deribit_basis_crossover_long_x2032874_3 · strategy

148

closed trades

46%

win rate

-384.33

total pnl ($)

0.568

weight

7d window — n=38 wr=53% pnl=-107.34 · 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 17:28	BTC	Buy	60528→59597	-8.11	timeout
06-28 16:21	BTC	Buy	60718→59807	-7.97	timeout
06-27 19:27	BTC	Buy	59906→60238	+2.36	timeout
06-27 18:27	BTC	Buy	59905→60458	+4.18	timeout
06-27 17:25	BTC	Buy	60066→60542	+3.51	timeout
06-27 16:23	BTC	Buy	59991→60703	+5.53	timeout
06-27 15:22	BTC	Buy	59974→60700	+5.61	timeout
06-26 18:08	BTC	Buy	59595→60049	+3.27	timeout
06-26 17:07	BTC	Buy	59135→60082	+7.44	timeout
06-26 15:59	BTC	Buy	59564→60265	+5.33	timeout
06-26 14:57	BTC	Buy	59507→59466	-0.85	timeout
06-26 14:09	BTC	Buy	59424→60006	+4.40	timeout
06-25 13:59	BTC	Buy	59539→58071	-12.71	stop_loss
06-25 13:58	BTC	Buy	59668→58200	-12.69	stop_loss
06-25 13:57	BTC	Buy	59830→58330.9	-12.91	stop_loss
06-25 13:51	BTC	Buy	60669→59162.4	-12.82	stop_loss
06-25 13:51	BTC	Buy	60671→59178.4	-12.70	stop_loss
06-24 14:19	BTC	Buy	62443.1→60890.5	-12.88	stop_loss
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62786.1→61242.3	-12.74	stop_loss
06-24 13:11	BTC	Buy	62050.1→62038.9	-0.55	timeout
06-24 12:10	BTC	Buy	62464.1→62872.9	+2.81	timeout
06-24 11:07	BTC	Buy	62339.1→62353.9	-0.36	timeout
06-24 10:05	BTC	Buy	62520.1→62594.9	+0.08	timeout
06-24 09:01	BTC	Buy	62415.1→62707.9	+1.85	timeout
06-23 08:17	BTC	Buy	63975.2→62369.7	-13.02	stop_loss
06-23 08:17	BTC	Buy	64003.2→62424.6	-12.80	stop_loss
06-23 06:20	BTC	Buy	64415.2→62830.4	-12.77	stop_loss
06-23 06:08	BTC	Buy	64694.2→63077.3	-12.96	stop_loss
06-23 06:08	BTC	Buy	64662.2→63071.3	-12.77	stop_loss
06-22 21:09	BTC	Buy	63637.2→64373.8	+5.32	timeout
06-22 20:07	BTC	Buy	64228.2→64550.8	+2.02	timeout
06-22 19:04	BTC	Buy	64196.2→64313.8	+0.41	timeout
06-22 18:03	BTC	Buy	63957.2→64655.8	+4.97	timeout
06-22 16:58	BTC	Buy	64118.2→64740.8	+4.40	timeout
06-21 21:00	BTC	Buy	63903.2→63819.8	-1.11	timeout
06-21 19:58	BTC	Buy	63903.2→64174.8	+1.69	timeout
06-21 18:55	BTC	Buy	63762.2→64143.8	+2.59	timeout
06-21 17:52	BTC	Buy	63808.2→64143.8	+2.26	timeout
06-21 16:46	BTC	Buy	63937.2→64081.8	+0.71	timeout
06-20 20:05	BTC	Buy	63013.2→63901.8	+6.64	timeout
06-20 19:00	BTC	Buy	63076.2→63783.8	+5.17	timeout
06-20 17:56	BTC	Buy	63156.2→63843.8	+4.98	timeout
06-20 16:49	BTC	Buy	63146.2→63994.8	+6.19	timeout
06-20 15:44	BTC	Buy	63222.2→64079.8	+6.26	timeout
06-19 19:31	BTC	Buy	62781.1→62964.9	+0.98	timeout
06-19 18:28	BTC	Buy	62924.1→63094.8	+0.90	timeout
06-19 17:21	BTC	Buy	62564.1→63058.8	+3.51	timeout
06-19 16:18	BTC	Buy	62600.1→63312.8	+5.24	timeout
06-19 15:18	BTC	Buy	63265.2→63126.8	-1.44	timeout
06-18 15:57	BTC	Buy	63846.2→62274.7	-12.60	stop_loss
06-18 15:40	BTC	Buy	64274.2→62671.5	-12.89	stop_loss
