deribit_basis_rolling_surge_carry_long_x2742941 · strategy

closed trades

47%

win rate

-133.29

total pnl ($)

0.711

weight

7d window — n=20 wr=35% pnl=-89.81 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 89 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 08:08	BTC	Buy	60150→59896	-2.56	timeout
06-29 01:55	BTC	Buy	60188→59448	-6.63	timeout
06-28 19:54	BTC	Buy	60184→59407	-6.89	timeout
06-28 13:48	BTC	Buy	60523→60055	-4.34	timeout
06-28 07:42	BTC	Buy	60406→60196	-2.34	timeout
06-28 01:48	BTC	Buy	59954→60217	+1.72	timeout
06-27 19:52	BTC	Buy	59853→60158	+2.15	timeout
06-27 13:53	BTC	Buy	59659→60536	+6.89	timeout
06-26 22:34	BTC	Buy	59737→59854	+0.48	timeout
06-26 16:29	BTC	Buy	59725→60045	+2.14	timeout
06-26 10:58	BTC	Buy	60683→59185.4	-12.80	stop_loss
06-25 13:53	BTC	Buy	60202→58714.7	-12.74	stop_loss
06-25 13:48	BTC	Buy	60828→59332.4	-12.71	stop_loss
06-25 13:44	BTC	Buy	61509.1→59996	-12.74	stop_loss
06-24 13:44	BTC	Buy	62944.1→61392.2	-12.78	stop_loss
06-24 13:43	BTC	Buy	62971.1→61422.2	-12.75	stop_loss
06-23 06:21	BTC	Buy	64151.2→62561.6	-12.87	stop_loss
06-23 03:09	BTC	Buy	64024.2→63955.8	-0.99	timeout
06-22 21:06	BTC	Buy	63777.2→64406.8	+4.47	timeout
06-22 14:56	BTC	Buy	64096.2→64869.8	+5.48	timeout
06-22 07:48	BTC	Buy	64193.2→64230.8	-0.18	timeout
06-22 01:39	BTC	Buy	64217.2→64467.8	+1.43	timeout
06-21 19:37	BTC	Buy	63855.2→64167.8	+2.02	timeout
06-21 13:34	BTC	Buy	63339.2→64007.8	+4.90	timeout
06-21 07:29	BTC	Buy	63742.2→64137.8	+2.66	timeout
06-21 01:27	BTC	Buy	63412.2→64217.8	+5.85	timeout
06-20 19:27	BTC	Buy	62919.1→63862.8	+7.07	timeout
06-20 13:26	BTC	Buy	62727.1→63285.8	+3.96	timeout
06-20 07:22	BTC	Buy	62757.1→63729.8	+7.29	timeout
06-20 02:17	BTC	Buy	62982.1→63376.8	+2.69	timeout
06-19 20:06	BTC	Buy	63117.2→63018.8	-1.26	timeout
06-19 15:09	BTC	Buy	63637.2→63143.8	-4.23	timeout
06-18 15:40	BTC	Buy	64331.2→62748.5	-12.52	stop_loss
06-18 15:37	BTC	Buy	64454.2→62841.4	-12.88	stop_loss
06-18 15:36	BTC	Buy	64671.2→63074.3	-12.64	stop_loss
06-18 14:40	BTC	Buy	65060.3→63967.8	-8.46	timeout
06-18 08:41	BTC	Buy	65044.3→64511.8	-4.65	timeout
06-17 19:41	BTC	Buy	65785.3→64166.7	-12.74	stop_loss
06-17 19:29	BTC	Buy	65967.3→64344.6	-12.74	stop_loss
06-17 14:08	BTC	Buy	66046.3→65261.7	-6.40	timeout
06-17 08:03	BTC	Buy	66338.3→65446.7	-7.21	timeout
06-17 01:35	BTC	Buy	66344.3→65574.7	-6.27	timeout
06-16 19:22	BTC	Buy	66531.3→65666.7	-7.04	timeout
06-16 13:10	BTC	Buy	66623.3→66098.7	-4.47	timeout
06-16 06:59	BTC	Buy	65808.3→66404.7	+4.11	timeout
