deribit_basis_rising_carry_long_v5 · strategy

175

closed trades

42%

win rate

-523.44

total pnl ($)

0.458

weight

7d window — n=33 wr=45% pnl=-106.97 · 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 04:52	BTC	Buy	59861→59481	-3.56	timeout
06-30 03:39	BTC	Buy	59875→59734	-1.56	timeout
06-30 01:44	BTC	Buy	59531→59807	+1.94	timeout
06-30 00:43	BTC	Buy	59306→59694	+2.88	timeout
06-29 23:28	BTC	Buy	59477→60203	+5.68	timeout
06-29 02:22	BTC	Buy	60119→59188	-8.23	timeout
06-29 00:41	BTC	Buy	60119→59250	-7.71	timeout
06-28 23:35	BTC	Buy	59997→59601	-3.81	timeout
06-28 22:27	BTC	Buy	60075→59297	-6.98	timeout
06-28 21:26	BTC	Buy	60381→59651	-6.51	timeout
06-28 00:38	BTC	Buy	59884→60093	+1.27	timeout
06-27 23:04	BTC	Buy	60090→60219	+0.67	timeout
06-27 21:08	BTC	Buy	59695→60328	+4.92	timeout
06-27 20:05	BTC	Buy	59744→60224	+3.63	timeout
06-27 19:02	BTC	Buy	59654→60557	+7.16	timeout
06-26 20:29	BTC	Buy	59605→59745	+0.66	timeout
06-26 19:27	BTC	Buy	59286→59903	+4.66	timeout
06-26 18:11	BTC	Buy	59549→60090	+3.97	timeout
06-26 17:05	BTC	Buy	59150→60126	+7.69	timeout
06-26 15:53	BTC	Buy	59315→60195	+6.86	timeout
06-25 13:58	BTC	Buy	59669→58202	-12.65	stop_loss
06-25 13:57	BTC	Buy	59763→58292.9	-12.66	stop_loss
06-25 13:57	BTC	Buy	59792→58321.9	-12.64	stop_loss
06-25 13:53	BTC	Buy	60475→58987.5	-12.65	stop_loss
06-25 13:48	BTC	Buy	60983→59483.3	-12.66	stop_loss
06-24 16:47	BTC	Buy	61474.1→59951	-12.81	stop_loss
06-24 15:29	BTC	Buy	62275.1→60850	-11.72	timeout
06-24 14:13	BTC	Buy	62565.1→61159.9	-11.44	timeout
06-24 13:48	BTC	Buy	62803.1→61255.3	-12.77	stop_loss
06-24 10:03	BTC	Buy	62547.1→62585.9	-0.15	timeout
06-24 09:21	BTC	Buy	62438.1→62689.9	+1.56	timeout
06-24 08:43	BTC	Buy	62351.1→62741.9	+2.68	timeout
06-23 08:17	BTC	Buy	64009.2→62434.6	-12.67	stop_loss
06-23 06:08	BTC	Buy	64736.2→63134.3	-12.74	stop_loss
06-23 05:23	BTC	Buy	65004.3→63405.1	-12.78	stop_loss
06-23 05:22	BTC	Buy	65085.3→63485.1	-12.78	stop_loss
06-23 05:19	BTC	Buy	65097.3→63496.1	-12.79	stop_loss
06-22 21:30	BTC	Buy	63668.2→64274.8	+4.31	timeout
06-22 14:27	BTC	Buy	64013.2→65006.7	+7.34	timeout
06-22 13:06	BTC	Buy	64115.2→65062.7	+6.84	timeout
06-22 08:51	BTC	Buy	63914.2→64134.8	+1.13	timeout
06-22 07:47	BTC	Buy	64200.2→64230.8	-0.31	timeout
06-21 11:41	BTC	Buy	63684.2→64200.8	+3.68	timeout
06-21 09:21	BTC	Buy	63510.2→63964.8	+3.18	timeout
06-21 08:17	BTC	Buy	63529.2→64060.8	+3.70	timeout
06-21 05:13	BTC	Buy	63791.2→64206.8	+2.81	timeout
06-21 03:00	BTC	Buy	63311.2→64226.8	+6.78	timeout
06-20 03:43	BTC	Buy	62661.1→63446.8	+5.83	timeout
06-20 02:42	BTC	Buy	62915.1→63338.8	+2.93	timeout
06-20 01:39	BTC	Buy	62856.1→63581.8	+5.33	timeout
06-20 00:31	BTC	Buy	62971.1→63556.8	+4.20	timeout
06-19 23:29	BTC	Buy	62844.1→63280.8	+3.04	timeout
