deribit_basis_crossover_momentum_long_v4 · strategy

closed trades

48%

win rate

-137.05

total pnl ($)

0.789

weight

7d window — n=14 wr=36% pnl=-72.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 56 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 18:31	BTC	Buy	59768→60487	+5.58	timeout
06-26 18:25	BTC	Buy	59546→60001	+3.27	timeout
06-26 13:19	BTC	Buy	60056→58564.8	-12.88	stop_loss
06-25 13:57	BTC	Buy	59736→58265.9	-12.69	stop_loss
06-25 13:44	BTC	Buy	61647.1→60130.9	-12.74	stop_loss
06-24 15:08	BTC	Buy	62343.1→60809.5	-12.70	stop_loss
06-24 13:47	BTC	Buy	62811.1→61266.3	-12.75	stop_loss
06-24 06:17	BTC	Buy	63160.2→62786.9	-3.46	timeout
06-23 06:12	BTC	Buy	64208.2→63138.8	-8.81	timeout
06-23 06:08	BTC	Buy	64709.2→63118.3	-12.76	stop_loss
06-22 18:09	BTC	Buy	63974.2→64638.8	+4.70	timeout
06-22 06:05	BTC	Buy	64173.2→64144.8	-0.69	timeout
06-21 18:05	BTC	Buy	63847.2→63928.8	+0.27	timeout
06-21 06:04	BTC	Buy	63669.2→64191.8	+3.65	timeout
06-20 18:04	BTC	Buy	63111.2→63882.8	+5.65	timeout
06-20 05:56	BTC	Buy	62701.1→63635.8	+7.00	timeout
06-19 17:50	BTC	Buy	62621.1→63192.8	+4.11	timeout
06-18 15:57	BTC	Buy	63876.2→62302.7	-12.83	stop_loss
06-17 19:29	BTC	Buy	65881.3→64258.6	-12.77	stop_loss
06-17 19:29	BTC	Buy	65899.3→64263.6	-12.89	stop_loss
06-17 17:42	BTC	Buy	65709.3→65882.7	+0.79	timeout
06-17 05:36	BTC	Buy	66046.3→65814.7	-2.24	timeout
06-16 17:31	BTC	Buy	66750.3→65689.7	-8.49	timeout
06-16 03:22	BTC	Buy	65674.3→65646.7	-0.65	timeout
06-15 12:19	BTC	Buy	64475.2→66308.7	+13.78	timeout
06-15 00:19	BTC	Buy	64365.2→65690.7	+9.83	timeout
06-14 12:14	BTC	Buy	63925.2→64471.8	+3.84	timeout
06-14 00:53	BTC	Buy	63567.2→64518.8	+7.07	timeout
06-13 12:28	BTC	Buy	63467.2→63948.8	+3.26	timeout
06-13 00:07	BTC	Buy	63611.2→63571.8	-0.84	timeout
06-12 12:07	BTC	Buy	62989.1→63621.8	+4.50	timeout
06-11 20:42	BTC	Buy	61819.1→63268.8	+11.14	timeout
06-11 08:38	BTC	Buy	61406.1→62908.9	+11.65	timeout
06-10 17:25	BTC	Buy	61677.1→62107.9	+3.00	timeout
06-09 14:29	BTC	Buy	63136.2→61582.1	-12.76	stop_loss
06-09 14:11	BTC	Buy	63505.2→61939.9	-12.77	stop_loss
06-09 05:06	BTC	Buy	62627.1→63176.8	+3.94	timeout
06-08 17:19	BTC	Buy	62268.1→63417.8	+8.69	timeout
06-08 05:02	BTC	Buy	61812.1→62790.9	+7.46	timeout
06-07 16:58	BTC	Buy	60725→61985.9	+9.91	timeout
06-07 04:52	BTC	Buy	60161→61805.9	+13.24	timeout
06-05 18:43	BTC	Buy	61284.1→59777.1	-12.75	stop_loss
06-05 06:21	BTC	Buy	63085.2→61534.1	-12.74	stop_loss
06-05 06:01	BTC	Buy	63680.2→62110.8	-12.73	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss
06-03 20:55	BTC	Buy	66555.3→64914.3	-12.84	stop_loss
06-03 19:54	BTC	Buy	67018.4→65370	-12.78	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 12:17	BTC	Buy	70959.5→69214.9	-12.83	stop_loss
06-01 22:25	BTC	Buy	73262.7→71201.8	-14.62	stop_loss
05-31 23:45	BTC	Buy	73780.7→73555.3	-1.95	timeout
05-31 13:02	BTC	Buy	73692.7→73880.3	+0.71	timeout
05-31 08:10	BTC	Buy	73520.7→73843.3	+1.59	timeout
05-30 11:44	BTC	Buy	73469.7→73588.3	+0.30	timeout
05-29 23:32	BTC	Buy	73666.7→73334.3	-2.72	timeout
05-29 11:16	BTC	Buy	73370.7→73620.3	+1.21	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-137.05

total pnl ($)

-48.4 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	56	48%	-48.4	-137.05

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…