deribit_basis_crossover_long_v6 · strategy

176

closed trades

41%

win rate

-612.34

total pnl ($)

0.582

weight

7d window — n=31 wr=45% pnl=-108.39 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:33	BTC	Buy	60119→59278	-7.59	timeout
06-28 21:33	BTC	Buy	60442→59695	-6.65	timeout
06-28 20:27	BTC	Buy	60231→59685	-4.99	timeout
06-28 19:23	BTC	Buy	60435→59457	-8.51	timeout
06-28 18:15	BTC	Buy	60519→59609	-7.95	timeout
06-27 21:58	BTC	Buy	59908→60170	+1.80	timeout
06-27 20:52	BTC	Buy	59745→60259	+3.92	timeout
06-27 19:48	BTC	Buy	59845→60159	+2.23	timeout
06-27 18:43	BTC	Buy	59716→60519	+6.30	timeout
06-27 17:39	BTC	Buy	59987→60582	+4.52	timeout
06-26 19:12	BTC	Buy	59267→59963	+5.31	timeout
06-26 18:14	BTC	Buy	59400→60054	+4.93	timeout
06-26 17:08	BTC	Buy	59140→60135	+7.85	timeout
06-26 15:55	BTC	Buy	59458→60265	+6.23	timeout
06-26 15:14	BTC	Buy	59049→59792	+5.76	timeout
06-25 13:57	BTC	Buy	59806→58334.9	-12.66	stop_loss
06-25 13:48	BTC	Buy	60849→59352.3	-12.68	stop_loss
06-25 13:46	BTC	Buy	61055.1→59553.2	-12.67	stop_loss
06-25 13:46	BTC	Buy	61067.1→59565.2	-12.68	stop_loss
06-25 13:46	BTC	Buy	61074.1→59572.2	-12.67	stop_loss
06-24 15:46	BTC	Buy	61894.1→60369.8	-12.75	stop_loss
06-24 12:46	BTC	Buy	62285.1→62793.9	+3.70	timeout
06-24 11:40	BTC	Buy	62598.1→62597.9	-0.43	timeout
06-24 10:40	BTC	Buy	62265.1→62566.9	+1.98	timeout
06-24 09:50	BTC	Buy	62365.1→62647.9	+1.81	timeout
06-24 09:13	BTC	Buy	62419.1→62720.9	+1.96	timeout
06-23 06:21	BTC	Buy	64123.2→62531.6	-12.69	stop_loss
06-23 06:21	BTC	Buy	64239.2→62638.5	-12.73	stop_loss
06-23 06:21	BTC	Buy	64227.2→62638.5	-12.64	stop_loss
06-23 06:21	BTC	Buy	64121.2→62820.9	-10.40	timeout
06-23 05:15	BTC	Buy	64253.2→63554.8	-5.97	timeout
06-22 05:30	BTC	Buy	64280.2→64174.8	-1.33	timeout
06-22 04:30	BTC	Buy	64504.2→63949.8	-4.77	timeout
06-22 03:26	BTC	Buy	64401.2→64255.8	-1.59	timeout
06-22 02:24	BTC	Buy	64206.2→64510.8	+1.91	timeout
06-22 01:18	BTC	Buy	64226.2→64070.8	-1.70	timeout
06-21 02:10	BTC	Buy	63474.2→64219.8	+5.44	timeout
06-21 01:05	BTC	Buy	63475.2→64266.8	+5.79	timeout
06-20 23:58	BTC	Buy	63583.2→64287.8	+5.08	timeout
06-20 22:51	BTC	Buy	63311.2→64269.8	+7.07	timeout
06-20 21:45	BTC	Buy	63103.2→63998.8	+6.59	timeout
06-19 21:14	BTC	Buy	62912.1→63243.8	+2.14	timeout
06-19 20:15	BTC	Buy	63140.2→63046.8	-1.24	timeout
06-19 19:12	BTC	Buy	62618.1→62993.9	+2.51	timeout
06-19 18:09	BTC	Buy	62677.1→63083.8	+2.77	timeout
06-19 17:20	BTC	Buy	62565.1→63057.8	+3.48	timeout
06-18 15:51	BTC	Buy	64157.2→62573.6	-12.57	stop_loss
06-18 15:40	BTC	Buy	64359.2→62775.5	-12.54	stop_loss
06-18 15:37	BTC	Buy	64436.2→62840.4	-12.65	stop_loss
06-18 15:37	BTC	Buy	64428.2→62840.4	-12.57	stop_loss
06-18 15:37	BTC	Buy	64581.2→62991.3	-12.59	stop_loss
