deribit_basis_crossover_trend_v2 · strategy

123

closed trades

48%

win rate

-226.81

total pnl ($)

0.714

weight

7d window — n=27 wr=44% pnl=-80.40 · 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 07:36	BTC	Buy	58724.9→58678.1	-0.92	timeout
07-01 01:25	BTC	Buy	58428.9→58189.1	-2.55	timeout
06-30 18:42	BTC	Buy	59535→58402.1	-10.04	timeout
06-30 14:06	BTC	Buy	59866→59019	-7.53	timeout
06-30 07:53	BTC	Buy	60499→59464	-8.99	timeout
06-30 01:23	BTC	Buy	60089→59910	-1.91	timeout
06-29 19:03	BTC	Buy	59915→60168	+1.59	timeout
06-29 12:31	BTC	Buy	59077→60383	+10.53	timeout
06-29 06:29	BTC	Buy	59583→60143	+4.24	timeout
06-29 00:08	BTC	Buy	60365→59290	-9.39	timeout
06-28 17:43	BTC	Buy	59910→59503	-3.83	timeout
06-28 11:36	BTC	Buy	59996→60291	+1.98	timeout
06-28 05:36	BTC	Buy	60543→59905	-5.72	timeout
06-28 00:45	BTC	Buy	60279→60126	-1.70	timeout
06-27 18:31	BTC	Buy	60268→60470	+1.23	timeout
06-27 12:16	BTC	Buy	60080→60257	+1.01	timeout
06-27 06:11	BTC	Buy	60040→60094	+0.00	timeout
06-27 00:03	BTC	Buy	59359→60052	+5.38	timeout
06-26 18:00	BTC	Buy	59851→60003	+0.76	timeout
06-26 11:35	BTC	Buy	60108→59427	-6.14	timeout
06-26 05:24	BTC	Buy	59477→59734	+1.72	timeout
06-25 13:48	BTC	Buy	61231.1→59354.3	-15.77	stop_loss
06-25 13:46	BTC	Buy	61533.1→59650.2	-15.72	stop_loss
06-25 11:28	BTC	Buy	60958→61233.9	+1.81	timeout
06-25 05:00	BTC	Buy	59869→61274.9	+11.30	timeout
06-24 15:46	BTC	Buy	62299.1→60393.8	-15.73	stop_loss
06-24 14:19	BTC	Buy	62924.1→60965.5	-16.00	stop_loss
06-24 11:36	BTC	Buy	62650.1→62450.9	-2.04	timeout
06-24 05:24	BTC	Buy	62591.1→62831.9	+1.44	timeout
06-23 22:52	BTC	Buy	62227.1→62523.9	+1.95	timeout
06-23 17:09	BTC	Buy	63626.2→62404.9	-10.05	timeout
06-23 08:27	BTC	Buy	63948.2→61990.9	-15.73	stop_loss
06-23 05:07	BTC	Buy	64616.2→63693.8	-7.60	timeout
06-22 22:57	BTC	Buy	64111.2→63923.8	-1.91	timeout
06-22 16:50	BTC	Buy	64048.2→64617.8	+3.99	timeout
06-22 10:38	BTC	Buy	63601.2→64093.8	+3.37	timeout
06-22 04:31	BTC	Buy	64143.2→63950.8	-1.96	timeout
06-21 22:29	BTC	Buy	64282.2→63703.8	-4.94	timeout
06-21 16:28	BTC	Buy	64536.2→64167.8	-3.30	timeout
06-21 10:23	BTC	Buy	64086.2→64317.8	+1.32	timeout
06-21 04:29	BTC	Buy	63988.2→64504.8	+3.59	timeout
06-20 22:19	BTC	Buy	63680.2→64056.8	+2.51	timeout
06-20 16:13	BTC	Buy	63403.2→63948.8	+3.81	timeout
06-20 10:12	BTC	Buy	63054.2→63656.8	+4.29	timeout
06-20 04:11	BTC	Buy	63106.2→63382.8	+1.75	timeout
06-19 22:07	BTC	Buy	62405.1→63043.8	+4.65	timeout
06-19 17:18	BTC	Buy	62590.1→63029.8	+3.06	timeout
06-19 10:48	BTC	Buy	62805.1→62425.9	-3.43	timeout
06-19 05:08	BTC	Buy	62529.1→62589.9	+0.06	timeout
06-18 23:33	BTC	Buy	63994.2→62894.9	-9.03	timeout
06-18 17:03	BTC	Buy	63765.2→62498.9	-10.25	timeout
06-18 10:53	BTC	Buy	64385.2→64178.8	-2.08	timeout
06-17 23:03	BTC	Buy	64721.2→64312.8	-3.62	timeout
06-17 22:03	BTC	Buy	65903.3→63850.9	-16.02	stop_loss
06-17 17:15	BTC	Buy	65772.3→65809.7	-0.22	timeout
06-17 11:09	BTC	Buy	65768.3→64663.8	-8.88	timeout
06-17 04:51	BTC	Buy	65730.3→65944.7	+1.17	timeout
06-16 22:39	BTC	Buy	66600.3→65706.7	-7.20	timeout
06-16 16:37	BTC	Buy	65828.3→65719.7	-1.32	timeout
06-16 10:27	BTC	Buy	66085.3→66619.7	+3.56	timeout
06-16 04:11	BTC	Buy	67190.4→66147.7	-8.19	timeout
06-15 21:59	BTC	Buy	65578.3→66335.7	+5.30	timeout
06-15 15:55	BTC	Buy	65908.3→67149.6	+8.93	timeout
06-15 09:50	BTC	Buy	65534.3→65546.7	-0.35	timeout
06-15 03:46	BTC	Buy	64003.2→65890.7	+14.28	timeout
06-14 21:40	BTC	Buy	64480.2→64979.8	+3.40	timeout
06-14 15:31	BTC	Buy	64525.2→64006.8	-4.48	timeout
06-14 09:18	BTC	Buy	64240.2→64330.8	+0.23	timeout
06-14 03:03	BTC	Buy	64194.2→64475.8	+1.76	timeout
06-13 20:59	BTC	Buy	63784.2→64260.8	+3.28	timeout
06-13 14:47	BTC	Buy	63622.2→64181.8	+3.93	timeout
06-13 08:44	BTC	Buy	63503.2→63857.8	+2.30	timeout
06-13 02:45	BTC	Buy	63470.2→63595.8	+0.54	timeout
06-12 20:42	BTC	Buy	63369.2→63528.8	+0.80	timeout
06-12 14:38	BTC	Buy	63565.2→63705.8	+0.62	timeout
06-12 08:38	BTC	Buy	63315.2→63417.8	+0.32	timeout
06-12 02:35	BTC	Buy	62899.1→63492.8	+4.22	timeout
06-11 20:31	BTC	Buy	62913.1→63346.8	+2.93	timeout
06-11 14:27	BTC	Buy	62087.1→62899.9	+6.04	timeout
06-11 08:26	BTC	Buy	61887.1→62866.9	+7.39	timeout
06-11 02:24	BTC	Buy	62006.1→62046.9	-0.15	timeout
06-10 20:18	BTC	Buy	61681.1→61771.9	+0.26	timeout
06-10 06:49	BTC	Buy	61642.1→62016.9	+2.65	timeout
06-10 00:49	BTC	Buy	62544.1→62016.9	-4.61	timeout
06-09 14:35	BTC	Buy	63353.2→61413.2	-15.77	stop_loss
06-09 12:41	BTC	Buy	62636.1→62550.9	-1.11	timeout
06-09 06:39	BTC	Buy	63440.2→63382.8	-0.93	timeout
06-09 00:39	BTC	Buy	63374.2→62603.9	-6.54	timeout
06-08 18:37	BTC	Buy	62965.1→63462.8	+3.47	timeout
06-08 12:31	BTC	Buy	63590.2→63219.8	-3.37	timeout
06-08 06:28	BTC	Buy	62215.1→63015.8	+5.98	timeout
06-08 00:24	BTC	Buy	61966.1→63257.8	+9.95	timeout
06-07 18:21	BTC	Buy	61764.1→62181.9	+2.95	timeout
06-07 12:05	BTC	Buy	60904→62616.9	+13.62	timeout
06-07 06:07	BTC	Buy	60497→61648.9	+9.09	timeout
06-06 23:56	BTC	Buy	60828→60877	-0.10	timeout
06-06 17:55	BTC	Buy	60867→60544	-3.08	timeout
06-06 11:54	BTC	Buy	60991→60872	-1.40	timeout
06-06 05:54	BTC	Buy	60795→60847	-0.01	timeout
06-05 16:12	BTC	Buy	61624.1→59734.1	-15.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

123

closed

48%

win rate

-226.81

total pnl ($)

-36.6 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	123	48%	-36.6	-226.81

Recent bounces (last 20 of 1)

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

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…