deribit_basis_change_momentum_long_v5 · strategy

164

closed trades

45%

win rate

-473.25

total pnl ($)

0.309

weight

7d window — n=42 wr=48% pnl=-157.57 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 00:40	BTC	Buy	60112→59146	-8.52	timeout
06-28 23:33	BTC	Buy	59968→59588	-3.68	timeout
06-28 22:26	BTC	Buy	60048→59350	-6.34	timeout
06-28 21:24	BTC	Buy	60391→59659	-6.53	timeout
06-28 19:28	BTC	Buy	60302→59487	-7.18	timeout
06-27 22:04	BTC	Buy	59756→60059	+2.14	timeout
06-27 20:58	BTC	Buy	59688→60241	+4.25	timeout
06-27 19:48	BTC	Buy	59842→60123	+1.95	timeout
06-27 17:36	BTC	Buy	59966→60564	+4.54	timeout
06-27 16:33	BTC	Buy	60126→60658	+3.97	timeout
06-26 19:55	BTC	Buy	59328→59822	+3.62	timeout
06-26 18:31	BTC	Buy	59560→59776	+1.24	timeout
06-26 17:28	BTC	Buy	59466→60183	+5.47	timeout
06-26 16:16	BTC	Buy	59696→60228	+3.89	timeout
06-26 15:11	BTC	Buy	59213→59885	+5.14	timeout
06-25 13:58	BTC	Buy	59621→58154	-12.67	stop_loss
06-25 13:54	BTC	Buy	60007→58530.8	-12.66	stop_loss
06-25 13:53	BTC	Buy	60470→58981.5	-12.66	stop_loss
06-25 13:51	BTC	Buy	60688→59195.4	-12.67	stop_loss
06-25 13:42	BTC	Buy	61728.1→60208.9	-12.74	stop_loss
06-25 07:42	BTC	Buy	59303→61906.9	+21.50	take_profit
06-24 16:51	BTC	Buy	61078.1→59575.2	-12.74	stop_loss
06-24 16:51	BTC	Buy	61373.1→59860.1	-12.75	stop_loss
06-24 15:08	BTC	Buy	62331.1→60790.5	-12.79	stop_loss
06-24 14:13	BTC	Buy	62611.1→61070.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62695.1→61152.3	-12.74	stop_loss
06-24 13:46	BTC	Buy	62867.1→61320.3	-12.75	stop_loss
06-24 11:50	BTC	Buy	62411.1→62996.8	+4.24	timeout
06-24 10:44	BTC	Buy	62216.1→62567.9	+2.36	timeout
06-24 09:39	BTC	Buy	62426.1→62662.9	+1.40	timeout
06-24 08:38	BTC	Buy	62309.1→62689.9	+2.53	timeout
06-24 07:20	BTC	Buy	63039.2→62692.9	-3.29	timeout
06-23 08:17	BTC	Buy	63967.2→62388.7	-12.81	stop_loss
06-23 08:17	BTC	Buy	63943.2→62369.7	-12.78	stop_loss
06-23 06:21	BTC	Buy	64240.2→62650.5	-12.83	stop_loss
06-23 06:21	BTC	Buy	64363.2→62777.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64474.2→62886.4	-12.77	stop_loss
06-22 22:37	BTC	Buy	63605.2→63997.8	+2.63	timeout
06-22 21:36	BTC	Buy	63739.2→64285.8	+3.83	timeout
06-22 20:36	BTC	Buy	64032.2→64394.8	+2.37	timeout
06-22 19:32	BTC	Buy	64191.2→64391.8	+1.07	timeout
06-22 18:29	BTC	Buy	64013.2→64553.8	+3.72	timeout
06-21 21:08	BTC	Buy	63910.2→63749.8	-1.71	timeout
06-21 20:06	BTC	Buy	63933.2→64213.8	+1.74	timeout
06-21 19:07	BTC	Buy	63811.2→64136.8	+2.12	timeout
06-21 18:04	BTC	Buy	63886.2→63946.8	+0.07	timeout
06-21 16:59	BTC	Buy	63978.2→64106.8	+0.62	timeout
06-20 20:31	BTC	Buy	63036.2→63878.8	+6.26	timeout
06-20 19:33	BTC	Buy	62959.1→63851.8	+6.66	timeout
06-20 17:47	BTC	Buy	63027.2→63784.8	+5.55	timeout
06-20 16:44	BTC	Buy	63230.2→63963.8	+5.31	timeout
