deribit_basis_crossover_momentum_long_v10 · strategy

closed trades

36%

win rate

-433.30

total pnl ($)

0.552

weight

7d window — n=17 wr=35% pnl=-95.05 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 00:18	BTC	Buy	59393→58575.1	-7.46	timeout
06-30 13:02	BTC	Buy	59769→58295.9	-12.74	stop_loss
06-30 12:50	BTC	Buy	60059→58578.8	-12.76	stop_loss
06-30 12:20	BTC	Buy	60414→58928.6	-12.73	stop_loss
06-29 21:52	BTC	Buy	60146→60497	+2.17	timeout
06-29 19:52	BTC	Buy	60171→60509	+2.06	timeout
06-28 22:41	BTC	Buy	60581→59090.5	-12.78	stop_loss
06-28 19:46	BTC	Buy	60787→59292.4	-12.71	stop_loss
06-27 21:01	BTC	Buy	59429→60301	+7.00	timeout
06-27 18:53	BTC	Buy	59517→60494	+7.80	timeout
06-27 16:48	BTC	Buy	59279→60762	+12.02	timeout
06-27 14:41	BTC	Buy	59532→60600	+8.51	timeout
06-25 13:54	BTC	Buy	60021→58541.8	-12.69	stop_loss
06-25 13:53	BTC	Buy	60254→58771.7	-12.68	stop_loss
06-25 13:48	BTC	Buy	60868→59371.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	60910→59412.3	-12.69	stop_loss
06-24 15:44	BTC	Buy	62004.1→60476.7	-12.67	stop_loss
06-24 14:19	BTC	Buy	62440.1→60882.5	-12.88	stop_loss
06-24 14:19	BTC	Buy	62492.1→60953.5	-12.72	stop_loss
06-24 13:43	BTC	Buy	63040.2→61490.2	-12.73	stop_loss
06-23 08:17	BTC	Buy	63940.2→62365.7	-12.77	stop_loss
06-23 06:22	BTC	Buy	64088.2→62508.6	-12.78	stop_loss
06-23 06:20	BTC	Buy	64419.2→62830.4	-12.79	stop_loss
06-23 06:20	BTC	Buy	64464.2→62873.4	-12.80	stop_loss
06-22 23:19	BTC	Buy	64254.2→63913.8	-3.11	timeout
06-22 21:20	BTC	Buy	63940.2→64335.8	+2.63	timeout
06-22 19:24	BTC	Buy	63889.2→64374.8	+3.26	timeout
06-22 17:28	BTC	Buy	63879.2→64544.8	+4.67	timeout
06-20 23:15	BTC	Buy	62736.1→64233.8	+11.47	timeout
06-20 21:13	BTC	Buy	62968.1→64001.8	+7.78	timeout
06-20 19:10	BTC	Buy	62620.1→63884.8	+9.67	timeout
06-20 17:09	BTC	Buy	62548.1→63907.8	+10.37	timeout
06-18 15:53	BTC	Buy	64038.2→62460.6	-12.64	stop_loss
06-18 15:17	BTC	Buy	64820.2→63202.2	-12.91	stop_loss
06-18 15:17	BTC	Buy	64956.2→63356.1	-12.75	stop_loss
06-18 15:14	BTC	Buy	65096.3→63495.1	-12.73	stop_loss
06-18 05:03	BTC	Buy	65319.3→63710.9	-12.78	stop_loss
06-17 11:04	BTC	Buy	66299.3→64665.4	-12.89	stop_loss
06-17 08:35	BTC	Buy	66718.3→65077.2	-12.72	stop_loss
06-17 07:54	BTC	Buy	66858.3→65214.1	-12.79	stop_loss
06-17 07:53	BTC	Buy	66890.3→65227.1	-12.92	stop_loss
06-16 00:31	BTC	Buy	64481.2→66266.7	+13.47	timeout
06-15 15:47	BTC	Buy	64223.2→67066.6	+21.72	take_profit
06-15 13:25	BTC	Buy	64084.2→66898.7	+21.55	take_profit
06-15 13:20	BTC	Buy	64024.2→66839.7	+21.58	take_profit
06-13 21:54	BTC	Buy	63512.2→64475.8	+7.09	timeout
06-13 19:51	BTC	Buy	63669.2→64301.8	+4.51	timeout
06-13 17:47	BTC	Buy	63429.2→64030.8	+4.26	timeout
06-13 15:46	BTC	Buy	62628.1→64191.8	+11.99	timeout
