deribit_basis_crossover_long_v12 · strategy

148

closed trades

45%

win rate

-381.03

total pnl ($)

0.690

weight

7d window — n=29 wr=48% pnl=-82.85 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 22:33	BTC	Buy	59290→60381	+8.79	timeout
06-29 21:27	BTC	Buy	59698→60279	+4.27	timeout
06-29 20:17	BTC	Buy	59663→60380	+5.41	timeout
06-29 19:05	BTC	Buy	59485→60133	+4.85	timeout
06-28 20:10	BTC	Buy	60250→59548	-6.27	timeout
06-28 19:07	BTC	Buy	60556→59483	-9.29	timeout
06-28 18:02	BTC	Buy	60477→59610	-7.59	timeout
06-28 16:56	BTC	Buy	60789→59643	-9.85	timeout
06-27 18:55	BTC	Buy	59600→60541	+7.47	timeout
06-27 17:49	BTC	Buy	60000→60559	+4.22	timeout
06-27 16:47	BTC	Buy	60082→60742	+5.02	timeout
06-27 15:44	BTC	Buy	60434→60766	+2.31	timeout
06-26 17:06	BTC	Buy	59117→60123	+7.97	timeout
06-26 15:59	BTC	Buy	59605→60286	+5.18	timeout
06-26 14:57	BTC	Buy	59527→59536	-0.42	timeout
06-26 14:25	BTC	Buy	59366→60005	+4.88	timeout
06-25 13:58	BTC	Buy	59565→58099	-12.67	stop_loss
06-25 13:58	BTC	Buy	59648→58176	-12.72	stop_loss
06-25 13:57	BTC	Buy	59830→58333.9	-12.88	stop_loss
06-25 13:46	BTC	Buy	61072.1→59562.2	-12.76	stop_loss
06-24 14:19	BTC	Buy	62530.1→60966.5	-12.95	stop_loss
06-24 12:17	BTC	Buy	62382.1→62831.9	+3.15	timeout
06-24 11:18	BTC	Buy	62375.1→62368.9	-0.52	timeout
06-24 10:14	BTC	Buy	62429.1→62568.9	+0.61	timeout
06-24 09:13	BTC	Buy	62405.1→62722.9	+2.02	timeout
06-23 08:17	BTC	Buy	63917.2→62340.7	-12.80	stop_loss
06-23 06:20	BTC	Buy	64414.2→62830.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64501.2→62915.4	-12.76	stop_loss
06-23 06:18	BTC	Buy	64651.2→63061.3	-12.76	stop_loss
06-22 22:19	BTC	Buy	63663.2→64244.8	+4.11	timeout
06-22 18:04	BTC	Buy	63952.2→64675.8	+5.14	timeout
06-22 16:59	BTC	Buy	64110.2→64699.8	+4.14	timeout
06-22 15:54	BTC	Buy	64214.2→64847.8	+4.51	timeout
06-21 22:06	BTC	Buy	64011.2→63724.8	-2.68	timeout
06-21 17:56	BTC	Buy	63851.2→64133.8	+1.84	timeout
06-21 16:52	BTC	Buy	64002.2→64157.8	+0.82	timeout
06-21 15:46	BTC	Buy	64134.2→64265.8	+0.63	timeout
06-20 21:45	BTC	Buy	63115.2→63998.8	+6.56	timeout
06-20 17:37	BTC	Buy	62995.1→63805.8	+5.97	timeout
06-20 16:36	BTC	Buy	63274.2→63887.8	+4.33	timeout
06-20 15:32	BTC	Buy	63120.2→64108.8	+7.31	timeout
06-19 18:25	BTC	Buy	62926.1→63104.8	+0.96	timeout
06-19 17:20	BTC	Buy	62564.1→63057.8	+3.50	timeout
06-19 16:18	BTC	Buy	62600.1→63312.8	+5.24	timeout
06-19 15:23	BTC	Buy	63276.2→63001.8	-2.52	timeout
06-18 15:51	BTC	Buy	64163.2→62585.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64233.2→62653.5	-12.72	stop_loss
06-18 15:38	BTC	Buy	64398.2→62808.4	-12.76	stop_loss
06-18 14:52	BTC	Buy	65184.3→63581	-12.74	stop_loss
06-17 22:03	BTC	Buy	65564.3→63942.8	-12.81	stop_loss
06-17 19:42	BTC	Buy	65737.3→64118.7	-12.78	stop_loss
