deribit_basis_crossover_trend_long_v6 · strategy

106

closed trades

46%

win rate

-172.84

total pnl ($)

0.767

weight

7d window — n=26 wr=42% pnl=-76.98 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 10:10	BTC	Buy	59654→60242	+4.40	timeout
06-29 03:59	BTC	Buy	59860→59997	+0.68	timeout
06-28 21:36	BTC	Buy	60318→59707	-5.52	timeout
06-28 15:25	BTC	Buy	60238→60018	-2.29	timeout
06-28 09:12	BTC	Buy	60332→60381	-0.05	timeout
06-28 02:27	BTC	Buy	60607→60102	-4.62	timeout
06-27 20:47	BTC	Buy	60374→60265	-1.32	timeout
06-27 14:38	BTC	Buy	60244→60541	+2.01	timeout
06-27 08:27	BTC	Buy	59727→60436	+5.47	timeout
06-27 02:16	BTC	Buy	59953→60146	+1.15	timeout
06-26 20:13	BTC	Buy	60207→59685	-4.84	timeout
06-26 09:17	BTC	Buy	59567→60109	+4.08	timeout
06-25 13:48	BTC	Buy	61166.1→59295.4	-15.73	stop_loss
06-25 13:46	BTC	Buy	61533.1→59651.2	-15.71	stop_loss
06-25 11:28	BTC	Buy	60958→61233.9	+1.81	timeout
06-25 04:57	BTC	Buy	59811→61343.9	+12.38	timeout
06-24 15:45	BTC	Buy	62355.1→60446.7	-15.74	stop_loss
06-24 14:19	BTC	Buy	62856.1→60880.5	-16.15	stop_loss
06-24 11:16	BTC	Buy	62536.1→62319.9	-2.19	timeout
06-24 05:07	BTC	Buy	62425.1→62688.9	+1.63	timeout
06-23 22:30	BTC	Buy	62324.1→62587.9	+1.68	timeout
06-23 16:40	BTC	Buy	63817.2→62584.9	-10.10	timeout
06-23 08:28	BTC	Buy	63872.2→61917.9	-15.72	stop_loss
06-23 04:45	BTC	Buy	64557.2→63777.8	-6.50	timeout
06-22 22:33	BTC	Buy	64132.2→64010.8	-1.40	timeout
06-22 16:23	BTC	Buy	63957.2→64730.8	+5.60	timeout
06-22 10:10	BTC	Buy	63603.2→64227.8	+4.41	timeout
06-22 04:02	BTC	Buy	64203.2→63916.8	-2.70	timeout
06-21 21:56	BTC	Buy	64186.2→63743.8	-3.90	timeout
06-21 15:54	BTC	Buy	64396.2→64204.8	-1.98	timeout
06-21 09:53	BTC	Buy	63994.2→64145.8	+0.68	timeout
06-21 03:49	BTC	Buy	64150.2→64381.8	+1.36	timeout
06-20 21:09	BTC	Buy	63458.2→63902.8	+3.06	timeout
06-20 15:08	BTC	Buy	63345.2→63859.8	+3.58	timeout
06-20 09:08	BTC	Buy	63186.2→63451.8	+1.59	timeout
06-20 03:07	BTC	Buy	63225.2→63339.8	+0.46	timeout
06-19 21:03	BTC	Buy	62592.1→63137.8	+3.88	timeout
06-19 15:20	BTC	Buy	62530.1→63047.8	+3.74	timeout
06-19 09:09	BTC	Buy	63109.2→62460.9	-5.51	timeout
06-19 03:55	BTC	Buy	62502.1→62740.9	+1.48	timeout
06-18 15:57	BTC	Buy	64234.2→62269.7	-15.66	stop_loss
06-18 15:19	BTC	Buy	64466.2→63362.8	-8.81	timeout
06-18 09:15	BTC	Buy	64292.2→64350.8	-0.04	timeout
06-18 03:01	BTC	Buy	65116.3→64572.8	-4.63	timeout
06-17 20:46	BTC	Buy	64938.2→64238.8	-5.83	timeout
06-17 14:35	BTC	Buy	65889.3→65185.7	-5.79	timeout
06-17 08:28	BTC	Buy	65690.3→65311.7	-3.35	timeout
06-17 02:24	BTC	Buy	65623.3→66047.7	+2.77	timeout
06-16 20:38	BTC	Buy	66516.3→65775.7	-6.06	timeout
06-16 14:23	BTC	Buy	66028.3→65489.7	-4.57	timeout
06-16 08:12	BTC	Buy	66543.3→66419.7	-1.36	timeout
