deribit_basis_ema_cross_long · strategy

154

closed trades

43%

win rate

-491.44

total pnl ($)

0.579

weight

7d window — n=30 wr=43% pnl=-97.42 · 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 12:57	BTC	Buy	59912→58436.8	-12.75	stop_loss
06-30 12:25	BTC	Buy	60206→58725.7	-12.73	stop_loss
06-30 12:23	BTC	Buy	60328→58842.6	-12.75	stop_loss
06-30 07:28	BTC	Buy	60084→59459	-5.67	timeout
06-29 22:31	BTC	Buy	59419→60430	+8.10	timeout
06-29 21:25	BTC	Buy	59660→60277	+4.57	timeout
06-29 20:15	BTC	Buy	59631→60404	+5.88	timeout
06-29 05:04	BTC	Buy	59961→59677	-2.84	timeout
06-28 20:08	BTC	Buy	60233→59502	-6.50	timeout
06-28 19:05	BTC	Buy	60570→59477	-9.46	timeout
06-28 18:00	BTC	Buy	60501→59554	-8.25	timeout
06-28 04:15	BTC	Buy	60372→60191	-1.96	timeout
06-27 19:04	BTC	Buy	59649→60560	+7.21	timeout
06-27 18:05	BTC	Buy	60088→60470	+2.75	timeout
06-27 17:01	BTC	Buy	60053→60677	+4.72	timeout
06-27 03:31	BTC	Buy	58986.9→60293	+10.62	timeout
06-26 17:44	BTC	Buy	59527→60042	+3.78	timeout
06-26 16:39	BTC	Buy	59308→60183	+6.81	timeout
06-26 15:31	BTC	Buy	59258→60174	+7.20	timeout
06-26 02:24	BTC	Buy	59755→58283.9	-12.73	stop_loss
06-25 13:58	BTC	Buy	59622→58154	-12.68	stop_loss
06-25 13:57	BTC	Buy	59784→58300.9	-12.77	stop_loss
06-25 13:51	BTC	Buy	60669→59169.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60825→59319.4	-12.77	stop_loss
06-24 14:17	BTC	Buy	62568.1→61029.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62650.1→61106.4	-12.77	stop_loss
06-24 12:27	BTC	Buy	62356.1→62738.9	+2.61	timeout
06-24 11:21	BTC	Buy	62497.1→62289.9	-2.13	timeout
06-24 10:11	BTC	Buy	62434.1→62557.9	+0.48	timeout
06-24 09:10	BTC	Buy	62372.1→62696.9	+2.08	timeout
06-23 08:17	BTC	Buy	64041.2→62465.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64228.2→62646.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64297.2→62715.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64490.2→62898.4	-12.81	stop_loss
06-22 21:38	BTC	Buy	63760.2→64273.8	+3.57	timeout
06-22 20:40	BTC	Buy	63964.2→64473.8	+3.52	timeout
06-22 19:41	BTC	Buy	64178.2→64397.8	+1.22	timeout
06-22 18:38	BTC	Buy	64157.2→64564.8	+2.68	timeout
06-21 20:25	BTC	Buy	63919.2→64080.8	+0.81	timeout
06-21 19:27	BTC	Buy	63839.2→64176.8	+2.21	timeout
06-21 18:28	BTC	Buy	63832.2→64006.8	+0.96	timeout
06-21 17:25	BTC	Buy	63860.2→64126.8	+1.72	timeout
06-20 20:17	BTC	Buy	63022.2→63934.8	+6.82	timeout
06-20 19:14	BTC	Buy	63033.2→63864.8	+6.16	timeout
06-20 18:09	BTC	Buy	63097.2→63801.8	+5.13	timeout
06-20 17:11	BTC	Buy	62936.1→63856.8	+6.84	timeout
06-19 19:50	BTC	Buy	62900.1→63004.8	+0.35	timeout
06-19 18:45	BTC	Buy	62757.1→63031.8	+1.72	timeout
06-19 17:35	BTC	Buy	62629.1→62999.8	+2.51	timeout
06-19 16:48	BTC	Buy	62694.1→63165.8	+3.34	timeout
06-18 15:57	BTC	Buy	63931.2→62358.7	-12.60	stop_loss
06-18 15:51	BTC	Buy	64089.2→62512.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64309.2→62725.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64325.2→62737.5	-12.52	stop_loss
06-18 04:11	BTC	Buy	65389.3→63744.9	-13.03	stop_loss
06-17 19:44	BTC	Buy	65692.3→64076.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65857.3→64235.7	-12.76	stop_loss
06-17 19:24	BTC	Buy	65671.3→64743.8	-7.53	timeout
06-17 17:14	BTC	Buy	65773.3→65856.7	+0.09	timeout
06-17 16:09	BTC	Buy	65797.3→65808.7	-0.41	timeout
06-16 22:55	BTC	Buy	66197.3→65698.7	-4.31	timeout
06-16 17:47	BTC	Buy	66874.3→65783.7	-8.68	timeout
06-16 14:23	BTC	Buy	67163.4→65512	-12.82	stop_loss
06-16 14:22	BTC	Buy	66459.3→65710.7	-6.16	timeout
06-15 22:12	BTC	Buy	65185.3→66416.7	+8.95	timeout
06-15 13:19	BTC	Buy	63998.2→66812.7	+21.55	take_profit
06-15 13:06	BTC	Buy	63807.2→66608.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63770.2→66570.7	+21.53	take_profit
06-14 21:41	BTC	Buy	64334.2→65280.7	+6.86	timeout
06-14 20:36	BTC	Buy	64231.2→64028.8	-2.06	timeout
06-14 19:35	BTC	Buy	64129.2→63801.8	-3.06	timeout
06-14 17:28	BTC	Buy	64038.2→63877.8	-1.78	timeout
06-13 21:23	BTC	Buy	63557.2→64212.8	+4.69	timeout
06-13 19:32	BTC	Buy	63633.2→64143.8	+3.56	timeout
06-13 18:31	BTC	Buy	63723.2→64181.8	+3.14	timeout
06-13 16:59	BTC	Buy	63942.2→63980.8	-0.15	timeout
06-12 19:00	BTC	Buy	63453.2→63673.8	+1.27	timeout
06-12 17:55	BTC	Buy	63456.2→63810.8	+2.33	timeout
06-12 16:56	BTC	Buy	62561.1→63876.8	+10.02	timeout
06-12 15:55	BTC	Buy	62603.1→63804.8	+9.06	timeout
06-11 18:23	BTC	Buy	61920.1→63415.8	+11.52	timeout
06-11 17:19	BTC	Buy	62090.1→62383.9	+1.85	timeout
06-11 16:18	BTC	Buy	62292.1→62787.9	+3.41	timeout
06-11 15:17	BTC	Buy	61944.1→62666.9	+5.29	timeout
06-10 17:48	BTC	Buy	61620.1→61961.9	+2.29	timeout
06-10 16:47	BTC	Buy	61301.1→62069.9	+5.75	timeout
06-10 15:44	BTC	Buy	61318.1→62374.9	+8.11	timeout
06-10 14:42	BTC	Buy	61412.1→62026.9	+4.52	timeout
06-09 15:55	BTC	Buy	62613.1→61073.4	-12.75	stop_loss
06-09 14:47	BTC	Buy	62653.1→61111.4	-12.76	stop_loss
06-09 14:17	BTC	Buy	63367.2→61802	-12.80	stop_loss
06-09 14:16	BTC	Buy	63463.2→61899.9	-12.77	stop_loss
06-09 09:45	BTC	Buy	63325.2→62641.9	-5.82	timeout
06-09 08:44	BTC	Buy	63125.2→62952.9	-1.81	timeout
06-08 22:18	BTC	Buy	63352.2→63196.8	-1.71	timeout
06-08 16:58	BTC	Buy	61984.1→63476.8	+11.50	timeout
06-08 09:41	BTC	Buy	62516.1→63230.8	+5.25	timeout
06-08 08:38	BTC	Buy	62642.1→63117.8	+3.25	timeout
06-07 22:15	BTC	Buy	61526.1→64228.8	+21.52	take_profit
06-07 20:00	BTC	Buy	60607→61197.9	+4.47	timeout

Paper vs Live

Paper (trades.jsonl)

154

closed

43%

win rate

-491.44

total pnl ($)

-63.5 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	154	43%	-63.5	-491.44

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…