deribit_basis_rolling_carry_long_v2 · strategy

closed trades

36%

win rate

-296.20

total pnl ($)

0.250

weight

7d window — n=28 wr=25% pnl=-190.07 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 94 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:43	BTC	Buy	60548→59052.5	-12.82	stop_loss
06-28 19:47	BTC	Buy	60737→59242.4	-12.73	stop_loss
06-28 15:55	BTC	Buy	60225→59827	-3.78	timeout
06-27 21:26	BTC	Buy	59636→60373	+5.87	timeout
06-27 19:24	BTC	Buy	59200→60370	+9.51	timeout
06-27 17:26	BTC	Buy	59495→60543	+8.35	timeout
06-27 15:22	BTC	Buy	59250→60697	+11.78	timeout
06-26 13:19	BTC	Buy	59974→58498.8	-12.76	stop_loss
06-26 02:13	BTC	Buy	60110→58627.7	-12.78	stop_loss
06-25 13:55	BTC	Buy	59930→58455.8	-12.67	stop_loss
06-25 13:53	BTC	Buy	60254→58767.7	-12.72	stop_loss
06-25 13:48	BTC	Buy	60833→59337.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	61041.1→59540.2	-12.70	stop_loss
06-25 13:46	BTC	Buy	61071.1→59569.2	-12.69	stop_loss
06-24 15:33	BTC	Buy	62164.1→60633.6	-12.68	stop_loss
06-24 15:30	BTC	Buy	62273.1→60740.6	-12.68	stop_loss
06-24 14:20	BTC	Buy	62372.1→60838.5	-12.71	stop_loss
06-24 14:19	BTC	Buy	62453.1→60880.5	-13.02	stop_loss
06-24 14:19	BTC	Buy	62408.1→60871.5	-12.74	stop_loss
06-23 08:17	BTC	Buy	63955.2→62369.7	-12.87	stop_loss
06-23 06:21	BTC	Buy	64187.2→62605.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64290.2→62707.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64407.2→62818.4	-12.80	stop_loss
06-23 02:12	BTC	Buy	64222.2→64064.8	-1.65	timeout
06-23 00:09	BTC	Buy	64236.2→63934.8	-2.64	timeout
06-22 22:05	BTC	Buy	64013.2→64339.8	+2.09	timeout
06-22 20:03	BTC	Buy	63904.2→64559.8	+4.61	timeout
06-22 17:58	BTC	Buy	63827.2→64590.8	+5.41	timeout
06-20 23:49	BTC	Buy	62833.1→64266.8	+10.93	timeout
06-20 21:40	BTC	Buy	62878.1→63931.8	+7.95	timeout
06-20 19:30	BTC	Buy	62757.1→63825.8	+8.10	timeout
06-20 17:30	BTC	Buy	62613.1→63930.8	+10.04	timeout
06-20 16:00	BTC	Buy	62507.1→63987.8	+11.09	timeout
06-18 15:40	BTC	Buy	64280.2→62699.5	-12.47	stop_loss
06-18 15:17	BTC	Buy	64886.2→63289.2	-12.71	stop_loss
06-18 15:17	BTC	Buy	64927.2→63305.2	-12.89	stop_loss
06-18 15:16	BTC	Buy	65029.3→63421.1	-12.77	stop_loss
06-18 15:05	BTC	Buy	65111.3→63510.1	-12.72	stop_loss
06-17 19:40	BTC	Buy	65832.3→64213.7	-12.78	stop_loss
06-17 11:05	BTC	Buy	66175.3→64544.5	-12.90	stop_loss
06-17 10:04	BTC	Buy	66407.3→64774.4	-12.86	stop_loss
06-17 08:44	BTC	Buy	66507.3→64871.3	-12.78	stop_loss
06-17 08:31	BTC	Buy	66789.3→65146.2	-12.72	stop_loss
06-16 14:23	BTC	Buy	67149.4→65498	-12.82	stop_loss
06-15 16:10	BTC	Buy	64447.2→67276.6	+21.50	take_profit
06-15 15:47	BTC	Buy	64368.2→67196.6	+21.54	take_profit
06-15 15:47	BTC	Buy	64229.2→67069.6	+21.70	take_profit
