deribit_basis_crossover_long_v26 · strategy

151

closed trades

43%

win rate

-428.92

total pnl ($)

0.250

weight

7d window — n=36 wr=36% pnl=-149.89 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:50	BTC	Buy	60068→58587.8	-12.76	stop_loss
06-30 12:06	BTC	Buy	60463→58975.5	-12.74	stop_loss
06-30 12:06	BTC	Buy	60468→58979.5	-12.74	stop_loss
06-30 08:47	BTC	Buy	59890→59256	-5.74	timeout
06-30 06:41	BTC	Buy	60089→59535	-5.03	timeout
06-29 21:53	BTC	Buy	59324→60498	+9.29	timeout
06-29 19:44	BTC	Buy	59417→60438	+7.99	timeout
06-29 17:51	BTC	Buy	59541→60461	+7.13	timeout
06-29 07:12	BTC	Buy	60121→59987	-1.59	timeout
06-29 05:11	BTC	Buy	60016→59535	-4.46	timeout
06-28 20:54	BTC	Buy	60255→59629	-5.62	timeout
06-28 18:50	BTC	Buy	60505→59493	-8.78	timeout
06-28 16:47	BTC	Buy	60754→59635	-9.67	timeout
06-28 06:37	BTC	Buy	60268→59935	-3.21	timeout
06-28 04:37	BTC	Buy	60358→60089	-2.69	timeout
06-27 20:40	BTC	Buy	59646→60244	+4.62	timeout
06-27 18:34	BTC	Buy	59821→60500	+5.24	timeout
06-27 16:35	BTC	Buy	60299→60650	+2.49	timeout
06-27 06:10	BTC	Buy	59731→60095	+2.61	timeout
06-27 04:02	BTC	Buy	59830→60318	+3.63	timeout
06-26 19:42	BTC	Buy	59302→59921	+4.64	timeout
06-26 17:41	BTC	Buy	59580→59959	+2.64	timeout
06-26 15:39	BTC	Buy	59270→60398	+9.01	timeout
06-26 02:21	BTC	Buy	59834→58342.9	-12.91	stop_loss
06-26 02:16	BTC	Buy	59886→58412.9	-12.75	stop_loss
06-25 13:58	BTC	Buy	59564→58099	-12.67	stop_loss
06-25 13:51	BTC	Buy	60611→59119.5	-12.69	stop_loss
06-25 13:48	BTC	Buy	60821→59318.4	-12.77	stop_loss
06-25 13:48	BTC	Buy	60933→59422.3	-12.80	stop_loss
06-25 13:48	BTC	Buy	60935→59422.3	-12.81	stop_loss
06-24 15:28	BTC	Buy	62317.1→60784.6	-12.68	stop_loss
06-24 14:13	BTC	Buy	62664.1→61123.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62691.1→61149.4	-12.74	stop_loss
06-24 12:35	BTC	Buy	62346.1→62787.9	+3.09	timeout
06-24 10:35	BTC	Buy	62273.1→62547.9	+1.70	timeout
06-24 06:40	BTC	Buy	62936.1→62824.9	-1.39	timeout
06-23 08:24	BTC	Buy	63839.2→62267.7	-12.75	stop_loss
06-23 08:24	BTC	Buy	63848.2→62277.7	-12.74	stop_loss
06-23 06:21	BTC	Buy	64177.2→62595.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64222.2→62636.5	-12.81	stop_loss
06-23 06:20	BTC	Buy	64474.2→62888.4	-12.76	stop_loss
06-23 03:59	BTC	Buy	63952.2→64033.8	+0.19	timeout
06-23 01:55	BTC	Buy	64653.2→64092.8	-4.76	timeout
06-22 23:54	BTC	Buy	63307.2→64003.8	+5.12	timeout
06-22 21:53	BTC	Buy	63805.2→64225.8	+2.84	timeout
06-22 19:50	BTC	Buy	64192.2→64335.8	+0.63	timeout
06-22 03:26	BTC	Buy	64409.2→64321.8	-1.21	timeout
06-22 01:22	BTC	Buy	64224.2→64161.8	-1.01	timeout
06-21 23:18	BTC	Buy	64268.2→63690.8	-4.92	timeout
06-21 21:12	BTC	Buy	63937.2→63554.8	-3.44	timeout
06-21 19:08	BTC	Buy	63825.2→64136.8	+2.03	timeout
