deribit_basis_crossover_long_v9 · strategy

139

closed trades

45%

win rate

-365.52

total pnl ($)

0.728

weight

7d window — n=29 wr=52% pnl=-81.44 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 18:44	BTC	Buy	59737→60520	+6.12	timeout
06-27 17:41	BTC	Buy	59924→60575	+4.98	timeout
06-27 16:41	BTC	Buy	60183→60748	+4.24	timeout
06-27 15:38	BTC	Buy	60391→60886	+3.66	timeout
06-26 17:14	BTC	Buy	59356→60174	+6.35	timeout
06-26 16:13	BTC	Buy	59715→60163	+3.21	timeout
06-26 15:11	BTC	Buy	59122→59835	+5.53	timeout
06-26 14:31	BTC	Buy	59305→59931	+4.78	timeout
06-25 13:48	BTC	Buy	60829→59333.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60933→59422.3	-12.79	stop_loss
06-25 13:48	BTC	Buy	61050.1→59548.2	-12.70	stop_loss
06-25 13:46	BTC	Buy	61167.1→59663.2	-12.69	stop_loss
06-24 14:02	BTC	Buy	62700.1→61157.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63056.2→61504.2	-12.76	stop_loss
06-24 13:40	BTC	Buy	62294.1→61827.9	-4.19	timeout
06-24 12:39	BTC	Buy	62304.1→62860.9	+4.01	timeout
06-24 11:37	BTC	Buy	62569.1→62516.9	-0.89	timeout
06-24 06:41	BTC	Buy	62936.1→62816.9	-1.45	timeout
06-23 06:21	BTC	Buy	64237.2→62648.5	-12.85	stop_loss
06-23 06:21	BTC	Buy	64347.2→62755.5	-12.83	stop_loss
06-23 06:20	BTC	Buy	64381.2→62789.4	-12.83	stop_loss
06-23 06:08	BTC	Buy	64666.2→63068.3	-12.82	stop_loss
06-22 19:57	BTC	Buy	64185.2→64444.8	+1.54	timeout
06-22 18:57	BTC	Buy	64149.2→64334.8	+0.95	timeout
06-22 17:53	BTC	Buy	64147.2→64576.8	+2.84	timeout
06-22 07:19	BTC	Buy	64236.2→64194.8	-0.80	timeout
06-21 19:48	BTC	Buy	63913.2→64145.8	+1.39	timeout
06-21 18:44	BTC	Buy	63790.2→64148.8	+2.41	timeout
06-21 17:40	BTC	Buy	63796.2→64045.8	+1.59	timeout
06-21 06:47	BTC	Buy	63713.2→64280.8	+4.00	timeout
06-20 19:20	BTC	Buy	62976.1→63865.8	+6.63	timeout
06-20 18:18	BTC	Buy	63103.2→63837.8	+5.37	timeout
06-20 17:17	BTC	Buy	63035.2→63888.8	+6.29	timeout
06-20 06:19	BTC	Buy	62761.1→63627.8	+6.45	timeout
06-19 18:22	BTC	Buy	62923.1→63125.8	+1.15	timeout
06-19 17:19	BTC	Buy	62574.1→63045.8	+3.31	timeout
06-19 16:34	BTC	Buy	62596.1→63256.8	+4.83	timeout
06-19 05:05	BTC	Buy	63730.2→62574.9	-9.46	timeout
06-18 15:40	BTC	Buy	64226.2→62642.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64232.2→62649.5	-12.50	stop_loss
06-18 15:40	BTC	Buy	64361.2→62775.5	-12.51	stop_loss
06-18 04:11	BTC	Buy	65393.3→63742.9	-13.08	stop_loss
06-17 19:50	BTC	Buy	65613.3→63964.8	-13.01	stop_loss
06-17 19:29	BTC	Buy	65922.3→64246.6	-13.16	stop_loss
06-17 19:29	BTC	Buy	65934.3→64312.6	-12.75	stop_loss
06-17 17:28	BTC	Buy	65753.3→65938.7	+0.89	timeout
06-17 16:25	BTC	Buy	65771.3→65943.7	+0.90	timeout
06-17 15:25	BTC	Buy	65761.3→65351.7	-3.57	timeout
06-17 14:23	BTC	Buy	65633.3→65177.7	-3.93	timeout
