deribit_basis_crossover_long_gate · strategy

closed trades

37%

win rate

-315.02

total pnl ($)

0.250

weight

7d window — n=25 wr=24% pnl=-177.69 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 22:58	BTC	Buy	60213→60325	+0.56	timeout
06-29 20:57	BTC	Buy	60247→60268	-0.58	timeout
06-28 22:52	BTC	Buy	60501→59012.5	-12.86	stop_loss
06-28 19:46	BTC	Buy	60782→59283.4	-12.75	stop_loss
06-28 03:01	BTC	Buy	58408.9→60151	+14.46	timeout
06-27 20:50	BTC	Buy	59396→60259	+6.93	timeout
06-27 18:48	BTC	Buy	59409→60517	+8.92	timeout
06-27 16:47	BTC	Buy	59196→60747	+12.62	timeout
06-27 14:44	BTC	Buy	59469→60608	+9.12	timeout
06-26 02:24	BTC	Buy	59774→58303.9	-12.74	stop_loss
06-25 13:57	BTC	Buy	59791→58294.9	-12.90	stop_loss
06-25 13:48	BTC	Buy	60758→59262.4	-12.73	stop_loss
06-25 13:48	BTC	Buy	60877→59378.3	-12.74	stop_loss
06-25 13:48	BTC	Buy	60976→59476.3	-12.72	stop_loss
06-25 13:46	BTC	Buy	61080.1→59566.2	-12.82	stop_loss
06-24 15:44	BTC	Buy	62033.1→60507.7	-12.66	stop_loss
06-24 15:30	BTC	Buy	62271.1→60739.6	-12.67	stop_loss
06-24 14:19	BTC	Buy	62421.1→60885.5	-12.73	stop_loss
06-24 14:17	BTC	Buy	62549.1→61009.4	-12.74	stop_loss
06-24 14:17	BTC	Buy	62604.1→61058.4	-12.78	stop_loss
06-23 08:24	BTC	Buy	63856.2→62285.7	-12.74	stop_loss
06-23 06:21	BTC	Buy	64179.2→62590.6	-12.83	stop_loss
06-23 06:21	BTC	Buy	64211.2→62630.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64483.2→62894.4	-12.78	stop_loss
06-23 06:08	BTC	Buy	64667.2→63077.3	-12.76	stop_loss
06-23 01:22	BTC	Buy	64224.2→64221.8	-0.45	timeout
06-22 23:18	BTC	Buy	64269.2→63901.8	-3.32	timeout
06-22 21:12	BTC	Buy	63936.2→64335.8	+2.64	timeout
06-22 19:08	BTC	Buy	63825.2→64320.8	+3.34	timeout
06-22 17:05	BTC	Buy	63915.2→64675.8	+5.50	timeout
06-20 23:22	BTC	Buy	62777.1→64252.8	+11.28	timeout
06-20 21:16	BTC	Buy	62903.1→63938.8	+7.80	timeout
06-20 19:08	BTC	Buy	62642.1→63818.8	+8.97	timeout
06-20 17:00	BTC	Buy	62679.1→63985.8	+9.89	timeout
06-20 15:30	BTC	Buy	63255.2→64111.8	+6.19	timeout
06-18 15:40	BTC	Buy	64324.2→62739.5	-12.48	stop_loss
06-18 15:39	BTC	Buy	64377.2→62790.4	-12.52	stop_loss
06-18 15:36	BTC	Buy	64635.2→63045.3	-12.33	stop_loss
06-18 15:17	BTC	Buy	64861.2→63265.2	-12.71	stop_loss
06-18 14:52	BTC	Buy	65204.3→63596	-12.76	stop_loss
06-17 19:29	BTC	Buy	65909.3→64248.6	-13.09	stop_loss
06-17 19:29	BTC	Buy	66006.3→64380.6	-12.81	stop_loss
06-17 08:45	BTC	Buy	66479.3→64844.3	-12.77	stop_loss
06-17 08:39	BTC	Buy	66590.3→64946.3	-12.79	stop_loss
06-17 08:35	BTC	Buy	66721.3→65079.2	-12.72	stop_loss
06-16 14:23	BTC	Buy	67168.4→65516.9	-12.82	stop_loss
06-16 12:17	BTC	Buy	64471.2→66601.7	+15.90	timeout
06-15 15:52	BTC	Buy	64375.2→67206.6	+21.57	take_profit
06-15 15:47	BTC	Buy	64264.2→67086.6	+21.54	take_profit
06-15 15:47	BTC	Buy	64257.2→67079.6	+21.55	take_profit
