deribit_basis_crossover_momentum_long · strategy

140

closed trades

45%

win rate

-388.61

total pnl ($)

0.739

weight

7d window — n=30 wr=60% pnl=-80.24 · 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 20:24	BTC	Buy	59736→60241	+3.83	timeout
06-27 19:20	BTC	Buy	59931→60428	+3.73	timeout
06-27 18:14	BTC	Buy	60063→60488	+3.11	timeout
06-27 17:12	BTC	Buy	60206→60534	+2.26	timeout
06-26 18:22	BTC	Buy	59530→60048	+3.78	timeout
06-26 17:19	BTC	Buy	59388→60081	+5.29	timeout
06-26 16:07	BTC	Buy	59562→60293	+5.58	timeout
06-26 15:05	BTC	Buy	59227→59594	+2.56	timeout
06-25 13:59	BTC	Buy	59490→58027.1	-12.66	stop_loss
06-25 13:58	BTC	Buy	59611→58145	-12.66	stop_loss
06-25 13:57	BTC	Buy	59707→58239	-12.65	stop_loss
06-25 13:51	BTC	Buy	60585→59095.5	-12.66	stop_loss
06-24 15:08	BTC	Buy	62340.1→60799.5	-12.79	stop_loss
06-24 13:47	BTC	Buy	62827.1→61280.3	-12.76	stop_loss
06-24 12:24	BTC	Buy	62363.1→62752.9	+2.67	timeout
06-24 11:21	BTC	Buy	62508.1→62289.9	-2.20	timeout
06-24 10:14	BTC	Buy	62429.1→62562.9	+0.60	timeout
06-24 09:12	BTC	Buy	62420.1→62690.9	+1.66	timeout
06-23 08:17	BTC	Buy	63966.2→62386.7	-12.81	stop_loss
06-23 08:17	BTC	Buy	64004.2→62421.7	-12.83	stop_loss
06-23 06:21	BTC	Buy	64238.2→62657.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64443.2→62836.4	-12.93	stop_loss
06-22 22:26	BTC	Buy	63705.2→64185.8	+3.32	timeout
06-22 21:27	BTC	Buy	63681.2→64286.8	+4.30	timeout
06-22 20:26	BTC	Buy	64087.2→64379.8	+1.82	timeout
06-22 19:22	BTC	Buy	64175.2→64371.8	+1.04	timeout
06-21 20:51	BTC	Buy	63886.2→63683.8	-2.04	timeout
06-21 19:48	BTC	Buy	63900.2→64160.8	+1.59	timeout
06-21 18:50	BTC	Buy	63799.2→64138.8	+2.25	timeout
06-21 17:47	BTC	Buy	63825.2→64143.8	+2.13	timeout
06-20 20:22	BTC	Buy	62976.1→63918.8	+7.07	timeout
06-20 19:09	BTC	Buy	63002.1→63821.8	+6.07	timeout
06-20 18:07	BTC	Buy	63133.2→63819.8	+4.98	timeout
06-20 17:07	BTC	Buy	62974.1→63899.8	+6.87	timeout
06-19 19:26	BTC	Buy	62752.1→62984.9	+1.38	timeout
06-19 18:23	BTC	Buy	62923.1→63126.8	+1.16	timeout
06-19 17:20	BTC	Buy	62564.1→63057.8	+3.49	timeout
06-19 16:23	BTC	Buy	62725.1→63266.8	+3.86	timeout
06-18 15:53	BTC	Buy	64041.2→62466.6	-12.60	stop_loss
06-18 15:40	BTC	Buy	64216.2→62636.5	-12.50	stop_loss
06-18 15:40	BTC	Buy	64231.2→62649.5	-12.48	stop_loss
06-18 15:40	BTC	Buy	64240.2→62658.5	-12.49	stop_loss
06-18 05:03	BTC	Buy	65327.3→63717.9	-12.78	stop_loss
06-17 19:42	BTC	Buy	65736.3→64116.7	-12.78	stop_loss
06-17 19:28	BTC	Buy	65672.3→64757.8	-7.44	timeout
06-17 18:30	BTC	Buy	65901.3→65337.7	-4.84	timeout
06-17 14:17	BTC	Buy	65838.3→65309.7	-4.48	timeout
06-16 22:26	BTC	Buy	66117.3→65705.7	-3.65	timeout
06-16 18:18	BTC	Buy	66797.3→66082.7	-5.87	timeout
06-16 17:18	BTC	Buy	66888.3→65787.7	-8.77	timeout
06-16 13:45	BTC	Buy	66489.3→66140.7	-3.15	timeout
