deribit_basis_momentum_carry_long_v2 · strategy

closed trades

25%

win rate

-360.42

total pnl ($)

0.547

weight

7d window — n=11 wr=18% pnl=-95.88 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 63 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 01:13	BTC	Buy	59242→57783.2	-12.94	stop_loss
07-01 01:10	BTC	Buy	59561→58096	-12.93	stop_loss
06-30 15:06	BTC	Buy	59618→58149	-13.06	stop_loss
06-28 18:28	BTC	Buy	59628→59601	-0.61	timeout
06-28 16:21	BTC	Buy	59713→59811	+0.36	timeout
06-28 14:31	BTC	Buy	59264→60121	+6.69	timeout
06-25 13:59	BTC	Buy	59468→58001.1	-12.71	stop_loss
06-25 13:53	BTC	Buy	60506→59016.5	-12.68	stop_loss
06-25 13:48	BTC	Buy	60827→59331.4	-12.68	stop_loss
06-24 15:30	BTC	Buy	62301.1→60768.6	-12.66	stop_loss
06-24 15:28	BTC	Buy	62310.1→60775.6	-12.66	stop_loss
06-24 14:19	BTC	Buy	62455.1→60882.5	-13.01	stop_loss
06-23 08:24	BTC	Buy	63812.2→62242.7	-12.58	stop_loss
06-23 06:21	BTC	Buy	64210.2→62629.5	-12.76	stop_loss
06-23 04:59	BTC	Buy	65167.3→63565	-12.76	stop_loss
06-22 08:31	BTC	Buy	62684.1→64168.8	+11.21	timeout
06-22 01:57	BTC	Buy	63002.1→64589.8	+11.90	timeout
06-18 15:57	BTC	Buy	63931.2→62344.7	-12.71	stop_loss
06-18 15:40	BTC	Buy	64344.2→62758.5	-12.59	stop_loss
06-18 15:17	BTC	Buy	64902.2→63305.2	-12.32	stop_loss
06-17 22:20	BTC	Buy	65189.3→64136.8	-8.49	timeout
06-17 19:41	BTC	Buy	65746.3→64127.7	-12.77	stop_loss
06-17 08:51	BTC	Buy	66432.3→64796.3	-12.86	stop_loss
06-16 14:23	BTC	Buy	67148.4→65497	-12.82	stop_loss
06-15 13:20	BTC	Buy	64017.2→66827.7	+21.56	take_profit
06-15 12:50	BTC	Buy	63724.2→66522.7	+21.56	take_profit
06-14 20:54	BTC	Buy	63376.2→64014.8	+4.52	timeout
06-12 15:11	BTC	Buy	61524.1→64234.8	+21.41	take_profit
06-12 15:00	BTC	Buy	61309.1→64002.8	+21.28	take_profit
06-11 19:30	BTC	Buy	61176.1→63870.8	+21.29	take_profit
06-10 13:01	BTC	Buy	61838.1→61517.9	-2.96	timeout
06-09 16:19	BTC	Buy	62372.1→60838.5	-13.08	stop_loss
06-09 14:21	BTC	Buy	63172.2→61618.1	-12.76	stop_loss
06-07 22:14	BTC	Buy	60981→63658.8	+21.52	take_profit
06-07 08:48	BTC	Buy	60233→62896.9	+21.69	take_profit
06-07 08:48	BTC	Buy	60190→62835.9	+21.56	take_profit
06-06 04:27	BTC	Buy	61315.1→59804.1	-12.77	stop_loss
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60816→59320.4	-12.75	stop_loss
06-05 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62509.1→60971.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62760.1→61216.3	-12.75	stop_loss
06-05 06:22	BTC	Buy	62938.1→61388.2	-12.76	stop_loss
06-05 06:19	BTC	Buy	63287.2→61731	-12.66	stop_loss
06-05 06:03	BTC	Buy	63629.2→62052.9	-12.77	stop_loss
06-05 03:01	BTC	Buy	63988.2→62414.7	-12.72	stop_loss
06-04 10:49	BTC	Buy	63875.2→62304.7	-12.72	stop_loss
06-04 01:22	BTC	Buy	64298.2→62716.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65045.3→63445.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66423.3→64778.4	-12.87	stop_loss
06-03 20:46	BTC	Buy	66687.3→65025.2	-12.98	stop_loss
06-03 19:54	BTC	Buy	66991.3→65328.1	-12.90	stop_loss
06-03 03:44	BTC	Buy	67331.4→65675.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67415.4→65757.8	-12.75	stop_loss
06-02 14:27	BTC	Buy	69450.5→67739.7	-12.77	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 12:06	BTC	Buy	71005.6→69249.9	-12.87	stop_loss
06-02 02:07	BTC	Buy	71940.6→70171.4	-12.82	stop_loss
06-02 01:32	BTC	Buy	72806.6→71015.9	-12.85	stop_loss
06-01 15:32	BTC	Buy	73586.7→71299.8	-16.15	stop_loss
05-31 15:47	BTC	Buy	73057.7→73621.3	+3.26	timeout
05-31 13:27	BTC	Buy	73171.7→73925.3	+4.64	timeout
05-31 11:12	BTC	Buy	73350.7→73869.3	+2.67	timeout

Paper vs Live

Paper (trades.jsonl)

closed

25%

win rate

-360.42

total pnl ($)

-113.9 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	63	25%	-113.9	-360.42

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…