06-15 13:25	BTC	Buy	64110.2→66925.7	+21.53	take_profit
06-15 13:22	BTC	Buy	64051.2→66863.7	+21.55	take_profit
06-14 13:24	BTC	Buy	63371.2→64297.8	+6.86	timeout
06-14 11:21	BTC	Buy	63782.2→64489.8	+5.09	timeout
06-13 20:44	BTC	Buy	63265.2→64212.8	+7.01	timeout
06-13 18:37	BTC	Buy	63503.2→64221.8	+5.19	timeout
06-13 16:36	BTC	Buy	62711.1→63970.8	+9.62	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 18:43	BTC	Buy	61667.1→63489.8	+14.07	timeout
06-11 16:40	BTC	Buy	60809→62680.9	+14.80	timeout
06-11 14:44	BTC	Buy	61327.1→62848.9	+11.76	timeout
06-09 15:55	BTC	Buy	62635.1→61094.4	-12.78	stop_loss
06-09 14:47	BTC	Buy	62660.1→61118.4	-12.76	stop_loss
06-09 14:29	BTC	Buy	63072.2→61521.1	-12.77	stop_loss
06-09 14:29	BTC	Buy	63113.2→61561.1	-12.77	stop_loss
06-09 14:20	BTC	Buy	63233.2→61672.1	-12.80	stop_loss
06-09 09:56	BTC	Buy	62526.1→62661.9	+0.69	timeout
06-07 22:14	BTC	Buy	61089.1→63770.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60976→63652.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60869→63541.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60699→63363.8	+21.52	take_profit
06-07 08:46	BTC	Buy	60030→62666.9	+21.53	take_profit
06-06 04:32	BTC	Buy	61197.1→59691.2	-12.76	stop_loss
06-06 04:27	BTC	Buy	61372.1→59855.1	-12.81	stop_loss
06-06 04:11	BTC	Buy	61814.1→60293.8	-12.75	stop_loss
06-05 21:04	BTC	Buy	59339→61943.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60780→59285.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61277.1→59770.1	-12.75	stop_loss
06-05 15:39	BTC	Buy	61671.1→60152.9	-12.74	stop_loss
06-05 14:26	BTC	Buy	61907.1→60383.8	-12.75	stop_loss
06-05 13:57	BTC	Buy	62365.1→60827.5	-12.78	stop_loss
06-05 13:49	BTC	Buy	62999.1→61450.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62808.1→61263.3	-12.69	stop_loss
06-05 06:21	BTC	Buy	63095.2→61539.1	-12.70	stop_loss
06-05 06:03	BTC	Buy	63590.2→62025.9	-12.68	stop_loss
06-05 06:01	BTC	Buy	63702.2→62133.8	-12.71	stop_loss
06-05 02:21	BTC	Buy	64365.2→62782.5	-12.74	stop_loss
06-04 09:29	BTC	Buy	64332.2→62750.5	-12.74	stop_loss
06-04 01:16	BTC	Buy	64445.2→62860.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65078.3→63478.1	-12.74	stop_loss
06-03 20:55	BTC	Buy	66387.3→64746.4	-12.85	stop_loss
06-03 20:54	BTC	Buy	66623.3→64985.2	-12.80	stop_loss
06-03 19:55	BTC	Buy	66814.3→65168.1	-12.82	stop_loss
06-03 19:55	BTC	Buy	66907.3→65242.1	-12.96	stop_loss
06-03 16:27	BTC	Buy	67182.4→65528.9	-12.78	stop_loss
06-02 15:30	BTC	Buy	68851.4→67158	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

36%

win rate

-296.20

total pnl ($)

-63.0 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	94	36%	-63.0	-296.20

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…