deribit_basis_crossover_long_v21 · strategy

155

closed trades

46%

win rate

-378.48

total pnl ($)

0.494

weight

7d window — n=38 wr=50% pnl=-126.99 · 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 21:04	BTC	Buy	60292→59626	-5.96	timeout
06-28 20:03	BTC	Buy	60218→59486	-6.51	timeout
06-28 19:01	BTC	Buy	60555→59569	-8.57	timeout
06-28 17:57	BTC	Buy	60548→59570	-8.50	timeout
06-28 16:51	BTC	Buy	60792→59639	-9.93	timeout
06-27 20:37	BTC	Buy	59580→60232	+5.08	timeout
06-27 19:29	BTC	Buy	59897→60289	+2.87	timeout
06-27 18:28	BTC	Buy	59867→60463	+4.54	timeout
06-27 17:23	BTC	Buy	60120→60571	+3.29	timeout
06-27 16:22	BTC	Buy	59977→60706	+5.67	timeout
06-26 19:17	BTC	Buy	59218→59938	+5.50	timeout
06-26 18:15	BTC	Buy	59393→60050	+4.97	timeout
06-26 17:05	BTC	Buy	59156→60125	+7.65	timeout
06-26 15:49	BTC	Buy	59251→60357	+8.78	timeout
06-26 14:47	BTC	Buy	59420→59630	+1.27	timeout
06-25 17:22	BTC	Buy	59388→59463	+0.23	timeout
06-25 13:57	BTC	Buy	59796→58323.9	-12.69	stop_loss
06-25 13:48	BTC	Buy	60820→59319.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60917→59414.3	-12.74	stop_loss
06-25 13:46	BTC	Buy	61072.1→59567.2	-12.72	stop_loss
06-24 14:19	BTC	Buy	62517.1→60966.5	-12.85	stop_loss
06-24 14:13	BTC	Buy	62661.1→61119.4	-12.75	stop_loss
06-24 13:45	BTC	Buy	62886.1→61337.2	-12.76	stop_loss
06-24 13:33	BTC	Buy	62333.1→62056.9	-2.67	timeout
06-24 12:30	BTC	Buy	62447.1→62772.9	+2.15	timeout
06-24 11:26	BTC	Buy	62507.1→62342.9	-1.78	timeout
06-24 10:18	BTC	Buy	62417.1→62591.9	+0.90	timeout
06-24 09:15	BTC	Buy	62408.1→62749.9	+2.21	timeout
06-23 08:17	BTC	Buy	63944.2→62371.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	64005.2→62430.6	-12.77	stop_loss
06-23 06:20	BTC	Buy	64385.2→62799.4	-12.78	stop_loss
06-23 06:20	BTC	Buy	64431.2→62836.4	-12.84	stop_loss
06-23 06:20	BTC	Buy	64463.2→62874.4	-12.79	stop_loss
06-22 23:20	BTC	Buy	63743.2→63894.8	+0.73	timeout
06-22 22:21	BTC	Buy	63724.2→64202.8	+3.30	timeout
06-22 20:17	BTC	Buy	64106.2→64483.8	+2.47	timeout
06-22 18:09	BTC	Buy	63984.2→64650.8	+4.69	timeout
06-22 17:05	BTC	Buy	64143.2→64689.8	+3.80	timeout
06-21 23:09	BTC	Buy	64266.2→63671.8	-5.05	timeout
06-21 22:08	BTC	Buy	64014.2→63697.8	-2.91	timeout
06-21 19:04	BTC	Buy	63835.2→64189.8	+2.37	timeout
06-21 18:02	BTC	Buy	63852.2→63999.8	+0.79	timeout
06-21 16:56	BTC	Buy	63969.2→64111.8	+0.72	timeout
06-20 22:56	BTC	Buy	63319.2→64278.8	+7.12	timeout
06-20 21:53	BTC	Buy	63087.2→63987.8	+6.70	timeout
06-20 18:47	BTC	Buy	63032.2→63799.8	+5.65	timeout
06-20 17:42	BTC	Buy	63052.2→63850.8	+5.87	timeout
06-20 16:42	BTC	Buy	63232.2→63968.8	+5.31	timeout
06-19 20:15	BTC	Buy	63140.2→63046.8	-1.22	timeout
06-19 19:15	BTC	Buy	62642.1→63031.8	+2.64	timeout
06-19 18:15	BTC	Buy	62671.1→63129.8	+3.20	timeout
06-19 17:16	BTC	Buy	62488.1→62966.9	+3.38	timeout
06-19 16:40	BTC	Buy	62665.1→63278.8	+4.46	timeout
