deribit_basis_crossover_long_v27 · strategy

closed trades

43%

win rate

-223.97

total pnl ($)

0.522

weight

7d window — n=25 wr=40% pnl=-116.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 89 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:17	BTC	Buy	59218→60538	+10.76	timeout
06-27 18:16	BTC	Buy	59436→60519	+8.71	timeout
06-27 17:05	BTC	Buy	59156→60498	+10.86	timeout
06-27 15:49	BTC	Buy	59251→60765	+12.36	timeout
06-27 14:47	BTC	Buy	59420→60625	+9.68	timeout
06-25 13:48	BTC	Buy	60748→59250.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60846→59347.3	-12.73	stop_loss
06-25 13:48	BTC	Buy	60847→59350.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	61010.1→59505.3	-12.73	stop_loss
06-25 13:48	BTC	Buy	61054.1→59552.2	-12.70	stop_loss
06-24 15:30	BTC	Buy	62295.1→60762.6	-12.67	stop_loss
06-24 14:19	BTC	Buy	62410.1→60875.5	-12.72	stop_loss
06-24 14:19	BTC	Buy	62500.1→60961.5	-12.74	stop_loss
06-24 14:17	BTC	Buy	62555.1→61016.4	-12.73	stop_loss
06-24 13:44	BTC	Buy	62921.1→61368.2	-12.79	stop_loss
06-23 06:21	BTC	Buy	64269.2→62688.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64329.2→62747.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64405.2→62812.4	-12.83	stop_loss
06-23 06:20	BTC	Buy	64463.2→62874.4	-12.79	stop_loss
06-23 06:20	BTC	Buy	64461.2→62874.4	-12.78	stop_loss
06-22 21:04	BTC	Buy	63927.2→64417.8	+3.37	timeout
06-22 20:02	BTC	Buy	63914.2→64578.8	+4.69	timeout
06-22 19:04	BTC	Buy	63835.2→64311.8	+3.19	timeout
06-22 18:02	BTC	Buy	63852.2→64596.8	+5.25	timeout
06-22 16:56	BTC	Buy	63969.2→64741.8	+5.57	timeout
06-20 20:15	BTC	Buy	63140.2→63934.8	+5.91	timeout
06-20 19:15	BTC	Buy	62642.1→63882.8	+9.48	timeout
06-20 18:15	BTC	Buy	62671.1→63800.8	+8.55	timeout
06-20 17:16	BTC	Buy	62488.1→63846.8	+10.39	timeout
06-20 16:40	BTC	Buy	62665.1→64000.8	+10.08	timeout
06-18 15:36	BTC	Buy	64641.2→63051.3	-12.32	stop_loss
06-18 15:18	BTC	Buy	64684.2→63090.3	-12.33	stop_loss
06-18 15:17	BTC	Buy	64898.2→63301.2	-12.28	stop_loss
06-18 15:17	BTC	Buy	64992.2→63389.1	-12.29	stop_loss
06-18 15:16	BTC	Buy	65018.3→63418.1	-12.34	stop_loss
06-17 11:04	BTC	Buy	66294.3→64664.4	-12.90	stop_loss
06-17 10:04	BTC	Buy	66402.3→64767.4	-12.91	stop_loss
06-17 08:40	BTC	Buy	66533.3→64897.3	-12.78	stop_loss
06-17 08:31	BTC	Buy	66784.3→65142.2	-12.80	stop_loss
06-17 07:54	BTC	Buy	66832.3→65184.1	-12.75	stop_loss
06-16 09:48	BTC	Buy	64553.2→66554.7	+14.99	timeout
06-15 15:47	BTC	Buy	64273.2→67096.6	+21.48	take_profit
06-15 15:47	BTC	Buy	64256.2→67078.6	+21.47	take_profit
06-15 15:46	BTC	Buy	64159.2→66975.7	+21.46	take_profit
06-15 13:16	BTC	Buy	63927.2→66733.7	+21.54	take_profit
06-14 09:05	BTC	Buy	63425.2→64448.8	+7.51	timeout
06-13 19:23	BTC	Buy	63677.2→64151.8	+3.27	timeout
06-13 18:18	BTC	Buy	63546.2→64061.8	+3.56	timeout
06-13 17:12	BTC	Buy	62495.1→63933.8	+11.06	timeout
06-13 16:08	BTC	Buy	62772.1→64037.8	+9.60	timeout
06-12 08:15	BTC	Buy	61610.1→63273.8	+12.81	timeout
06-11 19:15	BTC	Buy	61728.1→63523.8	+13.83	timeout
06-11 17:14	BTC	Buy	61633.1→62432.9	+5.92	timeout
06-11 16:12	BTC	Buy	61088.1→62729.9	+12.69	timeout
06-11 15:11	BTC	Buy	61624.1→62705.9	+8.14	timeout
06-09 20:37	BTC	Buy	61741.1→62016.9	+2.06	timeout
06-09 18:26	BTC	Buy	62189.1→61652.9	-4.90	timeout
06-09 14:29	BTC	Buy	63051.2→61500.2	-12.77	stop_loss
06-09 14:19	BTC	Buy	63269.2→61712	-12.76	stop_loss
06-09 14:17	BTC	Buy	63367.2→61807	-12.76	stop_loss
06-09 06:50	BTC	Buy	62106.1→63271.8	+8.83	timeout
06-09 05:47	BTC	Buy	61794.1→63374.8	+12.29	timeout
06-07 22:14	BTC	Buy	60725→63390.8	+21.52	take_profit
06-07 20:25	BTC	Buy	60879→61715.9	+6.49	timeout
06-07 18:22	BTC	Buy	60402→62164.9	+14.23	timeout
06-07 06:36	BTC	Buy	59595→62211.9	+21.56	take_profit
06-07 05:18	BTC	Buy	59512→62126.9	+21.55	take_profit
06-06 04:14	BTC	Buy	61540.1→60025	-12.76	stop_loss
06-06 04:13	BTC	Buy	61633.1→60108.9	-12.82	stop_loss
06-05 18:52	BTC	Buy	60831→59335.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	60995→59495.3	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60449.7	-12.76	stop_loss
06-05 13:59	BTC	Buy	62200.1→60670.6	-12.75	stop_loss
06-05 13:49	BTC	Buy	62913.1→61366.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62808.1→61263.3	-12.69	stop_loss
06-05 06:19	BTC	Buy	63289.2→61731	-12.68	stop_loss
06-05 06:03	BTC	Buy	63590.2→62025.9	-12.68	stop_loss
06-05 06:03	BTC	Buy	63637.2→62071.8	-12.68	stop_loss
06-04 09:29	BTC	Buy	64307.2→62724.5	-12.75	stop_loss
06-04 09:26	BTC	Buy	64471.2→62885.4	-12.74	stop_loss
06-04 02:03	BTC	Buy	63040.2→61490.2	-12.74	stop_loss
06-04 01:49	BTC	Buy	64084.2→62508.6	-12.74	stop_loss
06-04 00:29	BTC	Buy	65119.3→63518	-12.74	stop_loss
06-04 00:25	BTC	Buy	65509.3→63897.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66387.3→64744.4	-12.87	stop_loss
06-03 20:55	BTC	Buy	66517.3→64881.3	-12.80	stop_loss
06-03 20:55	BTC	Buy	66595.3→64950.3	-12.85	stop_loss
06-03 16:27	BTC	Buy	67201.4→65547.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67302.4→65645.9	-12.79	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-223.97

total pnl ($)

-50.5 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	89	43%	-50.5	-223.97

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…