06-16 01:15	BTC	Buy	66587.3→66244.7	-3.02	timeout
06-15 19:07	BTC	Buy	65781.3→66808.7	+7.32	timeout
06-15 13:02	BTC	Buy	65509.3→66456.7	+6.79	timeout
06-15 06:53	BTC	Buy	63781.2→65844.7	+15.72	timeout
06-15 00:36	BTC	Buy	64361.2→65567.7	+8.91	timeout
06-14 18:34	BTC	Buy	64295.2→63714.8	-5.01	timeout
06-14 01:40	BTC	Buy	64205.2→64553.8	+2.28	timeout
06-13 19:39	BTC	Buy	63799.2→64186.8	+2.59	timeout
06-13 13:37	BTC	Buy	63657.2→64201.8	+3.80	timeout
06-13 07:31	BTC	Buy	63668.2→63763.8	+0.29	timeout
06-13 00:55	BTC	Buy	63391.2→63584.8	+1.03	timeout
06-12 18:45	BTC	Buy	62943.1→63837.8	+6.65	timeout
06-12 12:45	BTC	Buy	63631.2→63383.8	-2.43	timeout
06-12 03:47	BTC	Buy	62662.1→63455.8	+5.84	timeout
06-11 20:38	BTC	Buy	62915.1→63299.8	+2.54	timeout
06-11 14:37	BTC	Buy	62019.1→63009.8	+7.49	timeout
06-11 08:32	BTC	Buy	61793.1→62918.9	+8.59	timeout
06-11 02:26	BTC	Buy	62004.1→62056.9	-0.05	timeout
06-10 20:19	BTC	Buy	61586.1→61807.9	+1.32	timeout
06-10 03:40	BTC	Buy	61330.1→62016.9	+5.20	timeout
06-09 21:41	BTC	Buy	62625.1→62016.9	-5.25	timeout
06-09 15:38	BTC	Buy	62687.1→61191.9	-12.39	timeout
06-09 08:58	BTC	Buy	63437.2→62822.9	-5.29	timeout
06-08 23:33	BTC	Buy	63615.2→63059.8	-4.83	timeout
06-08 16:50	BTC	Buy	62811.1→63593.8	+5.73	timeout
06-08 10:46	BTC	Buy	63194.2→63123.8	-1.00	timeout
06-08 04:51	BTC	Buy	62189.1→62776.9	+4.27	timeout
06-07 22:40	BTC	Buy	62355.1→63021.8	+4.90	timeout
06-07 16:29	BTC	Buy	61520.1→62167.9	+4.78	timeout
06-07 10:25	BTC	Buy	60474→62522.9	+16.50	timeout
06-07 03:23	BTC	Buy	60489→61560.9	+8.39	timeout
06-06 20:08	BTC	Buy	61002→60535	-4.24	timeout
06-06 14:03	BTC	Buy	60959→60869	-1.18	timeout
06-06 07:55	BTC	Buy	60169→60971	+6.19	timeout
06-05 15:39	BTC	Buy	61974.1→60075.9	-15.76	stop_loss
06-05 13:57	BTC	Buy	62789.1→60867.5	-15.76	stop_loss
06-05 06:21	BTC	Buy	63505.2→61562.1	-15.72	stop_loss
06-05 02:47	BTC	Buy	63955.2→62700.9	-10.24	timeout
06-04 20:27	BTC	Buy	63415.2→63181.8	-2.29	timeout
06-04 10:30	BTC	Buy	64345.2→62376.7	-15.71	stop_loss
06-03 20:55	BTC	Buy	66683.3→64643.4	-15.76	stop_loss
06-03 16:49	BTC	Buy	66435.3→65945.7	-4.16	timeout
06-03 13:58	BTC	Buy	66882.3→66794.7	-1.13	timeout
06-02 14:22	BTC	Buy	70218.5→68063.5	-15.81	stop_loss
06-02 14:04	BTC	Buy	70733.5→68569.3	-15.77	stop_loss
06-02 10:03	BTC	Buy	70918.5→69428.5	-11.03	timeout
06-02 02:30	BTC	Buy	71497.6→70738.5	-5.83	timeout
06-01 01:46	BTC	Buy	73859.7→73421.3	-3.45	timeout
05-31 17:48	BTC	Buy	74054.7→73690.3	-2.94	timeout

Paper vs Live

Paper (trades.jsonl)

106

closed

46%

win rate

-172.84

total pnl ($)

-32.4 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	106	46%	-32.4	-172.84

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…