deribit_basis_crossover_long_v19 · strategy

151

closed trades

44%

win rate

-370.19

total pnl ($)

0.664

weight

7d window — n=30 wr=50% pnl=-87.87 · 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 20:55	BTC	Buy	59631→60274	+4.79	timeout
06-29 19:47	BTC	Buy	59243→60438	+9.49	timeout
06-29 18:40	BTC	Buy	59563→60239	+5.07	timeout
06-29 17:28	BTC	Buy	59602→60430	+6.35	timeout
06-28 19:21	BTC	Buy	60419→59505	-7.99	timeout
06-28 18:18	BTC	Buy	60519→59615	-7.89	timeout
06-28 17:13	BTC	Buy	60545→59611	-8.14	timeout
06-28 16:07	BTC	Buy	60788→59877	-7.98	timeout
06-27 18:04	BTC	Buy	60066→60431	+2.61	timeout
06-27 16:59	BTC	Buy	60025→60765	+5.70	timeout
06-27 15:59	BTC	Buy	60268→60792	+3.89	timeout
06-27 14:59	BTC	Buy	59640→60581	+7.44	timeout
06-26 17:07	BTC	Buy	59135→60102	+7.62	timeout
06-26 16:07	BTC	Buy	59555→60293	+5.67	timeout
06-26 15:06	BTC	Buy	59167→59581	+3.00	timeout
06-26 14:12	BTC	Buy	59380→59976	+4.52	timeout
06-25 13:58	BTC	Buy	59561→58096	-12.68	stop_loss
06-25 13:57	BTC	Buy	59822→58340.9	-12.77	stop_loss
06-25 13:51	BTC	Buy	60701→59208.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60822→59315.4	-12.80	stop_loss
06-24 14:19	BTC	Buy	62440.1→60883.5	-12.91	stop_loss
06-24 14:13	BTC	Buy	62644.1→61099.4	-12.78	stop_loss
06-24 12:14	BTC	Buy	62385.1→62808.9	+2.94	timeout
06-24 11:12	BTC	Buy	62348.1→62369.9	-0.31	timeout
06-24 10:11	BTC	Buy	62430.1→62557.9	+0.51	timeout
06-24 09:10	BTC	Buy	62321.1→62704.9	+2.58	timeout
06-23 08:17	BTC	Buy	64025.2→62445.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64317.2→62734.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64450.2→62865.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64461.2→62876.4	-12.76	stop_loss
06-22 23:31	BTC	Buy	63580.2→63993.8	+2.80	timeout
06-22 20:26	BTC	Buy	64072.2→64367.8	+1.83	timeout
06-22 19:23	BTC	Buy	64184.2→64374.8	+0.98	timeout
06-22 17:17	BTC	Buy	64154.2→64657.8	+3.47	timeout
06-21 22:27	BTC	Buy	64230.2→63705.8	-4.52	timeout
06-21 19:22	BTC	Buy	63895.2→64169.8	+1.73	timeout
06-21 18:18	BTC	Buy	63837.2→63980.8	+0.75	timeout
06-21 17:14	BTC	Buy	63924.2→64169.8	+1.53	timeout
06-20 21:21	BTC	Buy	63216.2→63929.8	+5.20	timeout
06-20 19:13	BTC	Buy	63028.2→63868.8	+6.23	timeout
06-20 18:11	BTC	Buy	63107.2→63847.8	+5.41	timeout
06-20 17:08	BTC	Buy	62983.1→63911.8	+6.89	timeout
06-19 18:56	BTC	Buy	62667.1→63036.8	+2.48	timeout
06-19 17:55	BTC	Buy	62582.1→63154.8	+4.12	timeout
06-19 16:56	BTC	Buy	62629.1→62920.9	+1.90	timeout
06-19 16:22	BTC	Buy	62691.1→63252.8	+4.01	timeout
06-18 15:40	BTC	Buy	64245.2→62665.5	-12.42	stop_loss
06-18 15:40	BTC	Buy	64308.2→62720.5	-12.49	stop_loss
06-18 15:16	BTC	Buy	65046.3→63446.1	-12.72	stop_loss
06-18 14:52	BTC	Buy	65188.3→63583	-12.74	stop_loss
