deribit_basis_crossover_momentum_long_v7 · strategy

191

closed trades

41%

win rate

-641.22

total pnl ($)

0.375

weight

7d window — n=37 wr=41% pnl=-127.76 · 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	59829→58357.9	-12.73	stop_loss
06-30 12:25	BTC	Buy	60245→58763.7	-12.73	stop_loss
06-30 12:20	BTC	Buy	60376→58891.6	-12.73	stop_loss
06-30 08:31	BTC	Buy	59790→59368	-3.94	timeout
06-30 07:21	BTC	Buy	60022→59456	-5.15	timeout
06-29 22:22	BTC	Buy	59324→60442	+9.05	timeout
06-29 21:17	BTC	Buy	59635→60321	+5.15	timeout
06-29 18:56	BTC	Buy	59568→60218	+4.86	timeout
06-29 06:54	BTC	Buy	60004→60100	+0.36	timeout
06-29 05:52	BTC	Buy	59918→59917	-0.48	timeout
06-28 20:01	BTC	Buy	60193→59467	-6.46	timeout
06-28 19:00	BTC	Buy	60531→59582	-8.27	timeout
06-28 16:52	BTC	Buy	60795→59629	-10.02	timeout
06-28 06:12	BTC	Buy	60087→59887	-2.11	timeout
06-28 05:08	BTC	Buy	60219→59999	-2.29	timeout
06-27 19:29	BTC	Buy	59902→60281	+2.76	timeout
06-27 18:27	BTC	Buy	59870→60452	+4.43	timeout
06-27 16:20	BTC	Buy	60045→60690	+4.97	timeout
06-27 04:12	BTC	Buy	59916→60384	+3.46	timeout
06-27 03:06	BTC	Buy	58632.9→60210	+13.00	timeout
06-26 18:22	BTC	Buy	59553→60035	+3.48	timeout
06-26 17:23	BTC	Buy	59452→60100	+4.90	timeout
06-26 15:15	BTC	Buy	59022→59790	+5.96	timeout
06-26 02:21	BTC	Buy	59802→58328.9	-12.75	stop_loss
06-26 02:21	BTC	Buy	59823→58343.9	-12.79	stop_loss
06-25 13:59	BTC	Buy	59498→58033.1	-12.68	stop_loss
06-25 13:57	BTC	Buy	59783→58309.9	-12.68	stop_loss
06-25 13:48	BTC	Buy	60810→59312.4	-12.71	stop_loss
06-25 13:48	BTC	Buy	60990→59489.3	-12.70	stop_loss
06-25 13:46	BTC	Buy	61063.1→59559.2	-12.70	stop_loss
06-24 14:19	BTC	Buy	62493.1→60956.5	-12.74	stop_loss
06-24 14:17	BTC	Buy	62597.1→61057.4	-12.74	stop_loss
06-24 13:29	BTC	Buy	62035.1→61803.9	-2.31	timeout
06-24 12:26	BTC	Buy	62343.1→62748.9	+2.80	timeout
06-24 11:21	BTC	Buy	62495.1→62320.9	-1.86	timeout
06-24 10:11	BTC	Buy	62433.1→62562.9	+0.54	timeout
06-24 09:10	BTC	Buy	62382.1→62705.9	+2.07	timeout
06-23 08:17	BTC	Buy	63940.2→62365.7	-12.78	stop_loss
06-23 06:21	BTC	Buy	64205.2→62622.5	-12.79	stop_loss
06-23 06:20	BTC	Buy	64400.2→62812.4	-12.79	stop_loss
06-23 06:20	BTC	Buy	64478.2→62886.4	-12.81	stop_loss
06-23 06:20	BTC	Buy	64519.2→62928.4	-12.80	stop_loss
06-22 22:20	BTC	Buy	63656.2→64243.8	+4.17	timeout
06-22 21:12	BTC	Buy	63550.2→64341.8	+5.77	timeout
06-22 20:11	BTC	Buy	64145.2→64473.8	+2.08	timeout
06-22 19:10	BTC	Buy	64143.2→64306.8	+0.78	timeout
06-22 18:05	BTC	Buy	63968.2→64678.8	+5.04	timeout
06-21 22:06	BTC	Buy	64006.2→63716.8	-2.70	timeout
06-21 21:03	BTC	Buy	63935.2→63784.8	-1.63	timeout
06-21 20:00	BTC	Buy	63914.2→64170.8	+1.57	timeout
06-21 19:01	BTC	Buy	63790.2→64237.8	+3.10	timeout
06-21 17:59	BTC	Buy	63815.2→64136.8	+2.16	timeout
