deribit_basis_ema_cross_fear40_long · strategy

120

closed trades

42%

win rate

-329.63

total pnl ($)

0.632

weight

7d window — n=23 wr=39% pnl=-79.25 · 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 04:52	BTC	Buy	59832→59497	-3.18	timeout
06-29 19:44	BTC	Buy	59417→60438	+7.99	timeout
06-29 18:37	BTC	Buy	59578→60219	+4.78	timeout
06-29 03:54	BTC	Buy	60151→59991	-1.81	timeout
06-28 18:23	BTC	Buy	60451→59622	-7.27	timeout
06-28 17:18	BTC	Buy	60591→59590	-8.68	timeout
06-28 03:42	BTC	Buy	60300→60167	-1.55	timeout
06-27 17:20	BTC	Buy	60078→60578	+3.70	timeout
06-27 16:15	BTC	Buy	60208→60699	+3.66	timeout
06-27 02:33	BTC	Buy	58678.9→60225	+12.70	timeout
06-26 16:41	BTC	Buy	59307→60130	+6.41	timeout
06-26 15:34	BTC	Buy	59269→60111	+6.60	timeout
06-26 02:13	BTC	Buy	60255→58746.7	-12.95	stop_loss
06-25 13:57	BTC	Buy	59824→58330.9	-12.87	stop_loss
06-25 13:55	BTC	Buy	59886→58392.9	-12.86	stop_loss
06-25 13:48	BTC	Buy	60916→59417.3	-12.72	stop_loss
06-24 14:19	BTC	Buy	62438.1→60890.5	-12.84	stop_loss
06-24 14:02	BTC	Buy	62708.1→61166.3	-12.74	stop_loss
06-24 10:05	BTC	Buy	62520.1→62594.9	+0.08	timeout
06-24 09:05	BTC	Buy	62384.1→62721.9	+2.21	timeout
06-24 06:45	BTC	Buy	62907.1→62708.9	-2.08	timeout
06-23 08:17	BTC	Buy	63975.2→62369.7	-13.02	stop_loss
06-23 08:17	BTC	Buy	64003.2→62424.6	-12.80	stop_loss
06-23 06:18	BTC	Buy	64612.2→63015.3	-12.83	stop_loss
06-22 19:55	BTC	Buy	64190.2→64469.8	+1.69	timeout
06-22 18:53	BTC	Buy	64114.2→64384.8	+1.60	timeout
06-22 17:51	BTC	Buy	64151.2→64496.8	+2.21	timeout
06-21 19:45	BTC	Buy	63929.2→64168.8	+1.44	timeout
06-21 18:43	BTC	Buy	63814.2→64129.8	+2.07	timeout
06-21 17:38	BTC	Buy	63803.2→64038.8	+1.48	timeout
06-20 19:11	BTC	Buy	62982.1→63854.8	+6.49	timeout
06-20 18:10	BTC	Buy	63085.2→63835.8	+5.49	timeout
06-20 17:07	BTC	Buy	62973.1→63900.8	+6.88	timeout
06-19 18:28	BTC	Buy	62924.1→63094.8	+0.90	timeout
06-19 17:21	BTC	Buy	62564.1→63058.8	+3.51	timeout
06-19 16:18	BTC	Buy	62600.1→63313.8	+5.25	timeout
06-18 15:57	BTC	Buy	63940.2→62365.7	-12.61	stop_loss
06-18 15:40	BTC	Buy	64344.2→62760.5	-12.73	stop_loss
06-18 15:40	BTC	Buy	64361.2→62775.5	-12.74	stop_loss
06-18 05:05	BTC	Buy	65247.3→63643	-12.76	stop_loss
06-17 19:42	BTC	Buy	65703.3→64085.7	-12.76	stop_loss
06-17 19:41	BTC	Buy	65763.3→64136.7	-12.85	stop_loss
06-17 15:47	BTC	Buy	65719.3→65502.7	-2.11	timeout
06-17 14:46	BTC	Buy	65684.3→65144.7	-4.56	timeout
06-16 23:00	BTC	Buy	66179.3→65755.7	-3.74	timeout
06-16 14:43	BTC	Buy	66507.3→65621.7	-7.19	timeout
06-16 13:44	BTC	Buy	66507.3→66106.7	-3.54	timeout
06-15 22:15	BTC	Buy	65079.3→66378.7	+9.48	timeout
06-15 13:16	BTC	Buy	63931.2→66743.7	+21.56	take_profit
06-15 12:46	BTC	Buy	63691.2→66495.7	+21.58	take_profit
06-14 21:20	BTC	Buy	64219.2→64803.8	+4.08	timeout
