deribit_basis_crossover_trend_long_v8 · strategy

119

closed trades

49%

win rate

-212.64

total pnl ($)

0.744

weight

7d window — n=26 wr=54% pnl=-71.41 · 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 01:47	BTC	Buy	59469→59813	+2.48	timeout
06-29 19:35	BTC	Buy	60080→60301	+1.31	timeout
06-29 13:15	BTC	Buy	59460→60211	+5.81	timeout
06-29 07:18	BTC	Buy	59446→60099	+5.05	timeout
06-29 00:40	BTC	Buy	60211→59100	-9.71	timeout
06-28 18:03	BTC	Buy	59994→59661	-3.21	timeout
06-28 11:52	BTC	Buy	60046→60237	+1.12	timeout
06-28 05:54	BTC	Buy	60587→59914	-6.00	timeout
06-28 01:03	BTC	Buy	60401→60106	-2.88	timeout
06-27 18:43	BTC	Buy	60384→60535	+0.81	timeout
06-27 12:36	BTC	Buy	59893→60324	+3.14	timeout
06-27 06:28	BTC	Buy	59869→60189	+2.22	timeout
06-27 00:24	BTC	Buy	59604→60001	+2.87	timeout
06-26 18:11	BTC	Buy	59728→60056	+2.24	timeout
06-26 11:31	BTC	Buy	60135→59407	-6.53	timeout
06-26 05:24	BTC	Buy	59452→59718	+1.79	timeout
06-25 13:53	BTC	Buy	61344.1→58767.7	-21.44	stop_loss
06-25 13:51	BTC	Buy	61613.1→59109.5	-20.74	stop_loss
06-25 11:14	BTC	Buy	60846→61322.9	+3.46	timeout
06-25 05:02	BTC	Buy	60026→61520.9	+12.01	timeout
06-24 16:46	BTC	Buy	62594.1→60047	-20.72	stop_loss
06-24 10:30	BTC	Buy	62595.1→62515.9	-1.11	timeout
06-24 04:16	BTC	Buy	62673.1→62647.9	-0.69	timeout
06-23 22:01	BTC	Buy	62385.1→62570.9	+1.05	timeout
06-23 16:38	BTC	Buy	63834.2→62573.9	-10.31	timeout
06-23 10:31	BTC	Buy	64013.2→62337.9	-13.43	timeout
06-23 04:18	BTC	Buy	64711.2→63959.8	-6.26	timeout
06-22 22:10	BTC	Buy	64234.2→64310.8	+0.15	timeout
06-22 16:02	BTC	Buy	63917.2→64686.8	+5.57	timeout
06-22 09:47	BTC	Buy	63810.2→64075.8	+1.59	timeout
06-22 03:44	BTC	Buy	64269.2→64135.8	-1.51	timeout
06-21 21:41	BTC	Buy	64129.2→63891.8	-2.30	timeout
06-21 15:40	BTC	Buy	64391.2→64233.8	-1.64	timeout
06-21 09:37	BTC	Buy	63924.2→64128.8	+1.09	timeout
06-21 03:36	BTC	Buy	64081.2→64299.8	+1.26	timeout
06-20 21:30	BTC	Buy	63533.2→63902.8	+2.47	timeout
06-20 15:29	BTC	Buy	63412.2→64146.8	+5.31	timeout
06-20 09:31	BTC	Buy	63136.2→63540.8	+2.70	timeout
06-20 03:28	BTC	Buy	63027.2→63404.8	+2.55	timeout
06-19 21:26	BTC	Buy	62395.1→63161.8	+5.67	timeout
06-19 15:23	BTC	Buy	62699.1→63001.8	+2.01	timeout
06-19 09:25	BTC	Buy	62975.1→62411.9	-4.85	timeout
06-19 03:22	BTC	Buy	63349.2→62733.9	-5.26	timeout
06-18 21:15	BTC	Buy	64356.2→62891.9	-11.76	timeout
06-18 15:09	BTC	Buy	64544.2→63630.8	-7.52	timeout
06-18 09:07	BTC	Buy	64326.2→64337.8	-0.38	timeout
06-18 03:12	BTC	Buy	65091.3→64496.8	-5.03	timeout
06-17 21:00	BTC	Buy	64899.2→64366.8	-4.54	timeout
06-17 14:58	BTC	Buy	65888.3→65085.7	-6.54	timeout
06-17 09:04	BTC	Buy	65837.3→64961.8	-7.11	timeout
06-17 02:57	BTC	Buy	65657.3→65875.7	+1.21	timeout