06-16 00:58	BTC	Buy	65625.3→66220.7	+4.10	timeout
06-15 12:50	BTC	Buy	63763.2→66562.7	+21.52	take_profit
06-15 12:47	BTC	Buy	64285.2→66447.7	+16.39	timeout
06-15 06:44	BTC	Buy	64240.2→65792.7	+11.62	timeout
06-15 00:33	BTC	Buy	64520.2→65617.7	+8.03	timeout
06-14 16:19	BTC	Buy	64058.2→64069.8	-0.40	timeout
06-14 10:10	BTC	Buy	63734.2→64521.8	+5.70	timeout
06-14 00:44	BTC	Buy	63583.2→64536.8	+7.09	timeout
06-13 18:44	BTC	Buy	63867.2→64236.8	+2.44	timeout
06-13 12:38	BTC	Buy	63456.2→63990.8	+3.68	timeout
06-13 05:53	BTC	Buy	63299.2→63490.8	+1.06	timeout
06-13 00:02	BTC	Buy	63583.2→63571.8	-0.59	timeout
06-12 17:59	BTC	Buy	63619.2→63837.8	+1.26	timeout
06-12 11:49	BTC	Buy	63084.2→63798.8	+5.14	timeout
06-12 02:46	BTC	Buy	62007.1→63569.8	+12.05	timeout
06-11 20:42	BTC	Buy	61820.1→63267.8	+11.12	timeout
06-11 14:31	BTC	Buy	61989.1→62881.9	+6.65	timeout
06-11 08:16	BTC	Buy	61661.1→62768.9	+8.40	timeout
06-10 15:08	BTC	Buy	61561.1→61952.9	+2.68	timeout
06-09 14:47	BTC	Buy	62725.1→61179.3	-12.78	stop_loss
06-09 14:44	BTC	Buy	62820.1→61274.3	-12.76	stop_loss
06-09 14:11	BTC	Buy	63587.2→62022.9	-12.75	stop_loss
06-09 13:19	BTC	Buy	63917.2→62344.7	-12.72	stop_loss
06-09 08:48	BTC	Buy	63083.2→62835.9	-2.41	timeout
06-09 02:43	BTC	Buy	63021.2→62578.9	-3.94	timeout
06-08 20:49	BTC	Buy	61775.1→63386.8	+12.55	timeout
06-08 14:47	BTC	Buy	61835.1→63879.8	+16.05	timeout
06-08 08:35	BTC	Buy	62487.1→63125.8	+4.56	timeout
06-07 22:15	BTC	Buy	61222.1→63910.8	+21.52	take_profit
06-07 20:32	BTC	Buy	60583→61774.9	+9.42	timeout
06-07 14:23	BTC	Buy	60908→62036.9	+8.80	timeout
06-07 08:21	BTC	Buy	61122.1→62371.9	+9.84	timeout
06-07 02:19	BTC	Buy	60662→61266.9	+4.45	timeout
06-06 20:14	BTC	Buy	60761→60554	-2.08	timeout
06-05 18:54	BTC	Buy	60613→59122.5	-12.76	stop_loss
06-05 06:21	BTC	Buy	63055.2→61504.2	-12.69	stop_loss
06-05 06:17	BTC	Buy	63369.2→61811	-12.72	stop_loss
06-05 06:16	BTC	Buy	63449.2→61883.9	-12.78	stop_loss
06-05 05:59	BTC	Buy	63806.2→62234.8	-12.73	stop_loss
06-04 10:49	BTC	Buy	63813.2→62243.7	-12.72	stop_loss
06-04 00:29	BTC	Buy	64978.2→63380.1	-12.75	stop_loss
06-03 23:07	BTC	Buy	66043.3→64418.6	-12.75	stop_loss
06-03 20:55	BTC	Buy	66374.3→64735.4	-12.84	stop_loss
06-03 03:43	BTC	Buy	67524.4→65863.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-133.29

total pnl ($)

-29.8 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	89	47%	-29.8	-133.29

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 09:02	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…