deribit_basis_crossover_long_dom_gate · strategy

104

closed trades

42%

win rate

-364.05

total pnl ($)

0.250

weight

7d window — n=28 wr=32% pnl=-177.80 · 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 14:50	BTC	Buy	60276→60038	-2.47	timeout
06-28 02:48	BTC	Buy	59790→60088	+2.03	timeout
06-27 14:20	BTC	Buy	58558.9→60585	+16.84	timeout
06-27 08:13	BTC	Buy	59531→60455	+7.23	timeout
06-27 06:12	BTC	Buy	59544→60081	+4.07	timeout
06-27 02:14	BTC	Buy	59398→60051	+5.00	timeout
06-26 13:19	BTC	Buy	59982→58503.8	-12.79	stop_loss
06-26 02:24	BTC	Buy	59752→58278.9	-12.76	stop_loss
06-26 02:16	BTC	Buy	59862→58389.9	-12.74	stop_loss
06-25 13:55	BTC	Buy	59924→58446.8	-12.73	stop_loss
06-25 13:55	BTC	Buy	59930→58455.8	-12.70	stop_loss
06-25 13:48	BTC	Buy	60883→59383.3	-12.75	stop_loss
06-25 13:48	BTC	Buy	61043.1→59541.2	-12.73	stop_loss
06-25 13:46	BTC	Buy	61070.1→59564.2	-12.75	stop_loss
06-24 15:37	BTC	Buy	62128.1→60600.7	-12.66	stop_loss
06-24 14:20	BTC	Buy	62362.1→60828.5	-12.73	stop_loss
06-24 14:19	BTC	Buy	62455.1→60879.5	-13.05	stop_loss
06-24 14:19	BTC	Buy	62420.1→60879.5	-12.77	stop_loss
06-24 13:43	BTC	Buy	62995.1→61445.2	-12.75	stop_loss
06-23 12:00	BTC	Buy	63304.2→62463.9	-6.79	timeout
06-23 08:24	BTC	Buy	63753.2→62165.8	-12.86	stop_loss
06-23 06:21	BTC	Buy	64191.2→62611.5	-12.81	stop_loss
06-23 06:18	BTC	Buy	64571.2→62981.3	-12.80	stop_loss
06-23 05:51	BTC	Buy	64151.2→63394.8	-6.39	timeout
06-22 00:57	BTC	Buy	63621.2→63818.8	+1.04	timeout
06-21 22:54	BTC	Buy	63634.2→63746.8	+0.47	timeout
06-21 20:54	BTC	Buy	63389.2→63794.8	+2.74	timeout
06-21 18:50	BTC	Buy	63731.2→64136.8	+2.80	timeout
06-21 16:51	BTC	Buy	63584.2→64118.8	+3.80	timeout
06-20 11:44	BTC	Buy	62887.1→63700.8	+5.96	timeout
06-20 09:43	BTC	Buy	62897.1→63676.8	+5.59	timeout
06-20 07:39	BTC	Buy	62862.1→63726.8	+6.42	timeout
06-20 05:37	BTC	Buy	62606.1→63641.8	+7.83	timeout
06-20 03:36	BTC	Buy	63138.2→63394.8	+1.60	timeout
06-18 15:40	BTC	Buy	64243.2→62658.5	-12.76	stop_loss
06-18 15:40	BTC	Buy	64319.2→62735.5	-12.74	stop_loss
06-18 15:17	BTC	Buy	64841.2→63246.2	-12.74	stop_loss
06-18 15:17	BTC	Buy	64943.2→63345.1	-12.74	stop_loss
06-18 14:52	BTC	Buy	65164.3→63533	-12.96	stop_loss
06-17 19:50	BTC	Buy	65637.3→64011.8	-12.85	stop_loss
06-17 19:29	BTC	Buy	65996.3→64373.6	-12.81	stop_loss
06-17 11:05	BTC	Buy	66210.3→64580.5	-12.88	stop_loss
06-17 09:33	BTC	Buy	66398.3→64983.8	-11.16	timeout
06-17 08:45	BTC	Buy	66483.3→64848.3	-12.75	stop_loss
06-17 05:30	BTC	Buy	66785.3→65825.7	-7.69	timeout
06-16 12:54	BTC	Buy	65546.3→66418.7	+6.09	timeout
06-16 10:47	BTC	Buy	65374.3→66568.7	+8.62	timeout
06-15 22:29	BTC	Buy	64573.2→66130.7	+11.54	timeout
06-15 20:25	BTC	Buy	64453.2→66520.7	+15.48	timeout
06-15 15:47	BTC	Buy	64362.2→67188.6	+21.53	take_profit
06-14 23:33	BTC	Buy	63899.2→65526.7	+12.22	timeout
06-14 21:31	BTC	Buy	63806.2→64715.8	+6.63	timeout
06-14 09:25	BTC	Buy	63529.2→64307.8	+5.60	timeout
06-14 07:24	BTC	Buy	63683.2→64312.8	+4.49	timeout
06-14 05:19	BTC	Buy	63829.2→64322.8	+3.45	timeout
06-13 10:35	BTC	Buy	63478.2→63810.8	+2.04	timeout
06-13 08:35	BTC	Buy	63363.2→63781.8	+2.70	timeout
06-12 20:06	BTC	Buy	62760.1→63632.8	+6.49	timeout
06-12 18:01	BTC	Buy	62578.1→63869.8	+9.85	timeout
06-12 15:58	BTC	Buy	62701.1→63623.8	+6.78	timeout
06-11 21:53	BTC	Buy	61236.1→63519.8	+17.99	timeout
06-11 19:51	BTC	Buy	61658.1→63613.8	+15.22	timeout
06-11 07:48	BTC	Buy	61755.1→62694.9	+6.94	timeout
06-11 05:48	BTC	Buy	61626.1→62608.9	+7.30	timeout
06-11 03:48	BTC	Buy	61222.1→62392.9	+8.95	timeout
06-09 16:19	BTC	Buy	62366.1→60832.5	-12.76	stop_loss
06-09 15:55	BTC	Buy	62622.1→61077.4	-12.79	stop_loss
06-09 15:55	BTC	Buy	62644.1→61102.4	-12.76	stop_loss
06-09 14:29	BTC	Buy	63131.2→61576.1	-12.77	stop_loss
06-09 14:16	BTC	Buy	63414.2→61854	-12.75	stop_loss
06-09 13:15	BTC	Buy	63004.2→62499.9	-4.40	timeout
06-09 11:14	BTC	Buy	62969.1→62531.9	-3.84	timeout
06-09 09:13	BTC	Buy	61959.1→62752.9	+5.95	timeout
06-09 07:09	BTC	Buy	61556.1→63411.8	+14.54	timeout
06-08 19:10	BTC	Buy	62151.1→63350.8	+9.11	timeout
06-07 22:15	BTC	Buy	61483.1→64182.8	+21.52	take_profit
06-07 20:34	BTC	Buy	61303.1→61785.9	+3.54	timeout
06-07 19:18	BTC	Buy	62826.1→61277.3	-12.75	stop_loss
06-07 18:31	BTC	Buy	60981→62194.9	+9.57	timeout
06-07 08:37	BTC	Buy	59977→62614.9	+21.57	take_profit
06-07 06:20	BTC	Buy	60443→61774.9	+10.64	timeout
06-07 02:30	BTC	Buy	60442→61216.9	+5.84	timeout
06-06 04:34	BTC	Buy	60983→59482.3	-12.76	stop_loss
06-06 04:32	BTC	Buy	61168.1→59664.2	-12.74	stop_loss
06-06 04:14	BTC	Buy	61563.1→60048	-12.76	stop_loss
06-05 18:44	BTC	Buy	61085.1→59583.2	-12.75	stop_loss
06-05 14:27	BTC	Buy	61834.1→60313.8	-12.74	stop_loss
06-05 14:26	BTC	Buy	61924.1→60399.8	-12.76	stop_loss
06-05 13:56	BTC	Buy	62495.1→60957.5	-12.77	stop_loss
06-05 13:56	BTC	Buy	62556.1→61017.4	-12.75	stop_loss
06-05 06:22	BTC	Buy	62833.1→61287.3	-12.69	stop_loss
06-05 06:03	BTC	Buy	63619.2→62050.9	-12.71	stop_loss
06-05 06:01	BTC	Buy	63685.2→62118.8	-12.70	stop_loss
06-05 05:59	BTC	Buy	63810.2→62229.8	-12.79	stop_loss
06-04 09:30	BTC	Buy	64298.2→62715.5	-12.75	stop_loss
06-04 01:16	BTC	Buy	64445.2→62860.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65078.3→63478.1	-12.74	stop_loss
06-03 23:02	BTC	Buy	66217.3→64587.5	-12.75	stop_loss
06-03 20:55	BTC	Buy	66387.3→64746.4	-12.85	stop_loss
06-03 20:55	BTC	Buy	66592.3→64950.3	-12.83	stop_loss

Paper vs Live

Paper (trades.jsonl)

104

closed

42%

win rate

-364.05

total pnl ($)

-69.7 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	104	42%	-69.7	-364.05

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 16:53	BTC	Buy	circuit_breaker
06-28 16:53	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…