deribit_basis_rolling_carry_long_v3 · strategy

136

closed trades

45%

win rate

-374.79

total pnl ($)

0.591

weight

7d window — n=34 wr=53% pnl=-100.61 · 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 01:39	BTC	Buy	59441→59841	+2.98	timeout
06-30 00:35	BTC	Buy	59111→59852	+5.86	timeout
06-29 23:25	BTC	Buy	59351→60217	+6.87	timeout
06-29 22:15	BTC	Buy	59604→60447	+6.61	timeout
06-29 00:33	BTC	Buy	60124→59075	-9.23	timeout
06-28 23:27	BTC	Buy	59963→59401	-5.22	timeout
06-28 22:26	BTC	Buy	60052→59343	-6.37	timeout
06-28 21:25	BTC	Buy	60382→59661	-6.44	timeout
06-28 15:37	BTC	Buy	60775→59899	-7.66	timeout
06-27 20:11	BTC	Buy	59693→60253	+4.30	timeout
06-27 19:10	BTC	Buy	59982→60548	+4.30	timeout
06-27 16:45	BTC	Buy	60055→60736	+5.21	timeout
06-27 15:45	BTC	Buy	60402→60765	+2.57	timeout
06-27 14:37	BTC	Buy	59615→60519	+7.13	timeout
06-26 18:32	BTC	Buy	59556→59802	+1.52	timeout
06-26 17:31	BTC	Buy	59544→60177	+4.75	timeout
06-26 16:29	BTC	Buy	59705→60006	+1.97	timeout
06-26 15:28	BTC	Buy	59217→60121	+7.13	timeout
06-26 14:27	BTC	Buy	59419→60055	+4.86	timeout
06-25 13:59	BTC	Buy	59526→58061.1	-12.70	stop_loss
06-25 13:59	BTC	Buy	59554→58088	-12.70	stop_loss
06-25 13:51	BTC	Buy	60684→59190.4	-12.71	stop_loss
06-25 13:48	BTC	Buy	60802→59301.4	-12.76	stop_loss
06-25 13:48	BTC	Buy	60883→59383.3	-12.74	stop_loss
06-24 17:48	BTC	Buy	60515→59026.5	-12.74	stop_loss
06-24 15:58	BTC	Buy	61735.1→60216.9	-12.76	stop_loss
06-24 14:19	BTC	Buy	62454.1→60890.5	-12.96	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 11:54	BTC	Buy	62473.1→62922.9	+3.14	timeout
06-24 10:53	BTC	Buy	62254.1→62450.9	+1.08	timeout
06-24 09:47	BTC	Buy	62360.1→62646.9	+1.77	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.63	timeout
06-23 06:21	BTC	Buy	64214.2→62630.5	-12.79	stop_loss
06-23 04:56	BTC	Buy	65171.3→63568	-12.76	stop_loss
06-22 18:46	BTC	Buy	64124.2→64381.8	+1.49	timeout
06-22 08:07	BTC	Buy	64135.2→64097.8	-0.74	timeout
06-21 18:55	BTC	Buy	63763.2→64142.8	+2.57	timeout
06-21 17:45	BTC	Buy	63803.2→64105.8	+2.00	timeout
06-20 01:58	BTC	Buy	63010.2→63536.8	+3.73	timeout
06-18 15:57	BTC	Buy	63896.2→62293.7	-12.82	stop_loss
06-18 15:40	BTC	Buy	64306.2→62723.5	-12.46	stop_loss
06-18 15:37	BTC	Buy	64444.2→62843.4	-12.68	stop_loss
06-17 22:03	BTC	Buy	65561.3→63944.8	-12.76	stop_loss
06-17 19:29	BTC	Buy	65978.3→64344.6	-12.83	stop_loss
06-17 15:30	BTC	Buy	65815.3→65298.7	-4.38	timeout
06-17 14:08	BTC	Buy	66043.3→65261.7	-6.39	timeout
06-17 09:56	BTC	Buy	66410.3→64777.4	-12.80	stop_loss
06-17 01:44	BTC	Buy	66329.3→65721.7	-5.09	timeout
06-17 00:27	BTC	Buy	66267.3→65676.7	-4.99	timeout
06-16 14:58	BTC	Buy	66593.3→65634.7	-7.73	timeout
06-16 13:58	BTC	Buy	66462.3→66073.7	-3.46	timeout
06-16 12:54	BTC	Buy	66545.3→66384.7	-1.74	timeout
06-16 00:47	BTC	Buy	65542.3→66399.7	+6.13	timeout
06-15 23:41	BTC	Buy	65613.3→66169.7	+3.74	timeout
06-15 13:19	BTC	Buy	63998.2→66807.7	+21.51	take_profit
06-15 13:16	BTC	Buy	63950.2→66762.7	+21.56	take_profit
06-15 12:46	BTC	Buy	63675.2→66470.7	+21.51	take_profit
06-14 23:54	BTC	Buy	64394.2→65735.7	+9.93	timeout
06-14 22:54	BTC	Buy	64439.2→65418.7	+7.11	timeout
06-14 20:58	BTC	Buy	64265.2→63992.8	-2.60	timeout
06-14 18:13	BTC	Buy	64051.2→63696.8	-3.31	timeout
06-14 17:09	BTC	Buy	63995.2→63907.8	-1.20	timeout
06-13 22:32	BTC	Buy	63584.2→64497.8	+6.70	timeout
06-13 21:23	BTC	Buy	63557.2→64213.8	+4.69	timeout
06-13 20:19	BTC	Buy	63504.2→64259.8	+5.50	timeout
06-13 18:05	BTC	Buy	63826.2→63983.8	+0.77	timeout
06-13 17:00	BTC	Buy	63938.2→63996.8	+0.01	timeout
06-12 20:30	BTC	Buy	63331.2→63535.8	+1.15	timeout
06-12 19:25	BTC	Buy	63636.2→63686.8	-0.07	timeout
06-12 18:17	BTC	Buy	63537.2→63755.8	+1.26	timeout
06-12 17:11	BTC	Buy	62502.1→63929.8	+10.92	timeout
06-12 15:55	BTC	Buy	62568.1→63752.8	+8.92	timeout
06-11 19:12	BTC	Buy	61765.1→63501.8	+13.47	timeout
06-11 18:07	BTC	Buy	61969.1→63375.8	+10.80	timeout
06-11 17:02	BTC	Buy	62231.1→62562.9	+2.16	timeout
06-11 16:02	BTC	Buy	62518.1→62700.9	+0.86	timeout
06-11 14:53	BTC	Buy	61851.1→62952.9	+8.36	timeout
06-10 19:07	BTC	Buy	61844.1→61855.9	-0.42	timeout
06-10 18:00	BTC	Buy	61687.1→61968.9	+1.80	timeout
06-10 16:43	BTC	Buy	61163.1→62210.9	+8.04	timeout
06-10 15:38	BTC	Buy	61235.1→62286.9	+8.08	timeout
06-10 14:38	BTC	Buy	61461.1→61834.9	+2.56	timeout
06-09 15:56	BTC	Buy	62551.1→61010.4	-12.77	stop_loss
06-09 14:47	BTC	Buy	62691.1→61146.4	-12.77	stop_loss
06-09 14:39	BTC	Buy	62888.1→61341.2	-12.76	stop_loss
06-09 14:36	BTC	Buy	62926.1→61377.2	-12.76	stop_loss
06-09 14:11	BTC	Buy	63562.2→61998.9	-12.75	stop_loss
06-09 11:35	BTC	Buy	63624.2→62572.9	-8.66	timeout
06-09 10:30	BTC	Buy	63147.2→62711.9	-3.86	timeout
06-09 06:47	BTC	Buy	62964.1→63351.8	+2.58	timeout
06-08 23:25	BTC	Buy	63032.2→63066.8	-0.20	timeout
06-08 16:44	BTC	Buy	62153.1→63633.8	+11.37	timeout
06-08 08:25	BTC	Buy	62431.1→63037.8	+4.32	timeout
06-08 07:23	BTC	Buy	62129.1→63140.8	+7.66	timeout
06-08 06:23	BTC	Buy	61829.1→63021.8	+9.19	timeout
06-07 20:29	BTC	Buy	60554→61720.9	+9.22	timeout
06-07 16:41	BTC	Buy	60670→62186.9	+11.98	timeout
06-07 08:02	BTC	Buy	60874→62416.9	+12.29	timeout
06-07 07:00	BTC	Buy	60749→62029.9	+10.14	timeout
06-07 05:21	BTC	Buy	60183→61796.9	+12.99	timeout

Paper vs Live

Paper (trades.jsonl)

136

closed

45%

win rate

-374.79

total pnl ($)

-54.9 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	136	45%	-54.9	-374.79

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…