deribit_basis_momentum_carry_long_v4 · strategy

108

closed trades

46%

win rate

-348.11

total pnl ($)

0.702

weight

7d window — n=24 wr=50% pnl=-86.76 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 16:16	BTC	Buy	60704→59789	-8.00	timeout
06-27 20:02	BTC	Buy	59825→60205	+2.78	timeout
06-27 17:57	BTC	Buy	59935→60542	+4.63	timeout
06-27 16:01	BTC	Buy	60448→60771	+2.21	timeout
06-26 18:23	BTC	Buy	59552→60031	+3.46	timeout
06-26 16:23	BTC	Buy	59728→59987	+1.63	timeout
06-26 14:30	BTC	Buy	59252→59932	+5.24	timeout
06-25 13:57	BTC	Buy	59853→58318.9	-13.18	stop_loss
06-25 13:54	BTC	Buy	60202→58528.8	-14.28	stop_loss
06-25 13:48	BTC	Buy	61074.1→59509.3	-13.21	stop_loss
06-24 15:45	BTC	Buy	61992.1→60405.8	-13.24	stop_loss
06-24 14:17	BTC	Buy	62644.1→61020.4	-13.41	stop_loss
06-24 13:05	BTC	Buy	62151.1→62364.9	+1.26	timeout
06-24 11:04	BTC	Buy	62358.1→62414.9	-0.03	timeout
06-24 09:02	BTC	Buy	62396.1→62674.9	+1.73	timeout
06-23 08:24	BTC	Buy	63852.2→62217.8	-13.23	stop_loss
06-23 08:20	BTC	Buy	63953.2→62296.7	-13.40	stop_loss
06-23 06:21	BTC	Buy	64408.2→62755.5	-13.29	stop_loss
06-23 00:01	BTC	Buy	63351.2→63992.8	+4.63	timeout
06-22 21:59	BTC	Buy	63782.2→64278.8	+3.43	timeout
06-22 19:57	BTC	Buy	64179.2→64455.8	+1.66	timeout
06-21 23:03	BTC	Buy	64268.2→63649.8	-5.24	timeout
06-21 21:02	BTC	Buy	63927.2→63789.8	-1.53	timeout
06-21 18:56	BTC	Buy	63760.2→64141.8	+2.59	timeout
06-20 21:44	BTC	Buy	63076.2→64015.8	+7.01	timeout
06-20 19:44	BTC	Buy	62993.1→63910.8	+6.86	timeout
06-20 17:36	BTC	Buy	62998.1→63765.8	+5.63	timeout
06-19 20:47	BTC	Buy	63103.2→63176.8	+0.09	timeout
06-19 18:43	BTC	Buy	62700.1→63029.8	+2.16	timeout
06-19 16:40	BTC	Buy	62664.1→63259.8	+4.32	timeout
06-18 15:52	BTC	Buy	64143.2→62500.6	-12.98	stop_loss
06-18 15:40	BTC	Buy	64333.2→62685.5	-12.98	stop_loss
06-18 15:37	BTC	Buy	64618.2→62941.4	-13.21	stop_loss
06-17 22:03	BTC	Buy	65608.3→63928.8	-13.23	stop_loss
06-17 19:41	BTC	Buy	65828.3→64134.7	-13.33	stop_loss
06-17 19:40	BTC	Buy	65862.3→64175.7	-13.27	stop_loss
06-17 05:08	BTC	Buy	65933.3→65804.7	-1.46	timeout
06-17 03:09	BTC	Buy	65747.3→65866.7	+0.43	timeout
06-16 23:06	BTC	Buy	66246.3→65766.7	-4.15	timeout
06-16 04:24	BTC	Buy	65723.3→66053.7	+2.11	timeout
06-16 02:19	BTC	Buy	65687.3→66042.7	+2.25	timeout
06-15 22:05	BTC	Buy	65073.3→66402.7	+9.72	timeout
06-15 03:06	BTC	Buy	64477.2→65555.7	+7.88	timeout
06-15 00:45	BTC	Buy	64566.2→65511.7	+6.85	timeout
06-14 20:49	BTC	Buy	64233.2→64008.8	-2.23	timeout
06-14 00:17	BTC	Buy	63559.2→64421.8	+6.36	timeout
06-13 22:12	BTC	Buy	63467.2→64362.8	+6.58	timeout
06-13 20:05	BTC	Buy	63615.2→64234.8	+4.42	timeout
06-12 22:44	BTC	Buy	63493.2→63487.8	-0.54	timeout
06-12 20:46	BTC	Buy	63250.2→63495.8	+1.48	timeout
06-12 18:43	BTC	Buy	63501.2→63841.8	+2.22	timeout
