deribit_basis_crossover_long_v5 · strategy

closed trades

34%

win rate

-476.42

total pnl ($)

0.250

weight

7d window — n=19 wr=21% pnl=-152.37 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:57	BTC	Buy	59972→58434.8	-13.24	stop_loss
06-30 12:25	BTC	Buy	60269→58720.7	-13.28	stop_loss
06-29 19:24	BTC	Buy	60353→60388	-0.46	timeout
06-28 22:53	BTC	Buy	60433→58875.6	-13.35	stop_loss
06-28 22:43	BTC	Buy	60589→59038.5	-13.27	stop_loss
06-28 19:46	BTC	Buy	60859→59301.4	-13.22	stop_loss
06-27 20:13	BTC	Buy	59530→60236	+5.59	timeout
06-27 18:13	BTC	Buy	59389→60512	+9.04	timeout
06-27 16:11	BTC	Buy	59756→60725	+7.78	timeout
06-27 14:15	BTC	Buy	59234→60598	+11.05	timeout
06-25 13:57	BTC	Buy	59828→58293.9	-13.21	stop_loss
06-25 13:48	BTC	Buy	60894→59335.3	-13.22	stop_loss
06-25 13:48	BTC	Buy	61046.1→59483.3	-13.22	stop_loss
06-25 13:48	BTC	Buy	61062.1→59499.3	-13.22	stop_loss
06-24 16:51	BTC	Buy	61303.1→59731.1	-13.25	stop_loss
06-24 15:30	BTC	Buy	62321.1→60724.6	-13.19	stop_loss
06-24 15:28	BTC	Buy	62377.1→60775.6	-13.23	stop_loss
06-24 15:28	BTC	Buy	62379.1→60775.6	-13.24	stop_loss
06-24 13:57	BTC	Buy	62802.1→61194.3	-13.24	stop_loss
06-23 08:17	BTC	Buy	63976.2→62337.7	-13.27	stop_loss
06-23 06:21	BTC	Buy	64310.2→62664.5	-13.26	stop_loss
06-23 06:18	BTC	Buy	64629.2→62975.3	-13.26	stop_loss
06-23 06:18	BTC	Buy	64689.2→63033.3	-13.27	stop_loss
06-22 22:42	BTC	Buy	64229.2→63941.8	-2.70	timeout
06-22 20:39	BTC	Buy	63846.2→64463.8	+4.34	timeout
06-22 18:37	BTC	Buy	63832.2→64587.8	+5.35	timeout
06-22 16:37	BTC	Buy	63903.2→64645.8	+5.35	timeout
06-20 22:24	BTC	Buy	62820.1→64132.8	+10.00	timeout
06-20 20:22	BTC	Buy	63114.2→63917.8	+5.98	timeout
06-20 18:19	BTC	Buy	62852.1→63825.8	+7.28	timeout
06-20 16:18	BTC	Buy	62598.1→64021.8	+10.74	timeout
06-18 15:57	BTC	Buy	63899.2→62255.7	-13.18	stop_loss
06-18 15:51	BTC	Buy	64240.2→62596.6	-12.96	stop_loss
06-18 15:36	BTC	Buy	64701.2→63045.3	-13.20	stop_loss
06-18 15:17	BTC	Buy	64981.2→63308.2	-13.30	stop_loss
06-18 05:08	BTC	Buy	65296.3→63622	-13.29	stop_loss
06-17 19:42	BTC	Buy	65794.3→64108.7	-13.30	stop_loss
06-17 11:05	BTC	Buy	66322.3→64625.4	-13.32	stop_loss
06-17 11:02	BTC	Buy	66391.3→64676.4	-13.49	stop_loss
06-17 08:31	BTC	Buy	66808.3→65094.2	-13.26	stop_loss
06-16 14:23	BTC	Buy	67203.4→65484	-13.32	stop_loss
06-16 11:47	BTC	Buy	64577.2→66367.7	+13.24	timeout
06-15 23:33	BTC	Buy	64429.2→66207.7	+13.26	timeout
06-15 15:47	BTC	Buy	64253.2→67149.6	+22.12	take_profit
06-15 15:47	BTC	Buy	64142.2→67026.6	+22.07	take_profit
06-14 10:04	BTC	Buy	63706.2→64533.8	+5.97	timeout
06-13 21:28	BTC	Buy	63430.2→64228.8	+5.80	timeout
06-13 19:25	BTC	Buy	63635.2→64164.8	+3.71	timeout
06-13 17:21	BTC	Buy	62344.1→64012.8	+12.93	timeout
06-12 08:16	BTC	Buy	61658.1→63355.8	+13.11	timeout
06-11 19:49	BTC	Buy	61796.1→63654.8	+14.33	timeout
06-11 17:48	BTC	Buy	61585.1→63461.8	+14.61	timeout
06-11 15:45	BTC	Buy	61299.1→62568.9	+9.72	timeout
06-09 14:46	BTC	Buy	62795.1→61188.3	-13.27	stop_loss
06-09 14:46	BTC	Buy	62802.1→61193.3	-13.29	stop_loss
06-09 14:46	BTC	Buy	62822.1→61213.3	-13.28	stop_loss
06-09 14:35	BTC	Buy	63019.2→61406.2	-13.27	stop_loss
06-07 22:15	BTC	Buy	61250.1→64000.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60988→63726.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60776→63504.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60720→63446.8	+22.02	take_profit
06-06 04:34	BTC	Buy	60991→59430.3	-13.25	stop_loss
06-06 04:34	BTC	Buy	61053.1→59490.3	-13.25	stop_loss
06-06 04:14	BTC	Buy	61642.1→60060.9	-13.28	stop_loss
06-05 21:04	BTC	Buy	59203→61860.9	+22.00	take_profit
06-05 18:52	BTC	Buy	60825→59268.4	-13.25	stop_loss
06-05 18:52	BTC	Buy	60985→59424.3	-13.25	stop_loss
06-05 14:26	BTC	Buy	61912.1→60327.8	-13.24	stop_loss
06-05 14:04	BTC	Buy	62175.1→60583.7	-13.25	stop_loss
06-05 13:56	BTC	Buy	62587.1→60985.4	-13.25	stop_loss
06-05 06:24	BTC	Buy	62728.1→61121.4	-13.20	stop_loss
06-05 06:22	BTC	Buy	63026.2→61413.2	-13.16	stop_loss
06-05 06:17	BTC	Buy	63462.2→61838	-13.20	stop_loss
06-05 06:03	BTC	Buy	63647.2→62010.9	-13.24	stop_loss
06-04 09:29	BTC	Buy	64372.2→62724.5	-13.24	stop_loss
06-04 01:16	BTC	Buy	64565.2→62912.4	-13.25	stop_loss
06-04 00:29	BTC	Buy	65037.3→63373.1	-13.24	stop_loss
06-03 20:55	BTC	Buy	66356.3→64652.4	-13.33	stop_loss
06-03 20:43	BTC	Buy	66860.3→65148.2	-13.31	stop_loss
06-03 19:53	BTC	Buy	67164.4→65445	-13.29	stop_loss
06-03 19:52	BTC	Buy	67175.4→65456	-13.27	stop_loss
06-03 03:49	BTC	Buy	67362.4→65635.9	-13.27	stop_loss
06-03 03:49	BTC	Buy	67387.4→65657.9	-13.29	stop_loss
06-02 14:27	BTC	Buy	69504.5→67725.7	-13.25	stop_loss
06-02 14:22	BTC	Buy	69850.5→68062.5	-13.26	stop_loss
06-02 14:09	BTC	Buy	70222.5→68410.4	-13.38	stop_loss
06-02 12:18	BTC	Buy	71006.6→69188.9	-13.30	stop_loss
06-01 15:32	BTC	Buy	74123.7→71299.8	-19.71	stop_loss
06-01 15:32	BTC	Buy	74154.7→71299.8	-19.92	stop_loss
06-01 15:32	BTC	Buy	73787.7→71299.8	-17.56	stop_loss
06-01 15:32	BTC	Buy	73927.7→71299.8	-18.52	stop_loss
05-30 20:28	BTC	Buy	73609.7→73926.3	+1.47	timeout
05-30 18:09	BTC	Buy	73666.7→73986.3	+1.49	timeout
05-30 15:52	BTC	Buy	72927.6→73889.3	+5.85	timeout
05-30 13:36	BTC	Buy	72879.6→73657.3	+4.78	timeout
05-30 11:27	BTC	Buy	73324.7→73561.3	+1.05	timeout

Paper vs Live

Paper (trades.jsonl)

closed

34%

win rate

-476.42

total pnl ($)

-98.6 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	96	34%	-98.6	-476.42

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…