deribit_basis_crossover_premium_momentum_v2 · strategy

143

closed trades

43%

win rate

-461.79

total pnl ($)

0.475

weight

7d window — n=29 wr=38% pnl=-112.22 · 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	59853→58380.9	-12.74	stop_loss
06-30 12:25	BTC	Buy	60233→58721.7	-12.98	stop_loss
06-30 12:21	BTC	Buy	60371→58885.6	-12.74	stop_loss
06-30 06:02	BTC	Buy	60134→59555	-5.22	timeout
06-29 23:32	BTC	Buy	59602→60224	+4.79	timeout
06-29 21:27	BTC	Buy	59695→60279	+4.29	timeout
06-29 19:20	BTC	Buy	59424→60262	+6.45	timeout
06-29 03:47	BTC	Buy	60164→59922	-2.48	timeout
06-28 21:30	BTC	Buy	60432→59676	-6.72	timeout
06-28 19:26	BTC	Buy	60315→59480	-7.35	timeout
06-28 17:19	BTC	Buy	60592→59590	-8.69	timeout
06-28 03:04	BTC	Buy	60250→60157	-1.22	timeout
06-27 21:07	BTC	Buy	59683→60327	+5.01	timeout
06-27 19:02	BTC	Buy	59653→60557	+7.15	timeout
06-27 17:05	BTC	Buy	60144→60483	+2.35	timeout
06-27 02:27	BTC	Buy	58734.9→60320	+13.02	timeout
06-26 20:11	BTC	Buy	59596→59674	+0.09	timeout
06-26 17:33	BTC	Buy	59472→60144	+5.11	timeout
06-26 15:27	BTC	Buy	59272→60230	+7.48	timeout
06-26 02:16	BTC	Buy	59942→58467.8	-12.74	stop_loss
06-25 13:58	BTC	Buy	59564→58097	-12.69	stop_loss
06-25 13:58	BTC	Buy	59608→58140	-12.69	stop_loss
06-25 13:48	BTC	Buy	60820→59315.4	-12.77	stop_loss
06-25 13:48	BTC	Buy	60973→59473.3	-12.70	stop_loss
06-24 15:08	BTC	Buy	62327.1→60789.5	-12.74	stop_loss
06-24 14:13	BTC	Buy	62678.1→61136.4	-12.75	stop_loss
06-24 14:07	BTC	Buy	62476.1→61419.9	-8.89	timeout
06-24 12:07	BTC	Buy	62428.1→62792.9	+2.46	timeout
06-24 08:10	BTC	Buy	62817.1→62592.9	-2.31	timeout
06-23 08:17	BTC	Buy	64012.2→62431.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64131.2→62531.6	-12.93	stop_loss
06-23 06:21	BTC	Buy	64212.2→62632.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64422.2→62837.4	-12.77	stop_loss
06-23 01:17	BTC	Buy	63983.2→64200.8	+1.26	timeout
06-22 23:13	BTC	Buy	63730.2→63966.8	+1.40	timeout
06-22 21:10	BTC	Buy	63618.2→64373.8	+5.47	timeout
06-22 19:05	BTC	Buy	64153.2→64352.8	+1.05	timeout
06-22 00:46	BTC	Buy	64261.2→63836.8	-3.76	timeout
06-21 22:42	BTC	Buy	64228.2→63640.8	-5.00	timeout
06-21 20:38	BTC	Buy	63845.2→64002.8	+0.78	timeout
06-21 18:37	BTC	Buy	63830.2→64123.8	+1.90	timeout
06-20 23:07	BTC	Buy	63271.2→64257.8	+7.34	timeout
06-20 21:05	BTC	Buy	63152.2→63919.8	+5.64	timeout
06-20 19:01	BTC	Buy	63051.2→63783.8	+5.37	timeout
06-20 16:56	BTC	Buy	62986.1→63961.8	+7.24	timeout
06-19 22:40	BTC	Buy	62780.1→63253.8	+3.28	timeout
06-19 20:30	BTC	Buy	63103.2→63051.8	-0.89	timeout
06-19 18:29	BTC	Buy	62843.1→63090.8	+1.51	timeout
06-19 16:30	BTC	Buy	62578.1→63301.8	+5.34	timeout
06-18 15:58	BTC	Buy	63815.2→62244.7	-12.59	stop_loss
06-18 15:51	BTC	Buy	64163.2→62584.6	-12.48	stop_loss