06-11 20:44	BTC	Buy	61795.1→63246.8	+11.16	timeout
06-11 18:37	BTC	Buy	61791.1→63489.8	+13.17	timeout
06-11 16:33	BTC	Buy	62226.1→62580.9	+2.30	timeout
06-10 18:27	BTC	Buy	61704.1→61847.9	+0.67	timeout
06-10 16:23	BTC	Buy	61014.1→62272.9	+9.82	timeout
06-10 14:27	BTC	Buy	61766.1→62028.9	+1.65	timeout
06-09 15:56	BTC	Buy	62644.1→61031.4	-13.33	stop_loss
06-09 14:43	BTC	Buy	62912.1→61300.3	-13.27	stop_loss
06-09 14:11	BTC	Buy	63614.2→61980.9	-13.29	stop_loss
06-09 10:20	BTC	Buy	63249.2→62726.9	-4.54	timeout
06-09 08:16	BTC	Buy	63088.2→62936.9	-1.67	timeout
06-08 10:03	BTC	Buy	62392.1→63444.8	+7.97	timeout
06-08 08:00	BTC	Buy	62389.1→63209.8	+6.02	timeout
06-08 05:57	BTC	Buy	61734.1→62742.9	+7.72	timeout
06-07 09:16	BTC	Buy	61199.1→62819.9	+12.83	timeout
06-07 07:14	BTC	Buy	61007.1→62105.9	+8.60	timeout
06-07 05:13	BTC	Buy	60043→61771.9	+13.98	timeout
06-06 04:31	BTC	Buy	61301.1→59732.1	-13.25	stop_loss
06-06 04:27	BTC	Buy	61422.1→59845.1	-13.29	stop_loss
06-06 04:12	BTC	Buy	61778.1→60196.9	-13.25	stop_loss
06-05 21:04	BTC	Buy	59284→61886.9	+21.50	take_profit
06-05 19:17	BTC	Buy	60622→59070.5	-13.25	stop_loss
06-05 18:44	BTC	Buy	61258.1→59690.2	-13.25	stop_loss
06-05 13:57	BTC	Buy	62419.1→60820.5	-13.26	stop_loss
06-05 13:56	BTC	Buy	62564.1→60962.5	-13.25	stop_loss
06-05 13:52	BTC	Buy	62653.1→61049.4	-13.25	stop_loss
06-05 06:22	BTC	Buy	63041.2→61425.2	-13.26	stop_loss
06-05 06:16	BTC	Buy	63504.2→61877	-13.21	stop_loss
06-05 02:41	BTC	Buy	63287.2→62836.9	-3.98	timeout
06-05 02:30	BTC	Buy	64210.2→62566.6	-13.24	stop_loss
06-04 11:10	BTC	Buy	63807.2→62173.8	-13.23	stop_loss
06-04 11:10	BTC	Buy	63813.2→62179.8	-13.22	stop_loss
06-04 01:22	BTC	Buy	64239.2→62595.6	-13.24	stop_loss
06-04 00:29	BTC	Buy	65084.3→63418.1	-13.25	stop_loss
06-03 20:55	BTC	Buy	66374.3→64652.4	-13.46	stop_loss
06-03 20:55	BTC	Buy	66537.3→64830.3	-13.33	stop_loss
06-03 19:55	BTC	Buy	66912.3→65166.1	-13.55	stop_loss
06-03 03:44	BTC	Buy	67424.4→65696.8	-13.26	stop_loss
06-02 14:27	BTC	Buy	69271.5→67484.9	-13.35	stop_loss
06-02 14:21	BTC	Buy	69983.5→68189.5	-13.28	stop_loss
06-02 02:06	BTC	Buy	72192.6→70328.3	-13.44	stop_loss
06-01 22:37	BTC	Buy	73004.7→71135.9	-13.34	stop_loss
06-01 22:26	BTC	Buy	73675.7→71239.8	-17.12	stop_loss
06-01 03:44	BTC	Buy	74137.7→73795.3	-2.83	timeout
05-31 23:47	BTC	Buy	73790.7→73587.3	-1.80	timeout
05-31 17:22	BTC	Buy	73993.7→73548.3	-3.51	timeout
05-31 13:39	BTC	Buy	73671.7→73861.3	+0.83	timeout
05-31 00:21	BTC	Buy	73500.7→73868.3	+2.01	timeout
05-30 20:37	BTC	Buy	73673.7→73926.3	+1.15	timeout

Paper vs Live

Paper (trades.jsonl)

108

closed

46%

win rate

-348.11

total pnl ($)

-64.2 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	108	46%	-64.2	-348.11

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:38	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…