deribit_basis_crossover_trend · strategy

closed trades

26%

win rate

-233.59

total pnl ($)

0.753

weight

7d window — n=8 wr=25% pnl=-55.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 53 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:01	BTC	Buy	59627→59467	-1.73	timeout
06-28 17:00	BTC	Buy	59274→59645	+2.74	timeout
06-27 17:22	BTC	Buy	59407→60590	+9.48	timeout
06-25 13:51	BTC	Buy	60653→59099.5	-13.17	stop_loss
06-25 13:48	BTC	Buy	60996→59435.3	-13.18	stop_loss
06-24 15:32	BTC	Buy	62278.1→60684.6	-13.06	stop_loss
06-24 15:30	BTC	Buy	62347.1→60750.6	-13.05	stop_loss
06-24 14:19	BTC	Buy	62594.1→60952.5	-13.34	stop_loss
06-23 08:24	BTC	Buy	63766.2→62123.8	-13.04	stop_loss
06-23 06:21	BTC	Buy	64223.2→62555.6	-13.23	stop_loss
06-23 06:20	BTC	Buy	64555.2→62898.4	-13.08	stop_loss
06-21 23:00	BTC	Buy	62838.1→63671.8	+5.94	timeout
06-21 19:56	BTC	Buy	62941.1→64191.8	+9.55	timeout
06-21 17:15	BTC	Buy	62472.1→64167.8	+13.17	timeout
06-18 15:40	BTC	Buy	64328.2→62674.5	-13.09	stop_loss
06-18 15:18	BTC	Buy	64756.2→63099.3	-12.86	stop_loss
06-18 14:52	BTC	Buy	65277.3→63599	-12.94	stop_loss
06-17 19:41	BTC	Buy	65833.3→64146.7	-13.26	stop_loss
06-17 11:04	BTC	Buy	66361.3→64659.4	-13.39	stop_loss
06-17 08:44	BTC	Buy	66570.3→64864.3	-13.41	stop_loss
06-17 08:31	BTC	Buy	66820.3→65106.2	-13.38	stop_loss
06-15 15:47	BTC	Buy	63841.2→67027.6	+24.33	take_profit
06-15 15:34	BTC	Buy	63940.2→66607.7	+20.33	timeout
06-15 13:26	BTC	Buy	63747.2→66928.7	+24.53	take_profit
06-13 08:15	BTC	Buy	61601.1→63776.8	+16.99	timeout
06-12 18:16	BTC	Buy	61736.1→63792.8	+16.18	timeout
06-12 15:11	BTC	Buy	61624.1→64240.8	+20.54	timeout
06-09 14:46	BTC	Buy	62822.1→61213.3	-13.28	stop_loss
06-09 14:30	BTC	Buy	63088.2→61473.2	-13.26	stop_loss
06-09 14:18	BTC	Buy	63375.2→61753	-13.25	stop_loss
06-07 22:15	BTC	Buy	60752→63783.8	+24.52	take_profit
06-07 22:14	BTC	Buy	60394→63407.8	+24.53	take_profit
06-07 22:14	BTC	Buy	60083→63084.8	+24.55	take_profit
06-06 04:27	BTC	Buy	61409.1→59834.1	-13.28	stop_loss
06-05 18:44	BTC	Buy	61222.1→59655.2	-13.25	stop_loss
06-05 13:57	BTC	Buy	62426.1→60827.5	-13.26	stop_loss
06-05 13:57	BTC	Buy	62462.1→60856.5	-13.30	stop_loss
06-05 13:49	BTC	Buy	62968.1→61353.2	-13.28	stop_loss
06-05 06:03	BTC	Buy	63669.2→62039.9	-13.18	stop_loss
06-05 05:59	BTC	Buy	63850.2→62214.8	-13.21	stop_loss
06-04 09:23	BTC	Buy	64645.2→62987.3	-13.27	stop_loss
06-03 20:55	BTC	Buy	66348.3→64649.4	-13.31	stop_loss
06-03 20:55	BTC	Buy	66448.3→64733.4	-13.40	stop_loss
06-03 20:54	BTC	Buy	66694.3→64986.2	-13.32	stop_loss
06-03 03:50	BTC	Buy	67278.4→65551.9	-13.29	stop_loss
06-02 14:27	BTC	Buy	69498.5→67717.7	-13.27	stop_loss
06-02 14:21	BTC	Buy	69994.5→68203.5	-13.26	stop_loss
06-02 01:34	BTC	Buy	72781.6→70919	-13.34	stop_loss
06-01 22:25	BTC	Buy	73209.7→71210.8	-14.20	stop_loss
06-01 22:25	BTC	Buy	73518.7→71210.8	-16.27	stop_loss
06-01 00:18	BTC	Buy	73789.7→73712.3	-0.95	timeout
05-31 20:47	BTC	Buy	73642.7→73674.3	-0.22	timeout
05-31 18:09	BTC	Buy	73681.7→73614.3	-1.11	timeout

Paper vs Live

Paper (trades.jsonl)

closed

26%

win rate

-233.59

total pnl ($)

-88.4 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	53	26%	-88.4	-233.59

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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