deribit_basis_rising_carry_long_v7 · strategy

107

closed trades

49%

win rate

-189.02

total pnl ($)

1.154

weight

7d window — n=16 wr=69% pnl=-14.71 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 21:08	BTC	Buy	59682→60335	+5.08	timeout
06-27 20:04	BTC	Buy	59839→60206	+2.67	timeout
06-27 19:05	BTC	Buy	59659→60558	+7.11	timeout
06-27 18:05	BTC	Buy	60088→60470	+2.75	timeout
06-27 17:01	BTC	Buy	60053→60677	+4.72	timeout
06-26 19:43	BTC	Buy	59295→59915	+4.66	timeout
06-26 18:41	BTC	Buy	59413→59747	+2.24	timeout
06-26 17:41	BTC	Buy	59610→59927	+2.11	timeout
06-26 16:34	BTC	Buy	59377→60174	+6.15	timeout
06-26 15:24	BTC	Buy	59337→60101	+5.90	timeout
06-25 13:57	BTC	Buy	59818→58337.9	-12.74	stop_loss
06-25 13:54	BTC	Buy	60001→58525.8	-12.67	stop_loss
06-25 13:48	BTC	Buy	60814→59315.4	-12.73	stop_loss
06-25 13:48	BTC	Buy	60866→59368.3	-12.69	stop_loss
06-25 13:48	BTC	Buy	61036.1→59535.2	-12.69	stop_loss
06-22 14:56	BTC	Buy	64096.2→64859.8	+5.42	timeout
06-20 03:10	BTC	Buy	62865.1→63309.8	+3.09	timeout
06-17 22:03	BTC	Buy	65459.3→63845.9	-12.77	stop_loss
06-17 19:42	BTC	Buy	65725.3→64108.7	-12.75	stop_loss
06-17 19:41	BTC	Buy	65773.3→64146.7	-12.82	stop_loss
06-17 19:04	BTC	Buy	65685.3→65472.7	-2.10	timeout
06-17 16:54	BTC	Buy	65703.3→65879.7	+0.79	timeout
06-17 15:50	BTC	Buy	65823.3→65799.7	-0.64	timeout
06-17 05:08	BTC	Buy	65930.3→65799.7	-1.47	timeout
06-16 23:45	BTC	Buy	66226.3→65673.7	-4.69	timeout
06-16 17:14	BTC	Buy	66869.3→65768.7	-8.75	timeout
06-16 14:57	BTC	Buy	66636.3→65666.7	-7.80	timeout
06-16 14:04	BTC	Buy	66356.3→66166.7	-1.96	timeout
06-16 03:20	BTC	Buy	67252.4→65598.9	-12.72	stop_loss
06-15 22:19	BTC	Buy	65124.3→66335.7	+8.81	timeout
06-15 13:25	BTC	Buy	64074.2→66887.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63795.2→66595.7	+21.51	take_profit
06-15 13:00	BTC	Buy	63787.2→66591.7	+21.55	take_profit
06-15 12:50	BTC	Buy	63708.2→66505.7	+21.52	take_profit
06-14 21:18	BTC	Buy	64239.2→64788.8	+3.80	timeout
06-14 20:12	BTC	Buy	64259.2→63795.8	-4.10	timeout
06-14 19:05	BTC	Buy	64163.2→63794.8	-3.40	timeout
06-14 18:01	BTC	Buy	63994.2→63727.8	-2.63	timeout
06-14 16:55	BTC	Buy	63984.2→63915.8	-1.05	timeout
06-13 20:40	BTC	Buy	63523.2→64215.8	+4.99	timeout
06-13 19:33	BTC	Buy	63641.2→64143.8	+3.50	timeout
06-13 18:37	BTC	Buy	63761.2→64212.8	+3.08	timeout
06-13 17:38	BTC	Buy	63882.2→64080.8	+1.09	timeout
06-13 16:35	BTC	Buy	63802.2→63954.8	+0.76	timeout
06-12 20:09	BTC	Buy	63543.2→63606.8	+0.05	timeout
06-12 19:03	BTC	Buy	63484.2→63739.8	+1.55	timeout
06-12 17:59	BTC	Buy	63509.2→63837.8	+2.13	timeout
06-12 16:46	BTC	Buy	62595.1→63868.8	+9.68	timeout
06-12 15:45	BTC	Buy	62584.1→63858.8	+9.66	timeout
06-11 19:23	BTC	Buy	61654.1→63670.8	+15.77	timeout
06-11 18:18	BTC	Buy	61889.1→63524.8	+12.66	timeout
