deribit_basis_threshold_high_carry_long · strategy

closed trades

40%

win rate

-352.87

total pnl ($)

0.842

weight

7d window — n=14 wr=43% pnl=-69.02 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 84 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 21:15	BTC	Buy	59730→60353	+4.83	timeout
06-27 20:15	BTC	Buy	59779→60260	+3.63	timeout
06-27 19:12	BTC	Buy	59953→60561	+4.65	timeout
06-26 12:43	BTC	Buy	60503→59010.5	-12.79	stop_loss
06-24 15:30	BTC	Buy	62262.1→60730.6	-12.68	stop_loss
06-24 14:19	BTC	Buy	62504.1→60964.5	-12.74	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 11:03	BTC	Buy	62370.1→62394.9	-0.27	timeout
06-23 08:20	BTC	Buy	63867.2→62296.7	-12.73	stop_loss
06-23 06:21	BTC	Buy	64253.2→62665.5	-12.82	stop_loss
06-23 06:20	BTC	Buy	64432.2→62843.4	-12.79	stop_loss
06-22 20:57	BTC	Buy	63732.2→64403.8	+4.81	timeout
06-22 19:59	BTC	Buy	64179.2→64473.8	+1.82	timeout
06-22 18:56	BTC	Buy	64148.2→64315.8	+0.81	timeout
06-21 19:35	BTC	Buy	63857.2→64160.8	+1.94	timeout
06-21 18:36	BTC	Buy	63830.2→64117.8	+1.85	timeout
06-21 17:34	BTC	Buy	63964.2→64038.8	+0.22	timeout
06-20 19:15	BTC	Buy	63039.2→63865.8	+6.12	timeout
06-20 18:12	BTC	Buy	63127.2→63831.8	+5.13	timeout
06-20 17:13	BTC	Buy	62972.1→63889.8	+6.82	timeout
06-19 18:54	BTC	Buy	62727.1→62990.9	+1.63	timeout
06-19 17:47	BTC	Buy	62658.1→63071.8	+2.85	timeout
06-19 16:57	BTC	Buy	62675.1→62967.9	+1.90	timeout
06-18 15:55	BTC	Buy	63977.2→62398.7	-12.73	stop_loss
06-18 15:51	BTC	Buy	64081.2→62505.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64370.2→62786.5	-12.72	stop_loss
06-18 12:01	BTC	Buy	64796.2→63956.8	-6.97	timeout
06-18 11:00	BTC	Buy	64792.2→64078.8	-6.02	timeout
06-18 09:57	BTC	Buy	64856.2→64173.8	-5.82	timeout
06-17 08:39	BTC	Buy	66581.3→64931.3	-12.88	stop_loss
06-17 08:38	BTC	Buy	66664.3→65020.2	-12.82	stop_loss
06-17 08:09	BTC	Buy	66341.3→65397.7	-7.58	timeout
06-15 21:22	BTC	Buy	64650.2→66502.7	+13.82	timeout
06-13 21:41	BTC	Buy	63535.2→64617.8	+8.04	timeout
06-13 03:30	BTC	Buy	63442.2→63496.8	-0.02	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.65	timeout
06-12 20:59	BTC	Buy	63373.2→63435.8	+0.01	timeout
06-12 02:02	BTC	Buy	62202.1→63466.8	+9.60	timeout
06-11 17:33	BTC	Buy	61791.1→63290.8	+11.59	timeout
06-11 14:49	BTC	Buy	61910.1→62884.9	+7.33	timeout
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.09	timeout
06-10 15:12	BTC	Buy	61544.1→61888.9	+2.30	timeout
06-10 14:19	BTC	Buy	61809.1→61835.9	-0.26	timeout
06-09 16:20	BTC	Buy	62334.1→60801.5	-12.76	stop_loss
06-09 14:46	BTC	Buy	62755.1→61208.3	-12.78	stop_loss
06-07 05:30	BTC	Buy	60730→61716.9	+7.71	timeout
06-07 04:30	BTC	Buy	59985→61530.9	+12.44	timeout
06-06 20:11	BTC	Buy	60689→60512	-1.84	timeout
06-06 04:27	BTC	Buy	61332.1→59822.1	-12.76	stop_loss
06-06 04:11	BTC	Buy	61792.1→60271.8	-12.76	stop_loss
06-05 06:20	BTC	Buy	63226.2→61671.1	-12.71	stop_loss
06-05 06:03	BTC	Buy	63634.2→62068.8	-12.71	stop_loss
06-05 02:27	BTC	Buy	63026.2→62818.9	-2.08	timeout
06-04 10:28	BTC	Buy	64028.2→62453.6	-12.72	stop_loss
06-04 09:26	BTC	Buy	64445.2→62859.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65151.3→63549	-12.74	stop_loss
06-03 20:55	BTC	Buy	66386.3→64748.4	-12.83	stop_loss
06-03 19:55	BTC	Buy	66877.3→65231.1	-12.81	stop_loss
06-03 16:24	BTC	Buy	67300.4→65643.9	-12.79	stop_loss
06-03 03:43	BTC	Buy	67411.4→65733.8	-12.90	stop_loss
06-03 03:28	BTC	Buy	67725.4→66059.6	-12.75	stop_loss
06-02 19:33	BTC	Buy	68016.4→66342.5	-12.76	stop_loss
06-02 14:23	BTC	Buy	69680.5→67962.6	-12.79	stop_loss
06-02 14:09	BTC	Buy	70185.5→68459.3	-12.77	stop_loss
06-02 12:17	BTC	Buy	70963.5→69216.9	-12.81	stop_loss
06-02 09:02	BTC	Buy	71340.6→69584.7	-12.80	stop_loss
06-01 15:25	BTC	Buy	73910.7→71111.9	-19.49	stop_loss
06-01 15:25	BTC	Buy	73508.7→71111.9	-16.88	stop_loss
06-01 15:25	BTC	Buy	73528.7→71111.9	-17.03	stop_loss
05-31 16:55	BTC	Buy	73896.7→73517.3	-3.08	timeout
05-31 15:06	BTC	Buy	73856.7→73637.3	-1.95	timeout
05-31 13:22	BTC	Buy	73793.7→73962.3	+0.59	timeout
05-31 11:28	BTC	Buy	73568.7→73935.3	+1.90	timeout
05-31 09:44	BTC	Buy	73529.7→73951.3	+2.27	timeout
05-30 12:12	BTC	Buy	73337.7→73563.3	+1.03	timeout
05-30 11:06	BTC	Buy	73633.7→73607.3	-0.69	timeout
05-30 08:42	BTC	Buy	73772.7→73494.3	-2.38	timeout
05-30 07:51	BTC	Buy	73399.7→73488.3	+0.11	timeout
05-30 06:36	BTC	Buy	73674.7→73672.3	-0.51	timeout
05-29 10:51	BTC	Buy	73403.7→73602.3	+0.86	timeout
05-29 09:45	BTC	Buy	73463.7→73797.3	+1.75	timeout
05-29 08:39	BTC	Buy	73272.7→73767.3	+2.92	timeout
05-29 07:35	BTC	Buy	73367.7→73458.3	+0.10	timeout
05-29 06:33	BTC	Buy	72833.6→73380.3	+3.18	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-352.87

total pnl ($)

-83.5 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	84	40%	-83.5	-352.87

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…