deribit_basis_crossover_long_v7 · strategy

112

closed trades

44%

win rate

-297.12

total pnl ($)

0.873

weight

7d window — n=21 wr=52% pnl=-58.56 · 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 19:07	BTC	Buy	60556→59483	-9.29	timeout
06-28 18:02	BTC	Buy	60477→59610	-7.59	timeout
06-28 16:56	BTC	Buy	60789→59643	-9.85	timeout
06-27 18:37	BTC	Buy	59781→60525	+5.79	timeout
06-27 17:30	BTC	Buy	60147→60546	+2.86	timeout
06-27 16:28	BTC	Buy	60033→60681	+4.98	timeout
06-26 16:51	BTC	Buy	59326→60058	+5.62	timeout
06-26 15:46	BTC	Buy	59308→60252	+7.42	timeout
06-26 14:49	BTC	Buy	59459→59825	+2.58	timeout
06-25 13:58	BTC	Buy	59565→58099	-12.67	stop_loss
06-25 13:58	BTC	Buy	59648→58176	-12.72	stop_loss
06-25 13:57	BTC	Buy	59830→58333.9	-12.88	stop_loss
06-24 11:18	BTC	Buy	62375.1→62368.9	-0.52	timeout
06-24 10:14	BTC	Buy	62429.1→62568.9	+0.61	timeout
06-24 09:13	BTC	Buy	62405.1→62722.9	+2.02	timeout
06-23 08:17	BTC	Buy	63917.2→62340.7	-12.80	stop_loss
06-23 06:20	BTC	Buy	64414.2→62830.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64501.2→62915.4	-12.76	stop_loss
06-22 22:19	BTC	Buy	63663.2→64244.8	+4.11	timeout
06-22 18:04	BTC	Buy	63952.2→64675.8	+5.14	timeout
06-22 16:59	BTC	Buy	64110.2→64699.8	+4.14	timeout
06-21 22:06	BTC	Buy	64011.2→63724.8	-2.68	timeout
06-21 17:56	BTC	Buy	63851.2→64133.8	+1.84	timeout
06-21 16:52	BTC	Buy	64002.2→64157.8	+0.82	timeout
06-20 21:45	BTC	Buy	63115.2→63998.8	+6.56	timeout
06-20 17:37	BTC	Buy	62995.1→63805.8	+5.97	timeout
06-20 16:36	BTC	Buy	63274.2→63887.8	+4.33	timeout
06-19 18:24	BTC	Buy	62873.1→63099.8	+1.34	timeout
06-19 17:20	BTC	Buy	62564.1→63057.8	+3.50	timeout
06-19 16:18	BTC	Buy	62600.1→63312.8	+5.24	timeout
06-18 15:56	BTC	Buy	63965.2→62390.7	-12.62	stop_loss
06-18 15:40	BTC	Buy	64233.2→62653.5	-12.72	stop_loss
06-18 15:38	BTC	Buy	64398.2→62811.4	-12.74	stop_loss
06-18 05:08	BTC	Buy	65240.3→63636	-12.76	stop_loss
06-17 22:03	BTC	Buy	65564.3→63942.8	-12.81	stop_loss
06-17 19:42	BTC	Buy	65712.3→64090.7	-12.81	stop_loss
06-17 18:20	BTC	Buy	66059.3→65444.7	-5.21	timeout
06-17 15:13	BTC	Buy	65835.3→65087.7	-6.13	timeout
06-16 22:25	BTC	Buy	66186.3→65692.7	-4.27	timeout
06-16 17:16	BTC	Buy	66906.3→65794.7	-8.85	timeout
06-16 14:13	BTC	Buy	66412.3→66029.7	-3.41	timeout
06-15 21:47	BTC	Buy	65288.3→66365.7	+7.75	timeout
06-15 13:00	BTC	Buy	63798.2→66599.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63712.2→66510.7	+21.52	take_profit
06-14 21:39	BTC	Buy	64311.2→64960.8	+4.56	timeout
06-14 18:33	BTC	Buy	64154.2→63726.8	-3.88	timeout
06-14 17:30	BTC	Buy	64075.2→63885.8	-2.00	timeout
06-13 21:31	BTC	Buy	63536.2→64244.8	+5.10	timeout
06-13 17:48	BTC	Buy	63836.2→64051.8	+1.22	timeout
06-13 16:45	BTC	Buy	63863.2→64041.8	+0.95	timeout
06-12 18:47	BTC	Buy	63525.2→63863.8	+2.20	timeout