06-15 21:47	BTC	Buy	65294.3→66350.7	+7.58	timeout
06-15 13:20	BTC	Buy	64024.2→66838.7	+21.54	take_profit
06-15 13:00	BTC	Buy	63798.2→66598.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63729.2→66534.7	+21.57	take_profit
06-14 21:39	BTC	Buy	64306.2→64939.8	+4.44	timeout
06-14 19:36	BTC	Buy	64205.2→63791.8	-3.72	timeout
06-14 18:34	BTC	Buy	64172.2→63721.8	-4.06	timeout
06-14 17:31	BTC	Buy	64049.2→63877.8	-1.86	timeout
06-13 21:31	BTC	Buy	63533.2→64241.8	+5.10	timeout
06-13 18:58	BTC	Buy	63689.2→64111.8	+2.86	timeout
06-13 17:55	BTC	Buy	63830.2→63924.8	+0.27	timeout
06-13 16:55	BTC	Buy	63887.2→63969.8	+0.20	timeout
06-12 19:47	BTC	Buy	63650.2→63598.8	-0.86	timeout
06-12 18:39	BTC	Buy	63521.2→63800.8	+1.74	timeout
06-12 17:34	BTC	Buy	63242.2→63793.8	+3.89	timeout
06-12 16:31	BTC	Buy	62585.1→63886.8	+9.91	timeout
06-11 18:44	BTC	Buy	61741.1→63504.8	+13.70	timeout
06-11 17:41	BTC	Buy	61717.1→63298.8	+12.27	timeout
06-11 16:44	BTC	Buy	62217.1→62637.9	+2.87	timeout
06-11 15:40	BTC	Buy	62213.1→62813.9	+4.24	timeout
06-10 17:49	BTC	Buy	61580.1→61955.9	+2.56	timeout
06-10 16:47	BTC	Buy	61395.1→61972.9	+4.19	timeout
06-10 15:45	BTC	Buy	61310.1→62319.9	+7.73	timeout
06-10 14:43	BTC	Buy	61348.1→62030.9	+5.08	timeout
06-09 16:19	BTC	Buy	62362.1→60827.5	-12.77	stop_loss
06-09 15:55	BTC	Buy	62613.1→61073.4	-12.75	stop_loss
06-09 14:20	BTC	Buy	63254.2→61695.1	-12.78	stop_loss
06-09 14:16	BTC	Buy	63410.2→61850	-12.75	stop_loss
06-09 13:36	BTC	Buy	63717.2→62147.8	-12.75	stop_loss
06-09 08:53	BTC	Buy	63054.2→62900.9	-1.66	timeout
06-08 21:50	BTC	Buy	61635.1→63747.8	+16.65	timeout
06-08 20:41	BTC	Buy	61704.1→63376.8	+13.06	timeout
06-08 18:27	BTC	Buy	62194.1→63550.8	+10.38	timeout
06-08 08:39	BTC	Buy	62635.1→63133.8	+3.45	timeout
06-07 20:01	BTC	Buy	60557→61266.9	+5.44	timeout
06-07 18:59	BTC	Buy	60608→62009.9	+11.17	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.23	timeout
06-07 05:14	BTC	Buy	59960→61917.9	+15.90	timeout
06-06 19:52	BTC	Buy	60289→60587	+2.08	timeout
06-06 18:52	BTC	Buy	59392→60539	+9.26	timeout
06-06 15:48	BTC	Buy	60238→60732	+3.66	timeout
06-06 04:15	BTC	Buy	61504.1→59987	-12.79	stop_loss
06-05 18:54	BTC	Buy	60641→59149.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60743→59249.4	-12.75	stop_loss
06-05 18:51	BTC	Buy	61072.1→59570.2	-12.75	stop_loss
06-05 14:26	BTC	Buy	61919.1→60394.8	-12.76	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 13:57	BTC	Buy	62349.1→60814.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62525.1→60986.4	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

140

closed

45%

win rate

-388.61

total pnl ($)

-55.2 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	140	45%	-55.2	-388.61

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…