06-18 15:51	BTC	Buy	64134.2→62556.6	-12.47	stop_loss
06-18 15:51	BTC	Buy	64151.2→62573.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64310.2→62728.5	-12.46	stop_loss
06-18 15:40	BTC	Buy	64355.2→62771.5	-12.50	stop_loss
06-18 15:38	BTC	Buy	64406.2→62821.4	-12.51	stop_loss
06-17 19:46	BTC	Buy	65687.3→64071.7	-12.75	stop_loss
06-17 19:39	BTC	Buy	65840.3→64218.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65864.3→64244.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	65920.3→64247.6	-13.14	stop_loss
06-17 18:33	BTC	Buy	65906.3→65354.7	-4.70	timeout
06-17 17:28	BTC	Buy	65743.3→65935.7	+0.91	timeout
06-17 16:24	BTC	Buy	65790.3→65893.7	+0.28	timeout
06-17 15:21	BTC	Buy	65746.3→65254.7	-4.13	timeout
06-16 22:38	BTC	Buy	66290.3→65696.7	-5.01	timeout
06-16 17:19	BTC	Buy	66888.3→65757.7	-8.99	timeout
06-16 15:09	BTC	Buy	66623.3→65789.7	-6.79	timeout
06-16 14:23	BTC	Buy	67204.4→65549.9	-12.84	stop_loss
06-16 14:11	BTC	Buy	66335.3→66074.7	-2.50	timeout
06-15 21:33	BTC	Buy	64835.2→66391.7	+11.50	timeout
06-15 13:16	BTC	Buy	63934.2→66743.7	+21.54	take_profit
06-15 13:16	BTC	Buy	63928.2→66734.7	+21.51	take_profit
06-15 13:00	BTC	Buy	63788.2→66591.7	+21.54	take_profit
06-15 12:46	BTC	Buy	63662.2→66461.7	+21.55	take_profit
06-14 20:37	BTC	Buy	64237.2→64002.8	-2.30	timeout
06-14 19:36	BTC	Buy	64222.2→63791.8	-3.85	timeout
06-14 18:35	BTC	Buy	64179.2→63715.8	-4.15	timeout
06-14 17:29	BTC	Buy	64059.2→63876.8	-1.95	timeout
06-14 16:29	BTC	Buy	63972.2→64104.8	+0.54	timeout
06-13 20:33	BTC	Buy	63514.2→64222.8	+5.12	timeout
06-13 19:26	BTC	Buy	63748.2→64156.8	+2.75	timeout
06-13 18:24	BTC	Buy	63688.2→64091.8	+2.69	timeout
06-13 17:23	BTC	Buy	63753.2→64012.8	+1.59	timeout
06-13 16:20	BTC	Buy	63810.2→64007.8	+1.14	timeout
06-12 20:21	BTC	Buy	63467.2→63518.8	-0.05	timeout
06-12 19:17	BTC	Buy	63584.2→63650.8	+0.06	timeout
06-12 18:10	BTC	Buy	63333.2→63775.8	+3.03	timeout
06-12 17:05	BTC	Buy	62430.1→64007.8	+12.14	timeout
06-12 16:00	BTC	Buy	62762.1→63643.8	+6.44	timeout
06-11 19:43	BTC	Buy	61997.1→63744.8	+13.52	timeout
06-11 18:42	BTC	Buy	61765.1→63475.8	+13.27	timeout
06-11 17:37	BTC	Buy	61795.1→63106.8	+10.08	timeout
06-11 16:36	BTC	Buy	62317.1→62716.9	+2.66	timeout
06-11 15:34	BTC	Buy	62299.1→62713.9	+2.78	timeout
06-10 18:58	BTC	Buy	61775.1→61836.9	-0.00	timeout
06-10 17:56	BTC	Buy	61708.1→61915.9	+1.20	timeout
06-10 16:53	BTC	Buy	61202.1→62122.9	+7.01	timeout
06-10 15:51	BTC	Buy	61233.1→62372.9	+8.80	timeout

Paper vs Live

Paper (trades.jsonl)

155

closed

46%

win rate

-378.48

total pnl ($)

-48.7 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	155	46%	-48.7	-378.48

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 21:33	BTC	Buy	circuit_breaker
06-28 20:27	BTC	Buy	circuit_breaker
06-28 18:07	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…