deribit_basis_momentum_carry_long_v6 · strategy

100

closed trades

36%

win rate

-357.96

total pnl ($)

0.250

weight

7d window — n=23 wr=30% pnl=-152.18 · 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 12:58	BTC	Buy	59828→58355.9	-12.74	stop_loss
06-30 12:23	BTC	Buy	60339→58852.6	-12.75	stop_loss
06-30 04:54	BTC	Buy	60127→59448	-5.97	timeout
06-29 22:39	BTC	Buy	60215→60346	+0.78	timeout
06-29 20:33	BTC	Buy	60239→60400	+0.59	timeout
06-28 22:53	BTC	Buy	60471→58983.5	-12.77	stop_loss
06-28 19:47	BTC	Buy	60689→59196.4	-12.72	stop_loss
06-28 03:41	BTC	Buy	59406→60177	+6.05	timeout
06-27 21:15	BTC	Buy	59589→60356	+6.12	timeout
06-27 19:11	BTC	Buy	59314→60567	+10.16	timeout
06-27 17:11	BTC	Buy	59304→60538	+9.91	timeout
06-27 15:09	BTC	Buy	59273→60666	+11.30	timeout
06-26 02:14	BTC	Buy	60093→58614.7	-12.75	stop_loss
06-25 13:58	BTC	Buy	59565→58096	-12.70	stop_loss
06-25 13:51	BTC	Buy	60702→59208.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60818→59317.4	-12.75	stop_loss
06-25 13:48	BTC	Buy	60896→59396.3	-12.71	stop_loss
06-25 13:48	BTC	Buy	60953→59452.3	-12.72	stop_loss
06-24 15:33	BTC	Buy	62193.1→60661.6	-12.70	stop_loss
06-24 14:19	BTC	Buy	62386.1→60841.5	-12.81	stop_loss
06-24 14:19	BTC	Buy	62429.1→60880.5	-12.83	stop_loss
06-24 14:17	BTC	Buy	62549.1→61009.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62702.1→61158.3	-12.75	stop_loss
06-23 08:17	BTC	Buy	63925.2→62341.7	-12.86	stop_loss
06-23 08:17	BTC	Buy	64043.2→62465.6	-12.78	stop_loss
06-23 08:15	BTC	Buy	64066.2→62490.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64254.2→62669.5	-12.79	stop_loss
06-23 06:20	BTC	Buy	64471.2→62885.4	-12.76	stop_loss
06-23 02:48	BTC	Buy	64243.2→64145.8	-1.21	timeout
06-23 00:46	BTC	Buy	64255.2→64068.8	-1.84	timeout
06-22 22:41	BTC	Buy	64231.2→63879.8	-3.20	timeout
06-22 20:37	BTC	Buy	63850.2→64441.8	+4.14	timeout
06-22 18:36	BTC	Buy	63818.2→64541.8	+5.10	timeout
06-21 00:43	BTC	Buy	63031.2→64275.8	+9.32	timeout
06-20 22:40	BTC	Buy	62781.1→64231.8	+11.09	timeout
06-20 20:27	BTC	Buy	63114.2→63890.8	+5.77	timeout
06-20 18:24	BTC	Buy	62906.1→63839.8	+6.96	timeout
06-20 16:36	BTC	Buy	62594.1→63887.8	+9.74	timeout
06-18 15:56	BTC	Buy	63965.2→62389.7	-12.63	stop_loss
06-18 15:40	BTC	Buy	64206.2→62627.5	-12.48	stop_loss
06-18 15:40	BTC	Buy	64297.2→62707.5	-12.52	stop_loss
06-18 15:17	BTC	Buy	64829.2→63235.2	-12.70	stop_loss
06-18 15:17	BTC	Buy	64969.2→63370.1	-12.71	stop_loss
06-18 05:05	BTC	Buy	65268.3→63663	-12.76	stop_loss
06-17 19:42	BTC	Buy	65701.3→64085.7	-12.75	stop_loss
06-17 19:40	BTC	Buy	65828.3→64209.7	-12.78	stop_loss
06-17 11:05	BTC	Buy	66224.3→64594.5	-12.83	stop_loss
06-17 08:49	BTC	Buy	66437.3→64802.3	-12.77	stop_loss
06-17 08:44	BTC	Buy	66524.3→64888.3	-12.77	stop_loss
06-17 08:31	BTC	Buy	66804.3→65161.1	-12.72	stop_loss
06-16 14:23	BTC	Buy	67200.4→65544.9	-12.84	stop_loss
06-16 11:51	BTC	Buy	64602.2→66398.7	+13.27	timeout
