btc_deribit_basis_crossover_long_x2032 · strategy

138

closed trades

47%

win rate

-412.17

total pnl ($)

0.547

weight

7d window — n=38 wr=55% pnl=-113.04 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 18:22	BTC	Buy	59544→60038	+3.59	timeout
06-26 17:23	BTC	Buy	59478→60091	+4.60	timeout
06-26 15:20	BTC	Buy	59196→59935	+5.74	timeout
06-26 14:29	BTC	Buy	59297→60024	+5.63	timeout
06-26 02:24	BTC	Buy	59748→58275.9	-12.76	stop_loss
06-25 13:58	BTC	Buy	59608→58142	-12.68	stop_loss
06-25 13:58	BTC	Buy	59670→58198	-12.71	stop_loss
06-25 13:57	BTC	Buy	59706→58233	-12.71	stop_loss
06-25 13:51	BTC	Buy	60651→59159.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60820→59318.4	-12.74	stop_loss
06-24 17:20	BTC	Buy	60958→59458.3	-12.74	stop_loss
06-24 14:17	BTC	Buy	62586.1→61047.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62715.1→61167.3	-12.79	stop_loss
06-24 12:09	BTC	Buy	62463.1→62876.9	+2.85	timeout
06-24 11:06	BTC	Buy	62355.1→62342.9	-0.58	timeout
06-24 10:05	BTC	Buy	62520.1→62594.9	+0.08	timeout
06-24 09:02	BTC	Buy	62396.1→62674.9	+1.73	timeout
06-24 06:37	BTC	Buy	62890.1→62823.9	-1.03	timeout
06-23 08:17	BTC	Buy	63909.2→62332.7	-12.81	stop_loss
06-23 08:17	BTC	Buy	64004.2→62424.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64240.2→62636.5	-12.94	stop_loss
06-23 06:21	BTC	Buy	64326.2→62743.5	-12.77	stop_loss
06-23 06:18	BTC	Buy	64603.2→63014.3	-12.77	stop_loss
06-22 21:53	BTC	Buy	63805.2→64225.8	+2.84	timeout
06-22 20:51	BTC	Buy	63727.2→64384.8	+4.69	timeout
06-22 19:50	BTC	Buy	64192.2→64335.8	+0.63	timeout
06-22 18:48	BTC	Buy	64153.2→64441.8	+1.73	timeout
06-22 17:46	BTC	Buy	64131.2→64451.8	+2.02	timeout
06-21 21:43	BTC	Buy	63985.2→63859.8	-1.43	timeout
06-21 20:44	BTC	Buy	63850.2→63932.8	+0.19	timeout
06-21 19:40	BTC	Buy	63881.2→64180.8	+1.91	timeout
06-21 18:36	BTC	Buy	63831.2→64117.8	+1.84	timeout
06-21 17:31	BTC	Buy	63978.2→64061.8	+0.27	timeout
06-20 20:47	BTC	Buy	63179.2→63867.8	+5.02	timeout
06-20 19:43	BTC	Buy	62994.1→63932.8	+7.02	timeout
06-20 18:41	BTC	Buy	63030.2→63808.8	+5.73	timeout
06-20 17:35	BTC	Buy	62998.1→63780.8	+5.75	timeout
06-20 16:35	BTC	Buy	63248.2→63914.8	+4.75	timeout
06-19 19:53	BTC	Buy	62954.1→63046.8	+0.25	timeout
06-19 18:53	BTC	Buy	62753.1→62989.9	+1.41	timeout
06-19 17:53	BTC	Buy	62663.1→63191.8	+3.76	timeout
06-19 16:49	BTC	Buy	62683.1→63161.8	+3.40	timeout
06-19 16:09	BTC	Buy	62593.1→63102.8	+3.63	timeout
06-18 15:40	BTC	Buy	64187.2→62601.6	-12.91	stop_loss
06-18 15:40	BTC	Buy	64216.2→62636.5	-12.87	stop_loss
06-18 15:40	BTC	Buy	64358.2→62775.5	-12.85	stop_loss
06-18 15:37	BTC	Buy	64492.2→62874.4	-13.08	stop_loss
06-18 15:37	BTC	Buy	64466.2→62874.4	-12.89	stop_loss
06-17 19:42	BTC	Buy	65707.3→64091.7	-12.76	stop_loss
06-17 19:41	BTC	Buy	65789.3→64170.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65798.3→64175.7	-12.80	stop_loss
06-17 19:38	BTC	Buy	65848.3→64228.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65888.3→64264.6	-12.80	stop_loss
