deribit_basis_trend_carry_long_v2 · strategy

closed trades

36%

win rate

-296.89

total pnl ($)

0.466

weight

7d window — n=22 wr=23% pnl=-128.71 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 88 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 19:47	BTC	Buy	60765→59209.4	-13.22	stop_loss
06-28 05:55	BTC	Buy	59900→59927	-0.22	timeout
06-27 21:07	BTC	Buy	59478→60333	+6.86	timeout
06-27 19:09	BTC	Buy	59288→60567	+10.40	timeout
06-27 17:05	BTC	Buy	59150→60497	+10.89	timeout
06-27 15:12	BTC	Buy	59149→60838	+13.84	timeout
06-26 02:24	BTC	Buy	59838→58304.9	-13.25	stop_loss
06-25 13:59	BTC	Buy	59526→58002.1	-13.16	stop_loss
06-25 13:55	BTC	Buy	59994→58458.8	-13.14	stop_loss
06-25 13:48	BTC	Buy	60858→59300.4	-13.20	stop_loss
06-25 13:48	BTC	Buy	60875→59317.4	-13.17	stop_loss
06-25 13:48	BTC	Buy	60978→59417.3	-13.17	stop_loss
06-24 15:28	BTC	Buy	62378.1→60774.6	-13.08	stop_loss
06-24 14:19	BTC	Buy	62514.1→60880.5	-13.26	stop_loss
06-24 14:19	BTC	Buy	62453.1→60841.5	-13.08	stop_loss
06-24 14:19	BTC	Buy	62443.1→60841.5	-12.98	stop_loss
06-24 14:19	BTC	Buy	62587.1→60966.5	-13.17	stop_loss
06-23 05:54	BTC	Buy	64219.2→63358.8	-6.97	timeout
06-23 03:51	BTC	Buy	64401.2→64038.8	-3.32	timeout
06-23 01:46	BTC	Buy	64230.2→64000.8	-2.25	timeout
06-22 23:31	BTC	Buy	64286.2→63994.8	-2.66	timeout
06-22 21:12	BTC	Buy	63943.2→64334.8	+2.60	timeout
06-21 00:56	BTC	Buy	62959.1→64251.8	+9.83	timeout
06-20 22:50	BTC	Buy	62867.1→64248.8	+10.43	timeout
06-20 20:45	BTC	Buy	63119.2→63844.8	+5.28	timeout
06-20 18:45	BTC	Buy	62761.1→63797.8	+7.85	timeout
06-20 17:05	BTC	Buy	62564.1→63908.8	+10.32	timeout
06-18 15:40	BTC	Buy	64336.2→62673.5	-13.16	stop_loss
06-18 15:37	BTC	Buy	64579.2→62925.4	-13.07	stop_loss
06-18 15:18	BTC	Buy	64835.2→63174.2	-12.89	stop_loss
06-18 15:17	BTC	Buy	64946.2→63282.2	-12.87	stop_loss
06-18 15:17	BTC	Buy	65065.3→63385.1	-13.03	stop_loss
06-17 19:50	BTC	Buy	65725.3→64041.8	-13.24	stop_loss
06-17 19:29	BTC	Buy	66101.3→64408.6	-13.25	stop_loss
06-17 11:05	BTC	Buy	66298.3→64601.5	-13.35	stop_loss
06-17 11:04	BTC	Buy	66360.3→64658.4	-13.35	stop_loss
06-17 08:31	BTC	Buy	66828.3→65118.2	-13.34	stop_loss
06-16 14:31	BTC	Buy	67100.4→65382	-13.32	stop_loss
06-16 12:13	BTC	Buy	64481.2→66476.7	+14.87	timeout
06-16 10:06	BTC	Buy	64525.2→66522.7	+14.92	timeout
06-15 23:43	BTC	Buy	64451.2→66191.7	+13.13	timeout
06-15 15:47	BTC	Buy	64275.2→67165.6	+21.93	take_profit
06-15 13:26	BTC	Buy	64060.2→66936.7	+22.02	take_profit
06-14 10:17	BTC	Buy	63744.2→64520.8	+5.60	timeout
06-14 07:54	BTC	Buy	62979.1→64394.8	+10.74	timeout
