deribit_basis_crossover_long_v25 · strategy

155

closed trades

45%

win rate

-393.38

total pnl ($)

0.250

weight

7d window — n=38 wr=37% pnl=-177.62 · 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 23:34	BTC	Buy	59581→60235	+5.06	timeout
06-29 18:15	BTC	Buy	59616→60475	+6.60	timeout
06-29 17:03	BTC	Buy	59676→60105	+2.99	timeout
06-29 05:25	BTC	Buy	59827→59647	-1.98	timeout
06-28 22:53	BTC	Buy	60184→58901.1	-11.19	timeout
06-28 21:51	BTC	Buy	60159→59328	-7.37	timeout
06-28 16:52	BTC	Buy	60782→59634	-9.87	timeout
06-28 15:46	BTC	Buy	60732→59887	-7.41	timeout
06-28 05:01	BTC	Buy	60221→60103	-1.44	timeout
06-27 19:21	BTC	Buy	59921→60416	+3.72	timeout
06-27 18:20	BTC	Buy	60018→60493	+3.52	timeout
06-27 16:12	BTC	Buy	60133→60731	+4.56	timeout
06-27 15:08	BTC	Buy	59776→60647	+6.84	timeout
06-27 03:05	BTC	Buy	58676.9→60236	+12.84	timeout
06-26 18:21	BTC	Buy	59589→60002	+2.90	timeout
06-26 17:23	BTC	Buy	59452→60100	+4.91	timeout
06-26 15:15	BTC	Buy	59022→59790	+5.98	timeout
06-26 13:19	BTC	Buy	60002→58522.8	-12.79	stop_loss
06-26 02:21	BTC	Buy	59802→58326.9	-12.76	stop_loss
06-26 02:16	BTC	Buy	59946→58467.8	-12.76	stop_loss
06-25 13:58	BTC	Buy	59561→58096	-12.67	stop_loss
06-25 13:55	BTC	Buy	59887→58391.9	-12.86	stop_loss
06-25 13:55	BTC	Buy	59869→58391.9	-12.70	stop_loss
06-25 13:48	BTC	Buy	60823→59317.4	-12.76	stop_loss
06-25 13:48	BTC	Buy	60889→59376.3	-12.81	stop_loss
06-24 14:13	BTC	Buy	62619.1→61079.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62675.1→61126.4	-12.80	stop_loss
06-24 13:44	BTC	Buy	62912.1→61359.2	-12.79	stop_loss
06-24 13:15	BTC	Buy	62114.1→61997.9	-1.39	timeout
06-24 12:13	BTC	Buy	62385.1→62810.9	+2.96	timeout
06-24 11:06	BTC	Buy	62304.1→62339.9	-0.18	timeout
06-24 09:56	BTC	Buy	62358.1→62680.9	+2.08	timeout
06-24 08:55	BTC	Buy	62377.1→62769.9	+2.62	timeout
06-23 08:17	BTC	Buy	63934.2→62361.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63968.2→62385.7	-12.84	stop_loss
06-23 08:17	BTC	Buy	64026.2→62451.6	-12.77	stop_loss
06-23 06:20	BTC	Buy	64419.2→62833.4	-12.77	stop_loss
06-23 06:20	BTC	Buy	64421.2→62836.4	-12.76	stop_loss
06-22 22:59	BTC	Buy	63766.2→63960.8	+1.07	timeout
06-22 21:56	BTC	Buy	63744.2→64245.8	+3.48	timeout
06-22 20:54	BTC	Buy	63786.2→64398.8	+4.34	timeout
06-22 19:54	BTC	Buy	64183.2→64434.8	+1.47	timeout
06-22 18:51	BTC	Buy	64139.2→64411.8	+1.63	timeout
06-21 22:43	BTC	Buy	64229.2→63647.8	-4.95	timeout
06-21 21:39	BTC	Buy	63925.2→63888.8	-0.74	timeout
06-21 20:39	BTC	Buy	63849.2→63977.8	+0.55	timeout
06-21 19:35	BTC	Buy	63853.2→64159.8	+1.97	timeout
06-21 18:36	BTC	Buy	63831.2→64135.8	+1.98	timeout
06-20 21:43	BTC	Buy	63099.2→63979.8	+6.54	timeout
06-20 20:42	BTC	Buy	63040.2→63863.8	+6.11	timeout
06-20 19:37	BTC	Buy	62956.1→63848.8	+6.66	timeout
