deribit_basis_cross_long_gated · strategy

107

closed trades

45%

win rate

-303.41

total pnl ($)

0.718

weight

7d window — n=23 wr=39% pnl=-89.48 · 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 05:43	BTC	Buy	59909→59781	-1.54	timeout
06-28 19:02	BTC	Buy	60562→59523	-9.01	timeout
06-28 17:59	BTC	Buy	60551→59569	-8.53	timeout
06-28 04:55	BTC	Buy	60239→60098	-1.63	timeout
06-27 17:50	BTC	Buy	59986→60568	+4.41	timeout
06-27 16:51	BTC	Buy	60093→60785	+5.29	timeout
06-27 03:22	BTC	Buy	58852.9→60251	+11.43	timeout
06-26 16:29	BTC	Buy	59715→60005	+1.87	timeout
06-26 15:21	BTC	Buy	59188→59925	+5.70	timeout
06-26 02:16	BTC	Buy	59977→58487.8	-12.84	stop_loss
06-25 13:42	BTC	Buy	61700.1→60182.9	-12.72	stop_loss
06-25 13:42	BTC	Buy	61742.1→60223.9	-12.73	stop_loss
06-25 13:41	BTC	Buy	61844.1→60321.8	-12.74	stop_loss
06-24 13:57	BTC	Buy	62744.1→61194.3	-12.80	stop_loss
06-24 09:16	BTC	Buy	62440.1→62720.9	+1.72	timeout
06-24 08:14	BTC	Buy	62629.1→62623.9	-0.58	timeout
06-24 07:21	BTC	Buy	63040.2→62675.9	-3.32	timeout
06-23 06:21	BTC	Buy	64206.2→62624.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64260.2→62677.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64483.2→62897.4	-12.76	stop_loss
06-22 20:42	BTC	Buy	63945.2→64472.8	+3.66	timeout
06-22 19:42	BTC	Buy	64187.2→64400.8	+1.17	timeout
06-22 18:39	BTC	Buy	64186.2→64508.8	+2.01	timeout
06-21 19:29	BTC	Buy	63832.2→64182.8	+2.31	timeout
06-21 18:30	BTC	Buy	63848.2→64001.8	+0.80	timeout
06-21 17:28	BTC	Buy	63879.2→64108.8	+1.43	timeout
06-20 19:09	BTC	Buy	63018.2→63817.8	+5.91	timeout
06-20 18:05	BTC	Buy	63116.2→63840.8	+5.28	timeout
06-20 17:05	BTC	Buy	62919.1→63907.8	+7.38	timeout
06-19 18:16	BTC	Buy	62692.1→63127.8	+3.01	timeout
06-19 17:13	BTC	Buy	62466.1→62945.9	+3.39	timeout
06-19 16:35	BTC	Buy	62620.1→63241.8	+4.53	timeout
06-18 15:51	BTC	Buy	64166.2→62588.6	-12.45	stop_loss
06-18 15:40	BTC	Buy	64277.2→62696.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64310.2→62728.5	-12.47	stop_loss
06-17 19:29	BTC	Buy	65908.3→64247.6	-13.05	stop_loss
06-17 19:29	BTC	Buy	66053.3→64420.6	-12.81	stop_loss
06-17 17:54	BTC	Buy	65947.3→66039.7	+0.15	timeout
06-17 16:49	BTC	Buy	65703.3→65889.7	+0.88	timeout
06-17 15:46	BTC	Buy	65749.3→65495.7	-2.37	timeout
06-16 15:08	BTC	Buy	66645.3→65796.7	-6.80	timeout
06-16 14:23	BTC	Buy	67205.4→65552.9	-12.82	stop_loss
06-16 14:10	BTC	Buy	66315.3→66124.7	-1.97	timeout
06-15 13:20	BTC	Buy	64026.2→66840.7	+21.54	take_profit
06-15 13:00	BTC	Buy	63789.2→66591.7	+21.53	take_profit
06-15 12:50	BTC	Buy	63728.2→66529.7	+21.55	take_profit
06-14 20:14	BTC	Buy	64246.2→63796.8	-4.00	timeout
06-14 19:12	BTC	Buy	64151.2→63801.8	-3.24	timeout
06-14 18:10	BTC	Buy	64053.2→63697.8	-3.32	timeout
06-13 20:05	BTC	Buy	63614.2→64235.8	+4.44	timeout
