deribit_basis_crossover_long_v13

not live
58
closed trades
38%
win rate
-183.33
total pnl ($)
0.768
weight
7d window — n=13 wr=31% pnl=-81.34  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 58 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 00:33BTCBuy60125→59075-9.24timeout
06-28 12:40BTCBuy60284→60225-0.98timeout
06-28 00:39BTCBuy59925→60108+1.15timeout
06-27 11:07BTCBuy59537→60349+6.33timeout
06-26 02:16BTCBuy59891→58412.9-12.79stop_loss
06-25 13:48BTCBuy60885→59368.3-12.87stop_loss
06-25 13:45BTCBuy61303.1→59795.1-12.74stop_loss
06-24 14:17BTCBuy62553.1→61011.4-12.76stop_loss
06-24 14:17BTCBuy62591.1→61051.4-12.75stop_loss
06-24 10:36BTCBuy62323.1→62545.9+1.28timeout
06-23 08:17BTCBuy63994.2→62418.7-12.78stop_loss
06-23 06:21BTCBuy64120.2→62534.6-12.84stop_loss
06-22 22:32BTCBuy63669.2→64008.8+2.22timeout
06-22 10:33BTCBuy64291.2→64127.8-1.81timeout
06-21 22:27BTCBuy64230.2→63705.8-4.52timeout
06-21 10:22BTCBuy63628.2→64275.8+4.57timeout
06-20 22:21BTCBuy63193.2→64059.8+6.41timeout
06-20 10:16BTCBuy62434.1→63661.8+9.31timeout
06-19 22:20BTCBuy62783.1→63191.8+2.76timeout
06-18 15:55BTCBuy63971.2→62396.7-12.69stop_loss
06-18 15:40BTCBuy64203.2→62624.5-12.72stop_loss
06-18 10:09BTCBuy64843.2→64016.8-6.92timeout
06-17 19:41BTCBuy65743.3→64126.7-12.78stop_loss
06-17 08:45BTCBuy66477.3→64842.3-12.75stop_loss
06-16 22:00BTCBuy66341.3→65736.7-5.10timeout
06-16 08:49BTCBuy65744.3→66603.7+6.12timeout
06-15 13:20BTCBuy64023.2→66839.7+21.56take_profit
06-15 08:39BTCBuy64461.2→65690.7+9.08timeout
06-14 20:37BTCBuy64238.2→64037.8-2.05timeout
06-14 08:32BTCBuy63789.2→64430.8+4.55timeout
06-13 20:27BTCBuy63495.2→64225.8+5.30timeout
06-13 08:26BTCBuy63452.2→63780.8+2.03timeout
06-12 20:24BTCBuy63460.2→63513.8-0.04timeout
06-12 08:22BTCBuy62828.1→63532.8+5.05timeout
06-11 20:18BTCBuy61810.1→63499.8+13.09timeout
06-11 08:16BTCBuy61658.1→62766.9+8.42timeout
06-09 14:47BTCBuy62665.1→61118.4-12.79stop_loss
06-09 14:30BTCBuy62978.1→61429.2-12.75stop_loss
06-09 12:17BTCBuy62899.1→62726.9-1.76timeout
06-09 00:13BTCBuy63224.2→63018.8-2.10timeout
06-08 10:26BTCBuy62505.1→63099.8+4.32timeout
06-07 22:14BTCBuy60584→63243.8+21.51take_profit
06-07 10:16BTCBuy60665→62382.9+13.71timeout
06-06 04:27BTCBuy61341.1→59832.1-12.75stop_loss
06-05 13:56BTCBuy62552.1→61012.4-12.76stop_loss
06-05 06:21BTCBuy63087.2→61534.1-12.70stop_loss
06-05 06:16BTCBuy63430.2→61869-12.73stop_loss
06-04 00:29BTCBuy65084.3→63484.1-12.74stop_loss
06-03 20:55BTCBuy66395.3→64742.4-12.95stop_loss
06-03 19:54BTCBuy67005.4→65354-12.80stop_loss
06-02 14:10BTCBuy69983.5→68252.4-12.83stop_loss
06-02 12:18BTCBuy70928.5→69183.9-12.84stop_loss
06-01 22:26BTCBuy73267.7→71239.8-14.39stop_loss
05-31 23:46BTCBuy73787.7→73589.3-1.77timeout
05-31 09:44BTCBuy73529.7→73951.3+2.27timeout
05-30 10:04BTCBuy73660.7→73570.3-1.10timeout
05-29 21:52BTCBuy73820.7→73420.3-3.20timeout
05-29 09:45BTCBuy73463.7→73796.3+1.75timeout

Paper vs Live

Paper (trades.jsonl)
58
closed
38%
win rate
-183.33
total pnl ($)
-62.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5838%-62.7-183.33

Recent bounces (last 20 of 1)

timesymsidereason
06-29 01:30BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems