deribit_basis_crossover_long · strategy

166

closed trades

46%

win rate

-418.79

total pnl ($)

0.486

weight

7d window — n=36 wr=44% pnl=-122.42 · 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 18:59	BTC	Buy	60522→59584	-8.18	timeout
06-28 17:55	BTC	Buy	60579→59560	-8.83	timeout
06-28 16:50	BTC	Buy	60792→59645	-9.87	timeout
06-28 04:23	BTC	Buy	60380→60194	-2.00	timeout
06-27 19:54	BTC	Buy	59833→60170	+2.41	timeout
06-27 18:53	BTC	Buy	59632→60495	+6.81	timeout
06-27 16:45	BTC	Buy	60038→60765	+5.59	timeout
06-27 15:43	BTC	Buy	60450→60774	+2.24	timeout
06-27 02:50	BTC	Buy	58686.9→60245	+12.83	timeout
06-26 18:11	BTC	Buy	59549→60090	+3.98	timeout
06-26 17:11	BTC	Buy	59398→60225	+6.43	timeout
06-26 15:05	BTC	Buy	59197→59611	+3.00	timeout
06-26 14:28	BTC	Buy	59326→60101	+6.03	timeout
06-26 02:21	BTC	Buy	59803→58331.9	-12.73	stop_loss
06-25 13:48	BTC	Buy	60746→59244.4	-12.75	stop_loss
06-25 13:48	BTC	Buy	60865→59368.3	-12.69	stop_loss
06-25 13:48	BTC	Buy	60917→59417.3	-12.71	stop_loss
06-25 13:48	BTC	Buy	60915→59417.3	-12.69	stop_loss
06-25 13:48	BTC	Buy	60982→59482.3	-12.70	stop_loss
06-24 14:19	BTC	Buy	62519.1→60966.5	-12.84	stop_loss
06-24 13:32	BTC	Buy	62411.1→61866.9	-4.81	timeout
06-24 12:32	BTC	Buy	62399.1→62745.9	+2.32	timeout
06-24 11:33	BTC	Buy	62580.1→62425.9	-1.70	timeout
06-24 07:04	BTC	Buy	62922.1→62697.9	-2.28	timeout
06-23 08:17	BTC	Buy	63956.2→62375.7	-12.83	stop_loss
06-23 06:21	BTC	Buy	64283.2→62702.5	-12.75	stop_loss
06-23 06:21	BTC	Buy	64312.2→62729.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64432.2→62845.4	-12.77	stop_loss
06-23 06:18	BTC	Buy	64588.2→62997.3	-12.78	stop_loss
06-22 23:05	BTC	Buy	63688.2→63938.8	+1.51	timeout
06-22 20:58	BTC	Buy	63744.2→64404.8	+4.72	timeout
06-22 20:00	BTC	Buy	64171.2→64470.8	+1.85	timeout
06-22 18:56	BTC	Buy	64149.2→64304.8	+0.71	timeout
06-22 17:51	BTC	Buy	64153.2→64486.8	+2.09	timeout
06-21 22:00	BTC	Buy	63973.2→63658.8	-2.91	timeout
06-21 20:55	BTC	Buy	63899.2→63804.8	-1.20	timeout
06-21 19:52	BTC	Buy	63908.2→64176.8	+1.67	timeout
06-21 18:50	BTC	Buy	63799.2→64136.8	+2.24	timeout
06-21 17:49	BTC	Buy	63837.2→64143.8	+2.03	timeout
06-20 21:22	BTC	Buy	63198.2→63916.8	+5.25	timeout
06-20 20:19	BTC	Buy	63013.2→63920.8	+6.79	timeout
06-20 19:19	BTC	Buy	62980.1→63842.8	+6.41	timeout
06-20 18:16	BTC	Buy	63133.2→63822.8	+5.00	timeout
06-20 17:16	BTC	Buy	62973.1→63879.8	+6.71	timeout
06-19 20:27	BTC	Buy	63110.2→63043.8	-1.01	timeout
06-19 19:25	BTC	Buy	62717.1→62992.9	+1.72	timeout
06-19 18:24	BTC	Buy	62873.1→63099.8	+1.34	timeout
06-19 17:20	BTC	Buy	62564.1→63057.8	+3.50	timeout
06-19 16:18	BTC	Buy	62600.1→63310.8	+5.23	timeout
06-18 15:57	BTC	Buy	63845.2→62274.7	-12.60	stop_loss
06-18 15:56	BTC	Buy	63966.2→62392.7	-12.62	stop_loss
06-18 15:40	BTC	Buy	64204.2→62625.5	-12.72	stop_loss
06-18 15:40	BTC	Buy	64264.2→62667.5	-12.85	stop_loss
06-18 15:39	BTC	Buy	64385.2→62790.4	-12.81	stop_loss
06-18 05:04	BTC	Buy	65295.3→63685	-12.79	stop_loss
06-18 04:11	BTC	Buy	65359.3→63743.9	-12.82	stop_loss
06-17 19:42	BTC	Buy	65714.3→64093.7	-12.81	stop_loss
06-17 19:29	BTC	Buy	65931.3→64251.6	-13.19	stop_loss
06-17 19:29	BTC	Buy	65895.3→64251.6	-12.93	stop_loss
06-17 17:22	BTC	Buy	65709.3→65919.7	+1.08	timeout
06-17 16:20	BTC	Buy	65751.3→65898.7	+0.72	timeout
06-17 15:17	BTC	Buy	65853.3→65182.7	-5.55	timeout
06-17 14:14	BTC	Buy	66006.3→65317.7	-5.69	timeout
06-16 22:30	BTC	Buy	66137.3→65738.7	-3.55	timeout
06-16 15:24	BTC	Buy	66645.3→65741.7	-7.31	timeout
06-16 14:23	BTC	Buy	67164.4→65510	-12.84	stop_loss
06-16 14:18	BTC	Buy	66493.3→65805.7	-5.70	timeout
06-16 13:14	BTC	Buy	66614.3→66150.7	-4.01	timeout
06-15 22:10	BTC	Buy	65003.3→66416.7	+10.37	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 13:06	BTC	Buy	63805.2→66607.7	+21.52	take_profit
06-15 12:55	BTC	Buy	63780.2→66581.7	+21.53	take_profit
06-15 12:50	BTC	Buy	63740.2→66546.7	+21.58	take_profit
06-14 22:01	BTC	Buy	64408.2→65437.7	+7.50	timeout
06-14 20:58	BTC	Buy	64266.2→63992.8	-2.61	timeout
06-14 19:53	BTC	Buy	64289.2→63745.8	-4.72	timeout
06-14 18:49	BTC	Buy	64096.2→63743.8	-3.28	timeout
06-14 17:48	BTC	Buy	64032.2→63804.8	-2.30	timeout
06-13 21:17	BTC	Buy	63615.2→64237.8	+4.42	timeout
06-13 20:16	BTC	Buy	63525.2→64252.8	+5.28	timeout
06-13 19:12	BTC	Buy	63656.2→64144.8	+3.39	timeout
06-13 18:13	BTC	Buy	63838.2→64051.8	+1.20	timeout
06-13 17:10	BTC	Buy	63973.2→63952.8	-0.61	timeout
06-12 20:13	BTC	Buy	63495.2→63551.8	-0.01	timeout
06-12 19:11	BTC	Buy	63423.2→63651.8	+1.34	timeout
06-12 18:04	BTC	Buy	63496.2→63842.8	+2.27	timeout
06-12 17:05	BTC	Buy	62445.1→64011.8	+12.05	timeout
06-12 16:00	BTC	Buy	62758.1→63656.8	+6.63	timeout
06-11 19:30	BTC	Buy	61802.1→63572.8	+13.75	timeout
06-11 18:24	BTC	Buy	61915.1→63385.8	+11.30	timeout
06-11 17:19	BTC	Buy	62102.1→62388.9	+1.77	timeout
06-11 16:19	BTC	Buy	62286.1→62770.9	+3.33	timeout
06-11 15:19	BTC	Buy	61972.1→62600.9	+4.53	timeout
06-10 18:23	BTC	Buy	61762.1→61917.9	+0.77	timeout
06-10 17:22	BTC	Buy	61768.1→62027.9	+1.60	timeout
06-10 16:19	BTC	Buy	60920→62301.9	+10.85	timeout
06-10 15:18	BTC	Buy	61583.1→61943.9	+2.43	timeout
06-10 14:17	BTC	Buy	61862.1→61968.9	+0.39	timeout
06-09 14:30	BTC	Buy	63001.1→61425.2	-12.96	stop_loss
06-09 14:20	BTC	Buy	63260.2→61701	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

166

closed

46%

win rate

-418.79

total pnl ($)

-50.1 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	166	46%	-50.1	-418.79

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 18:25	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…