06-18 15:51	BTC	Buy	64175.2→62590.6	-12.54	stop_loss
06-18 15:40	BTC	Buy	64361.2→62775.5	-12.74	stop_loss
06-18 15:40	BTC	Buy	64366.2→62780.5	-12.75	stop_loss
06-18 15:37	BTC	Buy	64496.2→62909.4	-12.73	stop_loss
06-18 14:40	BTC	Buy	65055.3→63967.8	-8.80	timeout
06-17 19:50	BTC	Buy	65634.3→64016.8	-12.79	stop_loss
06-17 19:42	BTC	Buy	65704.3→64086.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65803.3→64175.7	-12.82	stop_loss
06-17 19:29	BTC	Buy	65864.3→64243.6	-12.79	stop_loss
06-17 15:13	BTC	Buy	65835.3→65087.7	-6.13	timeout
06-17 14:09	BTC	Buy	66049.3→65233.7	-6.65	timeout
06-16 23:59	BTC	Buy	66300.3→65635.7	-5.53	timeout
06-16 22:56	BTC	Buy	66180.3→65712.7	-4.07	timeout
06-16 14:50	BTC	Buy	66591.3→65629.7	-7.75	timeout
06-16 14:23	BTC	Buy	67119.4→65464	-12.86	stop_loss
06-16 13:49	BTC	Buy	66594.3→66166.7	-3.74	timeout
06-15 23:02	BTC	Buy	65345.3→66190.7	+5.97	timeout
06-15 21:53	BTC	Buy	65452.3→66384.7	+6.62	timeout
06-15 13:20	BTC	Buy	64022.2→66832.7	+21.51	take_profit
06-15 13:16	BTC	Buy	63928.2→66734.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63714.2→66513.7	+21.53	take_profit
06-14 22:45	BTC	Buy	64493.2→65418.7	+6.68	timeout
06-14 21:22	BTC	Buy	64220.2→64659.8	+2.95	timeout
06-14 20:19	BTC	Buy	64257.2→63822.8	-3.88	timeout
06-14 16:44	BTC	Buy	64021.2→64129.8	+0.35	timeout
06-14 15:39	BTC	Buy	64322.2→64035.8	-2.69	timeout
06-13 22:05	BTC	Buy	63524.2→64415.8	+6.54	timeout
06-13 21:04	BTC	Buy	63427.2→64285.8	+6.29	timeout
06-13 19:58	BTC	Buy	63599.2→64288.8	+4.97	timeout
06-13 16:38	BTC	Buy	63951.2→63997.8	-0.07	timeout
06-13 15:27	BTC	Buy	64256.2→64264.8	-0.41	timeout
06-12 20:46	BTC	Buy	63251.2→63495.8	+1.47	timeout
06-12 19:40	BTC	Buy	63711.2→63708.8	-0.48	timeout
06-12 18:26	BTC	Buy	63414.2→63688.8	+1.71	timeout
06-12 15:57	BTC	Buy	62664.1→63667.8	+7.47	timeout
06-12 14:55	BTC	Buy	62892.1→63918.8	+7.63	timeout
06-11 19:26	BTC	Buy	61752.1→63620.8	+14.55	timeout
06-11 18:20	BTC	Buy	61936.1→63527.8	+12.28	timeout
06-11 16:58	BTC	Buy	62157.1→62560.9	+2.74	timeout
06-11 15:40	BTC	Buy	62251.1→62788.9	+3.77	timeout
06-11 14:30	BTC	Buy	62007.1→62994.9	+7.41	timeout
06-10 18:32	BTC	Buy	61697.1→61926.9	+1.36	timeout
06-10 17:30	BTC	Buy	61736.1→61864.9	+0.55	timeout
06-10 16:12	BTC	Buy	61068.1→62397.9	+10.40	timeout
06-10 15:12	BTC	Buy	61538.1→61898.9	+2.44	timeout
06-10 14:19	BTC	Buy	61819.1→61874.9	-0.02	timeout
06-09 14:47	BTC	Buy	62722.1→61179.3	-12.75	stop_loss
06-09 14:39	BTC	Buy	62875.1→61328.3	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

175

closed

42%

win rate

-523.44

total pnl ($)

-59.5 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	175	42%	-59.5	-523.44

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 04:10	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…