eth_deribit_basis_alpha_carry · strategy

137

closed trades

28%

win rate

-622.82

total pnl ($)

1.209

weight

7d window — n=23 wr=39% pnl=+11.79 · venues=(unknown) · horizon=— · SL=— · TP=— · class=EthDeribitBasisAlphaCarry in strategies_batch_a.py

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 01:27	ETH	Buy	1684.57→1758.42	+20.97	take_profit
06-22 01:27	ETH	Buy	1683.87→1757.62	+20.95	take_profit
06-22 01:26	ETH	Buy	1680.67→1754.82	+21.12	take_profit
06-18 15:45	ETH	Buy	1736.57→1693.68	-12.79	stop_loss
06-18 15:45	ETH	Buy	1738.57→1694.78	-13.03	stop_loss
06-18 15:44	ETH	Buy	1739.97→1696.98	-12.79	stop_loss
06-18 15:42	ETH	Buy	1743.67→1700.58	-12.80	stop_loss
06-18 15:40	ETH	Buy	1745.07→1701.98	-12.79	stop_loss
06-17 19:51	ETH	Buy	1772.18→1728.36	-12.85	stop_loss
06-17 19:40	ETH	Buy	1774.28→1730.46	-12.88	stop_loss
06-17 19:39	ETH	Buy	1776.28→1732.36	-12.92	stop_loss
06-17 19:29	ETH	Buy	1778.98→1735.06	-12.87	stop_loss
06-17 12:24	ETH	Buy	1788.38→1744.05	-12.81	stop_loss
06-16 02:35	ETH	Buy	1811.38→1766.54	-12.79	stop_loss
06-16 02:35	ETH	Buy	1812.98→1768.04	-12.81	stop_loss
06-16 02:28	ETH	Buy	1815.78→1770.94	-12.76	stop_loss
06-15 23:22	ETH	Buy	1829.48→1784.23	-12.83	stop_loss
06-15 15:46	ETH	Buy	1763.58→1841.02	+21.50	take_profit
06-15 11:26	ETH	Buy	1687.07→1761.22	+21.31	take_profit
06-15 11:20	ETH	Buy	1679.17→1752.82	+21.37	take_profit
06-15 11:20	ETH	Buy	1679.97→1754.12	+21.39	take_profit
06-15 11:20	ETH	Buy	1675.97→1749.83	+21.48	take_profit
06-15 10:54	ETH	Buy	1673.87→1747.33	+21.43	take_profit
06-13 17:00	ETH	Buy	1631.76→1675.93	+13.15	timeout
06-13 16:25	ETH	Buy	1631.36→1671.43	+12.02	timeout
06-13 14:52	ETH	Buy	1641.66→1679.13	+10.57	timeout
06-11 17:33	ETH	Buy	1611.06→1681.63	+21.34	take_profit
06-11 17:32	ETH	Buy	1607.86→1678.83	+21.55	take_profit
06-10 21:58	ETH	Buy	1643.96→1603.14	-12.72	stop_loss
06-10 09:21	ETH	Buy	1647.66→1606.94	-12.49	stop_loss
06-09 16:06	ETH	Buy	1665.97→1624.82	-12.58	stop_loss
06-09 16:06	ETH	Buy	1666.57→1625.42	-12.56	stop_loss
06-09 14:29	ETH	Buy	1678.47→1637.02	-12.77	stop_loss
06-09 14:20	ETH	Buy	1682.17→1640.62	-12.77	stop_loss
06-08 05:37	ETH	Buy	1685.47→1643.81	-12.74	stop_loss
06-08 05:37	ETH	Buy	1686.57→1644.51	-12.86	stop_loss
06-08 04:06	ETH	Buy	1709.17→1666.8	-12.82	stop_loss
06-07 22:15	ETH	Buy	1640.16→1712.13	+21.57	take_profit
06-07 22:15	ETH	Buy	1639.96→1711.83	+21.55	take_profit
06-07 22:14	ETH	Buy	1615.46→1686.23	+21.56	take_profit
06-07 22:14	ETH	Buy	1607.66→1678.23	+21.60	take_profit
06-07 22:13	ETH	Buy	1589.76→1659.43	+21.60	take_profit
06-07 08:55	ETH	Buy	1566.46→1635.24	+21.49	take_profit
06-07 08:46	ETH	Buy	1558.46→1626.84	+21.43	take_profit
06-07 06:28	ETH	Buy	1551.66→1619.84	+21.63	take_profit
06-07 06:27	ETH	Buy	1543.15→1610.84	+21.59	take_profit
06-07 01:18	ETH	Buy	1526.85→1594.74	+21.75	take_profit
06-06 10:49	ETH	Buy	1572.86→1533.98	-12.80	stop_loss
06-06 10:30	ETH	Buy	1587.06→1546.77	-13.14	stop_loss
06-06 08:28	ETH	Buy	1520.05→1586.84	+21.50	take_profit
