deribit_basis_crossover_long_v20 · strategy

151

closed trades

44%

win rate

-435.25

total pnl ($)

0.508

weight

7d window — n=37 wr=46% pnl=-124.05 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:29	BTC	Buy	60235→59704	-4.85	timeout
06-28 19:26	BTC	Buy	60253→59502	-6.66	timeout
06-28 18:22	BTC	Buy	60466→59627	-7.36	timeout
06-28 17:15	BTC	Buy	60552→59605	-8.24	timeout
06-28 16:08	BTC	Buy	60788→59872	-7.98	timeout
06-27 19:05	BTC	Buy	59683→60564	+6.96	timeout
06-27 18:03	BTC	Buy	59991→60434	+3.26	timeout
06-27 17:02	BTC	Buy	60073→60565	+3.62	timeout
06-27 16:04	BTC	Buy	60382→60786	+2.96	timeout
06-27 15:06	BTC	Buy	59585→60574	+7.85	timeout
06-26 18:02	BTC	Buy	59571→60014	+3.18	timeout
06-26 17:01	BTC	Buy	59297→60042	+5.73	timeout
06-26 15:58	BTC	Buy	59536→60293	+5.87	timeout
06-26 14:56	BTC	Buy	59503→59464	-0.83	timeout
06-26 14:04	BTC	Buy	58866.9→60024	+9.33	timeout
06-25 13:58	BTC	Buy	59565→58096	-12.72	stop_loss
06-25 13:51	BTC	Buy	60706→59209.4	-12.74	stop_loss
06-25 13:49	BTC	Buy	60727→59232.4	-12.73	stop_loss
06-25 13:48	BTC	Buy	60888→59387.3	-12.75	stop_loss
06-25 13:46	BTC	Buy	61070.1→59564.2	-12.75	stop_loss
06-24 14:17	BTC	Buy	62584.1→61017.4	-12.96	stop_loss
06-24 14:02	BTC	Buy	62695.1→61149.4	-12.78	stop_loss
06-24 13:15	BTC	Buy	62128.1→61998.9	-1.50	timeout
06-24 12:13	BTC	Buy	62386.1→62838.9	+3.17	timeout
06-24 11:12	BTC	Buy	62348.1→62360.9	-0.38	timeout
06-24 10:10	BTC	Buy	62421.1→62594.9	+0.88	timeout
06-24 09:10	BTC	Buy	62382.1→62706.9	+2.10	timeout
06-23 06:21	BTC	Buy	64321.2→62735.5	-12.79	stop_loss
06-23 06:20	BTC	Buy	64417.2→62831.4	-12.78	stop_loss
06-23 06:20	BTC	Buy	64442.2→62836.4	-12.92	stop_loss
06-23 06:20	BTC	Buy	64473.2→62886.4	-12.77	stop_loss
06-23 06:20	BTC	Buy	64503.2→62917.4	-12.76	stop_loss
06-22 21:41	BTC	Buy	63899.2→64197.8	+1.88	timeout
06-22 20:41	BTC	Buy	63945.2→64476.8	+3.68	timeout
06-22 19:38	BTC	Buy	64173.2→64428.8	+1.49	timeout
06-22 18:35	BTC	Buy	64145.2→64561.8	+2.73	timeout
06-22 17:33	BTC	Buy	64056.2→64436.8	+2.50	timeout
06-21 21:32	BTC	Buy	63911.2→63711.8	-2.01	timeout
06-21 20:32	BTC	Buy	63877.2→64056.8	+0.95	timeout
06-21 19:27	BTC	Buy	63850.2→64188.8	+2.23	timeout
06-21 18:23	BTC	Buy	63817.2→63980.8	+0.90	timeout
06-21 17:19	BTC	Buy	63889.2→64136.8	+1.56	timeout
06-20 21:10	BTC	Buy	63203.2→63902.8	+5.09	timeout
06-20 20:05	BTC	Buy	63004.2→63902.8	+6.72	timeout
06-20 19:01	BTC	Buy	63076.2→63783.8	+5.17	timeout
06-20 17:56	BTC	Buy	63156.2→63842.8	+4.97	timeout
06-20 16:55	BTC	Buy	63042.2→63972.8	+6.87	timeout
06-19 20:27	BTC	Buy	63106.2→63042.8	-0.99	timeout
06-19 19:24	BTC	Buy	62716.1→62977.9	+1.61	timeout
06-19 18:22	BTC	Buy	62936.1→63138.8	+1.15	timeout
06-19 17:19	BTC	Buy	62571.1→63045.8	+3.34	timeout
06-19 16:18	BTC	Buy	62600.1→63309.8	+5.22	timeout
