deribit_basis_bullish_crossover_long · strategy

closed trades

35%

win rate

-411.88

total pnl ($)

0.250

weight

7d window — n=24 wr=25% pnl=-186.66 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 15:06	BTC	Buy	59665→58135	-13.34	stop_loss
06-30 13:34	BTC	Buy	59778→58240	-13.30	stop_loss
06-30 12:47	BTC	Buy	60196→58641.7	-13.35	stop_loss
06-30 06:14	BTC	Buy	59850→59543	-2.93	timeout
06-30 02:00	BTC	Buy	60203→59888	-2.94	timeout
06-29 21:49	BTC	Buy	60253→60484	+1.17	timeout
06-28 22:43	BTC	Buy	60609→59053.5	-13.30	stop_loss
06-28 19:47	BTC	Buy	60769→59213.4	-13.23	stop_loss
06-28 04:57	BTC	Buy	59861→60098	+1.51	timeout
06-28 00:25	BTC	Buy	59748→60122	+2.82	timeout
06-27 20:11	BTC	Buy	59585→60262	+5.34	timeout
06-27 17:29	BTC	Buy	59504→60538	+8.24	timeout
06-27 15:22	BTC	Buy	59197→60693	+12.20	timeout
06-26 02:21	BTC	Buy	59883→58342.9	-13.30	stop_loss
06-25 13:59	BTC	Buy	59565→58034.1	-13.22	stop_loss
06-25 13:59	BTC	Buy	59589→58061.1	-13.20	stop_loss
06-25 13:48	BTC	Buy	60840→59282.4	-13.21	stop_loss
06-25 13:48	BTC	Buy	60865→59296.4	-13.28	stop_loss
06-25 13:48	BTC	Buy	60982→59417.3	-13.23	stop_loss
06-24 15:40	BTC	Buy	62160.1→60569.7	-13.17	stop_loss
06-24 15:08	BTC	Buy	62386.1→60789.5	-13.18	stop_loss
06-24 14:20	BTC	Buy	62434.1→60835.5	-13.21	stop_loss
06-24 14:19	BTC	Buy	62556.1→60952.5	-13.25	stop_loss
06-24 14:13	BTC	Buy	62687.1→61072.4	-13.31	stop_loss
06-23 08:24	BTC	Buy	63825.2→62189.8	-13.25	stop_loss
06-23 08:24	BTC	Buy	63883.2→62246.7	-13.24	stop_loss
06-23 06:22	BTC	Buy	64163.2→62518.6	-13.27	stop_loss
06-23 06:21	BTC	Buy	64250.2→62605.5	-13.26	stop_loss
06-23 06:20	BTC	Buy	64483.2→62833.4	-13.25	stop_loss
06-23 02:49	BTC	Buy	64257.2→64136.8	-1.39	timeout
06-23 00:47	BTC	Buy	64255.2→64039.8	-2.11	timeout
06-22 22:43	BTC	Buy	64229.2→63883.8	-3.15	timeout
06-22 20:40	BTC	Buy	63854.2→64462.8	+4.27	timeout
06-22 18:37	BTC	Buy	63829.2→64587.8	+5.38	timeout
06-21 00:39	BTC	Buy	62980.1→64282.8	+9.78	timeout
06-20 22:37	BTC	Buy	62779.1→64237.8	+11.16	timeout
06-20 20:36	BTC	Buy	63104.2→63831.8	+5.37	timeout
06-20 18:36	BTC	Buy	62786.1→63797.8	+7.62	timeout
06-20 16:32	BTC	Buy	62521.1→63881.8	+10.29	timeout
06-18 15:51	BTC	Buy	64167.2→62520.6	-13.39	stop_loss
06-18 15:40	BTC	Buy	64307.2→62658.5	-13.24	stop_loss
06-18 15:18	BTC	Buy	64839.2→63180.2	-13.22	stop_loss
06-18 15:18	BTC	Buy	64844.2→63182.2	-13.25	stop_loss
06-18 14:52	BTC	Buy	65244.3→63531	-13.57	stop_loss
06-17 19:50	BTC	Buy	65716.3→64029.8	-13.32	stop_loss
06-17 19:29	BTC	Buy	66125.3→64414.6	-13.44	stop_loss
06-17 11:05	BTC	Buy	66185.3→64490.5	-13.38	stop_loss
06-17 08:49	BTC	Buy	66516.3→64814.3	-13.25	stop_loss
