deribit_basis_trend_carry_long_v3 · strategy

closed trades

35%

win rate

-384.60

total pnl ($)

0.250

weight

7d window — n=26 wr=23% pnl=-214.63 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 99 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 04:44	BTC	Buy	60145→59556	-5.20	timeout
06-29 20:38	BTC	Buy	60232→60409	+0.72	timeout
06-28 22:44	BTC	Buy	60509→59020.5	-12.77	stop_loss
06-28 19:47	BTC	Buy	60692→59197.4	-12.74	stop_loss
06-28 13:53	BTC	Buy	59736→60066	+2.25	timeout
06-28 04:06	BTC	Buy	59863→60177	+2.16	timeout
06-27 19:48	BTC	Buy	59175→60124	+7.67	timeout
06-27 17:47	BTC	Buy	59443→60544	+8.81	timeout
06-27 15:45	BTC	Buy	59303→60726	+11.58	timeout
06-26 12:40	BTC	Buy	60660→59167.4	-12.76	stop_loss
06-26 02:23	BTC	Buy	59792→58318.9	-12.77	stop_loss
06-26 02:16	BTC	Buy	59887→58412.9	-12.75	stop_loss
06-25 13:59	BTC	Buy	59528→58061.1	-12.71	stop_loss
06-25 13:53	BTC	Buy	60286→58783.7	-12.86	stop_loss
06-25 13:48	BTC	Buy	60801→59301.4	-12.75	stop_loss
06-25 13:48	BTC	Buy	60826→59318.4	-12.82	stop_loss
06-25 13:48	BTC	Buy	61011.1→59510.3	-12.72	stop_loss
06-24 15:31	BTC	Buy	62238.1→60705.6	-12.68	stop_loss
06-24 15:30	BTC	Buy	62251.1→60716.6	-12.70	stop_loss
06-24 15:30	BTC	Buy	62301.1→60768.6	-12.66	stop_loss
06-24 14:19	BTC	Buy	62424.1→60879.5	-12.81	stop_loss
06-24 14:19	BTC	Buy	62437.1→60879.5	-12.91	stop_loss
06-23 08:17	BTC	Buy	63929.2→62340.7	-12.90	stop_loss
06-23 08:17	BTC	Buy	64043.2→62468.6	-12.75	stop_loss
06-23 06:20	BTC	Buy	64404.2→62820.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64503.2→62915.4	-12.78	stop_loss
06-23 00:49	BTC	Buy	64242.2→64074.8	-1.71	timeout
06-22 22:46	BTC	Buy	64239.2→63856.8	-3.43	timeout
06-22 20:43	BTC	Buy	63850.2→64472.8	+4.38	timeout
06-22 18:42	BTC	Buy	63814.2→64503.8	+4.82	timeout
06-22 16:38	BTC	Buy	63960.2→64623.8	+4.77	timeout
06-21 00:15	BTC	Buy	62835.1→64222.8	+10.45	timeout
06-20 22:13	BTC	Buy	62914.1→64124.8	+9.18	timeout
06-20 20:12	BTC	Buy	63141.2→63935.8	+5.91	timeout
06-20 18:00	BTC	Buy	62591.1→63828.8	+9.41	timeout
06-20 16:02	BTC	Buy	62534.1→64010.8	+11.12	timeout
06-18 15:57	BTC	Buy	63880.2→62303.7	-12.77	stop_loss
06-18 15:40	BTC	Buy	64280.2→62699.5	-12.72	stop_loss
06-18 15:36	BTC	Buy	64664.2→63065.3	-12.78	stop_loss
06-18 15:17	BTC	Buy	64884.2→63288.2	-12.74	stop_loss
06-18 15:17	BTC	Buy	64972.2→63355.1	-12.88	stop_loss
06-18 05:04	BTC	Buy	65308.3→63701.9	-12.76	stop_loss
06-17 19:50	BTC	Buy	65676.3→64060.7	-12.79	stop_loss
06-17 11:02	BTC	Buy	66309.3→64677.4	-12.88	stop_loss
06-17 08:49	BTC	Buy	66448.3→64814.3	-12.75	stop_loss
06-17 08:39	BTC	Buy	66586.3→64945.3	-12.75	stop_loss
06-17 08:31	BTC	Buy	66800.3→65143.2	-12.85	stop_loss
06-16 14:23	BTC	Buy	67121.4→65464	-12.87	stop_loss
06-16 12:18	BTC	Buy	64476.2→66582.7	+15.71	timeout
06-16 10:17	BTC	Buy	64527.2→66583.7	+15.46	timeout
06-15 22:37	BTC	Buy	64491.2→66251.7	+13.11	timeout
