deribit_basis_crossover_momentum_long_v5

not live
85
closed trades
29%
win rate
-348.65
total pnl ($)
0.250
weight
7d window — n=18 wr=17% pnl=-158.12  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 85 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 16:44BTCBuy60140→59835-3.44timeout
06-29 12:40BTCBuy59273→59862+4.16timeout
06-29 04:26BTCBuy59916→59964-0.12timeout
06-28 19:46BTCBuy59187→59352+0.97timeout
06-28 15:43BTCBuy59085→59919+6.63timeout
06-26 13:18BTCBuy60221→58729.7-12.84stop_loss
06-26 02:21BTCBuy59840→58367.9-12.75stop_loss
06-25 13:57BTCBuy59778→58300.9-12.72stop_loss
06-25 13:48BTCBuy60834→59333.4-12.73stop_loss
06-25 13:48BTCBuy60877→59376.3-12.74stop_loss
06-25 13:46BTCBuy61185.1→59674.2-12.79stop_loss
06-25 13:42BTCBuy61774.1→60252.8-12.74stop_loss
06-24 15:43BTCBuy62051.1→60524.7-12.92stop_loss
06-24 14:19BTCBuy62417.1→60877.5-12.74stop_loss
06-24 14:17BTCBuy62582.1→61017.4-12.92stop_loss
06-24 14:17BTCBuy62573.1→61017.4-12.85stop_loss
06-24 13:44BTCBuy62949.1→61394.2-12.80stop_loss
06-23 08:24BTCBuy63697.2→62116.8-12.80stop_loss
06-23 06:21BTCBuy64175.2→62590.6-12.84stop_loss
06-23 06:21BTCBuy64293.2→62707.5-12.81stop_loss
06-23 06:20BTCBuy64372.2→62789.4-12.78stop_loss
06-23 06:18BTCBuy64559.2→62971.3-12.77stop_loss
06-22 07:58BTCBuy62600.1→64159.8+11.75timeout
06-22 04:46BTCBuy62589.1→63968.8+10.52timeout
06-22 00:32BTCBuy63013.2→63772.8+5.45timeout
06-21 20:16BTCBuy63163.2→64092.8+6.93timeout
06-21 16:43BTCBuy62681.1→64058.8+10.66timeout
06-18 15:55BTCBuy63978.2→62404.7-12.60stop_loss
06-18 15:40BTCBuy64213.2→62633.5-12.46stop_loss
06-18 15:37BTCBuy64534.2→62947.4-12.64stop_loss
06-18 15:36BTCBuy64616.2→63026.3-12.52stop_loss
06-18 15:17BTCBuy64846.2→63251.2-12.30stop_loss
06-17 22:46BTCBuy65407.3→64307.8-8.84timeout
06-17 19:42BTCBuy65712.3→64085.7-12.84stop_loss
06-17 19:29BTCBuy65904.3→64265.6-12.88stop_loss
06-17 11:05BTCBuy66245.3→64614.4-12.89stop_loss
06-17 08:39BTCBuy66624.3→64985.2-12.81stop_loss
06-17 07:54BTCBuy66835.3→65187.1-12.75stop_loss
06-15 15:46BTCBuy64091.2→66968.7+22.01take_profit
06-15 12:50BTCBuy63702.2→66562.7+22.06take_profit
06-15 12:42BTCBuy63582.2→66439.7+22.07take_profit
06-15 12:42BTCBuy63564.2→66421.7+22.08take_profit
06-14 19:38BTCBuy63733.2→63791.8-0.15timeout
06-13 16:20BTCBuy62284.1→64044.8+13.83timeout
06-12 18:56BTCBuy61696.1→63733.8+16.01timeout
06-12 15:13BTCBuy61601.1→64369.8+21.84take_profit
06-12 14:53BTCBuy61254.1→63839.8+20.42timeout
06-11 19:30BTCBuy61125.1→63870.8+21.84take_profit
06-10 07:25BTCBuy62228.1→62016.9-1.73timeout
06-09 14:29BTCBuy63110.2→61557.1-12.77stop_loss
06-09 14:29BTCBuy63128.2→61576.1-12.76stop_loss
06-09 14:21BTCBuy63177.2→61622.1-12.77stop_loss
06-09 13:19BTCBuy63864.2→62281.7-12.82stop_loss
06-07 22:14BTCBuy60969→63706.8+22.02take_profit
06-07 22:14BTCBuy60824→63554.8+22.02take_profit
06-07 22:14BTCBuy60589→63309.8+22.02take_profit
06-07 22:14BTCBuy60526→63243.8+22.03take_profit
06-07 05:18BTCBuy59335→62004.9+22.09take_profit
06-06 04:15BTCBuy61515.1→60002-12.75stop_loss
06-05 16:12BTCBuy61226.1→59720.1-12.72stop_loss
06-05 13:56BTCBuy62425.1→60889.5-12.76stop_loss
06-05 13:51BTCBuy62662.1→61119.4-12.76stop_loss
06-05 06:24BTCBuy62702.1→61157.3-12.71stop_loss
06-05 06:21BTCBuy63129.2→61571.1-12.75stop_loss
06-05 06:19BTCBuy63339.2→61781-12.73stop_loss
06-05 05:59BTCBuy63813.2→62230.8-12.81stop_loss
06-04 11:10BTCBuy63766.2→62197.8-12.73stop_loss
06-04 00:29BTCBuy65074.3→63474.1-12.74stop_loss
06-03 23:24BTCBuy65938.3→64316.6-12.74stop_loss
06-03 20:55BTCBuy66442.3→64808.3-12.79stop_loss
06-03 20:45BTCBuy66753.3→65112.2-12.76stop_loss
06-03 20:44BTCBuy66772.3→65130.2-12.80stop_loss
06-03 03:50BTCBuy67193.4→65539.9-12.76stop_loss
06-02 15:30BTCBuy68906.4→67210-12.76stop_loss
06-02 14:10BTCBuy69994.5→68271.4-12.77stop_loss
06-02 07:01BTCBuy71646.6→69882.5-12.86stop_loss
06-02 01:32BTCBuy72806.6→71015.9-12.85stop_loss
06-01 22:25BTCBuy73792.7→71210.8-18.06stop_loss
06-01 22:25BTCBuy73541.7→71210.8-16.48stop_loss
06-01 22:25BTCBuy73785.7→71210.8-18.12stop_loss
06-01 02:26BTCBuy73458.7→73496.3-0.37timeout
05-31 21:23BTCBuy73707.7→73655.3-0.81timeout
05-31 17:55BTCBuy73479.7→73679.3+0.72timeout
05-31 13:19BTCBuy73229.7→73935.3+4.06timeout
05-31 09:14BTCBuy73275.7→73882.3+3.24timeout

Paper vs Live

Paper (trades.jsonl)
85
closed
29%
win rate
-348.65
total pnl ($)
-81.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8529%-81.6-348.65

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems