deribit_basis_crossover_momentum_long_v2 · strategy

122

closed trades

43%

win rate

-417.93

total pnl ($)

0.619

weight

7d window — n=24 wr=46% pnl=-90.88 · 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 12:25	BTC	Buy	60179→58694.7	-12.76	stop_loss
06-30 12:23	BTC	Buy	60328→58844.6	-12.73	stop_loss
06-30 12:06	BTC	Buy	60430→58941.6	-12.75	stop_loss
06-29 19:24	BTC	Buy	59484→60395	+7.06	timeout
06-29 18:27	BTC	Buy	59606→60334	+5.51	timeout
06-29 17:20	BTC	Buy	59617→60558	+7.29	timeout
06-28 18:29	BTC	Buy	60474→59596	-7.67	timeout
06-28 17:26	BTC	Buy	60547→59575	-8.45	timeout
06-28 16:22	BTC	Buy	60708→59767	-8.23	timeout
06-27 17:20	BTC	Buy	60056→60575	+3.86	timeout
06-27 16:18	BTC	Buy	60172→60698	+3.96	timeout
06-27 15:19	BTC	Buy	59928→60733	+6.28	timeout
06-26 16:26	BTC	Buy	59737→59987	+1.54	timeout
06-26 15:26	BTC	Buy	59265→60204	+7.42	timeout
06-26 14:24	BTC	Buy	59282→59973	+5.33	timeout
06-25 13:59	BTC	Buy	59539→58071	-12.72	stop_loss
06-25 13:58	BTC	Buy	59680→58204	-12.76	stop_loss
06-25 13:57	BTC	Buy	59831→58327.9	-12.95	stop_loss
06-24 14:13	BTC	Buy	62646.1→61101.4	-12.78	stop_loss
06-24 13:48	BTC	Buy	62776.1→61232.3	-12.75	stop_loss
06-24 13:44	BTC	Buy	62910.1→61360.2	-12.77	stop_loss
06-24 10:11	BTC	Buy	62433.1→62562.9	+0.52	timeout
06-24 09:10	BTC	Buy	62382.1→62706.9	+2.10	timeout
06-24 07:07	BTC	Buy	62939.1→62695.9	-2.44	timeout
06-23 08:17	BTC	Buy	63943.2→62369.7	-12.77	stop_loss
06-23 06:08	BTC	Buy	64668.2→63078.3	-12.76	stop_loss
06-23 06:08	BTC	Buy	64709.2→63118.3	-12.76	stop_loss
06-22 19:05	BTC	Buy	64153.2→64347.8	+1.01	timeout
06-22 18:04	BTC	Buy	63953.2→64684.8	+5.22	timeout
06-22 16:58	BTC	Buy	64113.2→64728.8	+4.35	timeout
06-21 18:56	BTC	Buy	63760.2→64141.8	+2.59	timeout
06-21 17:53	BTC	Buy	63799.2→64140.8	+2.31	timeout
06-21 16:46	BTC	Buy	63934.2→64114.8	+0.99	timeout
06-20 18:42	BTC	Buy	63035.2→63808.8	+5.70	timeout
06-20 17:37	BTC	Buy	62983.1→63789.8	+5.94	timeout
06-20 16:36	BTC	Buy	63259.2→63887.8	+4.45	timeout
06-19 18:22	BTC	Buy	62936.1→63138.8	+1.15	timeout
06-19 17:19	BTC	Buy	62571.1→63045.8	+3.34	timeout
06-19 16:18	BTC	Buy	62600.1→63309.8	+5.22	timeout
06-18 15:56	BTC	Buy	63965.2→62389.7	-12.83	stop_loss
06-18 15:40	BTC	Buy	64279.2→62698.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64437.2→62843.4	-12.79	stop_loss
06-18 05:08	BTC	Buy	65224.3→63620	-12.76	stop_loss
06-17 19:41	BTC	Buy	65749.3→64131.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65804.3→64184.7	-12.79	stop_loss
06-17 15:13	BTC	Buy	65835.3→65087.7	-6.13	timeout
06-17 00:28	BTC	Buy	66251.3→65687.7	-4.79	timeout
06-16 23:30	BTC	Buy	66184.3→65703.7	-4.17	timeout
06-16 14:08	BTC	Buy	66337.3→66047.7	-2.71	timeout
06-15 23:51	BTC	Buy	65668.3→66289.7	+4.24	timeout
06-15 22:49	BTC	Buy	65403.3→66195.7	+5.56	timeout
