deribit_basis_crossover_trend_long_v10 · strategy

106

closed trades

32%

win rate

-450.88

total pnl ($)

0.250

weight

7d window — n=21 wr=29% pnl=-139.82 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 01:12	BTC	Buy	59477→57991.1	-13.02	stop_loss
07-01 01:12	BTC	Buy	59465→57991.1	-13.02	stop_loss
06-30 13:02	BTC	Buy	59737→58267.9	-12.72	stop_loss
06-30 12:56	BTC	Buy	59991→58514.8	-12.74	stop_loss
06-30 12:25	BTC	Buy	60206→58725.7	-12.73	stop_loss
06-30 03:57	BTC	Buy	60164→59577	-5.19	timeout
06-29 19:33	BTC	Buy	60135→60393	+1.39	timeout
06-28 22:53	BTC	Buy	60328→58844.6	-12.90	stop_loss
06-28 22:43	BTC	Buy	60547→59056.5	-12.94	stop_loss
06-28 19:47	BTC	Buy	60767→59272.4	-12.72	stop_loss
06-28 02:29	BTC	Buy	58829.9→60084	+10.19	timeout
06-27 20:11	BTC	Buy	59586→60264	+5.35	timeout
06-27 18:11	BTC	Buy	59538→60529	+7.91	timeout
06-27 16:06	BTC	Buy	59693→60779	+8.77	timeout
06-27 14:14	BTC	Buy	59320→60687	+11.06	timeout
06-26 02:16	BTC	Buy	59878→58400.9	-12.78	stop_loss
06-25 13:57	BTC	Buy	59758→58276.9	-12.78	stop_loss
06-25 13:48	BTC	Buy	60857→59359.3	-12.73	stop_loss
06-25 13:48	BTC	Buy	60890→59388.3	-12.76	stop_loss
06-25 13:48	BTC	Buy	60961→59455.3	-12.77	stop_loss
06-25 13:48	BTC	Buy	61000→59500.3	-12.71	stop_loss
06-24 16:51	BTC	Buy	61115.1→59582.2	-12.97	stop_loss
06-24 15:30	BTC	Buy	62300.1→60767.6	-12.69	stop_loss
06-24 14:19	BTC	Buy	62452.1→60890.5	-12.94	stop_loss
06-24 14:19	BTC	Buy	62491.1→60951.5	-12.75	stop_loss
06-24 14:13	BTC	Buy	62656.1→61100.4	-12.85	stop_loss
06-24 13:47	BTC	Buy	62816.1→61267.3	-12.77	stop_loss
06-23 08:17	BTC	Buy	64038.2→62431.6	-13.00	stop_loss
06-23 08:17	BTC	Buy	64012.2→62431.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64132.2→62554.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64238.2→62645.5	-12.86	stop_loss
06-23 06:21	BTC	Buy	64340.2→62755.5	-12.78	stop_loss
06-23 02:49	BTC	Buy	64254.2→64136.8	-1.36	timeout
06-23 00:45	BTC	Buy	64266.2→64088.8	-1.78	timeout
06-22 22:40	BTC	Buy	64231.2→63878.8	-3.19	timeout
06-22 20:38	BTC	Buy	63845.2→64468.8	+4.38	timeout
06-22 18:36	BTC	Buy	63830.2→64580.8	+5.30	timeout
06-21 00:41	BTC	Buy	63007.2→64263.8	+9.41	timeout
06-20 22:44	BTC	Buy	62777.1→64224.8	+11.07	timeout
06-20 20:41	BTC	Buy	63122.2→63843.8	+5.32	timeout
06-20 18:39	BTC	Buy	62687.1→63837.8	+8.74	timeout
06-20 16:32	BTC	Buy	62521.1→63881.8	+10.29	timeout
06-18 15:55	BTC	Buy	63977.2→62396.7	-12.64	stop_loss
06-18 15:40	BTC	Buy	64366.2→62782.5	-12.73	stop_loss
06-18 15:17	BTC	Buy	64843.2→63248.2	-12.73	stop_loss
06-18 15:17	BTC	Buy	64873.2→63278.2	-12.73	stop_loss
06-18 14:52	BTC	Buy	65190.3→63587	-12.74	stop_loss
06-18 04:11	BTC	Buy	65363.3→63743.9	-12.86	stop_loss
06-17 19:41	BTC	Buy	65772.3→64147.7	-12.84	stop_loss
06-17 11:05	BTC	Buy	66171.3→64543.5	-12.88	stop_loss
06-17 08:44	BTC	Buy	66517.3→64881.3	-12.75	stop_loss
06-17 08:39	BTC	Buy	66604.3→64966.3	-12.71	stop_loss