06-17 19:42	BTC	Buy	65711.3→64092.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65896.3→64246.6	-12.97	stop_loss
06-17 16:56	BTC	Buy	65721.3→65878.7	+0.70	timeout
06-17 15:55	BTC	Buy	65930.3→65647.7	-2.51	timeout
06-17 14:55	BTC	Buy	65626.3→65198.7	-3.71	timeout
06-17 13:51	BTC	Buy	66098.3→65287.7	-6.61	timeout
06-16 14:39	BTC	Buy	66454.3→65658.7	-6.52	timeout
06-16 14:31	BTC	Buy	67083.4→65433	-12.83	stop_loss
06-16 14:23	BTC	Buy	67144.4→65493	-12.82	stop_loss
06-16 13:27	BTC	Buy	66836.3→66094.7	-6.08	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 13:06	BTC	Buy	63811.2→66617.7	+21.56	take_profit
06-15 12:55	BTC	Buy	63776.2→66580.7	+21.55	take_profit
06-15 12:54	BTC	Buy	63771.2→66571.7	+21.52	take_profit
06-14 20:31	BTC	Buy	64232.2→63902.8	-3.06	timeout
06-14 19:29	BTC	Buy	64142.2→63757.8	-3.51	timeout
06-14 18:28	BTC	Buy	64184.2→63692.8	-4.38	timeout
06-14 17:24	BTC	Buy	64020.2→63915.8	-1.33	timeout
06-13 20:18	BTC	Buy	63510.2→64259.8	+5.45	timeout
06-13 19:14	BTC	Buy	63695.2→64152.8	+3.14	timeout
06-13 18:17	BTC	Buy	63786.2→64073.8	+1.78	timeout
06-13 17:13	BTC	Buy	63855.2→63951.8	+0.31	timeout
06-12 19:18	BTC	Buy	63653.2→63677.8	-0.27	timeout
06-12 18:14	BTC	Buy	63430.2→63832.8	+2.71	timeout
06-12 17:08	BTC	Buy	62488.1→64010.8	+11.69	timeout
06-12 16:07	BTC	Buy	62776.1→63752.8	+7.28	timeout
06-11 18:43	BTC	Buy	61746.1→63512.8	+13.73	timeout
06-11 17:39	BTC	Buy	61761.1→63183.8	+10.98	timeout
06-11 16:38	BTC	Buy	62340.1→62716.9	+2.47	timeout
06-11 15:40	BTC	Buy	62225.1→62824.9	+4.27	timeout
06-10 17:41	BTC	Buy	61765.1→61645.9	-1.46	timeout
06-10 16:41	BTC	Buy	60977→62265.9	+10.03	timeout
06-10 15:46	BTC	Buy	61238.1→62446.9	+9.37	timeout
06-10 14:56	BTC	Buy	61368.1→61845.9	+3.40	timeout
06-09 14:47	BTC	Buy	62659.1→61118.4	-12.75	stop_loss
06-09 14:47	BTC	Buy	62728.1→61184.3	-12.76	stop_loss
06-09 14:29	BTC	Buy	63117.2→61564.1	-12.77	stop_loss
06-09 14:11	BTC	Buy	63513.2→61950.9	-12.76	stop_loss
06-09 10:04	BTC	Buy	63417.2→62740.9	-5.74	timeout
06-09 09:02	BTC	Buy	63162.2→62834.9	-3.03	timeout
06-08 22:26	BTC	Buy	63047.2→63296.8	+1.50	timeout
06-08 18:06	BTC	Buy	62163.1→63588.8	+10.93	timeout
06-08 09:46	BTC	Buy	62527.1→63403.8	+6.55	timeout
06-08 08:40	BTC	Buy	62381.1→63081.8	+5.10	timeout
06-07 22:15	BTC	Buy	61458.1→64156.8	+21.51	take_profit
06-07 20:02	BTC	Buy	60537→61322.9	+6.08	timeout
06-07 16:59	BTC	Buy	60736→62045.9	+10.31	timeout
06-07 05:19	BTC	Buy	60043→62038.9	+16.20	timeout
06-07 04:18	BTC	Buy	60161→61599.9	+11.51	timeout
06-06 19:59	BTC	Buy	60327→60574	+1.66	timeout

Paper vs Live

Paper (trades.jsonl)

151

closed

44%

win rate

-370.19

total pnl ($)

-48.6 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	151	44%	-48.6	-370.19

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…