06-11 19:52	BTC	Buy	61962.1→63665.8	+13.04	timeout
06-11 17:49	BTC	Buy	61591.1→63580.8	+15.53	timeout
06-11 15:55	BTC	Buy	61103.1→62575.9	+11.34	timeout
06-11 14:15	BTC	Buy	61974.1→62825.9	+6.21	timeout
06-09 14:47	BTC	Buy	62658.1→61116.4	-12.76	stop_loss
06-09 14:30	BTC	Buy	62989.1→61433.2	-12.83	stop_loss
06-09 14:29	BTC	Buy	63116.2→61564.1	-12.78	stop_loss
06-09 13:17	BTC	Buy	61673.1→62512.9	+6.38	timeout
06-09 09:34	BTC	Buy	62525.1→62625.9	+0.41	timeout
06-07 22:15	BTC	Buy	61324.1→64016.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60984→63662.8	+21.53	take_profit
06-07 08:48	BTC	Buy	60183→62828.9	+21.57	take_profit
06-07 07:59	BTC	Buy	59768→62393.9	+21.62	take_profit
06-06 04:34	BTC	Buy	60955→59456.3	-12.75	stop_loss
06-06 04:27	BTC	Buy	61344.1→59834.1	-12.76	stop_loss
06-06 04:15	BTC	Buy	61486.1→59974	-12.75	stop_loss
06-05 18:51	BTC	Buy	61035.1→59534.2	-12.76	stop_loss
06-05 18:44	BTC	Buy	61131.1→59627.2	-12.76	stop_loss
06-05 14:26	BTC	Buy	61846.1→60321.8	-12.77	stop_loss
06-05 13:57	BTC	Buy	62410.1→60875.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62516.1→60976.4	-12.77	stop_loss
06-05 13:55	BTC	Buy	62568.1→61024.4	-12.79	stop_loss
06-05 06:21	BTC	Buy	63116.2→61562.1	-12.76	stop_loss
06-05 06:19	BTC	Buy	63281.2→61722	-12.73	stop_loss
06-05 03:06	BTC	Buy	63935.2→62362.7	-12.72	stop_loss
06-04 11:10	BTC	Buy	63777.2→62208.8	-12.73	stop_loss
06-04 09:30	BTC	Buy	64304.2→62721.5	-12.75	stop_loss
06-04 01:16	BTC	Buy	64471.2→62885.4	-12.75	stop_loss
06-04 00:27	BTC	Buy	65178.3→63575	-12.75	stop_loss
06-03 23:02	BTC	Buy	66272.3→64639.4	-12.76	stop_loss
06-03 20:55	BTC	Buy	66387.3→64738.4	-12.91	stop_loss
06-03 20:55	BTC	Buy	66619.3→64980.2	-12.80	stop_loss
06-03 16:27	BTC	Buy	67202.4→65546.9	-12.79	stop_loss
06-03 03:50	BTC	Buy	67105.4→65452	-12.77	stop_loss
06-02 14:10	BTC	Buy	69986.5→68254.4	-12.84	stop_loss
06-02 14:01	BTC	Buy	70371.5→68641.2	-12.76	stop_loss
06-02 12:30	BTC	Buy	70916.5→69163.9	-12.87	stop_loss
06-02 12:17	BTC	Buy	70964.5→69216.9	-12.81	stop_loss
06-01 15:25	BTC	Buy	74154.7→71111.9	-21.19	stop_loss
06-01 15:25	BTC	Buy	73791.7→71111.9	-18.86	stop_loss
06-01 15:25	BTC	Buy	73933.7→71111.9	-19.80	stop_loss
06-01 15:25	BTC	Buy	73927.7→71111.9	-19.79	stop_loss
05-30 19:07	BTC	Buy	73548.7→74002.3	+2.41	timeout
05-30 16:39	BTC	Buy	73260.7→73920.3	+3.82	timeout
05-30 14:22	BTC	Buy	73142.7→73933.3	+4.78	timeout
05-30 12:16	BTC	Buy	73355.7→73565.3	+0.87	timeout
05-30 10:11	BTC	Buy	73576.7→73624.3	-0.19	timeout

Paper vs Live

Paper (trades.jsonl)

closed

36%

win rate

-433.30

total pnl ($)

-89.6 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	96	36%	-89.6	-433.30

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…