06-17 07:54	BTC	Buy	66848.3→65204.1	-12.79	stop_loss
06-16 14:23	BTC	Buy	67153.4→65499	-12.84	stop_loss
06-16 10:05	BTC	Buy	64533.2→66522.7	+14.96	timeout
06-15 21:44	BTC	Buy	64566.2→66377.7	+13.46	timeout
06-15 15:52	BTC	Buy	64374.2→67200.6	+21.53	take_profit
06-15 15:47	BTC	Buy	64271.2→67096.6	+21.57	take_profit
06-15 13:25	BTC	Buy	64088.2→66901.7	+21.54	take_profit
06-14 09:26	BTC	Buy	63672.2→64307.8	+4.43	timeout
06-13 23:28	BTC	Buy	63354.2→64446.8	+8.14	timeout
06-13 21:23	BTC	Buy	63523.2→64213.8	+4.95	timeout
06-13 19:20	BTC	Buy	63678.2→64144.8	+3.21	timeout
06-13 17:18	BTC	Buy	62425.1→63980.8	+12.02	timeout
06-12 07:51	BTC	Buy	61657.1→62989.9	+10.28	timeout
06-11 19:32	BTC	Buy	61213.1→63901.8	+21.33	take_profit
06-11 18:01	BTC	Buy	61032.1→63711.8	+21.37	take_profit
06-11 17:56	BTC	Buy	61725.1→63434.8	+13.19	timeout
06-11 15:55	BTC	Buy	61141.1→62561.9	+10.93	timeout
06-09 16:19	BTC	Buy	62366.1→60832.5	-12.76	stop_loss
06-09 14:46	BTC	Buy	62743.1→61189.3	-12.86	stop_loss
06-09 14:35	BTC	Buy	62957.1→61409.2	-12.76	stop_loss
06-09 14:29	BTC	Buy	63086.2→61525.1	-12.84	stop_loss
06-09 14:21	BTC	Buy	63175.2→61621.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63743.2→62175.8	-12.72	stop_loss
06-07 22:15	BTC	Buy	61173.1→63858.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60886→63559.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60853→63524.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60708→63374.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60368→63019.8	+21.54	take_profit
06-06 04:33	BTC	Buy	61096.1→59593.2	-12.75	stop_loss
06-06 04:32	BTC	Buy	61195.1→59690.2	-12.75	stop_loss
06-06 04:10	BTC	Buy	61822.1→60301.8	-12.75	stop_loss
06-05 21:04	BTC	Buy	59276→61878.9	+21.51	take_profit
06-05 18:52	BTC	Buy	60774→59278.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	60995→59495.3	-12.75	stop_loss
06-05 14:26	BTC	Buy	61907.1→60384.8	-12.74	stop_loss
06-05 14:26	BTC	Buy	61927.1→60402.8	-12.75	stop_loss
06-05 13:57	BTC	Buy	62383.1→60848.5	-12.75	stop_loss
06-05 06:24	BTC	Buy	62655.1→61113.4	-12.70	stop_loss
06-05 06:21	BTC	Buy	63025.2→61475.2	-12.74	stop_loss
06-05 06:17	BTC	Buy	63388.2→61822	-12.75	stop_loss
06-05 06:16	BTC	Buy	63466.2→61904.9	-12.67	stop_loss
06-05 06:01	BTC	Buy	63684.2→62117.8	-12.71	stop_loss
06-05 03:06	BTC	Buy	63910.2→62314.7	-12.91	stop_loss
06-04 10:49	BTC	Buy	63856.2→62285.7	-12.73	stop_loss
06-04 10:27	BTC	Buy	64202.2→62582.6	-13.04	stop_loss
06-04 01:16	BTC	Buy	64445.2→62860.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65078.3→63478.1	-12.74	stop_loss
06-03 23:48	BTC	Buy	65785.3→64164.7	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

106

closed

32%

win rate

-450.88

total pnl ($)

-84.8 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	106	32%	-84.8	-450.88

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…