deribit_basis_crossover_long_v23 · strategy

closed trades

31%

win rate

-362.50

total pnl ($)

0.330

weight

7d window — n=19 wr=26% pnl=-154.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 85 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:43	BTC	Buy	60522→59032.5	-12.77	stop_loss
06-28 18:40	BTC	Buy	59412→59556	+0.83	timeout
06-28 17:18	BTC	Buy	59468→59589	+0.66	timeout
06-28 16:05	BTC	Buy	59443→59887	+3.15	timeout
06-28 15:17	BTC	Buy	58931.9→60024	+8.71	timeout
06-27 18:00	BTC	Buy	59423→60494	+8.59	timeout
06-25 13:55	BTC	Buy	59879→58405.9	-12.66	stop_loss
06-25 13:55	BTC	Buy	59863→58390.9	-12.65	stop_loss
06-25 13:48	BTC	Buy	60769→59273.4	-12.68	stop_loss
06-25 13:48	BTC	Buy	60955→59456.3	-12.67	stop_loss
06-24 14:20	BTC	Buy	62368.1→60834.5	-12.50	stop_loss
06-24 14:19	BTC	Buy	62383.1→60841.5	-12.51	stop_loss
06-24 14:19	BTC	Buy	62408.1→60873.5	-12.44	stop_loss
06-24 14:17	BTC	Buy	62545.1→61000.4	-12.51	stop_loss
06-24 13:22	BTC	Buy	63368.2→61810	-12.54	stop_loss
06-23 08:24	BTC	Buy	63801.2→62226.8	-12.50	stop_loss
06-23 08:24	BTC	Buy	63821.2→62241.7	-12.52	stop_loss
06-23 08:17	BTC	Buy	64010.2→62435.6	-12.43	stop_loss
06-23 06:22	BTC	Buy	64100.2→62518.6	-12.56	stop_loss
06-21 20:45	BTC	Buy	63119.2→63926.8	+6.02	timeout
06-21 19:45	BTC	Buy	62911.1→64174.8	+9.64	timeout
06-21 18:45	BTC	Buy	62761.1→64142.8	+10.55	timeout
06-21 17:48	BTC	Buy	62632.1→64143.8	+11.62	timeout
06-21 17:05	BTC	Buy	62564.1→64147.8	+12.26	timeout
06-18 15:40	BTC	Buy	64277.2→62696.5	-12.51	stop_loss
06-18 15:40	BTC	Buy	64302.2→62720.5	-12.54	stop_loss
06-18 15:17	BTC	Buy	64828.2→63233.2	-12.36	stop_loss
06-18 15:17	BTC	Buy	64839.2→63241.2	-12.40	stop_loss
06-18 15:17	BTC	Buy	64938.2→63305.2	-12.66	stop_loss
06-17 21:42	BTC	Buy	65180.3→64270.8	-7.39	timeout
06-17 19:42	BTC	Buy	65725.3→64108.7	-12.73	stop_loss
06-17 08:51	BTC	Buy	66432.3→64798.3	-12.91	stop_loss
06-17 08:39	BTC	Buy	66623.3→64985.2	-12.87	stop_loss
06-17 08:39	BTC	Buy	66629.3→64989.2	-12.89	stop_loss
06-16 14:23	BTC	Buy	67197.4→65541.9	-12.84	stop_loss
06-15 13:20	BTC	Buy	64026.2→66838.7	+21.53	take_profit
06-15 13:18	BTC	Buy	63966.2→66774.7	+21.55	take_profit
06-15 12:40	BTC	Buy	63568.2→66361.7	+21.58	take_profit
06-15 11:23	BTC	Buy	63541.2→66331.7	+21.54	take_profit
06-14 21:06	BTC	Buy	63446.2→63992.8	+3.75	timeout
06-14 20:01	BTC	Buy	63570.2→63836.8	+1.52	timeout
06-12 17:56	BTC	Buy	61725.1→63805.8	+16.35	timeout
06-12 15:13	BTC	Buy	61657.1→64363.8	+21.29	take_profit
06-12 14:55	BTC	Buy	61244.1→63932.8	+21.27	take_profit
06-11 19:30	BTC	Buy	61185.1→63872.8	+21.24	take_profit