06-13 19:55	BTC	Buy	63625.2→64295.8	+4.82	timeout
06-13 17:50	BTC	Buy	63474.2→63984.8	+3.54	timeout
06-13 15:52	BTC	Buy	62572.1→64253.8	+13.00	timeout
06-12 09:53	BTC	Buy	61236.1→63769.8	+20.04	timeout
06-12 07:51	BTC	Buy	61657.1→62989.9	+10.28	timeout
06-11 19:02	BTC	Buy	61780.1→63523.8	+13.39	timeout
06-11 17:00	BTC	Buy	61392.1→62527.9	+8.68	timeout
06-11 15:00	BTC	Buy	61465.1→62706.9	+9.46	timeout
06-09 16:05	BTC	Buy	62547.1→60946.5	-13.26	stop_loss
06-09 14:47	BTC	Buy	62770.1→61162.3	-13.26	stop_loss
06-09 14:29	BTC	Buy	63103.2→61485.2	-13.28	stop_loss
06-09 14:21	BTC	Buy	63236.2→61618.1	-13.25	stop_loss
06-09 14:04	BTC	Buy	63698.2→62067.8	-13.24	stop_loss
06-09 12:48	BTC	Buy	61785.1→62542.9	+5.77	timeout
06-09 10:43	BTC	Buy	62322.1→62678.9	+2.50	timeout
06-07 22:15	BTC	Buy	61179.1→63925.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60969→63706.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60829→63560.8	+22.03	take_profit
06-07 08:46	BTC	Buy	60009→62703.9	+22.02	take_profit
06-07 06:36	BTC	Buy	59488→62158.9	+22.07	take_profit
06-06 04:31	BTC	Buy	61315.1→59744.1	-13.26	stop_loss
06-06 04:15	BTC	Buy	61573.1→59997	-13.25	stop_loss
06-06 04:11	BTC	Buy	61868.1→60283.8	-13.26	stop_loss
06-05 18:52	BTC	Buy	60769→59213.4	-13.26	stop_loss
06-05 18:44	BTC	Buy	61306.1→59737.1	-13.25	stop_loss
06-05 15:37	BTC	Buy	61842.1→60255.8	-13.26	stop_loss
06-05 14:26	BTC	Buy	61985.1→60398.8	-13.25	stop_loss
06-05 13:56	BTC	Buy	62512.1→60901.5	-13.33	stop_loss
06-05 06:24	BTC	Buy	62745.1→61139.4	-13.19	stop_loss
06-05 06:22	BTC	Buy	63008.2→61388.2	-13.22	stop_loss
06-05 06:19	BTC	Buy	63394.2→61770	-13.21	stop_loss
06-05 06:03	BTC	Buy	63587.2→61934.9	-13.38	stop_loss
06-05 06:00	BTC	Buy	63809.2→62175.8	-13.20	stop_loss
06-04 10:27	BTC	Buy	64267.2→62587.6	-13.49	stop_loss
06-04 01:16	BTC	Buy	64484.2→62832.4	-13.26	stop_loss
06-04 00:29	BTC	Buy	65077.3→63412.1	-13.24	stop_loss
06-03 23:38	BTC	Buy	65912.3→64225.7	-13.25	stop_loss
06-03 20:55	BTC	Buy	66384.3→64649.4	-13.56	stop_loss
06-03 20:44	BTC	Buy	66839.3→65129.2	-13.30	stop_loss
06-03 19:55	BTC	Buy	67000.3→65284.1	-13.32	stop_loss
06-03 19:52	BTC	Buy	67183.4→65464	-13.28	stop_loss
06-03 03:50	BTC	Buy	67165.4→65444	-13.27	stop_loss
06-02 14:27	BTC	Buy	69421.5→67638.8	-13.30	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

36%

win rate

-296.89

total pnl ($)

-68.0 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	88	36%	-68.0	-296.89

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 21:10	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…