06-17 22:03	BTC	Buy	65545.3→63928.8	-12.78	stop_loss
06-17 19:42	BTC	Buy	65736.3→64117.7	-12.75	stop_loss
06-17 19:40	BTC	Buy	65799.3→64175.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65818.3→64198.7	-12.75	stop_loss
06-17 19:39	BTC	Buy	65833.3→64214.7	-12.74	stop_loss
06-17 16:29	BTC	Buy	65750.3→66318.7	+3.78	timeout
06-17 15:23	BTC	Buy	65733.3→65278.7	-3.93	timeout
06-17 04:54	BTC	Buy	65834.3→65916.7	+0.15	timeout
06-17 01:41	BTC	Buy	66366.3→65725.7	-5.30	timeout
06-17 00:41	BTC	Buy	66393.3→65793.7	-5.01	timeout
06-16 14:56	BTC	Buy	66628.3→65650.7	-7.73	timeout
06-16 13:57	BTC	Buy	66438.3→66050.7	-3.45	timeout
06-16 03:20	BTC	Buy	67238.4→65584.9	-12.72	stop_loss
06-15 23:47	BTC	Buy	65595.3→66232.7	+4.46	timeout
06-15 22:39	BTC	Buy	65321.3→66267.7	+6.75	timeout
06-15 13:16	BTC	Buy	63897.2→66702.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63835.2→66637.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63713.2→66515.7	+21.56	take_profit
06-14 22:57	BTC	Buy	64448.2→65399.7	+6.89	timeout
06-14 21:51	BTC	Buy	64443.2→65433.7	+7.19	timeout
06-14 19:43	BTC	Buy	64247.2→63724.8	-4.56	timeout
06-14 18:38	BTC	Buy	64238.2→63744.8	-4.37	timeout
06-14 17:31	BTC	Buy	64054.2→63872.8	-1.96	timeout
06-13 21:38	BTC	Buy	63550.2→64292.8	+5.37	timeout
06-13 20:34	BTC	Buy	63501.2→64232.8	+5.29	timeout
06-13 18:26	BTC	Buy	63708.2→64159.8	+3.09	timeout
06-13 17:25	BTC	Buy	63800.2→64013.8	+1.21	timeout
06-13 16:22	BTC	Buy	63832.2→64012.8	+0.99	timeout
06-12 20:32	BTC	Buy	63346.2→63526.8	+0.96	timeout
06-12 19:28	BTC	Buy	63577.2→63717.8	+0.64	timeout
06-12 18:22	BTC	Buy	63512.2→63662.8	+0.73	timeout
06-12 17:17	BTC	Buy	62453.1→63836.8	+10.58	timeout
06-12 16:13	BTC	Buy	62734.1→63842.8	+8.34	timeout
06-11 19:55	BTC	Buy	61935.1→63619.8	+13.02	timeout
06-11 18:45	BTC	Buy	61729.1→63489.8	+13.69	timeout
06-11 17:42	BTC	Buy	61646.1→63336.8	+13.17	timeout
06-11 16:44	BTC	Buy	62197.1→62622.9	+2.91	timeout
06-11 15:40	BTC	Buy	62215.1→62831.9	+4.41	timeout
06-10 18:52	BTC	Buy	61720.1→61714.9	-0.54	timeout
06-10 17:49	BTC	Buy	61587.1→61962.9	+2.56	timeout
06-10 16:47	BTC	Buy	61334.1→62063.9	+5.43	timeout
06-10 15:45	BTC	Buy	61318.1→62331.9	+7.76	timeout
06-10 14:43	BTC	Buy	61334.1→62019.9	+5.11	timeout
06-09 16:19	BTC	Buy	62357.1→60822.5	-12.77	stop_loss
06-09 15:56	BTC	Buy	62602.1→61062.4	-12.75	stop_loss
06-09 15:56	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-09 14:47	BTC	Buy	62663.1→61119.4	-12.77	stop_loss
06-09 14:20	BTC	Buy	63217.2→61655.1	-12.81	stop_loss
06-09 13:36	BTC	Buy	63682.2→62115.8	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

176

closed

41%

win rate

-612.34

total pnl ($)

-69.4 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	176	41%	-69.4	-612.34

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…