06-20 21:49	BTC	Buy	63104.2→64023.8	+6.85	timeout
06-20 20:14	BTC	Buy	63044.2→63946.8	+6.74	timeout
06-20 19:08	BTC	Buy	63027.2→63817.8	+5.83	timeout
06-20 18:04	BTC	Buy	63111.2→63879.8	+5.63	timeout
06-20 17:05	BTC	Buy	62925.1→63907.8	+7.33	timeout
06-19 20:49	BTC	Buy	63069.2→63140.8	+0.07	timeout
06-19 19:46	BTC	Buy	62947.1→62979.9	-0.22	timeout
06-19 18:44	BTC	Buy	62749.1→63027.8	+1.75	timeout
06-19 17:40	BTC	Buy	62526.1→63024.8	+3.53	timeout
06-19 16:56	BTC	Buy	62665.1→62977.9	+2.06	timeout
06-18 15:57	BTC	Buy	63900.2→62298.7	-12.84	stop_loss
06-18 15:40	BTC	Buy	64178.2→62599.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64309.2→62725.5	-12.49	stop_loss
06-18 15:38	BTC	Buy	64391.2→62807.4	-12.51	stop_loss
06-18 15:36	BTC	Buy	64605.2→63016.3	-12.52	stop_loss
06-18 04:11	BTC	Buy	65384.3→63741.9	-13.02	stop_loss
06-17 19:42	BTC	Buy	65739.3→64122.7	-12.75	stop_loss
06-17 19:41	BTC	Buy	65778.3→64150.7	-12.83	stop_loss
06-17 19:38	BTC	Buy	65851.3→64224.7	-12.80	stop_loss
06-17 19:29	BTC	Buy	66085.3→64455.5	-12.79	stop_loss
06-17 16:44	BTC	Buy	65822.3→65943.7	+0.40	timeout
06-17 15:41	BTC	Buy	65857.3→65458.7	-3.44	timeout
06-17 00:44	BTC	Buy	66393.3→65802.7	-4.94	timeout
06-16 23:47	BTC	Buy	66229.3→65670.7	-4.75	timeout
06-16 22:43	BTC	Buy	66259.3→65686.7	-4.86	timeout
06-16 14:36	BTC	Buy	66476.3→65587.7	-7.22	timeout
06-16 14:23	BTC	Buy	67183.4→65514.9	-12.95	stop_loss
06-15 23:51	BTC	Buy	65672.3→66288.7	+4.32	timeout
06-15 22:46	BTC	Buy	65407.3→66264.7	+6.06	timeout
06-15 21:42	BTC	Buy	65221.3→66419.7	+8.68	timeout
06-15 13:20	BTC	Buy	64024.2→66841.7	+21.57	take_profit
06-15 13:00	BTC	Buy	63790.2→66592.7	+21.53	take_profit
06-14 22:49	BTC	Buy	64485.2→65412.7	+6.70	timeout
06-14 21:48	BTC	Buy	64496.2→65287.7	+5.64	timeout
06-14 20:46	BTC	Buy	64228.2→64023.8	-2.08	timeout
06-14 19:44	BTC	Buy	64274.2→63734.8	-4.70	timeout
06-14 18:43	BTC	Buy	64236.2→63752.8	-4.30	timeout
06-13 22:37	BTC	Buy	63507.2→64500.8	+7.34	timeout
06-13 21:31	BTC	Buy	63536.2→64245.8	+5.11	timeout
06-13 20:27	BTC	Buy	63496.2→64219.8	+5.24	timeout
06-13 19:21	BTC	Buy	63671.2→64149.8	+3.31	timeout
06-13 18:24	BTC	Buy	63704.2→64107.8	+2.70	timeout
06-12 21:16	BTC	Buy	63513.2→63612.8	+0.31	timeout
06-12 20:11	BTC	Buy	63484.2→63542.8	+0.01	timeout
06-12 19:05	BTC	Buy	63473.2→63727.8	+1.54	timeout
06-12 18:00	BTC	Buy	63603.2→63858.8	+1.55	timeout
06-12 16:59	BTC	Buy	62570.1→63943.8	+10.48	timeout
06-11 19:52	BTC	Buy	61966.1→63615.8	+12.73	timeout

Paper vs Live

Paper (trades.jsonl)

191

closed

41%

win rate

-641.22

total pnl ($)

-66.9 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	191	41%	-66.9	-641.22

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:05	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…