06-06 05:02	ETH	Buy	1544.25→1506	-12.83	stop_loss
06-06 04:34	ETH	Buy	1553.66→1515.29	-12.69	stop_loss
06-06 04:33	ETH	Buy	1557.26→1518.79	-12.79	stop_loss
06-06 04:27	ETH	Buy	1571.46→1532.58	-12.77	stop_loss
06-06 04:15	ETH	Buy	1574.06→1535.18	-12.72	stop_loss
06-06 04:07	ETH	Buy	1587.16→1547.37	-12.95	stop_loss
06-06 03:32	ETH	Buy	1597.96→1558.26	-12.83	stop_loss
06-05 23:33	ETH	Buy	1600.06→1560.56	-12.79	stop_loss
06-05 23:25	ETH	Buy	1610.76→1570.86	-12.84	stop_loss
06-05 19:16	ETH	Buy	1578.76→1539.78	-12.79	stop_loss
06-05 19:00	ETH	Buy	1582.26→1543.17	-12.79	stop_loss
06-05 18:51	ETH	Buy	1590.56→1551.27	-12.80	stop_loss
06-05 15:39	ETH	Buy	1613.66→1573.76	-12.81	stop_loss
06-05 14:06	ETH	Buy	1638.66→1598.04	-12.82	stop_loss
06-05 14:01	ETH	Buy	1651.77→1610.43	-12.93	stop_loss
06-05 13:53	ETH	Buy	1669.07→1627.82	-12.79	stop_loss
06-05 13:52	ETH	Buy	1675.07→1633.62	-12.80	stop_loss
06-05 13:49	ETH	Buy	1682.07→1640.52	-12.78	stop_loss
06-05 06:18	ETH	Buy	1700.97→1658.1	-13.05	stop_loss
06-05 05:47	ETH	Buy	1732.37→1688.99	-12.97	stop_loss
06-05 05:47	ETH	Buy	1733.37→1690.59	-12.79	stop_loss
06-05 05:37	ETH	Buy	1751.38→1707.97	-12.78	stop_loss
06-05 05:37	ETH	Buy	1752.08→1708.17	-12.91	stop_loss
06-05 05:37	ETH	Buy	1753.88→1710.37	-12.79	stop_loss
06-05 03:11	ETH	Buy	1764.38→1720.77	-12.65	stop_loss
06-05 03:01	ETH	Buy	1768.58→1724.86	-12.66	stop_loss
06-04 10:54	ETH	Buy	1774.38→1730.56	-12.79	stop_loss
06-04 09:07	ETH	Buy	1805.08→1760.44	-12.81	stop_loss
06-04 09:06	ETH	Buy	1806.38→1761.64	-12.82	stop_loss
06-04 08:12	ETH	Buy	1813.98→1769.04	-12.83	stop_loss
06-04 01:55	ETH	Buy	1797.68→1753.25	-12.83	stop_loss
06-04 01:55	ETH	Buy	1798.78→1754.25	-12.85	stop_loss
06-04 01:16	ETH	Buy	1824.68→1779.53	-12.82	stop_loss
06-04 00:30	ETH	Buy	1827.68→1782.43	-12.84	stop_loss
06-04 00:29	ETH	Buy	1834.38→1789.03	-12.82	stop_loss
06-03 20:02	ETH	Buy	1837.28→1791.72	-12.84	stop_loss
06-03 19:55	ETH	Buy	1841.48→1796.02	-12.78	stop_loss
06-03 19:55	ETH	Buy	1843.38→1797.82	-12.80	stop_loss
06-03 16:21	ETH	Buy	1870.29→1824.01	-12.81	stop_loss
06-03 16:21	ETH	Buy	1871.29→1824.9	-12.84	stop_loss
06-02 23:25	ETH	Buy	1891.79→1845.09	-12.79	stop_loss
06-02 22:52	ETH	Buy	1912.69→1865.38	-12.81	stop_loss
06-02 22:52	ETH	Buy	1912.99→1865.68	-12.81	stop_loss
06-02 22:18	ETH	Buy	1921.59→1873.98	-12.84	stop_loss
06-02 22:17	ETH	Buy	1927.59→1879.97	-12.81	stop_loss
06-02 14:27	ETH	Buy	1974.7→1925.94	-12.82	stop_loss
06-02 14:27	ETH	Buy	1978.1→1929.24	-12.82	stop_loss
06-02 14:27	ETH	Buy	1983.3→1934.04	-12.89	stop_loss
06-02 14:27	ETH	Buy	1984.5→1935.24	-12.88	stop_loss
06-02 14:27	ETH	Buy	1984.6→1935.54	-12.83	stop_loss

Paper vs Live

Paper (trades.jsonl)

137

closed

28%

win rate

-622.82

total pnl ($)

-90.5 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 ($)
ETH	137	28%	-90.5	-622.82

Recent bounces (last 20 of 3)

time	sym	side	reason
06-22 02:17	ETH	Buy	stale_intent
06-22 01:50	ETH	Buy	stale_intent
06-22 01:50	ETH	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…