deribit_basis_crossover_long_v1 · strategy

closed trades

38%

win rate

-316.03

total pnl ($)

0.250

weight

7d window — n=25 wr=24% pnl=-199.70 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 89 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 19:51	BTC	Buy	60164→60456	+1.68	timeout
06-28 22:43	BTC	Buy	60593→59041.5	-13.27	stop_loss
06-28 17:37	BTC	Buy	60899→59337.3	-13.24	stop_loss
06-28 06:18	BTC	Buy	59732→59826	+0.35	timeout
06-28 04:06	BTC	Buy	59884→60164	+1.88	timeout
06-27 19:30	BTC	Buy	59360→60169	+6.46	timeout
06-27 17:33	BTC	Buy	59505→60532	+8.17	timeout
06-27 15:26	BTC	Buy	59259→60727	+11.96	timeout
06-26 02:24	BTC	Buy	59827→58295.9	-13.23	stop_loss
06-26 02:16	BTC	Buy	60083→58543.8	-13.25	stop_loss
06-25 13:58	BTC	Buy	59739→58210	-13.16	stop_loss
06-25 13:53	BTC	Buy	60494→58944.6	-13.15	stop_loss
06-25 13:48	BTC	Buy	60857→59299.4	-13.19	stop_loss
06-25 13:48	BTC	Buy	61082.1→59519.2	-13.17	stop_loss
06-25 13:48	BTC	Buy	61090.1→59525.2	-13.19	stop_loss
06-24 15:28	BTC	Buy	62368.1→60770.6	-13.06	stop_loss
06-24 15:09	BTC	Buy	62383.1→60786.6	-13.02	stop_loss
06-24 15:08	BTC	Buy	62408.1→60809.5	-13.02	stop_loss
06-24 14:19	BTC	Buy	62524.1→60880.5	-13.35	stop_loss
06-24 14:17	BTC	Buy	62603.1→61001.4	-13.02	stop_loss
06-23 08:24	BTC	Buy	63895.2→62259.7	-13.21	stop_loss
06-23 08:20	BTC	Buy	63964.2→62326.7	-13.19	stop_loss
06-23 08:17	BTC	Buy	64020.2→62379.7	-13.18	stop_loss
06-23 05:00	BTC	Buy	64254.2→63618.8	-5.43	timeout
06-23 02:54	BTC	Buy	64242.2→64201.8	-0.83	timeout
06-23 00:43	BTC	Buy	64287.2→64028.8	-2.46	timeout
06-22 22:26	BTC	Buy	64154.2→64157.8	-0.36	timeout
06-22 20:10	BTC	Buy	63927.2→64497.8	+4.00	timeout
06-21 01:00	BTC	Buy	62994.1→64264.8	+9.65	timeout
06-20 22:56	BTC	Buy	62841.1→64277.8	+10.87	timeout
06-20 20:51	BTC	Buy	63057.2→63883.8	+6.09	timeout
06-20 18:51	BTC	Buy	62773.1→63793.8	+7.71	timeout
06-20 17:13	BTC	Buy	62442.1→63900.8	+11.25	timeout
06-18 15:51	BTC	Buy	64201.2→62552.6	-13.06	stop_loss
06-18 15:40	BTC	Buy	64290.2→62641.5	-13.06	stop_loss
06-18 15:37	BTC	Buy	64549.2→62873.4	-13.24	stop_loss
06-18 15:17	BTC	Buy	64895.2→63232.2	-12.87	stop_loss
06-18 15:17	BTC	Buy	64993.2→63325.2	-12.92	stop_loss
06-17 19:40	BTC	Buy	65884.3→64197.7	-13.24	stop_loss
06-17 19:29	BTC	Buy	66052.3→64350.6	-13.32	stop_loss
06-17 19:29	BTC	Buy	66157.3→64464.5	-13.23	stop_loss
06-17 11:02	BTC	Buy	66401.3→64700.4	-13.33	stop_loss
06-17 08:52	BTC	Buy	66491.3→64789.3	-13.39	stop_loss
06-16 13:50	BTC	Buy	64283.2→66142.7	+13.85	timeout