06-13 19:05	BTC	Buy	63728.2→64145.8	+2.83	timeout
06-13 18:02	BTC	Buy	63867.2→63991.8	+0.51	timeout
06-12 18:43	BTC	Buy	63520.2→63849.8	+2.13	timeout
06-12 17:40	BTC	Buy	63226.2→63797.8	+4.06	timeout
06-12 16:38	BTC	Buy	62723.1→63934.8	+9.16	timeout
06-11 17:51	BTC	Buy	61900.1→63504.8	+12.41	timeout
06-11 16:52	BTC	Buy	62047.1→62584.9	+3.82	timeout
06-11 15:48	BTC	Buy	62260.1→62607.9	+2.21	timeout
06-10 16:40	BTC	Buy	60809→62314.9	+11.87	timeout
06-10 15:38	BTC	Buy	61206.1→62217.9	+7.76	timeout
06-10 14:45	BTC	Buy	61342.1→61878.9	+3.89	timeout
06-09 14:29	BTC	Buy	63040.2→61489.2	-12.76	stop_loss
06-09 14:16	BTC	Buy	63427.2→61866	-12.76	stop_loss
06-09 14:11	BTC	Buy	63485.2→61923.9	-12.75	stop_loss
06-09 07:10	BTC	Buy	62897.1→63411.8	+3.58	timeout
06-09 06:07	BTC	Buy	62848.1→63361.8	+3.59	timeout
06-08 16:33	BTC	Buy	62229.1→63733.8	+11.54	timeout
06-08 06:02	BTC	Buy	61643.1→62854.9	+9.37	timeout
06-08 05:05	BTC	Buy	61784.1→62706.9	+7.01	timeout
06-07 16:22	BTC	Buy	60683→62237.9	+12.28	timeout
06-07 05:57	BTC	Buy	60918→61716.9	+6.15	timeout
06-07 04:55	BTC	Buy	60198→61858.9	+13.37	timeout
06-06 16:06	BTC	Buy	60168→60835	+5.12	timeout
06-06 04:32	BTC	Buy	61200.1→59694.2	-12.76	stop_loss
06-06 04:11	BTC	Buy	61791.1→60271.8	-12.75	stop_loss
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 14:06	BTC	Buy	61993.1→60466.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62314.1→60781.6	-12.75	stop_loss
06-05 13:49	BTC	Buy	62959.1→61408.2	-12.77	stop_loss
06-05 10:27	BTC	Buy	62593.1→62539.9	-0.89	timeout
06-05 06:16	BTC	Buy	63469.2→61906.9	-12.69	stop_loss
06-05 06:01	BTC	Buy	63669.2→62103.8	-12.68	stop_loss
06-04 09:29	BTC	Buy	64350.2→62765.5	-12.76	stop_loss
06-03 20:55	BTC	Buy	66386.3→64748.4	-12.83	stop_loss
06-03 20:44	BTC	Buy	66779.3→65137.2	-12.80	stop_loss
06-03 16:24	BTC	Buy	67300.4→65643.9	-12.79	stop_loss
06-03 03:49	BTC	Buy	67286.4→65630.9	-12.76	stop_loss
06-03 03:28	BTC	Buy	67725.4→66059.6	-12.75	stop_loss
06-02 19:33	BTC	Buy	68016.4→66342.5	-12.76	stop_loss
06-02 14:23	BTC	Buy	69680.5→67962.6	-12.79	stop_loss
06-02 14:09	BTC	Buy	70185.5→68459.3	-12.77	stop_loss
06-02 12:17	BTC	Buy	70963.5→69216.9	-12.81	stop_loss
06-02 09:02	BTC	Buy	71340.6→69584.7	-12.80	stop_loss
06-01 15:25	BTC	Buy	73910.7→71111.9	-19.49	stop_loss
06-01 15:25	BTC	Buy	73508.7→71111.9	-16.88	stop_loss
06-01 15:25	BTC	Buy	73528.7→71111.9	-17.03	stop_loss
05-31 16:55	BTC	Buy	73896.7→73517.3	-3.08	timeout
05-31 15:06	BTC	Buy	73856.7→73637.3	-1.95	timeout
05-31 13:22	BTC	Buy	73793.7→73962.3	+0.59	timeout

Paper vs Live

Paper (trades.jsonl)

107

closed

45%

win rate

-303.41

total pnl ($)

-56.3 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	107	45%	-56.3	-303.41

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:23	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…