06-17 19:41	BTC	Buy	65764.3→64146.7	-12.78	stop_loss
06-17 17:18	BTC	Buy	65803.3→65873.7	+0.02	timeout
06-17 15:13	BTC	Buy	65835.3→65087.7	-6.13	timeout
06-17 01:34	BTC	Buy	66347.3→65570.7	-6.37	timeout
06-17 00:28	BTC	Buy	66247.3→65687.7	-4.76	timeout
06-16 17:10	BTC	Buy	66797.3→65790.7	-8.09	timeout
06-16 14:13	BTC	Buy	66412.3→66029.7	-3.41	timeout
06-16 00:34	BTC	Buy	65592.3→66255.7	+4.63	timeout
06-15 23:29	BTC	Buy	65674.3→66186.7	+3.41	timeout
06-15 12:54	BTC	Buy	63774.2→66573.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63700.2→66513.7	+21.65	take_profit
06-14 23:45	BTC	Buy	64428.2→65560.7	+8.30	timeout
06-14 22:45	BTC	Buy	64493.2→65418.7	+6.68	timeout
06-14 18:33	BTC	Buy	64154.2→63726.8	-3.88	timeout
06-14 17:30	BTC	Buy	64075.2→63885.8	-2.00	timeout
06-13 22:44	BTC	Buy	63494.2→64478.8	+7.27	timeout
06-13 21:39	BTC	Buy	63550.2→64292.8	+5.37	timeout
06-13 17:48	BTC	Buy	63836.2→64051.8	+1.22	timeout
06-13 16:45	BTC	Buy	63863.2→64041.8	+0.95	timeout
06-12 19:53	BTC	Buy	63639.2→63592.8	-0.82	timeout
06-12 18:47	BTC	Buy	63525.2→63863.8	+2.20	timeout
06-12 17:39	BTC	Buy	63160.2→63807.8	+4.66	timeout
06-12 16:39	BTC	Buy	62683.1→63938.8	+9.51	timeout
06-11 18:43	BTC	Buy	61774.1→63493.8	+13.34	timeout
06-11 17:39	BTC	Buy	61760.1→63171.8	+10.89	timeout
06-11 16:41	BTC	Buy	62323.1→62674.9	+2.28	timeout
06-11 15:40	BTC	Buy	62251.1→62788.9	+3.77	timeout
06-10 17:49	BTC	Buy	61592.1→61980.9	+2.67	timeout
06-10 16:48	BTC	Buy	61366.1→61960.9	+4.33	timeout
06-10 15:45	BTC	Buy	61324.1→62322.9	+7.64	timeout
06-10 14:47	BTC	Buy	61260.1→61937.9	+5.05	timeout
06-09 15:55	BTC	Buy	62625.1→61082.4	-12.77	stop_loss
06-09 14:47	BTC	Buy	62674.1→61129.4	-12.78	stop_loss
06-09 14:17	BTC	Buy	63351.2→61793	-12.75	stop_loss
06-09 14:16	BTC	Buy	63443.2→61882.9	-12.75	stop_loss
06-09 09:57	BTC	Buy	63456.2→62695.9	-6.41	timeout
06-09 08:54	BTC	Buy	63068.2→62912.9	-1.68	timeout
06-08 21:34	BTC	Buy	61717.1→63657.8	+15.24	timeout
06-08 18:14	BTC	Buy	62243.1→63563.8	+10.08	timeout
06-08 09:47	BTC	Buy	62399.1→63354.8	+7.20	timeout
06-08 08:41	BTC	Buy	62436.1→63088.8	+4.70	timeout
06-07 21:07	BTC	Buy	60726→61728.9	+7.83	timeout
06-07 17:00	BTC	Buy	60764→62032.9	+9.97	timeout
06-07 05:19	BTC	Buy	60054→62032.9	+16.05	timeout
06-07 04:18	BTC	Buy	60260→61578.9	+10.49	timeout
06-06 20:03	BTC	Buy	60130→60523	+2.89	timeout
06-06 15:56	BTC	Buy	60525→60749	+1.47	timeout
06-06 04:27	BTC	Buy	61322.1→59814.1	-12.75	stop_loss
06-06 04:07	BTC	Buy	61900.1→60377.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

148

closed

45%

win rate

-381.03

total pnl ($)

-51.1 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	148	45%	-51.1	-381.03

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:28	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…