deribit_basis_trend_carry · strategy

closed trades

45%

win rate

-149.38

total pnl ($)

0.850

weight

7d window — n=14 wr=43% pnl=-64.63 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 56 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 04:34	BTC	Buy	60185→60094	-1.22	timeout
06-27 16:15	BTC	Buy	59871→60714	+6.66	timeout
06-27 02:01	BTC	Buy	58579.9→59904	+10.83	timeout
06-25 13:48	BTC	Buy	60850→59292.4	-13.21	stop_loss
06-24 15:46	BTC	Buy	61965.1→60375.8	-13.27	stop_loss
06-24 15:43	BTC	Buy	62125.1→60534.7	-13.16	stop_loss
06-24 13:46	BTC	Buy	62934.1→61323.3	-13.24	stop_loss
06-23 08:24	BTC	Buy	63916.2→62276.7	-13.26	stop_loss
06-23 08:17	BTC	Buy	64022.2→62383.7	-13.30	stop_loss
06-23 05:22	BTC	Buy	65153.3→63485.1	-13.28	stop_loss
06-23 01:08	BTC	Buy	64132.2→64204.8	+0.16	timeout
06-22 13:03	BTC	Buy	64288.2→65076.7	+5.46	timeout
06-22 01:00	BTC	Buy	63612.2→63886.8	+1.63	timeout
06-21 12:57	BTC	Buy	63515.2→64139.8	+4.56	timeout
06-21 00:53	BTC	Buy	62769.1→64264.8	+11.39	timeout
06-20 12:48	BTC	Buy	63038.2→63577.8	+3.76	timeout
06-18 15:40	BTC	Buy	64294.2→62648.5	-13.24	stop_loss
06-18 15:37	BTC	Buy	64573.2→62909.4	-13.31	stop_loss
06-18 15:17	BTC	Buy	64949.2→63285.2	-13.24	stop_loss
06-17 19:42	BTC	Buy	65797.3→64108.7	-13.31	stop_loss
06-17 11:05	BTC	Buy	66262.3→64546.5	-13.52	stop_loss
06-17 10:55	BTC	Buy	66463.3→64761.4	-13.34	stop_loss
06-17 00:34	BTC	Buy	66236.3→65791.7	-3.90	timeout
06-15 20:39	BTC	Buy	64488.2→66612.7	+15.92	timeout
06-15 13:25	BTC	Buy	64028.2→66904.7	+22.03	take_profit
06-15 08:37	BTC	Buy	64225.2→65701.7	+11.02	timeout
06-14 20:32	BTC	Buy	63789.2→63895.8	+0.32	timeout
06-14 08:28	BTC	Buy	63503.2→64453.8	+7.00	timeout
06-13 20:26	BTC	Buy	63464.2→64215.8	+5.46	timeout
06-13 08:32	BTC	Buy	63346.2→63787.8	+2.89	timeout
06-12 20:28	BTC	Buy	62905.1→63497.8	+4.24	timeout
06-12 08:22	BTC	Buy	61882.1→63548.8	+12.85	timeout
06-11 20:16	BTC	Buy	61661.1→63490.8	+14.19	timeout
06-11 06:44	BTC	Buy	61607.1→62890.9	+9.74	timeout
06-09 14:29	BTC	Buy	63178.2→61559.1	-13.29	stop_loss
06-09 14:18	BTC	Buy	63355.2→61734	-13.25	stop_loss
06-09 14:17	BTC	Buy	63464.2→61835	-13.29	stop_loss
06-09 03:30	BTC	Buy	61952.1→62775.9	+6.22	timeout
06-08 15:19	BTC	Buy	61631.1→64056.8	+19.15	timeout
06-07 22:14	BTC	Buy	60647→63369.8	+22.01	take_profit
06-07 15:13	BTC	Buy	60826→61814.9	+7.66	timeout
06-05 18:54	BTC	Buy	60650→59097.5	-13.26	stop_loss
06-05 06:24	BTC	Buy	62670.1→61066.4	-13.24	stop_loss
06-05 06:01	BTC	Buy	63744.2→62111.8	-13.21	stop_loss
06-04 01:16	BTC	Buy	64515.2→62864.4	-13.24	stop_loss
06-03 20:55	BTC	Buy	66650.3→64944.3	-13.30	stop_loss
06-03 19:55	BTC	Buy	67005.4→65284.1	-13.33	stop_loss
06-02 14:21	BTC	Buy	69987.5→68192.5	-13.29	stop_loss
06-02 09:29	BTC	Buy	71099.6→69279.9	-13.32	stop_loss
06-01 22:26	BTC	Buy	73248.7→71240.8	-14.26	stop_loss
06-01 22:26	BTC	Buy	73833.7→71240.8	-18.21	stop_loss
05-31 23:04	BTC	Buy	73616.7→74110.3	+2.94	timeout
05-31 18:18	BTC	Buy	73514.7→73578.3	-0.12	timeout
05-30 22:42	BTC	Buy	73611.7→73795.3	+0.63	timeout
05-30 10:30	BTC	Buy	73596.7→73613.3	-0.42	timeout
05-29 22:04	BTC	Buy	73487.7→73374.3	-1.29	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-149.38

total pnl ($)

-52.5 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	56	45%	-52.5	-149.38

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 04:21	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…