deribit_basis_crossover_momentum_long_v11 · strategy

159

closed trades

45%

win rate

-456.73

total pnl ($)

0.383

weight

7d window — n=35 wr=46% pnl=-136.99 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:58	BTC	Buy	59879→58393.9	-12.84	stop_loss
06-30 12:56	BTC	Buy	60005→58522.8	-12.79	stop_loss
06-30 12:25	BTC	Buy	60237→58755.7	-12.73	stop_loss
06-30 12:23	BTC	Buy	60339→58854.6	-12.74	stop_loss
06-30 12:20	BTC	Buy	60386→58900.6	-12.74	stop_loss
06-30 01:07	BTC	Buy	59539→59797	+1.76	timeout
06-30 00:00	BTC	Buy	59481→60174	+5.39	timeout
06-29 21:45	BTC	Buy	59626→60449	+6.30	timeout
06-29 20:42	BTC	Buy	59659→60410	+5.69	timeout
06-29 19:33	BTC	Buy	59613→60347	+5.56	timeout
06-29 00:02	BTC	Buy	60016→59370	-5.92	timeout
06-28 22:59	BTC	Buy	60201→59018	-10.29	timeout
06-28 20:02	BTC	Buy	60203→59482	-6.42	timeout
06-28 18:59	BTC	Buy	60522→59584	-8.18	timeout
06-28 17:55	BTC	Buy	60579→59560	-8.83	timeout
06-27 22:24	BTC	Buy	59904→60019	+0.57	timeout
06-27 21:24	BTC	Buy	59773→60386	+4.75	timeout
06-27 19:11	BTC	Buy	59941→60570	+4.83	timeout
06-27 18:03	BTC	Buy	60039→60435	+2.86	timeout
06-27 16:59	BTC	Buy	60052→60765	+5.47	timeout
06-26 19:36	BTC	Buy	59340→59949	+4.59	timeout
06-26 18:40	BTC	Buy	59412→59732	+2.12	timeout
06-26 17:18	BTC	Buy	59468→60039	+4.24	timeout
06-26 16:05	BTC	Buy	59443→60367	+7.22	timeout
06-26 15:17	BTC	Buy	58931.9→59907	+7.73	timeout
06-25 18:00	BTC	Buy	59423→59642	+1.42	timeout
06-25 13:55	BTC	Buy	59879→58405.9	-12.66	stop_loss
06-25 13:55	BTC	Buy	59863→58390.9	-12.65	stop_loss
06-25 13:48	BTC	Buy	60769→59273.4	-12.68	stop_loss
06-25 13:48	BTC	Buy	60955→59456.3	-12.67	stop_loss
06-24 16:51	BTC	Buy	61258.1→59736.1	-12.85	stop_loss
06-24 16:51	BTC	Buy	61348.1→59833.1	-12.77	stop_loss
06-24 15:30	BTC	Buy	62289.1→60756.6	-12.73	stop_loss
06-24 13:46	BTC	Buy	62863.1→61317.3	-12.74	stop_loss
06-24 11:23	BTC	Buy	62545.1→62316.9	-2.26	timeout
06-24 10:22	BTC	Buy	62383.1→62513.9	+0.59	timeout
06-24 09:39	BTC	Buy	62435.1→62662.9	+1.37	timeout
06-24 09:02	BTC	Buy	62408.1→62651.9	+1.50	timeout
06-24 06:22	BTC	Buy	62683.1→62766.9	+0.14	timeout
06-23 08:27	BTC	Buy	63563.2→61998.9	-12.73	stop_loss
06-23 06:46	BTC	Buy	63998.2→62930.9	-8.55	timeout
06-23 05:40	BTC	Buy	64231.2→63443.8	-6.61	timeout
06-23 04:34	BTC	Buy	63990.2→63866.8	-1.44	timeout
06-23 02:32	BTC	Buy	64505.2→64148.8	-3.24	timeout
06-23 01:28	BTC	Buy	64623.2→64151.8	-4.10	timeout
06-22 02:58	BTC	Buy	64236.2→64215.8	-0.63	timeout
06-22 01:57	BTC	Buy	64244.2→64597.8	+2.28	timeout
06-22 00:49	BTC	Buy	64243.2→63818.8	-3.81	timeout
06-21 22:26	BTC	Buy	64154.2→63704.8	-4.02	timeout
06-21 21:19	BTC	Buy	63940.2→63543.8	-3.56	timeout
06-20 23:34	BTC	Buy	63338.2→64237.8	+6.62	timeout
06-20 22:26	BTC	Buy	63261.2→64152.8	+6.54	timeout
