deribit_basis_crossover_rising_funding_long · strategy

105

closed trades

47%

win rate

-283.81

total pnl ($)

0.838

weight

7d window — n=21 wr=48% pnl=-70.27 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:07	BTC	Buy	60098→59825	-2.74	timeout
06-28 20:03	BTC	Buy	60217→59491	-6.47	timeout
06-28 18:02	BTC	Buy	60477→59610	-7.59	timeout
06-27 20:07	BTC	Buy	59720→60223	+3.82	timeout
06-27 18:08	BTC	Buy	60058→60479	+3.08	timeout
06-27 16:03	BTC	Buy	60437→60759	+2.28	timeout
06-26 18:43	BTC	Buy	59413→59725	+2.06	timeout
06-26 16:44	BTC	Buy	59235→60130	+6.99	timeout
06-26 14:43	BTC	Buy	59449→59575	+0.56	timeout
06-25 13:51	BTC	Buy	60667→59167.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60893→59394.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	61046.1→59541.2	-12.73	stop_loss
06-24 11:37	BTC	Buy	62556.1→62563.9	-0.40	timeout
06-24 09:32	BTC	Buy	62461.1→62626.9	+0.80	timeout
06-24 07:39	BTC	Buy	62957.1→62606.9	-3.31	timeout
06-23 08:17	BTC	Buy	63952.2→62377.7	-12.78	stop_loss
06-23 06:21	BTC	Buy	64209.2→62629.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64407.2→62816.4	-12.81	stop_loss
06-22 22:50	BTC	Buy	63675.2→63933.8	+1.58	timeout
06-22 20:44	BTC	Buy	63939.2→64471.8	+3.70	timeout
06-22 18:45	BTC	Buy	64149.2→64457.8	+1.91	timeout
06-21 22:11	BTC	Buy	63987.2→63571.8	-3.69	timeout
06-21 20:11	BTC	Buy	63942.2→64137.8	+1.09	timeout
06-21 18:08	BTC	Buy	63798.2→64009.8	+1.29	timeout
06-20 21:40	BTC	Buy	63089.2→63921.8	+6.16	timeout
06-20 19:39	BTC	Buy	62976.1→63860.8	+6.60	timeout
06-20 17:37	BTC	Buy	62995.1→63805.8	+5.97	timeout
06-19 21:11	BTC	Buy	63040.2→63224.8	+0.96	timeout
06-19 19:11	BTC	Buy	62622.1→62983.9	+2.42	timeout
06-19 17:09	BTC	Buy	62548.1→62963.9	+2.87	timeout
06-18 15:51	BTC	Buy	64112.2→62535.6	-12.68	stop_loss
06-18 15:40	BTC	Buy	64346.2→62758.5	-12.78	stop_loss
06-18 15:40	BTC	Buy	64343.2→62758.5	-12.75	stop_loss
06-18 12:47	BTC	Buy	64949.2→64282.8	-5.63	timeout
06-18 10:40	BTC	Buy	64892.2→63993.8	-7.49	timeout
06-18 08:40	BTC	Buy	64945.2→64545.8	-3.54	timeout
06-17 08:51	BTC	Buy	66430.3→64795.3	-12.77	stop_loss
06-17 08:44	BTC	Buy	66503.3→64868.3	-12.75	stop_loss
06-17 07:58	BTC	Buy	66346.3→65496.7	-6.84	timeout
06-16 11:22	BTC	Buy	66188.3→66508.7	+1.91	timeout
06-16 09:16	BTC	Buy	65686.3→66663.7	+7.00	timeout
06-16 07:10	BTC	Buy	65768.3→66468.7	+4.96	timeout
06-15 10:31	BTC	Buy	64578.2→65687.7	+8.15	timeout
06-15 08:26	BTC	Buy	64452.2→65645.7	+8.80	timeout
06-15 06:24	BTC	Buy	64346.2→65897.7	+11.59	timeout
06-13 22:11	BTC	Buy	63512.2→64363.8	+6.22	timeout
06-13 20:05	BTC	Buy	63615.2→64234.8	+4.42	timeout
06-13 18:03	BTC	Buy	63877.2→63988.8	+0.40	timeout
06-12 21:35	BTC	Buy	63470.2→63520.8	-0.09	timeout
06-12 19:34	BTC	Buy	63725.2→63630.8	-1.20	timeout
06-12 17:26	BTC	Buy	62336.1→63775.8	+11.07	timeout
06-11 20:48	BTC	Buy	61750.1→63255.8	+11.60	timeout
06-11 18:38	BTC	Buy	61772.1→63470.8	+13.17	timeout
06-11 16:35	BTC	Buy	62371.1→62662.9	+1.79	timeout
06-10 19:50	BTC	Buy	61948.1→61921.9	-0.73	timeout
06-10 17:49	BTC	Buy	61592.1→61980.9	+2.67	timeout
06-10 15:45	BTC	Buy	61324.1→62322.9	+7.64	timeout
06-09 14:21	BTC	Buy	63154.2→61595.1	-12.80	stop_loss
06-09 14:16	BTC	Buy	63429.2→61868	-12.76	stop_loss
06-09 14:04	BTC	Buy	63666.2→62100.8	-12.74	stop_loss
06-09 06:49	BTC	Buy	62923.1→63343.8	+2.84	timeout
06-08 20:47	BTC	Buy	61775.1→63347.8	+12.24	timeout
06-08 18:40	BTC	Buy	62179.1→63421.8	+9.48	timeout
06-08 06:13	BTC	Buy	61712.1→62925.9	+9.38	timeout
06-07 19:53	BTC	Buy	60594→61305.9	+5.46	timeout
06-07 17:51	BTC	Buy	60589→62201.9	+12.89	timeout
06-07 05:39	BTC	Buy	60844→61802.9	+7.47	timeout
06-06 19:29	BTC	Buy	59789→60586	+6.27	timeout
06-06 16:06	BTC	Buy	60156→60832	+5.19	timeout
06-06 04:15	BTC	Buy	61507.1→59985	-12.83	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 14:26	BTC	Buy	61924.1→60399.8	-12.76	stop_loss
06-05 13:59	BTC	Buy	62191.1→60661.6	-12.75	stop_loss
06-05 06:23	BTC	Buy	62787.1→61216.3	-12.90	stop_loss
06-05 06:21	BTC	Buy	63123.2→61571.1	-12.74	stop_loss
06-05 06:03	BTC	Buy	63650.2→62079.8	-12.74	stop_loss
06-05 02:29	BTC	Buy	62980.1→62680.9	-2.81	timeout
06-04 11:10	BTC	Buy	63777.2→62208.8	-12.73	stop_loss
06-04 09:27	BTC	Buy	64361.2→62777.5	-12.75	stop_loss
06-04 00:39	BTC	Buy	64596.2→63007.3	-12.75	stop_loss
06-04 00:29	BTC	Buy	65148.3→63546	-12.74	stop_loss
06-03 20:55	BTC	Buy	66375.3→64739.4	-12.81	stop_loss
06-03 20:45	BTC	Buy	66699.3→65059.2	-12.80	stop_loss
06-03 16:27	BTC	Buy	67178.4→65523.9	-12.79	stop_loss
06-03 03:50	BTC	Buy	67212.4→65549.9	-12.82	stop_loss
06-03 03:43	BTC	Buy	67388.4→65728.8	-12.77	stop_loss
06-02 15:26	BTC	Buy	69089.5→67374.9	-12.86	stop_loss
06-02 14:27	BTC	Buy	69504.5→67793.7	-12.77	stop_loss
06-02 14:10	BTC	Buy	69987.5→68264.4	-12.77	stop_loss
06-02 07:02	BTC	Buy	71572.6→69811.6	-12.86	stop_loss
06-02 01:34	BTC	Buy	72704.6→70917	-12.83	stop_loss
06-01 22:26	BTC	Buy	73275.7→71240.8	-14.44	stop_loss
06-01 05:35	BTC	Buy	74152.7→73376.3	-5.73	timeout
06-01 03:47	BTC	Buy	74137.7→73879.3	-2.26	timeout
05-31 23:47	BTC	Buy	73791.7→73588.3	-1.80	timeout
05-31 07:32	BTC	Buy	73521.7→73864.3	+1.73	timeout
05-31 03:51	BTC	Buy	73548.7→74139.3	+3.50	timeout
05-31 00:02	BTC	Buy	73420.7→73843.3	+2.33	timeout
05-30 20:21	BTC	Buy	73644.7→73927.3	+1.36	timeout
05-30 16:52	BTC	Buy	73975.7→73875.3	-1.24	timeout

Paper vs Live

Paper (trades.jsonl)

105

closed

47%

win rate

-283.81

total pnl ($)

-53.7 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	105	47%	-53.7	-283.81

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 22:13	BTC	Buy	circuit_breaker
06-28 20:07	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…