60318	+10.28	timeout
06-29 21:53	BTC	Buy	59355→60466	+8.98	timeout
06-29 02:06	BTC	Buy	60243→59357	-7.84	timeout
06-29 00:57	BTC	Buy	60133→59532	-5.47	timeout
06-28 21:33	BTC	Buy	60442→59695	-6.65	timeout
06-28 20:27	BTC	Buy	60231→59685	-4.99	timeout
06-28 19:23	BTC	Buy	60435→59457	-8.51	timeout
06-27 22:30	BTC	Buy	59856→60117	+1.78	timeout
06-27 21:30	BTC	Buy	59870→60446	+4.43	timeout
06-27 20:23	BTC	Buy	59693→60247	+4.25	timeout
06-27 19:18	BTC	Buy	59962→60501	+4.09	timeout
06-27 18:12	BTC	Buy	60110→60505	+2.85	timeout
06-26 19:36	BTC	Buy	59340→59949	+4.59	timeout
06-26 18:41	BTC	Buy	59413→59748	+2.25	timeout
06-26 17:39	BTC	Buy	59668→59967	+1.94	timeout
06-26 16:30	BTC	Buy	59465→60114	+4.91	timeout
06-26 15:27	BTC	Buy	59285→60248	+7.56	timeout
06-25 13:58	BTC	Buy	59570→58105	-12.65	stop_loss
06-25 13:57	BTC	Buy	59772→58301.9	-12.65	stop_loss
06-25 13:54	BTC	Buy	60157→58677.7	-12.66	stop_loss
06-25 13:51	BTC	Buy	60678→59185.4	-12.67	stop_loss
06-25 13:45	BTC	Buy	61324.1→59816.1	-12.73	stop_loss
06-25 07:40	BTC	Buy	59289→61891.9	+21.50	take_profit
06-24 17:20	BTC	Buy	60866→59368.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61212.1→59704.1	-12.75	stop_loss
06-24 16:47	BTC	Buy	61537.1→60012	-12.82	stop_loss
06-24 14:17	BTC	Buy	62570.1→61017.4	-12.84	stop_loss
06-24 12:28	BTC	Buy	62368.1→62752.9	+2.69	timeout
06-24 11:23	BTC	Buy	62545.1→62316.9	-2.26	timeout
06-24 10:23	BTC	Buy	62410.1→62506.9	+0.32	timeout
06-24 09:40	BTC	Buy	62397.1→62656.9	+1.63	timeout
06-24 09:02	BTC	Buy	62408.1→62651.9	+1.50	timeout
06-23 08:24	BTC	Buy	63660.2→62092.8	-12.73	stop_loss
06-23 06:47	BTC	Buy	63997.2→62939.9	-8.47	timeout
06-23 05:42	BTC	Buy	64290.2→63405.8	-7.29	timeout
06-23 04:35	BTC	Buy	63993.2→63839.8	-1.67	timeout
06-23 02:33	BTC	Buy	64530.2→64155.8	-3.38	timeout
06-23 01:29	BTC	Buy	64576.2→64155.8	-3.71	timeout
06-22 03:01	BTC	Buy	64228.2→64109.8	-1.39	timeout
06-22 01:58	BTC	Buy	64231.2→64561.8	+2.10	timeout
06-22 00:50	BTC	Buy	64286.2→63708.8	-5.00	timeout
06-21 22:28	BTC	Buy	64276.2→63709.8	-4.93	timeout
06-21 21:21	BTC	Buy	63931.2→63658.8	-2.58	timeout
06-20 23:35	BTC	Buy	63323.2→64240.8	+6.76	timeout
06-20 22:27	BTC	Buy	63283.2→64192.8	+6.68	timeout
06-20 21:20	BTC	Buy	63230.2→63932.8	+5.09	timeout
06-20 20:07	BTC	Buy	63034.2→63939.8	+6.73	timeout
06-20 18:57	BTC	Buy	63043.2→63753.8	+5.19	timeout
06-19 21:24	BTC	Buy	62995.1→63192.8	+1.07	timeout
06-19 20:23	BTC	Buy	63115.2→62953.9	-1.78	timeout
06-19 18:53	BTC	Buy	62750.1→62992.9	+1.45	timeout
06-19 17:53	BTC	Buy	62644.1→63179.8	+3.80	timeout
06-19 17:10	BTC	Buy	62524.1→62924.9	+2.75	timeout
