deribit_basis_threshold_carry_long_v9 · strategy

141

closed trades

45%

win rate

-443.66

total pnl ($)

0.250

weight

7d window — n=38 wr=45% pnl=-177.99 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 06:03	BTC	Buy	60169→59960	-2.18	timeout
06-27 22:00	BTC	Buy	59873→60126	+1.73	timeout
06-27 19:52	BTC	Buy	59886→60157	+1.86	timeout
06-27 17:53	BTC	Buy	59958→60578	+4.73	timeout
06-27 15:52	BTC	Buy	60240→60739	+3.54	timeout
06-27 03:24	BTC	Buy	58802.9→60301	+12.29	timeout
06-26 21:06	BTC	Buy	59462→59667	+1.19	timeout
06-26 19:00	BTC	Buy	59430→59591	+0.78	timeout
06-26 16:49	BTC	Buy	59316→60126	+6.26	timeout
06-26 14:38	BTC	Buy	59632→59702	+0.09	timeout
06-26 02:24	BTC	Buy	59827→58295.9	-13.24	stop_loss
06-25 13:59	BTC	Buy	59567→58042.1	-13.18	stop_loss
06-25 13:53	BTC	Buy	60372→58778.7	-13.57	stop_loss
06-25 13:53	BTC	Buy	60602→59049.5	-13.20	stop_loss
06-25 13:48	BTC	Buy	60915→59356.3	-13.19	stop_loss
06-25 13:48	BTC	Buy	61063.1→59500.3	-13.20	stop_loss
06-24 17:19	BTC	Buy	61093.1→59528.2	-13.24	stop_loss
06-24 15:31	BTC	Buy	62283.1→60689.6	-13.17	stop_loss
06-24 14:19	BTC	Buy	62554.1→60952.5	-13.25	stop_loss
06-24 14:02	BTC	Buy	62777.1→61168.3	-13.26	stop_loss
06-24 14:02	BTC	Buy	62762.1→61156.3	-13.24	stop_loss
06-24 13:37	BTC	Buy	62282.1→61914.9	-3.39	timeout
06-24 11:34	BTC	Buy	62547.1→62424.9	-1.44	timeout
06-24 09:25	BTC	Buy	62453.1→62686.9	+1.35	timeout
06-24 07:26	BTC	Buy	62970.1→62665.9	-2.93	timeout
06-23 08:17	BTC	Buy	64072.2→62430.6	-13.28	stop_loss
06-23 08:17	BTC	Buy	64097.2→62435.6	-13.46	stop_loss
06-23 06:21	BTC	Buy	64188.2→62533.6	-13.35	stop_loss
06-23 06:20	BTC	Buy	64446.2→62793.4	-13.29	stop_loss
06-23 06:20	BTC	Buy	64441.2→62791.4	-13.27	stop_loss
06-22 23:20	BTC	Buy	63743.2→63894.8	+0.73	timeout
06-22 20:55	BTC	Buy	63810.2→64404.8	+4.20	timeout
06-22 18:58	BTC	Buy	64138.2→64346.8	+1.13	timeout
06-22 16:54	BTC	Buy	64132.2→64728.8	+4.20	timeout
06-22 08:39	BTC	Buy	63924.2→64031.8	+0.33	timeout
06-21 22:08	BTC	Buy	64014.2→63697.8	-2.91	timeout
06-21 20:09	BTC	Buy	63945.2→64205.8	+1.59	timeout
06-21 18:08	BTC	Buy	63779.2→63983.8	+1.24	timeout
06-21 16:00	BTC	Buy	64131.2→64175.8	-0.08	timeout
06-21 07:38	BTC	Buy	63716.2→64197.8	+3.34	timeout
06-20 21:26	BTC	Buy	63175.2→63933.8	+5.57	timeout
06-20 19:27	BTC	Buy	62931.1→63861.8	+6.97	timeout
06-20 17:24	BTC	Buy	62953.1→63874.8	+6.85	timeout
06-20 15:16	BTC	Buy	63189.2→64038.8	+6.20	timeout
06-20 06:57	BTC	Buy	62871.1→63725.8	+6.34	timeout
06-19 20:15	BTC	Buy	63140.2→63046.8	-1.22	timeout
06-19 18:15	BTC	Buy	62671.1→63129.8	+3.20	timeout
06-19 16:40	BTC	Buy	62665.1→63278.8	+4.46	timeout
06-19 15:01	BTC	Buy	63720.2→63144.8	-4.86	timeout
06-19 06:19	BTC	Buy	63832.2→62751.9	-8.86	timeout
06-18 15:52	BTC	Buy	64143.2→62500.6	-13.00	stop_loss