06-15 15:47	BTC	Buy	64231.2→67070.6	+21.69	take_profit
06-15 15:46	BTC	Buy	64152.2→66968.7	+21.54	take_profit
06-14 10:28	BTC	Buy	63588.2→64570.8	+7.21	timeout
06-14 08:24	BTC	Buy	63500.2→64470.8	+7.12	timeout
06-13 21:33	BTC	Buy	63497.2→64245.8	+5.40	timeout
06-13 19:30	BTC	Buy	63578.2→64162.8	+4.14	timeout
06-13 17:25	BTC	Buy	62351.1→64012.8	+12.88	timeout
06-12 09:34	BTC	Buy	61229.1→63917.8	+21.33	take_profit
06-12 07:51	BTC	Buy	61658.1→62989.9	+10.27	timeout
06-11 18:01	BTC	Buy	61032.1→63711.8	+21.38	take_profit
06-11 17:55	BTC	Buy	61740.1→63426.8	+13.01	timeout
06-11 15:55	BTC	Buy	61189.1→62558.9	+10.55	timeout
06-09 16:19	BTC	Buy	62373.1→60839.5	-12.76	stop_loss
06-09 14:47	BTC	Buy	62649.1→61106.4	-12.77	stop_loss
06-09 14:46	BTC	Buy	62783.1→61239.3	-12.77	stop_loss
06-09 14:30	BTC	Buy	63027.2→61476.2	-12.77	stop_loss
06-09 14:21	BTC	Buy	63172.2→61618.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63698.2→62115.8	-12.84	stop_loss
06-09 08:18	BTC	Buy	62320.1→62871.9	+3.91	timeout
06-07 22:14	BTC	Buy	61067.1→63748.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60794→63462.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60701→63365.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60648→63310.8	+21.53	take_profit
06-07 06:36	BTC	Buy	59609→62233.9	+21.64	take_profit
06-06 04:33	BTC	Buy	61086.1→59584.2	-12.74	stop_loss
06-06 04:12	BTC	Buy	61755.1→60234.9	-12.76	stop_loss
06-05 18:55	BTC	Buy	60564→59074.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60770→59275.4	-12.75	stop_loss
06-05 15:39	BTC	Buy	61686.1→60167.9	-12.75	stop_loss
06-05 14:26	BTC	Buy	61924.1→60399.8	-12.76	stop_loss
06-05 14:04	BTC	Buy	62141.1→60608.6	-12.78	stop_loss
06-05 13:49	BTC	Buy	63020.2→61466.2	-12.78	stop_loss
06-05 06:23	BTC	Buy	62806.1→61260.3	-12.70	stop_loss
06-05 06:19	BTC	Buy	63288.2→61732	-12.66	stop_loss
06-05 06:03	BTC	Buy	63629.2→62057.9	-12.73	stop_loss
06-05 06:01	BTC	Buy	63685.2→62118.8	-12.70	stop_loss
06-05 05:59	BTC	Buy	63810.2→62229.8	-12.79	stop_loss
06-04 10:30	BTC	Buy	63981.2→62402.7	-12.76	stop_loss
06-04 01:16	BTC	Buy	64469.2→62883.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65082.3→63482.1	-12.74	stop_loss
06-03 23:03	BTC	Buy	66069.3→64439.5	-12.78	stop_loss
06-03 20:55	BTC	Buy	66375.3→64738.4	-12.82	stop_loss
06-03 20:45	BTC	Buy	66756.3→65114.2	-12.82	stop_loss
06-03 19:54	BTC	Buy	66964.3→65317.1	-12.81	stop_loss
06-03 16:27	BTC	Buy	67173.4→65516.9	-12.81	stop_loss
06-03 03:50	BTC	Buy	67204.4→65545.9	-12.79	stop_loss
06-02 22:59	BTC	Buy	67990.4→66221.6	-13.46	stop_loss
06-02 14:27	BTC	Buy	69418.5→67688.8	-12.91	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

35%

win rate

-384.60

total pnl ($)

-77.4 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	99	35%	-77.4	-384.60

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…