06-18 15:51	BTC	Buy	64157.2→62573.6	-12.57	stop_loss
06-18 15:40	BTC	Buy	64356.2→62773.5	-12.51	stop_loss
06-18 15:40	BTC	Buy	64359.2→62775.5	-12.54	stop_loss
06-18 15:37	BTC	Buy	64436.2→62840.4	-12.65	stop_loss
06-18 15:37	BTC	Buy	64428.2→62840.4	-12.57	stop_loss
06-17 19:50	BTC	Buy	65649.3→64032.8	-12.75	stop_loss
06-17 19:42	BTC	Buy	65736.3→64119.7	-12.74	stop_loss
06-17 19:40	BTC	Buy	65800.3→64175.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65819.3→64198.7	-12.75	stop_loss
06-17 18:43	BTC	Buy	65834.3→65963.7	+0.50	timeout
06-17 03:46	BTC	Buy	66110.3→65749.7	-3.22	timeout
06-17 02:46	BTC	Buy	65844.3→65832.7	-0.59	timeout
06-17 01:41	BTC	Buy	66366.3→65725.7	-5.30	timeout
06-17 00:41	BTC	Buy	66393.3→65793.7	-5.01	timeout
06-16 17:11	BTC	Buy	66776.3→65801.7	-7.82	timeout
06-16 02:34	BTC	Buy	65585.3→65829.7	+1.44	timeout
06-16 01:30	BTC	Buy	65379.3→66334.7	+6.85	timeout
06-16 00:29	BTC	Buy	65742.3→66218.7	+3.17	timeout
06-15 23:26	BTC	Buy	65611.3→66180.7	+3.91	timeout
06-15 16:10	BTC	Buy	64430.2→67262.6	+21.47	take_profit
06-15 01:48	BTC	Buy	64606.2→65648.7	+7.58	timeout
06-15 00:43	BTC	Buy	64544.2→65458.7	+6.61	timeout
06-14 23:39	BTC	Buy	64471.2→65580.7	+8.15	timeout
06-14 22:33	BTC	Buy	64504.2→65186.7	+4.80	timeout
06-14 20:19	BTC	Buy	64260.2→63821.8	-3.89	timeout
06-14 00:55	BTC	Buy	63607.2→64527.8	+6.84	timeout
06-13 23:49	BTC	Buy	63521.2→64380.8	+6.34	timeout
06-13 22:43	BTC	Buy	63480.2→64474.8	+7.36	timeout
06-13 21:38	BTC	Buy	63550.2→64292.8	+5.37	timeout
06-13 19:58	BTC	Buy	63586.2→64288.8	+5.07	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.64	timeout
06-12 20:58	BTC	Buy	63374.2→63433.8	-0.00	timeout
06-12 19:53	BTC	Buy	63635.2→63587.8	-0.83	timeout
06-12 18:49	BTC	Buy	63502.2→63816.8	+2.01	timeout
06-12 17:43	BTC	Buy	63316.2→63820.8	+3.52	timeout
06-11 21:34	BTC	Buy	61704.1→63479.8	+13.80	timeout
06-11 20:33	BTC	Buy	61861.1→63367.8	+11.59	timeout
06-11 19:32	BTC	Buy	61833.1→63837.8	+15.63	timeout
06-11 18:28	BTC	Buy	61862.1→63367.8	+11.59	timeout
06-11 17:24	BTC	Buy	62097.1→62331.9	+1.36	timeout
06-10 19:12	BTC	Buy	61793.1→61753.9	-0.83	timeout
06-10 18:08	BTC	Buy	61778.1→61943.9	+0.85	timeout
06-10 17:04	BTC	Buy	61660.1→62315.9	+4.81	timeout
06-10 16:02	BTC	Buy	61093.1→62485.9	+10.90	timeout

Paper vs Live

Paper (trades.jsonl)

182

closed

41%

win rate

-557.82

total pnl ($)

-61.1 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	182	41%	-61.1	-557.82

Recent bounces (last 20 of 3)

time	sym	side	reason
06-30 03:03	BTC	Buy	circuit_breaker
06-30 01:58	BTC	Buy	circuit_breaker
06-30 00:52	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…