deribit_basis_momentum_carry_long_v7 · strategy

122

closed trades

40%

win rate

-311.24

total pnl ($)

0.685

weight

7d window — n=22 wr=32% pnl=-87.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 14:08	BTC	Buy	60687→59194.4	-12.76	stop_loss
06-28 23:19	BTC	Buy	59993→59346	-5.86	timeout
06-28 17:19	BTC	Buy	60039→59588	-4.18	timeout
06-28 15:49	BTC	Buy	60254→59860	-3.76	timeout
06-27 12:53	BTC	Buy	59614→60366	+5.84	timeout
06-27 11:09	BTC	Buy	60183→60341	+0.83	timeout
06-27 09:37	BTC	Buy	60295→60379	+0.22	timeout
06-27 08:04	BTC	Buy	60007→60435	+3.11	timeout
06-27 04:57	BTC	Buy	59348→60224	+6.94	timeout
06-26 14:56	BTC	Buy	59349→59388	-0.16	timeout
06-26 13:21	BTC	Buy	59228→58775.1	-4.30	timeout
06-26 13:19	BTC	Buy	59974→58498.8	-12.76	stop_loss
06-26 11:50	BTC	Buy	59496→59418	-1.15	timeout
06-26 08:50	BTC	Buy	59520→60139	+4.76	timeout
06-26 02:24	BTC	Buy	59757→58286.9	-12.74	stop_loss
06-25 13:51	BTC	Buy	60702→59208.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60874→59374.3	-12.74	stop_loss
06-25 13:44	BTC	Buy	61597.1→60080.9	-12.73	stop_loss
06-25 13:42	BTC	Buy	61754.1→60234.9	-12.73	stop_loss
06-25 12:46	BTC	Buy	59539→61292.9	+14.29	timeout
06-24 17:48	BTC	Buy	60515→59026.5	-12.74	stop_loss
06-24 11:13	BTC	Buy	62496.1→62328.9	-1.81	timeout
06-19 19:59	BTC	Buy	63001.1→62981.9	-0.63	timeout
06-18 04:11	BTC	Buy	65391.3→63741.9	-13.07	stop_loss
06-17 09:59	BTC	Buy	65867.3→64883.8	-7.97	timeout
06-17 08:27	BTC	Buy	65674.3→65347.7	-2.92	timeout
06-17 03:42	BTC	Buy	66666.3→65786.7	-7.08	timeout
06-17 02:06	BTC	Buy	66320.3→65854.7	-3.99	timeout
06-17 00:06	BTC	Buy	66114.3→65671.7	-3.84	timeout
06-16 15:39	BTC	Buy	66424.3→65849.7	-4.83	timeout
06-16 14:08	BTC	Buy	66557.3→66096.7	-3.97	timeout
06-16 07:23	BTC	Buy	66856.3→66321.7	-4.39	timeout
06-16 04:22	BTC	Buy	65693.3→66016.7	+2.05	timeout
06-16 02:48	BTC	Buy	65766.3→65830.7	+0.02	timeout
06-15 21:15	BTC	Buy	65678.3→66484.7	+5.64	timeout
06-15 19:38	BTC	Buy	65574.3→66610.7	+7.40	timeout
06-15 12:33	BTC	Buy	63725.2→66237.7	+19.27	timeout
06-15 09:23	BTC	Buy	64052.2→65685.7	+12.31	timeout
06-15 07:49	BTC	Buy	64284.2→65674.7	+10.35	timeout
06-15 01:41	BTC	Buy	64286.2→65630.7	+9.99	timeout
06-14 23:30	BTC	Buy	64284.2→65681.7	+10.39	timeout
06-14 17:38	BTC	Buy	64455.2→63772.8	-5.80	timeout
06-14 15:15	BTC	Buy	64209.2→64075.8	-1.50	timeout
06-14 13:40	BTC	Buy	64271.2→64253.8	-0.59	timeout
06-14 06:25	BTC	Buy	63926.2→64339.8	+2.79	timeout
06-14 03:54	BTC	Buy	63735.2→64492.8	+5.52	timeout
06-13 22:26	BTC	Buy	63524.2→64466.8	+6.95	timeout
06-13 20:58	BTC	Buy	63628.2→64259.8	+4.50	timeout
06-13 18:39	BTC	Buy	63589.2→64225.8	+4.55	timeout
06-13 10:29	BTC	Buy	63877.2→63747.8	-1.52	timeout
06-13 08:54	BTC	Buy	63901.2→63778.8	-1.46	timeout
06-13 02:39	BTC	Buy	63440.2→63694.8	+1.56	timeout
06-13 00:46	BTC	Buy	62959.1→63591.8	+4.51	timeout