06-17 02:38	BTC	Buy	65863.3→65827.7	-0.73	timeout
06-17 01:40	BTC	Buy	66374.3→65635.7	-6.07	timeout
06-17 00:38	BTC	Buy	66357.3→65789.7	-4.80	timeout
06-16 23:40	BTC	Buy	66170.3→65709.7	-4.08	timeout
06-16 22:35	BTC	Buy	66222.3→65681.7	-4.62	timeout
06-16 01:54	BTC	Buy	65508.3→66328.7	+5.83	timeout
06-16 00:47	BTC	Buy	65520.3→66399.7	+6.31	timeout
06-15 23:43	BTC	Buy	65578.3→66191.7	+4.18	timeout
06-15 22:43	BTC	Buy	65373.3→66256.7	+6.26	timeout
06-15 21:40	BTC	Buy	65371.3→66402.7	+7.38	timeout
06-15 01:30	BTC	Buy	64590.2→65379.7	+5.63	timeout
06-15 00:27	BTC	Buy	64472.2→65715.7	+9.18	timeout
06-14 23:24	BTC	Buy	64506.2→65529.7	+7.44	timeout
06-14 22:20	BTC	Buy	64413.2→65158.7	+5.29	timeout
06-14 21:16	BTC	Buy	64245.2→64346.8	+0.32	timeout
06-14 01:06	BTC	Buy	63620.2→64509.8	+6.58	timeout
06-13 23:57	BTC	Buy	63557.2→64412.8	+6.36	timeout
06-13 22:41	BTC	Buy	63497.2→64480.8	+7.26	timeout
06-13 21:39	BTC	Buy	63551.2→64293.8	+5.37	timeout
06-13 20:33	BTC	Buy	63513.2→64231.8	+5.20	timeout
06-12 22:00	BTC	Buy	63500.2→63483.8	-0.63	timeout
06-12 20:56	BTC	Buy	63366.2→63403.8	-0.19	timeout
06-12 19:52	BTC	Buy	63637.2→63603.8	-0.73	timeout
06-12 18:47	BTC	Buy	63520.2→63866.8	+2.26	timeout
06-12 17:41	BTC	Buy	63336.2→63817.8	+3.34	timeout
06-11 21:32	BTC	Buy	61625.1→63471.8	+14.39	timeout
06-11 20:31	BTC	Buy	61822.1→63346.8	+11.75	timeout
06-11 19:30	BTC	Buy	61817.1→63768.8	+15.21	timeout
06-11 18:26	BTC	Buy	61853.1→63415.8	+12.06	timeout
06-11 17:23	BTC	Buy	62040.1→62338.9	+1.88	timeout
06-10 18:59	BTC	Buy	61805.1→61844.9	-0.19	timeout
06-10 17:55	BTC	Buy	61740.1→61933.9	+1.08	timeout
06-10 16:53	BTC	Buy	61185.1→62092.9	+6.90	timeout
06-10 15:50	BTC	Buy	61244.1→62253.9	+7.74	timeout
06-10 14:48	BTC	Buy	61177.1→61962.9	+5.94	timeout
06-09 14:39	BTC	Buy	62876.1→61328.3	-12.76	stop_loss
06-09 14:36	BTC	Buy	62901.1→61352.2	-12.77	stop_loss
06-09 14:29	BTC	Buy	63135.2→61582.1	-12.75	stop_loss
06-09 14:21	BTC	Buy	63180.2→61623.1	-12.78	stop_loss
06-09 14:11	BTC	Buy	63533.2→61969.9	-12.75	stop_loss
06-09 07:55	BTC	Buy	63250.2→63172.8	-1.12	timeout
06-09 06:53	BTC	Buy	62956.1→63224.8	+1.63	timeout
06-08 23:26	BTC	Buy	63087.2→63065.8	-0.64	timeout
06-08 22:24	BTC	Buy	62978.1→63307.8	+2.13	timeout
06-08 17:11	BTC	Buy	62217.1→63391.8	+8.89	timeout
06-08 07:37	BTC	Buy	62196.1→63185.8	+7.47	timeout
06-08 06:36	BTC	Buy	62219.1→62993.9	+5.76	timeout

Paper vs Live

Paper (trades.jsonl)

138

closed

47%

win rate

-412.17

total pnl ($)

-59.3 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	138	47%	-59.3	-412.17

Recent bounces (last 20 of 10)

time	sym	side	reason
06-26 19:32	BTC	Buy	stale_intent
06-26 16:32	BTC	Buy	stale_intent
06-26 03:02	BTC	Buy	below_min_notional_skip
06-25 18:26	BTC	Buy	below_min_notional_skip
06-25 15:28	BTC	Buy	below_min_notional_skip
06-25 14:43	BTC	Buy	below_min_notional_skip
06-24 20:35	BTC	Buy	below_min_notional_skip
06-24 15:34	BTC	Buy	stale_intent
06-24 11:54	BTC	Buy	stale_intent
06-24 07:14	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…