06-16 11:44	BTC	Buy	64594.2→66358.7	+13.05	timeout
06-16 09:43	BTC	Buy	64524.2→66625.7	+15.74	timeout
06-15 21:08	BTC	Buy	64262.2→66406.7	+16.13	timeout
06-15 19:02	BTC	Buy	64167.2→66778.7	+19.76	timeout
06-14 13:01	BTC	Buy	63416.2→64330.8	+6.76	timeout
06-14 10:42	BTC	Buy	63642.2→64586.8	+6.96	timeout
06-14 08:18	BTC	Buy	63442.2→64481.8	+7.66	timeout
06-13 20:22	BTC	Buy	63440.2→64240.8	+5.84	timeout
06-13 18:16	BTC	Buy	63580.2→64072.8	+3.37	timeout
06-12 11:55	BTC	Buy	61051.1→63802.8	+21.94	timeout
06-12 09:54	BTC	Buy	61229.1→63770.8	+20.10	timeout
06-12 07:51	BTC	Buy	61657.1→62989.9	+10.28	timeout
06-11 18:11	BTC	Buy	61664.1→63303.8	+12.63	timeout
06-11 16:09	BTC	Buy	60913→62738.9	+14.35	timeout
06-09 21:55	BTC	Buy	61667.1→62016.9	+2.52	timeout
06-09 19:52	BTC	Buy	61392.1→61954.9	+3.95	timeout
06-09 14:35	BTC	Buy	63003.2→61390.2	-13.27	stop_loss
06-09 14:29	BTC	Buy	63136.2→61516.1	-13.29	stop_loss
06-09 14:18	BTC	Buy	63388.2→61766	-13.25	stop_loss
06-07 22:15	BTC	Buy	60982→64024.8	+24.52	take_profit
06-07 22:15	BTC	Buy	60881→63918.8	+24.52	take_profit
06-07 22:14	BTC	Buy	59970→62962.9	+24.53	take_profit
06-07 20:20	BTC	Buy	60956→61618.9	+5.05	timeout
06-07 18:19	BTC	Buy	60421→62132.9	+13.80	timeout
06-06 04:33	BTC	Buy	61144.1→59579.2	-13.25	stop_loss
06-06 04:15	BTC	Buy	61542.1→59965	-13.27	stop_loss
06-05 18:52	BTC	Buy	61024.1→59462.3	-13.25	stop_loss
06-05 15:37	BTC	Buy	61842.1→60255.8	-13.26	stop_loss
06-05 14:26	BTC	Buy	61923.1→60334.8	-13.27	stop_loss
06-05 13:58	BTC	Buy	62330.1→60729.6	-13.29	stop_loss
06-05 13:57	BTC	Buy	62402.1→60799.5	-13.29	stop_loss
06-05 13:56	BTC	Buy	62548.1→60937.5	-13.34	stop_loss
06-05 06:24	BTC	Buy	62745.1→61139.4	-13.19	stop_loss
06-05 06:19	BTC	Buy	63394.2→61770	-13.21	stop_loss
06-05 06:16	BTC	Buy	63541.2→61913.9	-13.19	stop_loss
06-05 06:03	BTC	Buy	63696.2→62065.8	-13.21	stop_loss
06-04 09:30	BTC	Buy	64369.2→62721.5	-13.24	stop_loss
06-04 01:16	BTC	Buy	64517.2→62866.4	-13.24	stop_loss
06-04 00:29	BTC	Buy	65084.3→63418.1	-13.25	stop_loss
06-03 20:55	BTC	Buy	66377.3→64652.4	-13.49	stop_loss
06-03 20:55	BTC	Buy	66360.3→64652.4	-13.38	stop_loss
06-03 20:55	BTC	Buy	66504.3→64802.3	-13.30	stop_loss
06-03 19:54	BTC	Buy	67033.4→65318.1	-13.31	stop_loss
06-03 19:53	BTC	Buy	67131.4→65409	-13.32	stop_loss
06-02 15:25	BTC	Buy	69198.5→67409.9	-13.38	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

38%

win rate

-316.03

total pnl ($)

-71.2 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	89	38%	-71.2	-316.03

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…