06-14 17:09	BTC	Buy	63995.2→63906.8	-1.21	timeout
06-14 16:09	BTC	Buy	64097.2→64025.8	-1.11	timeout
06-13 21:02	BTC	Buy	63468.2→64283.8	+5.95	timeout
06-13 17:01	BTC	Buy	63980.2→63995.8	-0.33	timeout
06-13 15:56	BTC	Buy	63650.2→64290.8	+4.59	timeout
06-12 17:50	BTC	Buy	63474.2→63809.8	+2.19	timeout
06-12 16:50	BTC	Buy	62579.1→63935.8	+10.35	timeout
06-12 15:45	BTC	Buy	62576.1→63855.8	+9.70	timeout
06-11 17:17	BTC	Buy	62102.1→62445.9	+2.24	timeout
06-11 16:16	BTC	Buy	62395.1→62771.9	+2.46	timeout
06-11 15:13	BTC	Buy	61994.1→62740.9	+5.48	timeout
06-10 16:19	BTC	Buy	60869→62284.9	+11.11	timeout
06-10 15:18	BTC	Buy	61592.1→61922.9	+2.19	timeout
06-10 14:17	BTC	Buy	61893.1→61926.9	-0.20	timeout
06-09 14:30	BTC	Buy	62984.1→61425.2	-12.83	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 14:10	BTC	Buy	63595.2→62029.9	-12.75	stop_loss
06-09 07:06	BTC	Buy	62814.1→63315.8	+3.49	timeout
06-08 22:41	BTC	Buy	63071.2→63277.8	+1.15	timeout
06-08 17:24	BTC	Buy	62247.1→63498.8	+9.51	timeout
06-08 06:50	BTC	Buy	62105.1→62943.9	+6.29	timeout
06-07 22:14	BTC	Buy	60749→63416.8	+21.52	take_profit
06-07 16:54	BTC	Buy	60805→62176.9	+10.80	timeout
06-07 04:16	BTC	Buy	60246→61569.9	+10.53	timeout
06-06 20:02	BTC	Buy	60150→60536	+2.83	timeout
06-06 15:55	BTC	Buy	60548→60699	+0.65	timeout
06-06 04:06	BTC	Buy	61940.1→60414.8	-12.77	stop_loss
06-05 21:03	BTC	Buy	59235→61835.9	+21.50	take_profit
06-05 18:53	BTC	Buy	60681→59188.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60900→59402.3	-12.76	stop_loss
06-05 14:04	BTC	Buy	62100.1→60559.7	-12.85	stop_loss
06-05 13:57	BTC	Buy	62395.1→60857.5	-12.77	stop_loss
06-05 13:49	BTC	Buy	62886.1→61337.2	-12.77	stop_loss
06-05 11:43	BTC	Buy	62200.1→62151.9	-0.86	timeout
06-05 06:23	BTC	Buy	62752.1→61208.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62808.1→61263.3	-12.69	stop_loss
06-05 02:25	BTC	Buy	62835.1→62805.9	-0.68	timeout
06-04 09:29	BTC	Buy	64356.2→62773.5	-12.74	stop_loss
06-04 09:27	BTC	Buy	64391.2→62792.4	-12.86	stop_loss
06-04 02:02	BTC	Buy	63393.2→61834	-12.75	stop_loss
06-04 01:16	BTC	Buy	64517.2→62929.4	-12.75	stop_loss
06-04 00:26	BTC	Buy	65284.3→63679	-12.74	stop_loss
06-03 23:51	BTC	Buy	65740.3→64117.7	-12.79	stop_loss
06-03 20:55	BTC	Buy	66377.3→64744.4	-12.79	stop_loss
06-03 20:50	BTC	Buy	66652.3→65009.2	-12.83	stop_loss
06-03 16:24	BTC	Buy	67265.4→65610.9	-12.78	stop_loss
06-03 03:50	BTC	Buy	67203.4→65543.9	-12.80	stop_loss
06-03 03:29	BTC	Buy	67705.4→66037.7	-12.77	stop_loss
06-02 14:23	BTC	Buy	69696.5→67982.6	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

120

closed

42%

win rate

-329.63

total pnl ($)

-54.5 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	120	42%	-54.5	-329.63

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…