06-17 08:31	BTC	Buy	66849.3→65138.2	-13.25	stop_loss
06-16 14:31	BTC	Buy	67102.4→65376	-13.39	stop_loss
06-16 12:07	BTC	Buy	64491.2→66480.7	+14.80	timeout
06-16 10:05	BTC	Buy	64532.2→66533.7	+15.06	timeout
06-15 21:44	BTC	Buy	64566.2→66377.7	+13.46	timeout
06-15 15:47	BTC	Buy	64272.2→67160.6	+22.06	take_profit
06-15 15:46	BTC	Buy	64088.2→66965.7	+22.04	take_profit
06-14 11:27	BTC	Buy	63811.2→64540.8	+5.26	timeout
06-14 09:25	BTC	Buy	63662.2→64307.8	+4.51	timeout
06-13 21:08	BTC	Buy	63466.2→64266.8	+5.81	timeout
06-13 19:11	BTC	Buy	63423.2→64151.8	+5.29	timeout
06-13 17:05	BTC	Buy	62445.1→63947.8	+11.58	timeout
06-12 09:53	BTC	Buy	61244.1→63773.8	+20.02	timeout
06-12 07:51	BTC	Buy	61657.1→62989.9	+10.28	timeout
06-11 19:15	BTC	Buy	61725.1→63528.8	+13.89	timeout
06-11 17:15	BTC	Buy	61587.1→62417.9	+6.13	timeout
06-11 15:11	BTC	Buy	61628.1→62682.9	+7.92	timeout
06-09 20:59	BTC	Buy	61870.1→62016.9	+0.87	timeout
06-09 16:57	BTC	Buy	61987.1→61301.9	-6.14	timeout
06-09 14:38	BTC	Buy	62960.1→61349.2	-13.27	stop_loss
06-09 14:36	BTC	Buy	62985.1→61369.2	-13.30	stop_loss
06-09 14:16	BTC	Buy	63469.2→61845	-13.25	stop_loss
06-07 22:14	BTC	Buy	61017.1→63758.8	+22.04	take_profit
06-07 22:14	BTC	Buy	60931→63666.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60884→63617.8	+22.02	take_profit
06-07 19:52	BTC	Buy	60344→61354.9	+8.03	timeout
06-07 15:50	BTC	Buy	60479→62039.9	+12.42	timeout
06-06 04:34	BTC	Buy	61126.1→59560.2	-13.26	stop_loss
06-06 04:12	BTC	Buy	61729.1→60148.9	-13.25	stop_loss
06-05 18:54	BTC	Buy	60699→59145.5	-13.26	stop_loss
06-05 18:54	BTC	Buy	60708→59154.4	-13.25	stop_loss
06-05 15:39	BTC	Buy	61769.1→60187.9	-13.24	stop_loss
06-05 13:49	BTC	Buy	62901.1→61287.3	-13.28	stop_loss
06-05 06:23	BTC	Buy	62833.1→61225.3	-13.19	stop_loss
06-05 06:22	BTC	Buy	63008.2→61366.2	-13.40	stop_loss
06-05 06:03	BTC	Buy	63629.2→62000.9	-13.18	stop_loss
06-05 06:03	BTC	Buy	63685.2→62050.9	-13.23	stop_loss
06-05 06:00	BTC	Buy	63810.2→62175.8	-13.21	stop_loss
06-04 10:27	BTC	Buy	64267.2→62583.6	-13.52	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 23:03	BTC	Buy	66187.3→64485.5	-13.33	stop_loss
06-03 20:55	BTC	Buy	66384.3→64649.4	-13.56	stop_loss
06-03 20:43	BTC	Buy	66873.3→65162.1	-13.30	stop_loss
06-03 19:52	BTC	Buy	67183.4→65464	-13.28	stop_loss
06-03 16:27	BTC	Buy	67262.4→65540.9	-13.26	stop_loss
06-03 03:34	BTC	Buy	67687.4→65952.7	-13.27	stop_loss
06-02 19:31	BTC	Buy	68356.4→66605.3	-13.26	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

35%

win rate

-411.88

total pnl ($)

-85.6 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	96	35%	-85.6	-411.88

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…