06-20 18:35	BTC	Buy	63159.2→63797.8	+4.62	timeout
06-20 17:29	BTC	Buy	62888.1→63891.8	+7.51	timeout
06-19 20:39	BTC	Buy	63113.2→63020.8	-1.22	timeout
06-19 19:38	BTC	Buy	62828.1→62982.9	+0.75	timeout
06-19 18:37	BTC	Buy	62803.1→63061.8	+1.60	timeout
06-19 17:33	BTC	Buy	62718.1→62973.9	+1.59	timeout
06-19 16:54	BTC	Buy	62645.1→63041.8	+2.73	timeout
06-18 15:57	BTC	Buy	63861.2→62288.7	-12.62	stop_loss
06-18 15:51	BTC	Buy	64122.2→62524.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64348.2→62765.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64351.2→62767.5	-12.51	stop_loss
06-18 15:37	BTC	Buy	64517.2→62930.4	-12.52	stop_loss
06-18 04:11	BTC	Buy	65370.3→63742.9	-12.91	stop_loss
06-17 19:50	BTC	Buy	65679.3→64055.8	-12.81	stop_loss
06-17 19:40	BTC	Buy	65808.3→64189.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65893.3→64258.6	-12.86	stop_loss
06-17 19:29	BTC	Buy	65882.3→64258.6	-12.78	stop_loss
06-17 16:36	BTC	Buy	65744.3→65988.7	+1.35	timeout
06-17 15:34	BTC	Buy	65833.3→65378.7	-3.87	timeout
06-17 14:30	BTC	Buy	65584.3→65250.7	-3.00	timeout
06-17 00:43	BTC	Buy	66409.3→65794.7	-5.12	timeout
06-16 22:42	BTC	Buy	66258.3→65717.7	-4.61	timeout
06-16 15:32	BTC	Buy	66691.3→65801.7	-7.19	timeout
06-16 14:30	BTC	Buy	66472.3→65559.7	-7.40	timeout
06-16 13:38	BTC	Buy	66703.3→66012.7	-5.71	timeout
06-15 23:49	BTC	Buy	65638.3→66240.7	+4.14	timeout
06-15 21:40	BTC	Buy	65003.3→66394.7	+10.20	timeout
06-15 13:25	BTC	Buy	64071.2→66883.7	+21.51	take_profit
06-15 13:20	BTC	Buy	64035.2→66846.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63788.2→66596.7	+21.58	take_profit
06-14 23:24	BTC	Buy	64510.2→65548.7	+7.56	timeout
06-14 21:20	BTC	Buy	64219.2→64780.8	+3.90	timeout
06-14 20:13	BTC	Buy	64247.2→63798.8	-3.99	timeout
06-14 19:14	BTC	Buy	64159.2→63778.8	-3.49	timeout
06-14 16:07	BTC	Buy	64014.2→64009.8	-0.58	timeout
06-13 23:09	BTC	Buy	63437.2→64413.8	+7.23	timeout
06-13 21:02	BTC	Buy	63468.2→64280.8	+5.93	timeout
06-13 19:56	BTC	Buy	63615.2→64295.8	+4.90	timeout
06-13 18:55	BTC	Buy	63768.2→64078.8	+1.98	timeout
06-13 15:54	BTC	Buy	63842.2→64284.8	+2.87	timeout
06-12 22:48	BTC	Buy	63449.2→63488.8	-0.19	timeout
06-12 20:41	BTC	Buy	63328.2→63525.8	+1.09	timeout
06-12 19:37	BTC	Buy	63736.2→63776.8	-0.14	timeout
06-12 18:32	BTC	Buy	63387.2→63774.8	+2.59	timeout
06-12 15:42	BTC	Buy	62788.1→63841.8	+7.86	timeout
06-11 22:21	BTC	Buy	61245.1→63594.8	+18.60	timeout
06-11 19:11	BTC	Buy	61849.1→63365.8	+11.68	timeout
06-11 18:07	BTC	Buy	61972.1→63360.8	+10.65	timeout
06-11 17:03	BTC	Buy	62295.1→62512.9	+1.23	timeout

Paper vs Live

Paper (trades.jsonl)

155

closed

45%

win rate

-393.38

total pnl ($)

-50.6 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	155	45%	-50.6	-393.38

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…