06-15 13:20	BTC	Buy	64023.2→66839.7	+21.56	take_profit
06-14 23:07	BTC	Buy	64427.2→65315.7	+6.40	timeout
06-14 22:03	BTC	Buy	64396.2→65459.7	+7.76	timeout
06-14 19:54	BTC	Buy	64291.2→63750.8	-4.70	timeout
06-13 22:33	BTC	Buy	63517.2→64497.8	+7.24	timeout
06-13 21:25	BTC	Buy	63528.2→64218.8	+4.97	timeout
06-13 19:36	BTC	Buy	63631.2→64202.8	+4.04	timeout
06-12 19:49	BTC	Buy	63683.2→63606.8	-1.05	timeout
06-12 18:44	BTC	Buy	63512.2→63839.8	+2.11	timeout
06-12 17:40	BTC	Buy	63214.2→63808.8	+4.24	timeout
06-11 18:14	BTC	Buy	61927.1→63421.8	+11.49	timeout
06-11 17:10	BTC	Buy	62152.1→62482.9	+2.12	timeout
06-11 16:10	BTC	Buy	62376.1→62736.9	+2.35	timeout
06-10 17:22	BTC	Buy	61731.1→62029.9	+1.92	timeout
06-10 16:20	BTC	Buy	60857→62299.9	+11.35	timeout
06-10 15:19	BTC	Buy	61567.1→61955.9	+2.66	timeout
06-09 14:44	BTC	Buy	62821.1→61274.3	-12.77	stop_loss
06-09 14:36	BTC	Buy	62902.1→61351.2	-12.78	stop_loss
06-09 14:18	BTC	Buy	63302.2→61743	-12.77	stop_loss
06-09 08:09	BTC	Buy	63123.2→62848.9	-2.70	timeout
06-09 07:07	BTC	Buy	62841.1→63299.8	+3.14	timeout
06-08 22:43	BTC	Buy	63100.2→63259.8	+0.78	timeout
06-08 07:53	BTC	Buy	62243.1→63246.8	+7.58	timeout
06-08 06:52	BTC	Buy	62113.1→62957.9	+6.33	timeout
06-07 22:14	BTC	Buy	60768→63436.8	+21.52	take_profit
06-07 05:55	BTC	Buy	60871→61720.9	+6.58	timeout
06-07 04:53	BTC	Buy	60191→61794.9	+12.89	timeout
06-06 19:33	BTC	Buy	59621→60615	+7.94	timeout
06-06 04:34	BTC	Buy	60994→59493.3	-12.76	stop_loss
06-06 04:14	BTC	Buy	61544.1→60030	-12.76	stop_loss
06-05 18:52	BTC	Buy	60735→59241.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60777→59282.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60923→59424.3	-12.76	stop_loss
06-05 15:37	BTC	Buy	61784.1→60261.8	-12.76	stop_loss
06-05 13:59	BTC	Buy	62212.1→60679.6	-12.77	stop_loss
06-05 13:49	BTC	Buy	62836.1→61287.3	-12.78	stop_loss
06-05 11:44	BTC	Buy	62212.1→62111.9	-1.29	timeout
06-05 06:23	BTC	Buy	62785.1→61217.3	-12.93	stop_loss
06-05 06:23	BTC	Buy	62787.1→61217.3	-12.89	stop_loss
06-05 02:32	BTC	Buy	63170.2→62724.9	-3.96	timeout
06-04 09:29	BTC	Buy	64343.2→62759.5	-12.75	stop_loss
06-04 09:25	BTC	Buy	64508.2→62921.4	-12.74	stop_loss
06-04 01:16	BTC	Buy	64428.2→62843.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65099.3→63498.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66359.3→64655.4	-13.33	stop_loss
06-03 20:46	BTC	Buy	66669.3→65025.2	-12.84	stop_loss
06-03 16:24	BTC	Buy	67327.4→65671.9	-12.77	stop_loss
06-03 03:33	BTC	Buy	67621.4→65957.7	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

122

closed

43%

win rate

-417.93

total pnl ($)

-68.0 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	122	43%	-68.0	-417.93

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…