06-20 15:41	BTC	Buy	63151.2→64081.8	+6.85	timeout
06-19 19:33	BTC	Buy	62809.1→62955.9	+0.69	timeout
06-19 18:33	BTC	Buy	62793.1→63085.8	+1.87	timeout
06-19 17:25	BTC	Buy	62350.1→62932.9	+4.22	timeout
06-19 16:26	BTC	Buy	62672.1→63304.8	+4.58	timeout
06-19 15:33	BTC	Buy	63167.2→63130.8	-0.64	timeout
06-18 15:40	BTC	Buy	64349.2→62765.5	-12.73	stop_loss
06-18 15:40	BTC	Buy	64356.2→62769.5	-12.75	stop_loss
06-18 15:39	BTC	Buy	64373.2→62790.4	-12.71	stop_loss
06-18 15:38	BTC	Buy	64423.2→62838.4	-12.72	stop_loss
06-18 14:38	BTC	Buy	65124.3→63947.8	-9.47	timeout
06-17 22:03	BTC	Buy	65482.3→63854.9	-12.87	stop_loss
06-17 19:50	BTC	Buy	65672.3→64053.8	-12.79	stop_loss
06-17 19:29	BTC	Buy	65907.3→64259.6	-12.95	stop_loss
06-17 19:29	BTC	Buy	65906.3→64259.6	-12.97	stop_loss
06-17 16:18	BTC	Buy	65777.3→65960.7	+0.99	timeout
06-17 15:17	BTC	Buy	65822.3→65234.7	-4.92	timeout
06-17 14:15	BTC	Buy	66015.3→65413.7	-5.02	timeout
06-17 01:38	BTC	Buy	66358.3→65617.7	-6.09	timeout
06-17 00:31	BTC	Buy	66246.3→65660.7	-4.95	timeout
06-16 15:31	BTC	Buy	66669.3→65809.7	-6.98	timeout
06-16 14:23	BTC	Buy	66473.3→65574.7	-7.29	timeout
06-16 13:23	BTC	Buy	66863.3→66075.7	-6.42	timeout
06-15 23:48	BTC	Buy	65624.3→66245.7	+4.24	timeout
06-15 22:42	BTC	Buy	65372.3→66246.7	+6.19	timeout
06-15 13:18	BTC	Buy	63983.2→66795.7	+21.55	take_profit
06-15 13:06	BTC	Buy	63810.2→66611.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63713.2→66515.7	+21.55	take_profit
06-14 23:01	BTC	Buy	64435.2→65360.7	+6.69	timeout
06-14 21:21	BTC	Buy	64226.2→64652.8	+2.84	timeout
06-14 20:12	BTC	Buy	64259.2→63795.8	-4.10	timeout
06-14 18:07	BTC	Buy	64049.2→63706.8	-3.22	timeout
06-14 17:02	BTC	Buy	63987.2→63931.8	-0.95	timeout
06-13 22:16	BTC	Buy	63498.2→64361.8	+6.32	timeout
06-13 21:10	BTC	Buy	63551.2→64272.8	+5.20	timeout
06-13 20:03	BTC	Buy	63632.2→64247.8	+4.39	timeout
06-13 17:07	BTC	Buy	64017.2→63983.8	-0.71	timeout
06-13 16:04	BTC	Buy	63669.2→64084.8	+2.83	timeout
06-12 20:20	BTC	Buy	63516.2→63518.8	-0.44	timeout
06-12 19:16	BTC	Buy	63573.2→63690.8	+0.46	timeout
06-12 18:10	BTC	Buy	63359.2→63750.8	+2.63	timeout
06-12 17:04	BTC	Buy	62363.1→63964.8	+12.34	timeout
06-12 16:00	BTC	Buy	62744.1→63616.8	+6.37	timeout
06-11 19:12	BTC	Buy	61737.1→63522.8	+13.88	timeout
06-11 18:06	BTC	Buy	62041.1→63357.8	+10.04	timeout
06-11 17:02	BTC	Buy	62300.1→62531.9	+1.34	timeout
06-11 16:02	BTC	Buy	62494.1→62712.9	+1.20	timeout
06-11 14:53	BTC	Buy	61867.1→62939.9	+8.13	timeout
06-10 19:07	BTC	Buy	61844.1→61855.9	-0.42	timeout

Paper vs Live

Paper (trades.jsonl)

164

closed

45%

win rate

-473.25

total pnl ($)

-57.4 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	164	45%	-57.4	-473.25

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…