deribit_basis_crossover_long_v3 · strategy

closed trades

40%

win rate

-368.59

total pnl ($)

0.412

weight

7d window — n=18 wr=33% pnl=-113.93 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 22:13	BTC	Buy	60110→60408	+2.03	timeout
06-29 20:13	BTC	Buy	60253→60447	+0.86	timeout
06-28 22:52	BTC	Buy	60500→59012.5	-12.80	stop_loss
06-28 19:46	BTC	Buy	60822→59323.4	-12.74	stop_loss
06-27 21:27	BTC	Buy	59634→60400	+6.11	timeout
06-27 19:22	BTC	Buy	59207→60415	+9.83	timeout
06-27 17:23	BTC	Buy	59478→60562	+8.65	timeout
06-27 15:08	BTC	Buy	59247→60674	+11.60	timeout
06-25 13:59	BTC	Buy	59528→58060.1	-12.70	stop_loss
06-25 13:57	BTC	Buy	59779→58300.9	-12.73	stop_loss
06-25 13:48	BTC	Buy	60863→59364.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	61006.1→59505.3	-12.70	stop_loss
06-24 15:30	BTC	Buy	62277.1→60743.6	-12.68	stop_loss
06-24 15:08	BTC	Buy	62354.1→60816.5	-12.71	stop_loss
06-24 14:19	BTC	Buy	62454.1→60882.5	-13.00	stop_loss
06-24 14:17	BTC	Buy	62538.1→61000.4	-12.71	stop_loss
06-23 08:19	BTC	Buy	63901.2→62329.7	-12.74	stop_loss
06-23 08:17	BTC	Buy	63972.2→62393.7	-12.80	stop_loss
06-23 06:21	BTC	Buy	64237.2→62656.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64350.2→62766.5	-12.77	stop_loss
06-23 00:11	BTC	Buy	64236.2→63912.8	-2.95	timeout
06-22 22:06	BTC	Buy	64009.2→64294.8	+1.78	timeout
06-22 20:11	BTC	Buy	63944.2→64480.8	+3.70	timeout
06-22 18:11	BTC	Buy	63837.2→64644.8	+5.74	timeout
06-20 22:49	BTC	Buy	62820.1→64249.8	+10.92	timeout
06-20 20:37	BTC	Buy	63103.2→63843.8	+5.47	timeout
06-20 18:31	BTC	Buy	62758.1→63813.8	+7.98	timeout
06-20 16:44	BTC	Buy	62717.1→63971.8	+9.44	timeout
06-18 15:51	BTC	Buy	64168.2→62590.6	-12.49	stop_loss
06-18 15:38	BTC	Buy	64406.2→62822.4	-12.47	stop_loss
06-18 15:18	BTC	Buy	64689.2→63091.3	-12.39	stop_loss
06-18 15:17	BTC	Buy	64904.2→63308.2	-12.31	stop_loss
06-17 19:29	BTC	Buy	65937.3→64312.6	-12.79	stop_loss
06-17 19:29	BTC	Buy	66029.3→64405.6	-12.77	stop_loss
06-17 08:39	BTC	Buy	66622.3→64984.2	-12.81	stop_loss
06-17 07:54	BTC	Buy	66829.3→65182.1	-12.79	stop_loss
06-16 14:31	BTC	Buy	67070.4→65418	-12.84	stop_loss
06-16 11:49	BTC	Buy	64572.2→66374.7	+13.35	timeout
06-15 15:47	BTC	Buy	64252.2→67072.6	+21.49	take_profit
06-15 15:46	BTC	Buy	64162.2→66980.7	+21.51	take_profit
06-15 13:19	BTC	Buy	63987.2→66796.7	+21.54	take_profit
06-14 10:32	BTC	Buy	63609.2→64570.8	+7.05	timeout
06-13 20:27	BTC	Buy	63405.2→64219.8	+5.96	timeout
06-13 18:25	BTC	Buy	63388.2→64097.8	+5.11	timeout
06-13 16:25	BTC	Buy	62585.1→63954.8	+10.59	timeout
06-12 08:16	BTC	Buy	61661.1→63357.8	+13.07	timeout
06-11 19:20	BTC	Buy	61787.1→63669.8	+14.53	timeout