06-18 15:40	BTC	Buy	64329.2→62746.5	-12.74	stop_loss
06-18 15:39	BTC	Buy	64384.2→62794.4	-12.77	stop_loss
06-18 14:52	BTC	Buy	65194.3→63590	-12.75	stop_loss
06-18 08:57	BTC	Buy	64977.2→64377.8	-5.09	timeout
06-18 04:11	BTC	Buy	65418.3→63808.9	-12.76	stop_loss
06-17 19:44	BTC	Buy	65700.3→64077.7	-12.83	stop_loss
06-17 19:38	BTC	Buy	65853.3→64232.7	-12.78	stop_loss
06-17 15:12	BTC	Buy	65791.3→65074.7	-5.90	timeout
06-17 14:08	BTC	Buy	66055.3→65311.7	-6.10	timeout
06-17 08:52	BTC	Buy	66424.3→64788.3	-12.78	stop_loss
06-17 02:32	BTC	Buy	65870.3→65970.7	+0.29	timeout
06-16 22:17	BTC	Buy	66350.3→65814.7	-4.58	timeout
06-16 14:59	BTC	Buy	66593.3→65634.7	-7.73	timeout
06-16 13:58	BTC	Buy	66462.3→66066.7	-3.51	timeout
06-16 12:54	BTC	Buy	66545.3→66403.7	-1.59	timeout
06-16 02:23	BTC	Buy	65699.3→66028.7	+2.05	timeout
06-15 22:03	BTC	Buy	65421.3→66401.7	+6.99	timeout
06-15 13:19	BTC	Buy	63998.2→66812.7	+21.55	take_profit
06-15 13:06	BTC	Buy	63823.2→66626.7	+21.53	take_profit
06-15 12:50	BTC	Buy	63757.2→66557.7	+21.52	take_profit
06-15 01:29	BTC	Buy	64619.2→65396.7	+5.54	timeout
06-14 21:15	BTC	Buy	64225.2→64150.8	-1.05	timeout
06-14 20:11	BTC	Buy	64273.2→63794.8	-4.22	timeout
06-14 19:08	BTC	Buy	64143.2→63747.8	-3.61	timeout
06-14 17:02	BTC	Buy	63987.2→63930.8	-0.95	timeout
06-14 01:01	BTC	Buy	63604.2→64549.8	+7.03	timeout
06-13 20:40	BTC	Buy	63523.2→64215.8	+4.99	timeout
06-13 19:33	BTC	Buy	63640.2→64143.8	+3.51	timeout
06-13 18:32	BTC	Buy	63806.2→64148.8	+2.22	timeout
06-13 16:28	BTC	Buy	63842.2→64024.8	+1.01	timeout
06-13 00:11	BTC	Buy	63696.2→63537.8	-1.81	timeout
06-12 19:59	BTC	Buy	63593.2→63591.8	-0.46	timeout
06-12 18:54	BTC	Buy	63526.2→63760.8	+1.38	timeout
06-12 17:50	BTC	Buy	63514.2→63810.8	+1.87	timeout
06-12 15:40	BTC	Buy	62814.1→63908.8	+8.18	timeout
06-11 23:31	BTC	Buy	61521.1→63363.8	+14.40	timeout
06-11 19:13	BTC	Buy	61773.1→63506.8	+13.45	timeout
06-11 18:07	BTC	Buy	61966.1→63365.8	+10.73	timeout
06-11 17:02	BTC	Buy	62300.1→62528.9	+1.31	timeout
06-11 14:47	BTC	Buy	62006.1→62875.9	+6.47	timeout
06-10 22:16	BTC	Buy	62622.1→61082.4	-12.74	stop_loss
06-10 18:43	BTC	Buy	61654.1→61759.9	+0.36	timeout
06-10 17:41	BTC	Buy	61765.1→61643.9	-1.47	timeout
06-10 16:40	BTC	Buy	60780→62316.9	+12.13	timeout
06-10 15:38	BTC	Buy	61205.1→62219.9	+7.78	timeout
06-10 14:39	BTC	Buy	61434.1→61855.9	+2.95	timeout
06-09 14:36	BTC	Buy	62926.1→61378.2	-12.75	stop_loss
06-09 14:18	BTC	Buy	63310.2→61750	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

148

closed

46%

win rate

-384.33

total pnl ($)

-51.7 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	148	46%	-51.7	-384.33

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:22	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…