06-20 21:19	BTC	Buy	63230.2→63936.8	+5.12	timeout
06-20 20:05	BTC	Buy	63013.2→63902.8	+6.61	timeout
06-20 18:55	BTC	Buy	63047.2→63756.8	+5.19	timeout
06-19 21:24	BTC	Buy	62995.1→63192.8	+1.07	timeout
06-19 20:23	BTC	Buy	63115.2→62953.9	-1.78	timeout
06-19 18:53	BTC	Buy	62750.1→62992.9	+1.45	timeout
06-19 17:53	BTC	Buy	62644.1→63179.8	+3.80	timeout
06-19 17:09	BTC	Buy	62548.1→62978.9	+3.00	timeout
06-18 15:40	BTC	Buy	64209.2→62630.5	-12.51	stop_loss
06-18 15:40	BTC	Buy	64290.2→62707.5	-12.54	stop_loss
06-18 15:37	BTC	Buy	64442.2→62842.4	-12.68	stop_loss
06-18 15:37	BTC	Buy	64426.2→62839.4	-12.56	stop_loss
06-18 15:37	BTC	Buy	64539.2→62941.4	-12.66	stop_loss
06-17 19:41	BTC	Buy	65756.3→64132.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65802.3→64183.7	-12.74	stop_loss
06-17 19:40	BTC	Buy	65813.3→64191.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	65876.3→64246.6	-12.82	stop_loss
06-17 19:29	BTC	Buy	65911.3→64246.6	-13.08	stop_loss
06-17 16:20	BTC	Buy	65751.3→65891.7	+0.53	timeout
06-17 15:14	BTC	Buy	65834.3→65215.7	-5.13	timeout
06-17 03:39	BTC	Buy	66027.3→65786.7	-2.31	timeout
06-17 02:39	BTC	Buy	65841.3→65811.7	-0.72	timeout
06-17 00:33	BTC	Buy	66334.3→65785.7	-4.63	timeout
06-16 14:43	BTC	Buy	66494.3→65620.7	-7.09	timeout
06-16 13:49	BTC	Buy	66601.3→66165.7	-3.80	timeout
06-16 02:24	BTC	Buy	65663.3→66003.7	+2.16	timeout
06-16 01:22	BTC	Buy	65395.3→66292.7	+6.41	timeout
06-15 23:17	BTC	Buy	65564.3→66217.7	+4.60	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 12:50	BTC	Buy	63752.2→66558.7	+21.58	take_profit
06-15 00:48	BTC	Buy	64561.2→65571.7	+7.35	timeout
06-14 23:43	BTC	Buy	64451.2→65571.7	+8.22	timeout
06-14 22:37	BTC	Buy	64485.2→65355.7	+6.25	timeout
06-14 20:25	BTC	Buy	64226.2→63889.8	-3.10	timeout
06-14 17:09	BTC	Buy	63985.2→63906.8	-1.14	timeout
06-13 23:49	BTC	Buy	63521.2→64382.8	+6.35	timeout
06-13 22:42	BTC	Buy	63493.2→64484.8	+7.33	timeout
06-13 21:40	BTC	Buy	63541.2→64322.8	+5.67	timeout
06-13 20:01	BTC	Buy	63568.2→64254.8	+4.95	timeout
06-13 16:41	BTC	Buy	63966.2→64027.8	+0.03	timeout
06-12 20:01	BTC	Buy	63570.2→63584.8	-0.35	timeout
06-12 18:56	BTC	Buy	63470.2→63734.8	+1.63	timeout
06-12 17:50	BTC	Buy	63474.2→63809.8	+2.18	timeout
06-12 16:50	BTC	Buy	62579.1→63935.8	+10.37	timeout
06-12 15:45	BTC	Buy	62576.1→63855.8	+9.73	timeout
06-11 19:32	BTC	Buy	61854.1→63844.8	+15.51	timeout
06-11 18:27	BTC	Buy	61854.1→63401.8	+11.93	timeout
06-11 17:24	BTC	Buy	62064.1→62366.9	+1.90	timeout

Paper vs Live

Paper (trades.jsonl)

159

closed

45%

win rate

-456.73

total pnl ($)

-57.3 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	159	45%	-57.3	-456.73

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 02:55	BTC	Buy	circuit_breaker
06-30 01:50	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…