06-11 17:18	BTC	Buy	61762.1→62413.9	+4.64	timeout
06-11 15:18	BTC	Buy	61563.1→62592.9	+7.72	timeout
06-09 15:56	BTC	Buy	62571.1→61031.4	-12.76	stop_loss
06-09 14:36	BTC	Buy	62925.1→61376.2	-12.78	stop_loss
06-09 14:21	BTC	Buy	63169.2→61613.1	-12.78	stop_loss
06-09 14:21	BTC	Buy	63177.2→61623.1	-12.76	stop_loss
06-09 09:59	BTC	Buy	62509.1→62684.9	+1.01	timeout
06-07 22:15	BTC	Buy	61133.1→63816.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60919→63593.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60836→63506.8	+21.52	take_profit
06-07 08:46	BTC	Buy	60093→62743.9	+21.63	take_profit
06-06 04:33	BTC	Buy	61120.1→59617.2	-12.75	stop_loss
06-06 04:27	BTC	Buy	61403.1→59869.1	-12.94	stop_loss
06-06 04:11	BTC	Buy	61762.1→60242.8	-12.76	stop_loss
06-05 21:15	BTC	Buy	59388→61994.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60736→59241.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61358.1→59849.1	-12.75	stop_loss
06-05 14:26	BTC	Buy	61846.1→60321.8	-12.77	stop_loss
06-05 13:57	BTC	Buy	62402.1→60866.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62551.1→61011.4	-12.77	stop_loss
06-05 13:52	BTC	Buy	62593.1→61049.4	-12.79	stop_loss
06-05 06:19	BTC	Buy	63290.2→61731	-12.72	stop_loss
06-05 06:01	BTC	Buy	63669.2→62103.8	-12.68	stop_loss
06-04 09:30	BTC	Buy	64271.2→62690.5	-12.74	stop_loss
06-04 01:16	BTC	Buy	64435.2→62850.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65049.3→63449.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66364.3→64732.4	-12.79	stop_loss
06-03 20:46	BTC	Buy	66673.3→65025.2	-12.86	stop_loss
06-03 20:45	BTC	Buy	66728.3→65087.2	-12.80	stop_loss
06-03 16:27	BTC	Buy	67177.4→65524.9	-12.77	stop_loss
06-03 03:39	BTC	Buy	67584.4→65918.7	-12.78	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 14:01	BTC	Buy	70371.5→68641.2	-12.76	stop_loss
06-02 12:30	BTC	Buy	70917.5→69163.9	-12.88	stop_loss
06-02 12:17	BTC	Buy	70964.5→69216.9	-12.81	stop_loss
06-01 15:25	BTC	Buy	74154.7→71111.9	-21.19	stop_loss
06-01 15:25	BTC	Buy	73787.7→71111.9	-18.83	stop_loss
06-01 15:25	BTC	Buy	73935.7→71111.9	-19.82	stop_loss
06-01 15:25	BTC	Buy	73927.7→71111.9	-19.79	stop_loss
05-30 19:29	BTC	Buy	73530.7→73962.3	+2.26	timeout
05-30 17:10	BTC	Buy	73457.7→73840.3	+1.93	timeout
05-30 14:56	BTC	Buy	73002.6→73888.3	+5.36	timeout
05-30 12:36	BTC	Buy	73361.7→73641.3	+1.37	timeout
05-30 10:34	BTC	Buy	73394.7→73601.3	+0.85	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-368.59

total pnl ($)

-80.6 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	91	40%	-80.6	-368.59

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 00:52	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…