06-21 01:42	BTC	Buy	63517.2→64193.8	+4.82	timeout
06-20 23:39	BTC	Buy	63313.2→64290.8	+7.26	timeout
06-20 21:37	BTC	Buy	63106.2→63916.8	+5.99	timeout
06-20 19:37	BTC	Buy	62956.1→63847.8	+6.65	timeout
06-20 17:35	BTC	Buy	62998.1→63780.8	+5.75	timeout
06-20 01:29	BTC	Buy	62905.1→63446.8	+3.85	timeout
06-19 23:23	BTC	Buy	62817.1→63262.8	+3.07	timeout
06-19 21:18	BTC	Buy	63006.2→63228.8	+1.26	timeout
06-19 19:13	BTC	Buy	62642.1→63017.8	+2.52	timeout
06-19 17:09	BTC	Buy	62548.1→62963.9	+2.87	timeout
06-18 15:58	BTC	Buy	63799.2→62229.8	-12.57	stop_loss
06-18 15:40	BTC	Buy	64297.2→62715.5	-12.85	stop_loss
06-18 15:40	BTC	Buy	64303.2→62720.5	-12.87	stop_loss
06-18 15:39	BTC	Buy	64375.2→62790.4	-12.77	stop_loss
06-18 15:37	BTC	Buy	64441.2→62842.4	-12.95	stop_loss
06-18 13:04	BTC	Buy	64990.2→64295.8	-5.81	timeout
06-18 04:11	BTC	Buy	65366.3→63741.9	-12.88	stop_loss
06-17 19:42	BTC	Buy	65705.3→64089.7	-12.76	stop_loss
06-17 19:41	BTC	Buy	65786.3→64168.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65925.3→64264.6	-13.05	stop_loss
06-17 18:18	BTC	Buy	66091.3→65298.7	-6.55	timeout
06-17 16:09	BTC	Buy	65821.3→65791.7	-0.63	timeout
06-17 11:05	BTC	Buy	66131.3→64495.5	-12.90	stop_loss
06-16 23:52	BTC	Buy	66313.3→65627.7	-5.71	timeout
06-16 19:43	BTC	Buy	66666.3→65611.7	-8.45	timeout
06-16 17:35	BTC	Buy	66740.3→65779.7	-7.73	timeout
06-16 15:31	BTC	Buy	66669.3→65832.7	-6.80	timeout
06-16 13:23	BTC	Buy	66860.3→66074.7	-6.40	timeout
06-15 22:49	BTC	Buy	65400.3→66200.7	+5.63	timeout
06-15 15:46	BTC	Buy	64136.2→66954.7	+21.54	take_profit
06-15 13:16	BTC	Buy	63926.2→66733.7	+21.53	take_profit
06-15 12:50	BTC	Buy	63759.2→66562.7	+21.55	take_profit
06-15 12:35	BTC	Buy	64368.2→66217.7	+13.93	timeout
06-14 22:43	BTC	Buy	64484.2→65366.7	+6.35	timeout
06-14 18:38	BTC	Buy	64234.2→63743.8	-4.36	timeout
06-14 16:35	BTC	Buy	63965.2→64160.8	+1.03	timeout
06-14 14:34	BTC	Buy	64147.2→63959.8	-1.91	timeout
06-14 12:31	BTC	Buy	63955.2→64438.8	+3.34	timeout
06-13 22:13	BTC	Buy	63492.2→64368.8	+6.42	timeout
06-13 18:07	BTC	Buy	63768.2→64046.8	+1.71	timeout
06-13 15:55	BTC	Buy	63751.2→64290.8	+3.79	timeout
06-13 13:40	BTC	Buy	63374.2→64190.8	+5.94	timeout
06-13 11:28	BTC	Buy	63814.2→63937.8	+0.43	timeout
06-12 19:32	BTC	Buy	63875.2→63641.8	-2.28	timeout
06-12 17:28	BTC	Buy	62351.1→63743.8	+10.71	timeout
06-12 13:21	BTC	Buy	62976.1→63441.8	+3.17	timeout
06-12 11:08	BTC	Buy	63087.2→63786.8	+5.02	timeout
06-12 09:02	BTC	Buy	62908.1→63456.8	+3.84	timeout
06-11 18:37	BTC	Buy	61802.1→63483.8	+13.03	timeout

Paper vs Live

Paper (trades.jsonl)

151

closed

43%

win rate

-428.92

total pnl ($)

-56.5 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	43%	-56.5	-428.92

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…