deribit_basis_crossover_carry_momentum_long · strategy

156

closed trades

44%

win rate

-483.17

total pnl ($)

0.261

weight

7d window — n=39 wr=46% pnl=-165.56 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:52	BTC	Buy	60177→59028	-10.09	timeout
06-28 18:39	BTC	Buy	60531→59556	-8.48	timeout
06-28 17:34	BTC	Buy	60542→59591	-8.27	timeout
06-28 16:37	BTC	Buy	60719→59634	-9.36	timeout
06-28 15:30	BTC	Buy	60788→60007	-6.93	timeout
06-27 19:36	BTC	Buy	59954→60151	+1.24	timeout
06-27 18:32	BTC	Buy	59776→60486	+5.50	timeout
06-27 17:27	BTC	Buy	60199→60516	+2.18	timeout
06-27 16:22	BTC	Buy	59990→60717	+5.65	timeout
06-27 15:21	BTC	Buy	59915→60733	+6.39	timeout
06-26 18:51	BTC	Buy	59414→59627	+1.23	timeout
06-26 17:50	BTC	Buy	59463→59985	+3.84	timeout
06-26 16:47	BTC	Buy	59196→60071	+6.86	timeout
06-26 15:45	BTC	Buy	59283→60321	+8.26	timeout
06-26 14:44	BTC	Buy	59469→59565	+0.31	timeout
06-25 13:59	BTC	Buy	59463→57999.1	-12.70	stop_loss
06-25 13:58	BTC	Buy	59676→58204	-12.73	stop_loss
06-25 13:57	BTC	Buy	59805→58331.9	-12.70	stop_loss
06-25 13:51	BTC	Buy	60712→59217.4	-12.72	stop_loss
06-25 13:48	BTC	Buy	60758→59262.4	-12.73	stop_loss
06-24 16:51	BTC	Buy	61055.1→59542.2	-12.82	stop_loss
06-24 16:51	BTC	Buy	61285.1→59733.1	-13.09	stop_loss
06-24 14:13	BTC	Buy	62661.1→61118.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62723.1→61180.3	-12.75	stop_loss
06-24 13:11	BTC	Buy	62050.1→62037.9	-0.55	timeout
06-24 12:09	BTC	Buy	62463.1→62876.9	+2.85	timeout
06-24 11:06	BTC	Buy	62363.1→62363.9	-0.48	timeout
06-24 10:05	BTC	Buy	62520.1→62594.9	+0.08	timeout
06-24 09:01	BTC	Buy	62413.1→62706.9	+1.85	timeout
06-23 08:17	BTC	Buy	63969.2→62369.7	-12.98	stop_loss
06-23 08:17	BTC	Buy	63999.2→62415.7	-12.84	stop_loss
06-23 06:21	BTC	Buy	64216.2→62636.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64304.2→62722.5	-12.77	stop_loss
06-23 06:18	BTC	Buy	64602.2→63010.3	-12.79	stop_loss
06-22 21:52	BTC	Buy	63818.2→64206.8	+2.59	timeout
06-22 20:52	BTC	Buy	63719.2→64395.8	+4.84	timeout
06-22 19:50	BTC	Buy	64192.2→64335.8	+0.63	timeout
06-22 18:46	BTC	Buy	64124.2→64381.8	+1.49	timeout
06-22 17:45	BTC	Buy	64097.2→64404.8	+1.92	timeout
06-21 21:39	BTC	Buy	63932.2→63850.8	-1.09	timeout
06-21 20:37	BTC	Buy	63850.2→63989.8	+0.64	timeout
06-21 19:34	BTC	Buy	63857.2→64196.8	+2.23	timeout
06-21 18:30	BTC	Buy	63860.2→64002.8	+0.73	timeout
06-21 17:25	BTC	Buy	63855.2→64123.8	+1.72	timeout
06-20 20:45	BTC	Buy	63073.2→63862.8	+5.83	timeout
06-20 19:43	BTC	Buy	62993.1→63932.8	+7.03	timeout
06-20 18:41	BTC	Buy	63030.2→63808.8	+5.73	timeout
06-20 17:34	BTC	Buy	63037.2→63958.8	+6.84	timeout
06-20 16:35	BTC	Buy	63248.2→63913.8	+4.74	timeout
06-19 20:16	BTC	Buy	63164.2→63035.8	-1.50	timeout
06-19 19:14	BTC	Buy	62643.1→63023.8	+2.56	timeout