06-15 13:22	BTC	Buy	64053.2→66865.7	+21.55	take_profit
06-14 11:15	BTC	Buy	63808.2→64542.8	+5.30	timeout
06-13 21:34	BTC	Buy	63479.2→64251.8	+5.59	timeout
06-13 19:32	BTC	Buy	63810.2→64142.8	+2.15	timeout
06-13 17:24	BTC	Buy	62373.1→64012.8	+12.69	timeout
06-13 15:20	BTC	Buy	62643.1→64244.8	+12.27	timeout
06-12 08:14	BTC	Buy	61586.1→63278.8	+13.17	timeout
06-11 19:30	BTC	Buy	61132.1→63816.8	+21.33	take_profit
06-11 19:15	BTC	Buy	61719.1→63527.8	+13.93	timeout
06-11 17:14	BTC	Buy	61591.1→62432.9	+6.26	timeout
06-11 15:11	BTC	Buy	61628.1→62682.9	+7.92	timeout
06-09 15:55	BTC	Buy	62637.1→61096.4	-12.75	stop_loss
06-09 14:36	BTC	Buy	62898.1→61351.2	-12.77	stop_loss
06-09 14:30	BTC	Buy	63028.2→61478.2	-12.76	stop_loss
06-09 14:20	BTC	Buy	63230.2→61672.1	-12.77	stop_loss
06-09 14:18	BTC	Buy	63316.2→61755	-12.78	stop_loss
06-09 09:53	BTC	Buy	62575.1→62658.9	+0.27	timeout
06-09 05:46	BTC	Buy	61741.1→63359.8	+12.60	timeout
06-07 22:15	BTC	Buy	61157.1→63841.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60864→63535.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60865→63536.8	+21.52	take_profit
06-07 08:48	BTC	Buy	60183→62825.9	+21.53	take_profit
06-07 05:18	BTC	Buy	59451→62060.9	+21.53	take_profit
06-06 04:33	BTC	Buy	61136.1→59630.2	-12.77	stop_loss
06-06 04:21	BTC	Buy	61413.1→59899	-12.78	stop_loss
06-06 04:11	BTC	Buy	61792.1→60270.8	-12.77	stop_loss
06-05 18:52	BTC	Buy	60805→59309.4	-12.76	stop_loss
06-05 18:44	BTC	Buy	61230.1→59724.1	-12.75	stop_loss
06-05 14:26	BTC	Buy	61913.1→60387.8	-12.77	stop_loss
06-05 14:25	BTC	Buy	61929.1→60405.8	-12.75	stop_loss
06-05 13:57	BTC	Buy	62315.1→60782.6	-12.75	stop_loss
06-05 13:57	BTC	Buy	62385.1→60850.5	-12.76	stop_loss
06-05 06:23	BTC	Buy	62751.1→61208.3	-12.68	stop_loss
06-05 06:19	BTC	Buy	63292.2→61734	-12.71	stop_loss
06-05 05:59	BTC	Buy	63777.2→62208.8	-12.71	stop_loss
06-05 05:59	BTC	Buy	63814.2→62209.8	-12.98	stop_loss
06-04 10:49	BTC	Buy	63808.2→62238.8	-12.73	stop_loss
06-04 09:29	BTC	Buy	64339.2→62756.5	-12.75	stop_loss
06-04 01:16	BTC	Buy	64470.2→62883.4	-12.76	stop_loss
06-04 00:26	BTC	Buy	65305.3→63698.9	-12.75	stop_loss
06-03 23:48	BTC	Buy	65779.3→64161.7	-12.75	stop_loss
06-03 20:55	BTC	Buy	66377.3→64744.4	-12.79	stop_loss
06-03 20:55	BTC	Buy	66617.3→64978.2	-12.81	stop_loss
06-03 19:55	BTC	Buy	66820.3→65171.1	-12.81	stop_loss
06-03 19:54	BTC	Buy	66970.3→65323.1	-12.80	stop_loss
06-03 03:32	BTC	Buy	67682.4→66017.7	-12.75	stop_loss
06-02 19:36	BTC	Buy	68638.4→66620.3	-15.14	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

37%

win rate

-315.02

total pnl ($)

-64.9 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	97	37%	-64.9	-315.02

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:16	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…