06-18 15:58	BTC	Buy	63811.2→62235.8	-12.64	stop_loss
06-18 15:56	BTC	Buy	63958.2→62385.7	-12.73	stop_loss
06-18 15:52	BTC	Buy	64071.2→62495.6	-12.73	stop_loss
06-18 15:39	BTC	Buy	64383.2→62798.4	-12.74	stop_loss
06-18 15:18	BTC	Buy	64679.2→63088.3	-12.74	stop_loss
06-18 05:04	BTC	Buy	65285.3→63680	-12.76	stop_loss
06-18 05:03	BTC	Buy	65326.3→63717.9	-12.77	stop_loss
06-18 04:11	BTC	Buy	65362.3→63746.9	-12.82	stop_loss
06-17 19:44	BTC	Buy	65695.3→64079.7	-12.78	stop_loss
06-17 19:18	BTC	Buy	65585.3→64926.8	-5.54	timeout
06-17 18:16	BTC	Buy	66034.3→65375.7	-5.53	timeout
06-17 15:11	BTC	Buy	65827.3→65076.7	-6.16	timeout
06-17 14:08	BTC	Buy	66055.3→65311.7	-6.11	timeout
06-16 22:23	BTC	Buy	66318.3→65757.7	-4.77	timeout
06-16 18:20	BTC	Buy	66818.3→66028.7	-6.43	timeout
06-16 17:19	BTC	Buy	66887.3→65756.7	-9.01	timeout
06-16 14:28	BTC	Buy	66506.3→65620.7	-7.19	timeout
06-16 13:32	BTC	Buy	66802.3→66112.7	-5.69	timeout
06-15 22:09	BTC	Buy	64964.2→66416.7	+10.67	timeout
06-15 13:19	BTC	Buy	63999.2→66809.7	+21.52	take_profit
06-15 13:19	BTC	Buy	63996.2→66809.7	+21.55	take_profit
06-15 13:06	BTC	Buy	63819.2→66639.7	+21.66	take_profit
06-15 12:50	BTC	Buy	63703.2→66515.7	+21.64	take_profit
06-14 21:38	BTC	Buy	64297.2→64872.8	+4.00	timeout
06-14 20:35	BTC	Buy	64231.2→64047.8	-1.92	timeout
06-14 19:34	BTC	Buy	64164.2→63805.8	-3.30	timeout
06-14 17:29	BTC	Buy	64066.2→63876.8	-2.00	timeout
06-14 16:28	BTC	Buy	64033.2→64104.8	+0.06	timeout
06-13 20:44	BTC	Buy	63494.2→64215.8	+5.22	timeout
06-13 19:38	BTC	Buy	63739.2→64228.8	+3.39	timeout
06-13 18:39	BTC	Buy	63804.2→64230.8	+2.88	timeout
06-13 17:11	BTC	Buy	63937.2→63950.8	-0.35	timeout
06-13 16:04	BTC	Buy	63700.2→64063.8	+2.42	timeout
06-12 20:02	BTC	Buy	63563.2→63605.8	-0.12	timeout
06-12 18:57	BTC	Buy	63502.2→63702.8	+1.11	timeout
06-12 17:52	BTC	Buy	63530.2→63826.8	+1.88	timeout
06-12 16:51	BTC	Buy	62609.1→63896.8	+9.79	timeout
06-12 15:50	BTC	Buy	62596.1→63705.8	+8.28	timeout
06-11 19:28	BTC	Buy	61778.1→63570.8	+13.92	timeout
06-11 18:23	BTC	Buy	61920.1→63415.8	+11.52	timeout
06-11 17:19	BTC	Buy	62090.1→62383.9	+1.85	timeout
06-11 16:19	BTC	Buy	62304.1→62782.9	+3.25	timeout
06-11 15:18	BTC	Buy	61904.1→62588.9	+4.99	timeout
06-10 18:42	BTC	Buy	61683.1→61768.9	+0.20	timeout
06-10 17:41	BTC	Buy	61781.1→61687.9	-1.25	timeout
06-10 16:40	BTC	Buy	60791→62316.9	+12.01	timeout
06-10 15:37	BTC	Buy	61288.1→62304.9	+7.79	timeout
06-10 14:38	BTC	Buy	61486.1→61834.9	+2.36	timeout

Paper vs Live

Paper (trades.jsonl)

151

closed

44%

win rate

-435.25

total pnl ($)

-57.4 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%	-57.4	-435.25

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 20:27	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…