06-19 18:10	BTC	Buy	62697.1→63078.8	+2.59	timeout
06-19 17:02	BTC	Buy	62583.1→62921.9	+2.27	timeout
06-19 16:23	BTC	Buy	62734.1→63267.8	+3.78	timeout
06-18 15:56	BTC	Buy	63958.2→62381.7	-12.63	stop_loss
06-18 15:51	BTC	Buy	64162.2→62584.6	-12.46	stop_loss
06-18 15:40	BTC	Buy	64287.2→62702.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64306.2→62723.5	-12.46	stop_loss
06-18 15:37	BTC	Buy	64472.2→62886.4	-12.50	stop_loss
06-18 05:04	BTC	Buy	65273.3→63666	-12.77	stop_loss
06-17 19:44	BTC	Buy	65697.3→64077.7	-12.79	stop_loss
06-17 19:42	BTC	Buy	65702.3→64086.7	-12.75	stop_loss
06-17 19:41	BTC	Buy	65747.3→64129.7	-12.78	stop_loss
06-17 19:39	BTC	Buy	65843.3→64221.7	-12.77	stop_loss
06-17 16:50	BTC	Buy	65742.3→65926.7	+0.91	timeout
06-17 15:48	BTC	Buy	65748.3→65499.7	-2.35	timeout
06-17 14:46	BTC	Buy	65694.3→65154.7	-4.56	timeout
06-17 03:13	BTC	Buy	65782.3→65806.7	-0.29	timeout
06-16 23:00	BTC	Buy	66180.3→65756.7	-3.74	timeout
06-16 14:43	BTC	Buy	66507.3→65608.7	-7.29	timeout
06-16 14:31	BTC	Buy	67033.4→65376	-12.89	stop_loss
06-16 13:43	BTC	Buy	66494.3→66068.7	-3.73	timeout
06-16 02:29	BTC	Buy	65629.3→65761.7	+0.56	timeout
06-15 22:09	BTC	Buy	64972.2→66416.7	+10.61	timeout
06-15 13:19	BTC	Buy	64000.2→66812.7	+21.54	take_profit
06-15 13:06	BTC	Buy	63815.2→66616.7	+21.51	take_profit
06-15 12:46	BTC	Buy	63697.2→66494.7	+21.52	take_profit
06-15 01:29	BTC	Buy	64609.2→65406.7	+5.69	timeout
06-14 21:15	BTC	Buy	64228.2→64144.8	-1.12	timeout
06-14 20:11	BTC	Buy	64264.2→63795.8	-4.14	timeout
06-14 19:07	BTC	Buy	64143.2→63765.8	-3.47	timeout
06-14 17:02	BTC	Buy	63967.2→63937.8	-0.74	timeout
06-14 01:06	BTC	Buy	63624.2→64516.8	+6.60	timeout
06-13 20:41	BTC	Buy	63525.2→64219.8	+5.00	timeout
06-13 19:34	BTC	Buy	63645.2→64162.8	+3.62	timeout
06-13 18:35	BTC	Buy	63757.2→64173.8	+2.80	timeout
06-13 16:29	BTC	Buy	63894.2→63958.8	+0.09	timeout
06-13 00:08	BTC	Buy	63736.2→63557.8	-1.98	timeout
06-12 19:52	BTC	Buy	63672.2→63608.8	-0.95	timeout
06-12 18:45	BTC	Buy	63504.2→63838.8	+2.17	timeout
06-12 17:37	BTC	Buy	63147.2→63804.8	+4.74	timeout
06-12 15:33	BTC	Buy	62682.1→63938.8	+9.49	timeout
06-11 23:21	BTC	Buy	61461.1→63363.8	+14.90	timeout
06-11 19:06	BTC	Buy	61802.1→63449.8	+12.75	timeout
06-11 18:00	BTC	Buy	61974.1→63637.8	+12.87	timeout
06-11 16:56	BTC	Buy	62089.1→62554.9	+3.23	timeout
06-11 14:47	BTC	Buy	61946.1→62852.9	+6.77	timeout
06-10 22:17	BTC	Buy	62615.1→61073.4	-12.76	stop_loss
06-10 18:43	BTC	Buy	61658.1→61747.9	+0.24	timeout
06-10 17:41	BTC	Buy	61781.1→61709.9	-1.07	timeout

Paper vs Live

Paper (trades.jsonl)

156

closed

44%

win rate

-483.17

total pnl ($)

-61.8 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	156	44%	-61.8	-483.17

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…