deribit_basis_crossover_long_v22 · strategy

147

closed trades

46%

win rate

-383.25

total pnl ($)

0.719

weight

7d window — n=33 wr=48% pnl=-78.64 · 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 01:53	BTC	Buy	60238→59470	-6.86	timeout
06-29 00:54	BTC	Buy	60142→59461	-6.16	timeout
06-28 23:50	BTC	Buy	60033→59740	-3.02	timeout
06-28 22:49	BTC	Buy	60152→59147	-8.82	timeout
06-28 21:46	BTC	Buy	60220→59519	-6.28	timeout
06-27 22:14	BTC	Buy	59873→60105	+1.55	timeout
06-27 21:07	BTC	Buy	59683→60327	+5.01	timeout
06-27 20:03	BTC	Buy	59836→60212	+2.75	timeout
06-27 19:00	BTC	Buy	59637→60524	+7.01	timeout
06-27 17:50	BTC	Buy	59977→60577	+4.56	timeout
06-26 20:16	BTC	Buy	59574→59737	+0.84	timeout
06-26 19:14	BTC	Buy	59216→60009	+6.14	timeout
06-26 18:17	BTC	Buy	59424→59997	+4.24	timeout
06-26 17:13	BTC	Buy	59338→60188	+6.60	timeout
06-26 16:00	BTC	Buy	59581→60419	+6.48	timeout
06-25 18:50	BTC	Buy	59394→59440	-0.05	timeout
06-25 17:55	BTC	Buy	59432→59556	+0.62	timeout
06-25 13:57	BTC	Buy	59765→58294.9	-12.65	stop_loss
06-25 13:57	BTC	Buy	59828→58356.9	-12.66	stop_loss
06-25 13:48	BTC	Buy	60858→59361.3	-12.67	stop_loss
06-24 17:21	BTC	Buy	60842→59337.3	-12.80	stop_loss
06-24 16:51	BTC	Buy	61125.1→59617.2	-12.77	stop_loss
06-24 13:48	BTC	Buy	62800.1→61255.3	-12.75	stop_loss
06-24 12:10	BTC	Buy	62436.1→62826.9	+2.72	timeout
06-24 11:06	BTC	Buy	62357.1→62333.9	-0.63	timeout
06-24 10:10	BTC	Buy	62416.1→62580.9	+0.86	timeout
06-24 09:28	BTC	Buy	62473.1→62665.9	+1.09	timeout
06-24 08:52	BTC	Buy	62378.1→62756.9	+2.58	timeout
06-23 06:21	BTC	Buy	64112.2→62531.6	-12.59	stop_loss
06-23 05:20	BTC	Buy	64232.2→63536.8	-5.94	timeout
06-23 04:15	BTC	Buy	63933.2→64018.8	+0.19	timeout
06-23 03:13	BTC	Buy	64079.2→63966.8	-1.36	timeout
06-23 02:09	BTC	Buy	64511.2→64070.8	-3.89	timeout
06-22 02:39	BTC	Buy	64237.2→64482.8	+1.45	timeout
06-22 01:34	BTC	Buy	64206.2→64455.8	+1.46	timeout
06-22 00:25	BTC	Buy	64231.2→63596.8	-5.47	timeout
06-21 23:12	BTC	Buy	64241.2→63709.8	-4.68	timeout
06-21 22:00	BTC	Buy	63972.2→63648.8	-3.03	timeout
06-20 23:34	BTC	Buy	63338.2→64237.8	+6.62	timeout
06-20 22:26	BTC	Buy	63261.2→64152.8	+6.54	timeout
06-20 21:19	BTC	Buy	63230.2→63936.8	+5.12	timeout
06-20 20:05	BTC	Buy	63013.2→63902.8	+6.61	timeout
06-20 18:55	BTC	Buy	63047.2→63756.8	+5.19	timeout
06-19 21:35	BTC	Buy	62960.1→63093.8	+0.57	timeout
06-19 20:34	BTC	Buy	63122.2→63025.8	-1.26	timeout
06-19 19:34	BTC	Buy	62825.1→62944.9	+0.47	timeout
06-19 18:33	BTC	Buy	62753.1→63103.8	+2.32	timeout
06-19 17:09	BTC	Buy	62548.1→62978.9	+3.00	timeout
06-18 15:57	BTC	Buy	63897.2→62320.7	-12.73	stop_loss
06-18 15:40	BTC	Buy	64194.2→62601.6	-12.63	stop_loss
06-18 15:40	BTC	Buy	64264.2→62673.5	-12.59	stop_loss