06-11 19:30	BTC	Buy	61177.1→63864.8	+21.24	take_profit
06-10 06:42	BTC	Buy	62176.1→62016.9	-1.53	timeout
06-09 15:56	BTC	Buy	62601.1→61061.4	-12.80	stop_loss
06-09 15:56	BTC	Buy	62600.1→61060.4	-12.80	stop_loss
06-09 14:30	BTC	Buy	63005.2→61454.2	-12.77	stop_loss
06-09 14:20	BTC	Buy	63212.2→61655.1	-12.77	stop_loss
06-07 22:14	BTC	Buy	60715→63380.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60716→63381.8	+21.53	take_profit
06-07 08:46	BTC	Buy	60060→62696.9	+21.53	take_profit
06-07 08:37	BTC	Buy	59970→62604.9	+21.55	take_profit
06-07 05:18	BTC	Buy	59444→62058.9	+21.59	take_profit
06-06 04:27	BTC	Buy	61308.1→59799.1	-12.76	stop_loss
06-06 04:12	BTC	Buy	61738.1→60218.9	-12.76	stop_loss
06-05 18:54	BTC	Buy	60659→59167.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60895→59397.3	-12.76	stop_loss
06-05 18:44	BTC	Buy	61222.1→59716.1	-12.75	stop_loss
06-05 15:39	BTC	Buy	61704.1→60184.9	-12.75	stop_loss
06-05 13:56	BTC	Buy	62432.1→60892.5	-12.79	stop_loss
06-05 13:49	BTC	Buy	62711.1→61168.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62733.1→61189.3	-12.76	stop_loss
06-05 13:49	BTC	Buy	62968.1→61419.2	-12.75	stop_loss
06-05 06:24	BTC	Buy	62624.1→61084.4	-12.66	stop_loss
06-05 06:23	BTC	Buy	62745.1→61175.3	-12.90	stop_loss
06-05 06:19	BTC	Buy	63330.2→61770	-12.69	stop_loss
06-05 06:17	BTC	Buy	63394.2→61835	-12.70	stop_loss
06-04 11:10	BTC	Buy	63790.2→62221.8	-12.72	stop_loss
06-04 10:27	BTC	Buy	64169.2→62587.6	-12.75	stop_loss
06-04 09:29	BTC	Buy	64358.2→62775.5	-12.74	stop_loss
06-04 01:22	BTC	Buy	64298.2→62716.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65077.3→63477.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65453.3→63843.9	-12.74	stop_loss
06-03 20:55	BTC	Buy	66384.3→64751.4	-12.79	stop_loss
06-03 20:55	BTC	Buy	66618.3→64979.2	-12.81	stop_loss
06-03 19:55	BTC	Buy	66847.3→65167.1	-13.07	stop_loss
06-03 19:54	BTC	Buy	66989.3→65324.1	-12.95	stop_loss
06-03 16:24	BTC	Buy	67300.4→65644.9	-12.78	stop_loss
06-03 03:50	BTC	Buy	67014.4→65365	-12.76	stop_loss
06-03 03:43	BTC	Buy	67537.4→65872.8	-12.78	stop_loss
06-02 19:32	BTC	Buy	68573.4→66643.3	-14.53	stop_loss
06-02 14:27	BTC	Buy	69198.5→67466.9	-12.97	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

31%

win rate

-362.50

total pnl ($)

-86.0 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	85	31%	-86.0	-362.50

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 18:25	BTC	Buy	circuit_breaker
06-28 17:14	BTC	Buy	circuit_breaker
06-28 15:56	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…