06-12 23:17	BTC	Buy	63487.2→63475.8	-0.58	timeout
06-12 15:41	BTC	Buy	63471.2→63827.8	+2.30	timeout
06-12 14:12	BTC	Buy	63506.2→63378.8	-1.50	timeout
06-12 05:40	BTC	Buy	63104.2→63340.8	+1.39	timeout
06-12 03:19	BTC	Buy	62819.1→63464.8	+4.62	timeout
06-12 01:31	BTC	Buy	62755.1→63347.8	+4.19	timeout
06-11 21:07	BTC	Buy	62046.1→63439.8	+10.67	timeout
06-11 19:32	BTC	Buy	62173.1→63869.8	+13.10	timeout
06-11 08:23	BTC	Buy	61976.1→62861.9	+6.59	timeout
06-11 06:44	BTC	Buy	61648.1→62892.9	+9.53	timeout
06-11 05:11	BTC	Buy	61017.1→62566.9	+12.14	timeout
06-11 02:41	BTC	Buy	61259.1→62043.9	+5.92	timeout
06-10 22:15	BTC	Buy	62637.1→61094.4	-12.77	stop_loss
06-10 13:03	BTC	Buy	61765.1→61477.9	-2.75	timeout
06-10 11:29	BTC	Buy	61743.1→60904	-7.21	timeout
06-10 09:58	BTC	Buy	61084.1→61305.9	+1.43	timeout
06-10 08:35	BTC	Buy	61438.1→61371.9	-0.91	timeout
06-09 15:56	BTC	Buy	62573.1→61030.4	-12.78	stop_loss
06-09 14:47	BTC	Buy	62728.1→61180.3	-12.79	stop_loss
06-09 14:36	BTC	Buy	62922.1→61372.2	-12.77	stop_loss
06-09 14:20	BTC	Buy	63245.2→61690.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63515.2→61948.9	-12.78	stop_loss
06-09 12:50	BTC	Buy	63323.2→62542.9	-6.58	timeout
06-09 09:43	BTC	Buy	63827.2→62619.9	-9.89	timeout
06-09 04:33	BTC	Buy	63151.2→62860.9	-2.74	timeout
06-08 20:37	BTC	Buy	62936.1→63273.8	+2.20	timeout
06-08 19:06	BTC	Buy	63305.2→63496.8	+1.02	timeout
06-08 17:32	BTC	Buy	63195.2→63444.8	+1.46	timeout
06-08 08:07	BTC	Buy	61765.1→63192.8	+11.06	timeout
06-08 06:24	BTC	Buy	61935.1→63004.8	+8.18	timeout
06-08 01:57	BTC	Buy	62373.1→63152.8	+5.75	timeout
06-08 00:24	BTC	Buy	61855.1→63257.8	+10.85	timeout
06-07 20:07	BTC	Buy	61475.1→61520.9	-0.05	timeout
06-07 12:28	BTC	Buy	60647→62001.9	+10.71	timeout
06-07 10:41	BTC	Buy	60661→62307.9	+13.14	timeout
06-07 02:33	BTC	Buy	61314.1→61277.9	-0.80	timeout
06-07 01:03	BTC	Buy	60774→60876	+0.36	timeout
06-06 23:12	BTC	Buy	59990→60682	+5.37	timeout
06-06 14:02	BTC	Buy	60171→60872	+5.39	timeout
06-06 12:31	BTC	Buy	60186→60620	+3.21	timeout
06-06 04:31	BTC	Buy	61253.1→59747.1	-12.74	stop_loss
06-06 04:15	BTC	Buy	61509.1→59983	-12.86	stop_loss
06-06 04:14	BTC	Buy	61589.1→60068.9	-12.80	stop_loss
06-05 18:52	BTC	Buy	60817→59321.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60968→59468.3	-12.76	stop_loss
06-05 18:37	BTC	Buy	61484.1→59972	-12.75	stop_loss
06-05 15:39	BTC	Buy	61683.1→60163.9	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

122

closed

40%

win rate

-311.24

total pnl ($)

-50.8 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	122	40%	-50.8	-311.24

Recent bounces (last 20 of 4)

time	sym	side	reason
06-29 17:55	BTC	Buy	circuit_breaker
06-29 16:13	BTC	Buy	circuit_breaker
06-29 14:25	BTC	Buy	circuit_breaker
06-29 08:12	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…