deribit_basis_change_momentum · strategy

180

closed trades

44%

win rate

-301.06

total pnl ($)

0.785

weight

7d window — n=37 wr=38% pnl=-66.68 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 15:06	BTC	Buy	59604→58138	-12.80	stop_loss
06-30 07:11	BTC	Buy	60237→59430	-7.14	timeout
06-30 04:42	BTC	Buy	59821→59541	-2.76	timeout
06-30 02:26	BTC	Buy	59331→59932	+4.65	timeout
06-29 15:59	BTC	Buy	60010→59798	-2.29	timeout
06-29 13:35	BTC	Buy	59228→60049	+6.43	timeout
06-29 12:19	BTC	Buy	59364→60710	+10.82	timeout
06-29 01:10	BTC	Buy	60001→59526	-4.42	timeout
06-28 23:14	BTC	Buy	60097→59263	-7.43	timeout
06-28 22:04	BTC	Buy	60163→59851	-3.05	timeout
06-28 10:50	BTC	Buy	60180→60112	-1.04	timeout
06-28 09:48	BTC	Buy	60233→60279	-0.08	timeout
06-28 08:35	BTC	Buy	60243→60197	-0.84	timeout
06-27 19:23	BTC	Buy	60401→60413	-0.33	timeout
06-27 18:19	BTC	Buy	60145→60508	+2.58	timeout
06-27 17:07	BTC	Buy	60199→60509	+2.12	timeout
06-27 04:35	BTC	Buy	60281→60404	+0.57	timeout
06-27 03:32	BTC	Buy	60219→60258	-0.12	timeout
06-27 02:32	BTC	Buy	59904→60240	+2.36	timeout
06-26 13:19	BTC	Buy	60149→58667.7	-12.77	stop_loss
06-26 13:18	BTC	Buy	60208→58727.7	-12.76	stop_loss
06-26 12:43	BTC	Buy	60503→59012.5	-12.78	stop_loss
06-26 05:39	BTC	Buy	59668→59917	+1.64	timeout
06-26 04:30	BTC	Buy	59465→59960	+3.72	timeout
06-26 03:27	BTC	Buy	59285→59157	-1.52	timeout
06-25 13:44	BTC	Buy	61630.1→60113.9	-12.73	stop_loss
06-25 13:44	BTC	Buy	61672.1→60154.9	-12.73	stop_loss
06-25 13:41	BTC	Buy	61813.1→60291.8	-12.73	stop_loss
06-25 06:44	BTC	Buy	59510→61697.9	+17.93	timeout
06-25 05:32	BTC	Buy	59642→61584.9	+15.85	timeout
06-25 04:38	BTC	Buy	60356→60849	+3.65	timeout
06-24 14:02	BTC	Buy	62706.1→61161.3	-12.67	stop_loss
06-24 13:16	BTC	Buy	62786.1→62001.9	-6.66	timeout
06-24 12:12	BTC	Buy	62871.1→62843.9	-0.64	timeout
06-23 21:57	BTC	Buy	62366.1→62561.9	+1.13	timeout
06-23 21:18	BTC	Buy	62427.1→62454.9	-0.22	timeout
06-23 20:43	BTC	Buy	62351.1→62453.9	+0.39	timeout
06-23 03:23	BTC	Buy	64956.2→63995.8	-7.86	timeout
06-23 01:32	BTC	Buy	65097.3→64188.8	-7.43	timeout
06-22 22:16	BTC	Buy	64199.2→64288.8	+0.26	timeout
06-22 11:59	BTC	Buy	63286.2→64637.8	+10.15	timeout
06-22 10:52	BTC	Buy	63722.2→64139.8	+2.75	timeout
06-22 06:26	BTC	Buy	63996.2→64091.8	+0.25	timeout
06-21 20:55	BTC	Buy	63947.2→63804.8	-1.55	timeout
06-21 19:52	BTC	Buy	64188.2→64185.8	-0.46	timeout
06-21 15:38	BTC	Buy	64360.2→64181.8	-1.79	timeout
06-21 05:47	BTC	Buy	63848.2→64236.8	+2.53	timeout
06-21 03:58	BTC	Buy	64125.2→64403.8	+1.72	timeout
06-20 20:17	BTC	Buy	63529.2→63940.8	+2.79	timeout
06-20 15:17	BTC	Buy	63355.2→63978.8	+4.46	timeout
06-20 13:21	BTC	Buy	63447.2→63487.8	-0.16	timeout
06-20 02:16	BTC	Buy	63032.2→63424.8	+2.67	timeout
06-20 01:05	BTC	Buy	62925.1→63487.8	+4.02	timeout