06-12 17:39	BTC	Buy	63160.2→63808.8	+4.67	timeout
06-12 16:39	BTC	Buy	62683.1→63938.8	+9.51	timeout
06-11 17:39	BTC	Buy	61760.1→63171.8	+10.89	timeout
06-11 16:41	BTC	Buy	62323.1→62674.9	+2.28	timeout
06-11 15:40	BTC	Buy	62251.1→62788.9	+3.77	timeout
06-10 16:48	BTC	Buy	61366.1→61960.9	+4.33	timeout
06-10 15:45	BTC	Buy	61324.1→62322.9	+7.64	timeout
06-10 14:47	BTC	Buy	61260.1→61937.9	+5.05	timeout
06-09 15:55	BTC	Buy	62625.1→61082.4	-12.77	stop_loss
06-09 14:17	BTC	Buy	63351.2→61793	-12.75	stop_loss
06-09 14:16	BTC	Buy	63443.2→61882.9	-12.75	stop_loss
06-09 08:54	BTC	Buy	63068.2→62912.9	-1.68	timeout
06-08 21:34	BTC	Buy	61717.1→63657.8	+15.24	timeout
06-08 18:14	BTC	Buy	62243.1→63563.8	+10.08	timeout
06-08 08:41	BTC	Buy	62436.1→63088.8	+4.70	timeout
06-07 21:07	BTC	Buy	60726→61728.9	+7.83	timeout
06-07 17:00	BTC	Buy	60764→62032.9	+9.97	timeout
06-07 04:18	BTC	Buy	60260→61578.9	+10.49	timeout
06-06 20:03	BTC	Buy	60130→60523	+2.89	timeout
06-06 15:56	BTC	Buy	60525→60749	+1.43	timeout
06-06 04:07	BTC	Buy	61900.1→60377.8	-12.75	stop_loss
06-05 21:04	BTC	Buy	59321→61924.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60861→59364.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	61068.1→59565.2	-12.77	stop_loss
06-05 14:26	BTC	Buy	61917.1→60389.8	-12.78	stop_loss
06-05 13:56	BTC	Buy	62519.1→60981.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62901.1→61352.2	-12.76	stop_loss
06-05 11:44	BTC	Buy	62212.1→62111.9	-1.29	timeout
06-05 06:23	BTC	Buy	62785.1→61217.3	-12.93	stop_loss
06-05 06:23	BTC	Buy	62787.1→61217.3	-12.89	stop_loss
06-05 02:29	BTC	Buy	62980.1→62680.9	-2.81	timeout
06-04 09:30	BTC	Buy	64302.2→62720.5	-12.74	stop_loss
06-04 09:27	BTC	Buy	64361.2→62777.5	-12.75	stop_loss
06-04 01:22	BTC	Buy	64294.2→62713.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65080.3→63480.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65501.3→63890.8	-12.74	stop_loss
06-03 20:55	BTC	Buy	66375.3→64739.4	-12.81	stop_loss
06-03 20:50	BTC	Buy	66654.3→65015.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67011.4→65363	-12.80	stop_loss
06-03 03:33	BTC	Buy	67679.4→66014.7	-12.75	stop_loss
06-02 14:23	BTC	Buy	69682.5→67968.6	-12.76	stop_loss
06-02 14:22	BTC	Buy	69875.5→68157.5	-12.75	stop_loss
06-02 14:10	BTC	Buy	69987.5→68264.4	-12.77	stop_loss
06-01 22:34	BTC	Buy	72978.6→71183.8	-12.83	stop_loss
06-01 22:26	BTC	Buy	73083.7→71240.8	-13.16	stop_loss
06-01 22:26	BTC	Buy	73758.7→71240.8	-17.64	stop_loss
06-01 01:44	BTC	Buy	74058.7→73475.3	-4.46	timeout
05-31 23:47	BTC	Buy	73791.7→73588.3	-1.80	timeout
05-31 20:28	BTC	Buy	73933.7→73678.3	-2.16	timeout

Paper vs Live

Paper (trades.jsonl)

112

closed

44%

win rate

-297.12

total pnl ($)

-52.6 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	112	44%	-52.6	-297.12

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…