06-18 15:40	BTC	Buy	64187.2→62599.6	-12.54	stop_loss
06-18 15:37	BTC	Buy	64546.2→62958.4	-12.65	stop_loss
06-18 05:03	BTC	Buy	65316.3→63706.9	-12.78	stop_loss
06-18 04:11	BTC	Buy	65449.3→63839.9	-12.76	stop_loss
06-17 19:44	BTC	Buy	65697.3→64075.7	-12.81	stop_loss
06-17 19:40	BTC	Buy	65802.3→64182.7	-12.78	stop_loss
06-17 13:12	BTC	Buy	65999.3→65011.7	-7.98	timeout
06-17 06:57	BTC	Buy	66412.3→65575.7	-6.77	timeout
06-17 00:56	BTC	Buy	66261.3→65718.7	-4.60	timeout
06-16 22:53	BTC	Buy	66206.3→65699.7	-4.36	timeout
06-16 12:33	BTC	Buy	66253.3→66659.7	+2.53	timeout
06-16 06:28	BTC	Buy	65949.3→66255.7	+1.94	timeout
06-16 00:12	BTC	Buy	65743.3→66354.7	+4.27	timeout
06-15 22:05	BTC	Buy	65073.3→66402.7	+9.72	timeout
06-15 11:53	BTC	Buy	64602.2→66203.7	+11.95	timeout
06-15 05:37	BTC	Buy	64299.2→65694.7	+10.39	timeout
06-14 23:13	BTC	Buy	64426.2→65562.7	+8.33	timeout
06-14 21:11	BTC	Buy	64258.2→63991.8	-2.55	timeout
06-14 10:14	BTC	Buy	63749.2→64500.8	+5.41	timeout
06-13 22:12	BTC	Buy	63468.2→64363.8	+6.58	timeout
06-13 20:04	BTC	Buy	63647.2→64246.8	+4.26	timeout
06-13 18:06	BTC	Buy	63788.2→64028.8	+1.42	timeout
06-13 09:47	BTC	Buy	63908.2→63763.8	-1.66	timeout
06-12 21:26	BTC	Buy	63449.2→63522.8	+0.10	timeout
06-12 19:24	BTC	Buy	63659.2→63676.8	-0.32	timeout
06-12 17:20	BTC	Buy	62392.1→63805.8	+10.84	timeout
06-12 09:03	BTC	Buy	62926.1→63459.8	+3.72	timeout
06-11 20:42	BTC	Buy	61819.1→63268.8	+11.14	timeout
06-11 18:37	BTC	Buy	61806.1→63499.8	+13.13	timeout
06-11 16:31	BTC	Buy	62190.1→62573.9	+2.53	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.95	timeout
06-10 19:28	BTC	Buy	61816.1→61693.9	-1.51	timeout
06-10 17:26	BTC	Buy	61729.1→62007.9	+1.77	timeout
06-10 15:24	BTC	Buy	61464.1→62275.9	+6.11	timeout
06-09 16:05	BTC	Buy	62474.1→60936.5	-12.78	stop_loss
06-09 14:36	BTC	Buy	62904.1→61351.2	-12.80	stop_loss
06-09 14:18	BTC	Buy	63289.2→61733	-12.75	stop_loss
06-09 14:04	BTC	Buy	63656.2→62079.8	-12.83	stop_loss
06-09 10:57	BTC	Buy	63086.2→62775.9	-2.85	timeout
06-09 08:51	BTC	Buy	63008.2→62906.9	-1.25	timeout
06-09 06:48	BTC	Buy	62957.1→63351.8	+2.63	timeout
06-08 20:28	BTC	Buy	61756.1→63223.8	+11.40	timeout
06-08 10:18	BTC	Buy	62444.1→63281.8	+6.26	timeout
06-08 08:13	BTC	Buy	62305.1→63123.8	+6.04	timeout
06-08 06:07	BTC	Buy	61683.1→62830.9	+8.85	timeout
06-07 19:49	BTC	Buy	60588→61215.9	+4.78	timeout
06-07 09:36	BTC	Buy	61237.1→62491.9	+9.82	timeout
06-07 07:33	BTC	Buy	60909→62215.9	+10.31	timeout
06-07 05:30	BTC	Buy	60672→61741.9	+8.40	timeout

Paper vs Live

Paper (trades.jsonl)

143

closed

43%

win rate

-461.79

total pnl ($)

-64.3 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	143	43%	-64.3	-461.79

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…