deribit_basis_rising_momentum_carry_long_v2026 · strategy

153

closed trades

48%

win rate

-369.47

total pnl ($)

0.724

weight

7d window — n=33 wr=55% pnl=-74.47 · 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 01:05	BTC	Buy	59449→59828	+2.79	timeout
06-29 23:57	BTC	Buy	59643→60201	+4.25	timeout
06-29 22:45	BTC	Buy	59104→60369	+10.33	timeout
06-29 19:30	BTC	Buy	59512→60422	+7.05	timeout
06-29 18:22	BTC	Buy	59634→60434	+6.11	timeout
06-28 23:57	BTC	Buy	59993→59626	-3.64	timeout
06-28 22:55	BTC	Buy	60178→59018	-10.10	timeout
06-28 21:54	BTC	Buy	60165→59309	-7.58	timeout
06-28 17:56	BTC	Buy	60565→59577	-8.58	timeout
06-28 16:51	BTC	Buy	60792→59653	-9.80	timeout
06-27 20:34	BTC	Buy	59626→60233	+4.70	timeout
06-27 19:26	BTC	Buy	59918→60252	+2.38	timeout
06-27 18:25	BTC	Buy	59982→60471	+3.64	timeout
06-27 17:17	BTC	Buy	60092→60559	+3.43	timeout
06-27 16:13	BTC	Buy	60129→60731	+4.59	timeout
06-26 19:24	BTC	Buy	59204→59883	+5.16	timeout
06-26 18:24	BTC	Buy	59594→60002	+2.86	timeout
06-26 17:26	BTC	Buy	59499→60071	+4.26	timeout
06-26 16:22	BTC	Buy	59791→60019	+1.35	timeout
06-26 15:17	BTC	Buy	58898.9→59865	+7.67	timeout
06-25 13:57	BTC	Buy	59743→58214	-13.17	stop_loss
06-25 13:57	BTC	Buy	59884→58348.9	-13.19	stop_loss
06-25 13:51	BTC	Buy	60662→59108.5	-13.19	stop_loss
06-25 13:48	BTC	Buy	60838→59280.4	-13.20	stop_loss
06-25 13:48	BTC	Buy	61070.1→59507.3	-13.19	stop_loss
06-24 15:45	BTC	Buy	62028.1→60440.7	-13.24	stop_loss
06-24 14:19	BTC	Buy	62597.1→60966.5	-13.47	stop_loss
06-24 13:28	BTC	Buy	62052.1→61801.9	-2.47	timeout
06-24 12:25	BTC	Buy	62344.1→62734.9	+2.68	timeout
06-24 11:23	BTC	Buy	62543.1→62317.9	-2.27	timeout
06-24 10:16	BTC	Buy	62417.1→62556.9	+0.61	timeout
06-24 09:13	BTC	Buy	62405.1→62722.9	+2.02	timeout
06-23 08:20	BTC	Buy	63955.2→62318.7	-13.24	stop_loss
06-23 02:29	BTC	Buy	64547.2→64149.8	-3.53	timeout
06-22 23:18	BTC	Buy	63702.2→63910.8	+1.18	timeout
06-22 22:12	BTC	Buy	63565.2→64325.8	+5.53	timeout
06-22 19:53	BTC	Buy	64180.2→64429.8	+1.46	timeout
06-22 18:44	BTC	Buy	64154.2→64494.8	+2.16	timeout
06-22 02:03	BTC	Buy	64209.2→64510.8	+1.82	timeout
06-21 22:43	BTC	Buy	64229.2→63645.8	-4.97	timeout
06-21 21:39	BTC	Buy	63932.2→63850.8	-1.09	timeout
06-21 19:27	BTC	Buy	63850.2→64188.8	+2.23	timeout
06-21 18:25	BTC	Buy	63845.2→63986.8	+0.72	timeout
06-21 01:12	BTC	Buy	63423.2→64232.8	+5.88	timeout
06-20 21:59	BTC	Buy	63047.2→63985.8	+7.00	timeout
06-20 21:00	BTC	Buy	63207.2→63896.8	+5.02	timeout
06-20 18:41	BTC	Buy	63031.2→63808.8	+5.73	timeout
06-20 17:35	BTC	Buy	63021.2→63791.8	+5.65	timeout
06-20 00:19	BTC	Buy	62865.1→63473.8	+4.38	timeout
06-19 21:26	BTC	Buy	62950.1→63149.8	+1.08	timeout
06-19 20:24	BTC	Buy	63103.2→62979.9	-1.46	timeout
06-19 18:39	BTC	Buy	62691.1→63030.8	+2.25	timeout
06-19 17:15	BTC	Buy	62480.1→62954.9	+3.34	timeout
06-18 15:57	BTC	Buy	63929.2→62292.7	-13.09	stop_loss
06-18 15:51	BTC	Buy	64154.2→62511.6	-13.36	stop_loss
06-18 15:51	BTC	Buy	64219.2→62574.6	-13.38	stop_loss
06-18 15:40	BTC	Buy	64305.2→62658.5	-13.23	stop_loss
06-18 14:31	BTC	Buy	65235.3→63772.8	-11.65	timeout
06-18 04:11	BTC	Buy	65503.3→63821.9	-13.30	stop_loss
06-17 19:50	BTC	Buy	65656.3→63964.8	-13.36	stop_loss
06-17 19:46	BTC	Buy	65751.3→64068.7	-13.27	stop_loss
06-17 19:29	BTC	Buy	65931.3→64242.6	-13.26	stop_loss
06-17 16:07	BTC	Buy	65798.3→65789.7	-0.43	timeout
06-17 15:05	BTC	Buy	65678.3→65150.7	-4.47	timeout
06-17 14:02	BTC	Buy	66123.3→65210.7	-7.38	timeout
06-16 23:52	BTC	Buy	66308.3→65627.7	-5.66	timeout
06-16 22:49	BTC	Buy	66236.3→65665.7	-4.85	timeout
06-16 14:59	BTC	Buy	66570.3→65580.7	-7.97	timeout
06-16 14:31	BTC	Buy	67150.4→65431	-13.33	stop_loss
06-16 13:58	BTC	Buy	66445.3→66036.7	-3.61	timeout
06-15 23:00	BTC	Buy	65370.3→66172.7	+5.64	timeout
06-15 21:57	BTC	Buy	65473.3→66354.7	+6.23	timeout
06-15 13:26	BTC	Buy	64059.2→66935.7	+22.02	take_profit
06-15 13:08	BTC	Buy	63785.2→66649.7	+22.02	take_profit
06-15 13:00	BTC	Buy	63731.2→66595.7	+22.04	take_profit
06-14 22:31	BTC	Buy	64503.2→65255.7	+5.33	timeout
06-14 21:20	BTC	Buy	64219.2→64804.8	+4.09	timeout
06-14 20:18	BTC	Buy	64263.2→63824.8	-3.91	timeout
06-14 19:15	BTC	Buy	64177.2→63765.8	-3.73	timeout
06-14 17:08	BTC	Buy	63993.2→63893.8	-1.29	timeout
06-13 21:43	BTC	Buy	63537.2→64595.8	+7.85	timeout
06-13 20:43	BTC	Buy	63530.2→64215.8	+4.93	timeout
06-13 19:41	BTC	Buy	63703.2→64268.8	+3.99	timeout
06-13 18:44	BTC	Buy	63856.2→64230.8	+2.48	timeout
06-13 16:37	BTC	Buy	63820.2→63963.8	+0.69	timeout
06-12 21:08	BTC	Buy	63466.2→63507.8	-0.15	timeout
06-12 20:07	BTC	Buy	63575.2→63650.8	+0.14	timeout
06-12 19:03	BTC	Buy	63484.2→63739.8	+1.55	timeout
06-12 17:58	BTC	Buy	63493.2→63822.8	+2.14	timeout
06-12 16:22	BTC	Buy	62667.1→63812.8	+8.66	timeout
06-11 19:24	BTC	Buy	61727.1→63654.8	+15.04	timeout
06-11 18:18	BTC	Buy	61890.1→63527.8	+12.66	timeout
06-11 17:14	BTC	Buy	62073.1→62433.9	+2.38	timeout
06-11 16:13	BTC	Buy	62348.1→62730.9	+2.50	timeout
06-11 15:06	BTC	Buy	62011.1→62662.9	+4.71	timeout
06-10 18:58	BTC	Buy	61775.1→61841.9	+0.03	timeout
06-10 17:56	BTC	Buy	61712.1→61894.9	+0.99	timeout
06-10 16:53	BTC	Buy	61164.1→62131.9	+7.40	timeout
06-10 15:51	BTC	Buy	61260.1→62346.9	+8.36	timeout
06-10 14:48	BTC	Buy	61177.1→61962.9	+5.94	timeout

Paper vs Live

Paper (trades.jsonl)

153

closed

48%

win rate

-369.47

total pnl ($)

-47.9 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	153	48%	-47.9	-369.47

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 02:02	BTC	Buy	circuit_breaker
06-30 00:56	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…