06-16 15:27	BTC	Buy	66653.3→65738.7	-7.39	timeout
06-16 14:23	BTC	Buy	67196.4→65541.9	-12.84	stop_loss
06-16 14:19	BTC	Buy	66481.3→65787.7	-5.75	timeout
06-16 13:17	BTC	Buy	66699.3→66218.7	-4.13	timeout
06-15 13:19	BTC	Buy	63999.2→66809.7	+21.52	take_profit
06-15 13:08	BTC	Buy	63843.2→66645.7	+21.51	take_profit
06-15 12:55	BTC	Buy	63780.2→66580.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63732.2→66546.7	+21.64	take_profit
06-14 20:37	BTC	Buy	64238.2→64037.8	-2.05	timeout
06-14 19:36	BTC	Buy	64209.2→63792.8	-3.75	timeout
06-14 18:34	BTC	Buy	64170.2→63714.8	-4.09	timeout
06-14 17:31	BTC	Buy	64054.2→63867.8	-1.98	timeout
06-13 18:38	BTC	Buy	63784.2→64233.8	+3.06	timeout
06-13 17:37	BTC	Buy	63858.2→64084.8	+1.31	timeout
06-13 16:31	BTC	Buy	63894.2→63999.8	+0.40	timeout
06-13 15:27	BTC	Buy	64257.2→64263.8	-0.43	timeout
06-12 18:20	BTC	Buy	63536.2→63663.8	+0.55	timeout
06-12 17:14	BTC	Buy	62440.1→63851.8	+10.83	timeout
06-12 16:13	BTC	Buy	62732.1→63844.8	+8.37	timeout
06-12 15:04	BTC	Buy	62675.1→63895.8	+9.21	timeout
06-11 17:39	BTC	Buy	61761.1→63183.8	+10.98	timeout
06-11 16:38	BTC	Buy	62340.1→62716.9	+2.47	timeout
06-11 15:40	BTC	Buy	62225.1→62824.9	+4.27	timeout
06-11 14:30	BTC	Buy	62027.1→62908.9	+6.55	timeout
06-10 16:55	BTC	Buy	61178.1→62104.9	+7.06	timeout
06-10 15:58	BTC	Buy	61088.1→62616.9	+12.06	timeout
06-10 15:03	BTC	Buy	61454.1→62342.9	+6.74	timeout
06-10 14:15	BTC	Buy	61974.1→61883.9	-1.20	timeout
06-09 14:29	BTC	Buy	63130.2→61576.1	-12.77	stop_loss
06-09 14:21	BTC	Buy	63181.2→61623.1	-12.78	stop_loss
06-09 14:18	BTC	Buy	63303.2→61746	-12.76	stop_loss
06-09 13:36	BTC	Buy	63739.2→62165.8	-12.79	stop_loss
06-09 06:45	BTC	Buy	62990.1→63363.8	+2.46	timeout
06-08 23:16	BTC	Buy	62911.1→63419.8	+3.57	timeout
06-08 22:17	BTC	Buy	63319.2→63243.8	-1.08	timeout
06-08 21:14	BTC	Buy	61917.1→63690.8	+13.84	timeout
06-08 05:35	BTC	Buy	61716.1→62550.9	+6.31	timeout
06-07 22:15	BTC	Buy	61497.1→64196.8	+21.51	take_profit
06-07 21:08	BTC	Buy	60719→61736.9	+7.95	timeout
06-07 20:04	BTC	Buy	60529→61465.9	+7.33	timeout
06-07 05:18	BTC	Buy	60030→62040.9	+16.33	timeout
06-07 04:18	BTC	Buy	60162→61598.9	+11.49	timeout
06-06 19:59	BTC	Buy	60322→60574	+1.70	timeout
06-06 18:58	BTC	Buy	59484→60639	+9.31	timeout
06-06 04:15	BTC	Buy	61522.1→60008	-12.76	stop_loss
06-06 04:13	BTC	Buy	61616.1→60099.9	-12.76	stop_loss
06-05 18:52	BTC	Buy	60772→59277.4	-12.75	stop_loss
06-05 18:42	BTC	Buy	61420.1→59909	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

139

closed

45%

win rate

-365.52

total pnl ($)

-52.3 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	139	45%	-52.3	-365.52

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…