deribit_basis_annualized_crossover_long · strategy

closed trades

47%

win rate

-110.04

total pnl ($)

1.085

weight

7d window — n=14 wr=43% pnl=-27.01 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 58 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 03:16	BTC	Buy	60771→60198	-5.16	timeout
06-27 15:09	BTC	Buy	60181→60666	+3.58	timeout
06-27 03:14	BTC	Buy	59796→60144	+2.46	timeout
06-26 15:07	BTC	Buy	58631.9→59740	+8.97	timeout
06-26 02:55	BTC	Buy	59675→58465.1	-10.56	timeout
06-25 12:42	BTC	Buy	60868→61360.9	+3.60	timeout
06-24 13:46	BTC	Buy	62868.1→61320.3	-12.76	stop_loss
06-24 12:39	BTC	Buy	62970.1→62849.9	-1.41	timeout
06-24 00:33	BTC	Buy	62365.1→62790.9	+2.98	timeout
06-23 08:17	BTC	Buy	63988.2→62407.7	-12.81	stop_loss
06-23 00:29	BTC	Buy	64912.2→63825.8	-8.80	timeout
06-22 12:26	BTC	Buy	63626.2→64885.8	+9.37	timeout
06-22 00:22	BTC	Buy	63995.2→63511.8	-4.23	timeout
06-21 12:20	BTC	Buy	64218.2→63984.8	-2.23	timeout
06-21 00:20	BTC	Buy	63725.2→64210.8	+3.34	timeout
06-20 12:16	BTC	Buy	63525.2→63678.8	+0.74	timeout
06-20 00:15	BTC	Buy	62535.1→63507.8	+7.33	timeout
06-19 12:25	BTC	Buy	62955.1→62496.9	-4.05	timeout
06-18 15:40	BTC	Buy	64231.2→62649.5	-12.71	stop_loss
06-18 12:20	BTC	Buy	64631.2→64074.8	-4.78	timeout
06-18 00:05	BTC	Buy	64823.2→64591.8	-2.25	timeout
06-17 12:11	BTC	Buy	65723.3→64850.8	-7.13	timeout
06-17 00:03	BTC	Buy	66398.3→65706.7	-5.70	timeout
06-16 11:55	BTC	Buy	66316.3→66370.7	-0.08	timeout
06-15 23:31	BTC	Buy	66288.3→66184.7	-1.25	timeout
06-15 11:25	BTC	Buy	65587.3→66318.7	+5.13	timeout
06-14 23:22	BTC	Buy	64507.2→65509.7	+7.30	timeout
06-14 11:18	BTC	Buy	64547.2→64522.8	-0.64	timeout
06-13 23:17	BTC	Buy	63929.2→64456.8	+3.67	timeout
06-13 11:17	BTC	Buy	63482.2→63936.8	+3.08	timeout
06-12 23:16	BTC	Buy	63790.2→63471.8	-2.97	timeout
06-12 08:33	BTC	Buy	63339.2→63464.8	+0.50	timeout
06-11 20:24	BTC	Buy	62879.1→63456.8	+4.08	timeout
06-11 08:21	BTC	Buy	61746.1→62782.9	+7.87	timeout
06-10 20:16	BTC	Buy	61651.1→61746.9	+0.30	timeout
06-09 14:46	BTC	Buy	62748.1→61205.3	-12.75	stop_loss
06-09 09:45	BTC	Buy	63811.2→62646.9	-9.56	timeout
06-08 21:35	BTC	Buy	63197.2→63702.8	+3.53	timeout
06-08 09:35	BTC	Buy	61693.1→63202.8	+11.78	timeout
06-07 21:38	BTC	Buy	62513.1→61768.9	-6.39	timeout
06-07 09:34	BTC	Buy	60934→62523.9	+12.61	timeout
06-06 21:30	BTC	Buy	61262.1→60896	-3.40	timeout
06-06 04:14	BTC	Buy	61583.1→60060	-12.82	stop_loss
06-05 13:49	BTC	Buy	62993.1→61442.2	-12.76	stop_loss
06-05 06:17	BTC	Buy	63370.2→61812	-12.72	stop_loss
06-04 22:15	BTC	Buy	62801.1→63280.8	+3.39	timeout
06-04 00:24	BTC	Buy	65542.3→63930.8	-12.74	stop_loss
06-03 19:52	BTC	Buy	67104.4→65453	-12.78	stop_loss
06-03 11:45	BTC	Buy	66650.3→67114.6	+2.97	timeout
06-02 14:10	BTC	Buy	69987.5→68264.4	-12.77	stop_loss
06-02 09:27	BTC	Buy	71099.6→69349.8	-12.83	stop_loss
06-01 01:53	BTC	Buy	73833.7→73405.3	-3.40	timeout
05-31 11:47	BTC	Buy	73791.7→73895.3	+0.18	timeout
05-30 21:45	BTC	Buy	73539.7→73974.3	+2.45	timeout
05-30 16:31	BTC	Buy	73291.7→73874.3	+3.47	timeout
05-29 21:27	BTC	Buy	73824.7→73541.3	-2.39	timeout
05-29 09:17	BTC	Buy	73715.7→73812.3	+0.17	timeout
05-28 21:18	BTC	Buy	73324.7→73690.3	+1.97	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-110.04

total pnl ($)

-37.6 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	58	47%	-37.6	-110.04

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 03:23	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…