deribit_basis_cross_ema_trend_long · strategy

closed trades

36%

win rate

-401.72

total pnl ($)

0.342

weight

7d window — n=23 wr=26% pnl=-152.07 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 03:57:04 (33.2d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x2189872_32589

n: 5 · wr: 100.0% · total_bps: +1976.7 · mean_bps: +395.33 · sharpe: +709.95 · max_dd_bps: +0.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:43	BTC	Buy	60551→59060.5	-12.94	stop_loss
06-28 19:46	BTC	Buy	60800→59298.4	-12.77	stop_loss
06-27 20:55	BTC	Buy	59332→60241	+7.33	timeout
06-27 18:48	BTC	Buy	59425→60505	+8.68	timeout
06-27 16:34	BTC	Buy	59404→60658	+10.13	timeout
06-27 14:31	BTC	Buy	59303→60597	+10.45	timeout
06-25 13:53	BTC	Buy	60476→58988.5	-12.67	stop_loss
06-25 13:51	BTC	Buy	60653→59155.4	-12.73	stop_loss
06-25 13:48	BTC	Buy	61013.1→59511.3	-12.71	stop_loss
06-25 13:46	BTC	Buy	61061.1→59559.2	-12.70	stop_loss
06-24 16:51	BTC	Buy	61271.1→59747.1	-12.87	stop_loss
06-24 15:28	BTC	Buy	62305.1→60770.6	-12.69	stop_loss
06-24 15:08	BTC	Buy	62346.1→60812.5	-12.70	stop_loss
06-24 14:19	BTC	Buy	62464.1→60875.5	-13.15	stop_loss
06-24 13:48	BTC	Buy	62806.1→61261.3	-12.74	stop_loss
06-23 08:24	BTC	Buy	63857.2→62283.7	-12.75	stop_loss
06-23 06:21	BTC	Buy	64177.2→62598.6	-12.75	stop_loss
06-23 06:21	BTC	Buy	64198.2→62619.5	-12.75	stop_loss
06-23 06:20	BTC	Buy	64392.2→62806.4	-12.78	stop_loss
06-23 00:48	BTC	Buy	64242.2→64064.8	-1.81	timeout
06-22 22:45	BTC	Buy	64256.2→63820.8	-3.85	timeout
06-22 20:43	BTC	Buy	63851.2→64472.8	+4.39	timeout
06-22 18:47	BTC	Buy	63806.2→64426.8	+4.31	timeout
06-20 22:58	BTC	Buy	62869.1→64275.8	+10.72	timeout
06-20 20:53	BTC	Buy	63095.2→63906.8	+6.02	timeout
06-20 18:53	BTC	Buy	62741.1→63794.8	+7.97	timeout
06-20 17:01	BTC	Buy	62609.1→63953.8	+10.22	timeout
06-18 15:17	BTC	Buy	64902.2→63306.2	-12.29	stop_loss
06-18 15:17	BTC	Buy	64970.2→63372.1	-12.26	stop_loss
06-18 15:16	BTC	Buy	65028.3→63421.1	-12.39	stop_loss
06-18 15:14	BTC	Buy	65091.3→63482.1	-12.44	stop_loss
06-17 10:56	BTC	Buy	66383.3→64746.4	-12.86	stop_loss
06-17 08:49	BTC	Buy	66457.3→64815.3	-12.86	stop_loss
06-17 08:39	BTC	Buy	66629.3→64987.2	-12.83	stop_loss
06-17 07:54	BTC	Buy	66856.3→65212.1	-12.71	stop_loss
06-16 10:07	BTC	Buy	64522.2→66531.7	+15.02	timeout
06-15 15:47	BTC	Buy	64273.2→67095.6	+21.48	take_profit
06-15 15:32	BTC	Buy	64310.2→66684.7	+17.71	timeout
06-15 13:25	BTC	Buy	64091.2→66904.7	+21.53	take_profit
06-14 09:48	BTC	Buy	63838.2→64545.8	+4.99	timeout
06-13 19:33	BTC	Buy	63845.2→64143.8	+1.89	timeout
06-13 17:25	BTC	Buy	62351.1→64012.8	+12.87	timeout
06-13 15:22	BTC	Buy	62726.1→64287.8	+11.94	timeout
06-12 08:15	BTC	Buy	61610.1→63272.8	+12.82	timeout
06-11 18:24	BTC	Buy	61785.1→63354.8	+12.02	timeout
06-11 16:20	BTC	Buy	60851→62775.9	+15.18	timeout
06-11 14:19	BTC	Buy	61780.1→62754.9	+7.23	timeout
06-09 15:55	BTC	Buy	62612.1→61071.4	-12.79	stop_loss
06-09 14:39	BTC	Buy	62875.1→61329.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63154.2→61597.1	-12.78	stop_loss
06-09 14:17	BTC	Buy	63360.2→61802	-12.75	stop_loss
06-09 05:48	BTC	Buy	61753.1→63399.8	+12.83	timeout
06-07 22:15	BTC	Buy	61225.1→63912.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60888→63560.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60517→63173.8	+21.52	take_profit
06-07 05:18	BTC	Buy	59410→62019.9	+21.55	take_profit
06-06 04:33	BTC	Buy	61140.1→59636.2	-12.75	stop_loss
06-06 04:20	BTC	Buy	61426.1→59915	-12.75	stop_loss
06-06 04:11	BTC	Buy	61792.1→60269.8	-12.77	stop_loss
06-05 18:54	BTC	Buy	60650→59158.4	-12.75	stop_loss
06-05 18:44	BTC	Buy	61239.1→59733.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61936.1→60412.8	-12.75	stop_loss
06-05 14:06	BTC	Buy	62013.1→60487.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62496.1→60956.5	-12.77	stop_loss
06-05 06:23	BTC	Buy	62792.1→61246.3	-12.70	stop_loss
06-05 06:22	BTC	Buy	62939.1→61358.2	-12.93	stop_loss
06-05 06:03	BTC	Buy	63578.2→62009.9	-12.72	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.72	stop_loss
06-04 09:27	BTC	Buy	64388.2→62804.4	-12.74	stop_loss
06-04 00:53	BTC	Buy	64588.2→62999.3	-12.75	stop_loss
06-04 00:29	BTC	Buy	65054.3→63454.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66304.3→64652.4	-12.95	stop_loss
06-03 19:55	BTC	Buy	66892.3→65247.1	-12.80	stop_loss
06-03 16:27	BTC	Buy	67201.4→65546.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67261.4→65605.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67261.4→65601.9	-12.79	stop_loss
06-03 03:43	BTC	Buy	67384.4→65724.8	-12.77	stop_loss
06-02 14:10	BTC	Buy	69993.5→68272.4	-12.76	stop_loss
06-02 14:01	BTC	Buy	70371.5→68641.2	-12.76	stop_loss
06-02 12:30	BTC	Buy	70917.5→69169.9	-12.84	stop_loss
06-02 12:18	BTC	Buy	70945.5→69199.9	-12.80	stop_loss
06-01 15:25	BTC	Buy	74144.7→71111.9	-21.13	stop_loss
06-01 15:25	BTC	Buy	73781.7→71111.9	-18.79	stop_loss
06-01 15:25	BTC	Buy	73935.7→71111.9	-19.82	stop_loss
06-01 15:25	BTC	Buy	73940.7→71111.9	-19.87	stop_loss
05-30 20:21	BTC	Buy	73614.7→73927.3	+1.45	timeout
05-30 18:04	BTC	Buy	73598.7→73995.3	+2.02	timeout
05-30 15:47	BTC	Buy	73057.7→73872.3	+4.83	timeout
05-30 13:27	BTC	Buy	73171.7→73749.3	+3.28	timeout
05-30 11:16	BTC	Buy	73371.7→73591.3	+0.93	timeout

Paper vs Live

Paper (trades.jsonl)

closed

36%

win rate

-401.72

total pnl ($)

-88.9 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	90	36%	-88.9	-401.72

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…