06-16 20:57	BTC	Buy	66955.3→65829.7	-8.90	timeout
06-16 14:54	BTC	Buy	65788.3→65642.7	-1.60	timeout
06-16 08:49	BTC	Buy	66477.3→66603.7	+0.51	timeout
06-16 02:47	BTC	Buy	66591.3→65834.7	-6.14	timeout
06-15 20:45	BTC	Buy	65747.3→66530.7	+5.47	timeout
06-15 14:42	BTC	Buy	65598.3→66515.7	+6.55	timeout
06-15 08:40	BTC	Buy	64006.2→65683.7	+12.65	timeout
06-15 02:31	BTC	Buy	64082.2→65643.7	+11.71	timeout
06-14 20:29	BTC	Buy	64460.2→63900.8	-4.81	timeout
06-14 11:58	BTC	Buy	64426.2→64532.8	+0.38	timeout
06-14 05:59	BTC	Buy	63977.2→64333.8	+2.34	timeout
06-13 23:53	BTC	Buy	63892.2→64359.8	+3.20	timeout
06-13 17:54	BTC	Buy	63499.2→63966.8	+3.22	timeout
06-13 08:45	BTC	Buy	63502.2→63857.8	+2.31	timeout
06-13 02:52	BTC	Buy	63563.2→63544.8	-0.59	timeout
06-12 20:43	BTC	Buy	63361.2→63523.8	+0.83	timeout
06-12 15:04	BTC	Buy	63568.2→63926.8	+2.33	timeout
06-12 09:02	BTC	Buy	63404.2→63451.8	-0.11	timeout
06-12 02:52	BTC	Buy	62922.1→63568.8	+4.64	timeout
06-11 20:44	BTC	Buy	62830.1→63262.8	+2.92	timeout
06-11 14:36	BTC	Buy	61977.1→62988.9	+7.66	timeout
06-11 08:30	BTC	Buy	61875.1→62914.9	+7.89	timeout
06-11 02:27	BTC	Buy	62070.1→62095.9	-0.27	timeout
06-10 20:20	BTC	Buy	61600.1→61766.9	+0.87	timeout
06-10 07:27	BTC	Buy	61793.1→62016.9	+1.41	timeout
06-10 01:28	BTC	Buy	62301.1→62016.9	-2.68	timeout
06-09 19:25	BTC	Buy	63279.2→61864.9	-11.67	timeout
06-09 13:23	BTC	Buy	62755.1→62271.9	-4.29	timeout
06-09 07:17	BTC	Buy	63380.2→63283.8	-1.24	timeout
06-09 01:15	BTC	Buy	63779.2→62653.9	-9.27	timeout
06-08 19:10	BTC	Buy	62895.1→63356.8	+3.19	timeout
06-08 13:07	BTC	Buy	63312.2→63765.8	+3.12	timeout
06-08 07:09	BTC	Buy	61588.1→62884.9	+10.07	timeout
06-08 01:05	BTC	Buy	61777.1→63341.8	+12.18	timeout
06-07 19:01	BTC	Buy	61995.1→61870.9	-1.42	timeout
06-07 13:25	BTC	Buy	61506.1→61695.9	+1.08	timeout
06-07 06:57	BTC	Buy	60619→62051.9	+11.39	timeout
06-07 00:47	BTC	Buy	60839→60713	-1.51	timeout
06-06 18:43	BTC	Buy	60809→60578	-2.32	timeout
06-06 12:38	BTC	Buy	61216.1→60719	-4.48	timeout
06-06 06:36	BTC	Buy	60110→61068.9	+7.52	timeout
06-05 16:11	BTC	Buy	62303.1→59773.1	-20.74	stop_loss
06-05 13:56	BTC	Buy	63472.2→60892.5	-20.77	stop_loss
06-05 06:24	BTC	Buy	63650.2→61067.4	-20.72	stop_loss
06-05 04:55	BTC	Buy	63590.2→63223.8	-3.30	timeout
06-05 00:11	BTC	Buy	62415.1→63753.8	+10.26	timeout
06-04 19:04	BTC	Buy	63854.2→63659.8	-1.98	timeout
06-04 02:01	BTC	Buy	64502.2→61884.9	-20.74	stop_loss
06-03 23:51	BTC	Buy	66840.3→64127.7	-20.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

119

closed

49%

win rate

-212.64

total pnl ($)

-35.5 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	119	49%	-35.5	-212.64

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 02:34	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…