06-18 15:37	BTC	Buy	64502.2→62840.4	-13.13	stop_loss
06-18 15:37	BTC	Buy	64579.2→62925.4	-13.02	stop_loss
06-18 11:56	BTC	Buy	64846.2→63927.8	-7.57	timeout
06-18 05:04	BTC	Buy	65365.3→63687	-13.30	stop_loss
06-17 22:03	BTC	Buy	65585.3→63901.8	-13.27	stop_loss
06-17 19:50	BTC	Buy	65656.3→63964.8	-13.33	stop_loss
06-17 19:42	BTC	Buy	65809.3→64121.7	-13.27	stop_loss
06-17 17:09	BTC	Buy	65758.3→65825.7	-0.03	timeout
06-17 15:03	BTC	Buy	65656.3→65169.7	-4.07	timeout
06-17 11:04	BTC	Buy	66356.3→64655.4	-13.34	stop_loss
06-17 00:43	BTC	Buy	66406.3→65802.7	-5.04	timeout
06-16 22:38	BTC	Buy	66290.3→65696.7	-5.01	timeout
06-16 14:23	BTC	Buy	67204.4→65483	-13.33	stop_loss
06-16 14:11	BTC	Buy	66335.3→66074.7	-2.50	timeout
06-16 12:18	BTC	Buy	66189.3→66551.7	+2.21	timeout
06-15 23:54	BTC	Buy	65708.3→66316.7	+4.24	timeout
06-15 21:45	BTC	Buy	65353.3→66402.7	+7.53	timeout
06-15 13:10	BTC	Buy	64307.2→66605.7	+17.44	timeout
06-15 13:08	BTC	Buy	63796.2→66661.7	+22.02	take_profit
06-15 11:02	BTC	Buy	64477.2→65872.7	+10.37	timeout
06-14 22:44	BTC	Buy	64490.2→65366.7	+6.30	timeout
06-14 20:43	BTC	Buy	64223.2→64018.8	-2.06	timeout
06-14 18:41	BTC	Buy	64252.2→63760.8	-4.36	timeout
06-14 12:30	BTC	Buy	63954.2→64441.8	+3.37	timeout
06-14 10:30	BTC	Buy	63750.2→64567.8	+5.93	timeout
06-13 22:09	BTC	Buy	63487.2→64409.8	+6.79	timeout
06-13 20:03	BTC	Buy	63608.2→64246.8	+4.57	timeout
06-13 18:00	BTC	Buy	63885.2→63958.8	+0.11	timeout
06-13 11:46	BTC	Buy	63818.2→63873.8	-0.10	timeout
06-13 09:46	BTC	Buy	63845.2→63778.8	-1.05	timeout
06-12 21:25	BTC	Buy	63461.2→63522.8	+0.01	timeout
06-12 19:23	BTC	Buy	63677.2→63663.8	-0.57	timeout
06-12 17:18	BTC	Buy	62418.1→63842.8	+10.92	timeout
06-12 11:07	BTC	Buy	63085.2→63817.8	+5.28	timeout
06-12 09:02	BTC	Buy	62899.1→63451.8	+3.87	timeout
06-11 20:42	BTC	Buy	61826.1→63284.8	+11.21	timeout
06-11 18:35	BTC	Buy	61816.1→63418.8	+12.39	timeout
06-11 16:30	BTC	Buy	62275.1→62606.9	+2.12	timeout
06-11 10:18	BTC	Buy	61158.1→62808.9	+12.91	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.93	timeout
06-10 19:48	BTC	Buy	61760.1→61881.9	+0.46	timeout
06-10 17:48	BTC	Buy	61621.1→61906.9	+1.83	timeout
06-10 15:44	BTC	Buy	61333.1→62372.9	+7.97	timeout
06-09 16:05	BTC	Buy	62559.1→60956.5	-13.28	stop_loss
06-09 15:56	BTC	Buy	62624.1→61021.4	-13.25	stop_loss
06-09 14:29	BTC	Buy	63128.2→61511.2	-13.26	stop_loss
06-09 14:20	BTC	Buy	63314.2→61692.1	-13.26	stop_loss
06-09 14:04	BTC	Buy	63716.2→62081.8	-13.27	stop_loss
06-09 10:56	BTC	Buy	63126.2→62802.9	-2.96	timeout

Paper vs Live

Paper (trades.jsonl)

141

closed

45%

win rate

-443.66

total pnl ($)

-62.7 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	141	45%	-62.7	-443.66

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…