06-16 09:48	BTC	Buy	64549.2→66578.7	+15.28	timeout
06-15 15:47	BTC	Buy	64298.2→67120.6	+21.53	take_profit
06-15 15:47	BTC	Buy	64170.2→66996.6	+21.61	take_profit
06-15 13:24	BTC	Buy	64060.2→66872.7	+21.54	take_profit
06-14 11:27	BTC	Buy	63812.2→64540.8	+5.25	timeout
06-14 09:26	BTC	Buy	63663.2→64307.8	+4.50	timeout
06-13 21:23	BTC	Buy	63529.2→64213.8	+4.90	timeout
06-13 19:19	BTC	Buy	63598.2→64148.8	+3.88	timeout
06-13 17:12	BTC	Buy	62480.1→63941.8	+11.24	timeout
06-12 09:34	BTC	Buy	61236.1→63924.8	+21.33	take_profit
06-12 07:51	BTC	Buy	61658.1→62989.9	+10.27	timeout
06-11 19:48	BTC	Buy	61763.1→63650.8	+14.57	timeout
06-11 17:47	BTC	Buy	61621.1→63426.8	+14.00	timeout
06-11 15:48	BTC	Buy	61235.1→62677.9	+11.03	timeout
06-09 15:55	BTC	Buy	62615.1→61075.4	-12.75	stop_loss
06-09 14:30	BTC	Buy	62984.1→61426.2	-12.84	stop_loss
06-09 14:30	BTC	Buy	63012.2→61459.2	-12.79	stop_loss
06-09 14:29	BTC	Buy	63059.2→61508.2	-12.77	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 09:56	BTC	Buy	62526.1→62661.9	+0.69	timeout
06-07 22:15	BTC	Buy	61169.1→63854.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60899→63572.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60874→63546.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60699→63363.8	+21.52	take_profit
06-07 08:48	BTC	Buy	60187→62829.9	+21.52	take_profit
06-06 04:33	BTC	Buy	61136.1→59630.2	-12.77	stop_loss
06-06 04:33	BTC	Buy	61139.1→59630.2	-12.79	stop_loss
06-06 04:10	BTC	Buy	61822.1→60301.8	-12.75	stop_loss
06-05 21:04	BTC	Buy	59367→61973.9	+21.51	take_profit
06-05 18:52	BTC	Buy	60743→59249.4	-12.75	stop_loss
06-05 18:51	BTC	Buy	60995→59495.3	-12.75	stop_loss
06-05 14:06	BTC	Buy	61936.1→60411.8	-12.76	stop_loss
06-05 13:56	BTC	Buy	62422.1→60885.5	-12.76	stop_loss
06-05 06:23	BTC	Buy	62808.1→61263.3	-12.69	stop_loss
06-05 06:22	BTC	Buy	62924.1→61367.2	-12.74	stop_loss
06-05 06:03	BTC	Buy	63578.2→62014.9	-12.68	stop_loss
06-05 06:01	BTC	Buy	63702.2→62133.8	-12.71	stop_loss
06-05 05:59	BTC	Buy	63773.2→62201.8	-12.73	stop_loss
06-04 09:27	BTC	Buy	64388.2→62792.4	-12.84	stop_loss
06-04 01:16	BTC	Buy	64514.2→62927.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65074.3→63474.1	-12.74	stop_loss
06-03 20:55	BTC	Buy	66387.3→64744.4	-12.87	stop_loss
06-03 20:55	BTC	Buy	66591.3→64950.3	-12.83	stop_loss
06-03 19:55	BTC	Buy	66924.3→65278.1	-12.80	stop_loss
06-03 16:27	BTC	Buy	67201.4→65547.9	-12.78	stop_loss
06-03 16:26	BTC	Buy	67225.4→65569.9	-12.78	stop_loss
06-03 03:33	BTC	Buy	67664.4→65999.7	-12.76	stop_loss
06-02 19:31	BTC	Buy	68493.4→66563.4	-14.54	stop_loss

Paper vs Live

Paper (trades.jsonl)

100

closed

36%

win rate

-357.96

total pnl ($)

-71.5 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	100	36%	-71.5	-357.96

Recent bounces (last 20 of 1)

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

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…