06-19 22:13	BTC	Buy	62504.1→63046.8	+3.88	timeout
06-19 11:29	BTC	Buy	62835.1→62627.9	-2.06	timeout
06-19 09:33	BTC	Buy	62959.1→62431.9	-4.58	timeout
06-19 08:26	BTC	Buy	63129.2→62660.9	-4.10	timeout
06-18 15:58	BTC	Buy	63810.2→62229.8	-12.81	stop_loss
06-18 15:53	BTC	Buy	64003.2→62428.6	-12.71	stop_loss
06-18 11:49	BTC	Buy	64474.2→63877.8	-5.07	timeout
06-18 10:47	BTC	Buy	64359.2→64025.8	-3.07	timeout
06-18 09:44	BTC	Buy	64157.2→64246.8	+0.21	timeout
06-17 20:40	BTC	Buy	64973.2→64348.8	-5.25	timeout
06-17 19:40	BTC	Buy	65471.3→64217.8	-10.02	timeout
06-17 18:37	BTC	Buy	65655.3→65434.7	-2.15	timeout
06-16 22:01	BTC	Buy	66495.3→65723.7	-6.29	timeout
06-16 21:00	BTC	Buy	66872.3→65843.7	-8.19	timeout
06-16 19:50	BTC	Buy	66296.3→65636.7	-5.47	timeout
06-16 08:21	BTC	Buy	66521.3→66376.7	-1.54	timeout
06-16 06:06	BTC	Buy	66800.3→66086.7	-5.75	timeout
06-16 05:00	BTC	Buy	67067.4→65836.7	-9.60	timeout
06-15 18:58	BTC	Buy	65835.3→66774.7	+6.65	timeout
06-15 17:08	BTC	Buy	65613.3→66877.7	+9.13	timeout
06-15 15:18	BTC	Buy	65703.3→66596.7	+6.33	timeout
06-15 06:21	BTC	Buy	63682.2→65851.7	+16.58	timeout
06-15 04:13	BTC	Buy	64095.2→65707.7	+12.11	timeout
06-15 02:08	BTC	Buy	64316.2→65564.7	+9.24	timeout
06-14 17:01	BTC	Buy	64360.2→63912.8	-3.96	timeout
06-14 15:18	BTC	Buy	64514.2→64050.8	-4.05	timeout
06-14 13:07	BTC	Buy	64582.2→64338.8	-2.33	timeout
06-14 04:25	BTC	Buy	63961.2→64468.8	+3.54	timeout
06-14 02:19	BTC	Buy	64155.2→64589.8	+2.95	timeout
06-14 00:33	BTC	Buy	64003.2→64515.8	+3.57	timeout
06-13 15:25	BTC	Buy	63555.2→64261.8	+5.10	timeout
06-13 13:43	BTC	Buy	63781.2→64159.8	+2.49	timeout
06-13 11:31	BTC	Buy	63460.2→63917.8	+3.11	timeout
06-13 02:42	BTC	Buy	63595.2→63663.8	+0.09	timeout
06-13 01:40	BTC	Buy	63310.2→63684.8	+2.46	timeout
06-12 22:35	BTC	Buy	63722.2→63476.8	-2.40	timeout
06-12 13:39	BTC	Buy	63352.2→63309.8	-0.82	timeout
06-12 12:38	BTC	Buy	63672.2→63478.8	-2.01	timeout
06-12 10:27	BTC	Buy	63531.2→63579.8	-0.11	timeout
06-12 01:17	BTC	Buy	62922.1→63483.8	+3.95	timeout
06-12 00:09	BTC	Buy	62984.1→63699.8	+5.19	timeout
06-11 21:31	BTC	Buy	62815.1→63476.8	+4.74	timeout
06-11 13:05	BTC	Buy	61977.1→62888.9	+6.85	timeout
06-11 11:15	BTC	Buy	61155.1→63141.8	+15.72	timeout
06-11 09:10	BTC	Buy	61573.1→62824.9	+9.66	timeout
06-10 23:22	BTC	Buy	61156.1→61431.9	+1.81	timeout
06-10 22:16	BTC	Buy	61189.1→61155.9	-0.72	timeout

Paper vs Live

Paper (trades.jsonl)

180

closed

44%

win rate

-301.06

total pnl ($)

-33.2 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	180	44%	-33.2	-301.06

Recent bounces (last 20 of 4)

time	sym	side	reason
06-30 17:01	BTC	Buy	circuit_breaker
06-30 10:18	BTC	Buy	circuit_breaker
06-30 06:01	BTC	Buy	circuit_breaker
06-30 05:05	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…