06-11 17:08	BTC	Buy	62162.1→62481.9	+2.06	timeout
06-11 16:06	BTC	Buy	62452.1→62767.9	+1.94	timeout
06-11 15:06	BTC	Buy	61986.1→62640.9	+4.74	timeout
06-10 18:52	BTC	Buy	61684.1→61694.9	-0.41	timeout
06-10 17:48	BTC	Buy	61616.1→61974.9	+2.42	timeout
06-10 16:47	BTC	Buy	61284.1→62059.9	+5.81	timeout
06-10 15:44	BTC	Buy	61336.1→62372.9	+7.95	timeout
06-10 14:47	BTC	Buy	61260.1→61937.9	+5.05	timeout
06-09 16:05	BTC	Buy	62441.1→60905.5	-12.76	stop_loss
06-09 14:47	BTC	Buy	62657.1→61116.4	-12.76	stop_loss
06-09 14:29	BTC	Buy	63084.2→61533.1	-12.75	stop_loss
06-09 14:20	BTC	Buy	63237.2→61673.1	-12.82	stop_loss
06-09 14:16	BTC	Buy	63448.2→61884.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63720.2→62148.8	-12.77	stop_loss
06-09 06:59	BTC	Buy	62958.1→63254.8	+1.85	timeout
06-09 00:41	BTC	Buy	63729.2→62622.9	-9.15	timeout
06-08 21:18	BTC	Buy	61898.1→63598.8	+13.25	timeout
06-08 20:14	BTC	Buy	61540.1→63190.8	+12.93	timeout
06-08 18:04	BTC	Buy	62161.1→63561.8	+10.72	timeout
06-08 06:57	BTC	Buy	62085.1→62920.9	+6.26	timeout
06-07 22:14	BTC	Buy	60792→63460.8	+21.51	take_profit
06-07 20:19	BTC	Buy	60606→61553.9	+7.40	timeout
06-07 19:21	BTC	Buy	60609→61427.9	+6.36	timeout
06-07 17:09	BTC	Buy	60625→62247.9	+12.91	timeout
06-07 04:38	BTC	Buy	59595→61659.9	+16.89	timeout
06-06 20:25	BTC	Buy	60900→60580	-3.01	timeout
06-06 19:22	BTC	Buy	59495→60609	+8.97	timeout
06-06 18:23	BTC	Buy	60375→60496	+0.60	timeout
06-06 16:01	BTC	Buy	60167→60789	+4.78	timeout
06-06 04:13	BTC	Buy	61644.1→60108.9	-12.91	stop_loss
06-05 18:55	BTC	Buy	60583→59093.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 18:44	BTC	Buy	61231.1→59725.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61993.1→60467.7	-12.75	stop_loss
06-05 13:57	BTC	Buy	62341.1→60799.5	-12.82	stop_loss
06-05 13:57	BTC	Buy	62380.1→60844.5	-12.76	stop_loss
06-05 13:52	BTC	Buy	62583.1→61042.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62733.1→61189.3	-12.76	stop_loss
06-05 11:57	BTC	Buy	62484.1→62043.9	-4.01	timeout
06-05 06:24	BTC	Buy	62712.1→61168.3	-12.70	stop_loss
06-05 06:20	BTC	Buy	63178.2→61614.1	-12.78	stop_loss
06-05 06:03	BTC	Buy	63613.2→62045.9	-12.71	stop_loss
06-05 02:08	BTC	Buy	62383.1→63183.8	+5.97	timeout
06-04 10:30	BTC	Buy	63983.2→62409.7	-12.71	stop_loss
06-04 09:31	BTC	Buy	64228.2→62647.5	-12.75	stop_loss
06-04 09:26	BTC	Buy	64430.2→62845.4	-12.74	stop_loss
06-04 01:16	BTC	Buy	64494.2→62908.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65077.3→63477.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65482.3→63871.9	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

49%

win rate

-189.02

total pnl ($)

-35.0 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	107	49%	-35.0	-189.02

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…