06-18 15:36	BTC	Buy	64624.2→63035.3	-12.55	stop_loss
06-18 15:36	BTC	Buy	64641.2→63051.3	-12.57	stop_loss
06-18 08:51	BTC	Buy	64933.2→64452.8	-4.25	timeout
06-17 19:41	BTC	Buy	65756.3→64132.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65802.3→64183.7	-12.74	stop_loss
06-17 19:40	BTC	Buy	65813.3→64191.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	65882.3→64246.6	-12.86	stop_loss
06-17 06:46	BTC	Buy	66423.3→65583.7	-6.75	timeout
06-17 03:39	BTC	Buy	66027.3→65786.7	-2.31	timeout
06-17 02:33	BTC	Buy	65874.3→65967.7	+0.21	timeout
06-17 01:26	BTC	Buy	66302.3→65501.7	-6.50	timeout
06-17 00:27	BTC	Buy	66279.3→65677.7	-5.04	timeout
06-16 05:06	BTC	Buy	65592.3→65878.7	+1.79	timeout
06-16 01:42	BTC	Buy	65637.3→66335.7	+4.85	timeout
06-16 00:41	BTC	Buy	65481.3→66393.7	+6.52	timeout
06-15 23:37	BTC	Buy	65641.3→66131.7	+3.31	timeout
06-15 22:30	BTC	Buy	65245.3→66106.7	+6.11	timeout
06-15 04:17	BTC	Buy	64485.2→65699.7	+8.94	timeout
06-15 00:54	BTC	Buy	64522.2→65531.7	+7.34	timeout
06-14 23:49	BTC	Buy	64388.2→65610.7	+9.03	timeout
06-14 22:43	BTC	Buy	64484.2→65366.7	+6.35	timeout
06-14 21:38	BTC	Buy	64295.2→64867.8	+3.95	timeout
06-14 00:56	BTC	Buy	63608.2→64528.8	+6.83	timeout
06-13 23:49	BTC	Buy	63521.2→64382.8	+6.35	timeout
06-13 22:42	BTC	Buy	63493.2→64484.8	+7.33	timeout
06-13 21:40	BTC	Buy	63541.2→64322.8	+5.67	timeout
06-13 20:37	BTC	Buy	63520.2→64218.8	+5.03	timeout
06-12 21:06	BTC	Buy	63446.2→63452.8	-0.44	timeout
06-12 20:01	BTC	Buy	63570.2→63584.8	-0.35	timeout
06-12 18:56	BTC	Buy	63470.2→63734.8	+1.63	timeout
06-12 17:50	BTC	Buy	63474.2→63809.8	+2.18	timeout
06-12 16:50	BTC	Buy	62579.1→63935.8	+10.37	timeout
06-11 20:03	BTC	Buy	61825.1→63613.8	+13.89	timeout
06-11 18:56	BTC	Buy	61730.1→63502.8	+13.77	timeout
06-11 17:53	BTC	Buy	61828.1→63452.8	+12.59	timeout
06-11 16:47	BTC	Buy	62006.1→62600.9	+4.29	timeout
06-11 15:45	BTC	Buy	62372.1→62654.9	+1.68	timeout
06-10 18:43	BTC	Buy	61657.1→61747.9	+0.24	timeout
06-10 17:40	BTC	Buy	61782.1→61708.9	-1.08	timeout
06-10 16:39	BTC	Buy	60818→62258.9	+11.31	timeout
06-10 15:38	BTC	Buy	61195.1→62241.9	+8.05	timeout
06-10 14:37	BTC	Buy	61461.1→61846.9	+2.66	timeout
06-09 14:35	BTC	Buy	62944.1→61393.2	-12.77	stop_loss
06-09 14:18	BTC	Buy	63310.2→61753	-12.75	stop_loss
06-09 14:17	BTC	Buy	63354.2→61793	-12.77	stop_loss
06-09 14:16	BTC	Buy	63473.2→61908.9	-12.77	stop_loss
06-09 14:11	BTC	Buy	63578.2→62011.9	-12.77	stop_loss
06-09 08:01	BTC	Buy	63174.2→63122.8	-0.88	timeout
06-09 06:59	BTC	Buy	62958.1→63273.8	+2.00	timeout

Paper vs Live

Paper (trades.jsonl)

147

closed

46%

win rate

-383.25

total pnl ($)

-52.0 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	147	46%	-52.0	-383.25

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…