deribit_basis_ema_cross_long_v2 · strategy

135

closed trades

47%

win rate

-329.62

total pnl ($)

0.750

weight

7d window — n=29 wr=55% pnl=-77.94 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:29	BTC	Buy	59897→60289	+2.87	timeout
06-27 18:28	BTC	Buy	59867→60465	+4.56	timeout
06-27 17:23	BTC	Buy	60120→60571	+3.29	timeout
06-27 16:22	BTC	Buy	59977→60706	+5.66	timeout
06-26 18:15	BTC	Buy	59393→60050	+4.97	timeout
06-26 17:05	BTC	Buy	59156→60125	+7.65	timeout
06-26 15:49	BTC	Buy	59251→60357	+8.78	timeout
06-26 14:47	BTC	Buy	59420→59630	+1.27	timeout
06-25 13:48	BTC	Buy	60748→59250.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60847→59350.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	61010.1→59505.3	-12.73	stop_loss
06-25 13:48	BTC	Buy	61054.1→59552.2	-12.71	stop_loss
06-24 14:00	BTC	Buy	62435.1→61300.9	-9.52	timeout
06-24 13:57	BTC	Buy	62739.1→61194.3	-12.76	stop_loss
06-24 12:55	BTC	Buy	62295.1→62603.9	+2.02	timeout
06-24 11:55	BTC	Buy	62484.1→62860.9	+2.56	timeout
06-24 07:08	BTC	Buy	62960.1→62668.9	-2.80	timeout
06-23 08:17	BTC	Buy	63904.2→62332.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	63956.2→62381.7	-12.78	stop_loss
06-23 06:21	BTC	Buy	64317.2→62735.5	-12.76	stop_loss
06-23 06:18	BTC	Buy	64532.2→62944.4	-12.77	stop_loss
06-22 23:26	BTC	Buy	63736.2→63982.8	+1.50	timeout
06-22 22:26	BTC	Buy	63717.2→64154.8	+2.98	timeout
06-22 21:21	BTC	Buy	63637.2→64330.8	+4.99	timeout
06-22 19:21	BTC	Buy	64176.2→64411.8	+1.34	timeout
06-21 22:17	BTC	Buy	64069.2→63677.8	-3.49	timeout
06-21 21:14	BTC	Buy	63969.2→63578.8	-3.50	timeout
06-21 20:14	BTC	Buy	63952.2→64105.8	+0.75	timeout
06-21 18:15	BTC	Buy	63807.2→63968.8	+0.89	timeout
06-20 21:15	BTC	Buy	63243.2→63949.8	+5.15	timeout
06-20 20:13	BTC	Buy	63045.2→63939.8	+6.68	timeout
06-20 19:07	BTC	Buy	63021.2→63805.8	+5.79	timeout
06-20 18:03	BTC	Buy	63131.2→63862.8	+5.34	timeout
06-19 19:57	BTC	Buy	62932.1→63024.8	+0.25	timeout
06-19 18:58	BTC	Buy	62670.1→63036.8	+2.45	timeout
06-19 17:55	BTC	Buy	62583.1→63153.8	+4.11	timeout
06-19 17:04	BTC	Buy	62508.1→62881.9	+2.55	timeout
06-18 15:40	BTC	Buy	64268.2→62668.5	-12.62	stop_loss
06-18 15:40	BTC	Buy	64355.2→62771.5	-12.50	stop_loss
06-18 15:38	BTC	Buy	64423.2→62836.4	-12.48	stop_loss
06-18 15:37	BTC	Buy	64450.2→62840.4	-12.70	stop_loss
06-17 19:42	BTC	Buy	65734.3→64114.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65801.3→64178.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65831.3→64212.7	-12.74	stop_loss
06-17 19:29	BTC	Buy	66009.3→64383.6	-12.77	stop_loss
06-17 16:11	BTC	Buy	65834.3→65704.7	-1.48	timeout
06-17 15:09	BTC	Buy	65789.3→64986.8	-6.49	timeout
06-17 04:47	BTC	Buy	65865.3→65956.7	+0.21	timeout
06-16 22:21	BTC	Buy	66351.3→65783.7	-4.82	timeout
06-16 14:50	BTC	Buy	66601.3→65637.7	-7.77	timeout
06-16 13:57	BTC	Buy	66438.3→66048.7	-3.46	timeout
06-16 03:20	BTC	Buy	67248.4→65590.9	-12.76	stop_loss
06-15 21:45	BTC	Buy	65353.3→66402.7	+7.53	timeout
06-15 13:20	BTC	Buy	64026.2→66838.7	+21.53	take_profit
06-15 13:00	BTC	Buy	63796.2→66596.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63720.2→66517.7	+21.52	take_profit
06-14 20:37	BTC	Buy	64237.2→64002.8	-2.30	timeout
06-14 19:36	BTC	Buy	64222.2→63791.8	-3.85	timeout
06-14 18:35	BTC	Buy	64179.2→63715.8	-4.15	timeout
06-14 17:29	BTC	Buy	64059.2→63876.8	-1.95	timeout
06-13 18:24	BTC	Buy	63688.2→64091.8	+2.69	timeout
06-13 17:22	BTC	Buy	63781.2→64019.8	+1.42	timeout
06-13 16:20	BTC	Buy	63810.2→64007.8	+1.14	timeout
06-13 15:18	BTC	Buy	64274.2→64263.8	-0.56	timeout
06-12 18:18	BTC	Buy	63546.2→63711.8	+0.84	timeout
06-12 17:12	BTC	Buy	62495.1→63897.8	+10.73	timeout
06-12 16:07	BTC	Buy	62764.1→63747.8	+7.30	timeout
06-12 15:00	BTC	Buy	62735.1→64016.8	+9.68	timeout
06-11 17:37	BTC	Buy	61795.1→63106.8	+10.08	timeout
06-11 16:36	BTC	Buy	62317.1→62716.9	+2.66	timeout
06-11 15:34	BTC	Buy	62299.1→62713.9	+2.78	timeout
06-11 14:26	BTC	Buy	62015.1→62885.9	+6.47	timeout
06-10 17:22	BTC	Buy	61752.1→62027.9	+1.73	timeout
06-10 16:19	BTC	Buy	60869→62284.9	+11.15	timeout
06-10 15:18	BTC	Buy	61592.1→61921.9	+2.18	timeout
06-10 14:17	BTC	Buy	61893.1→61926.9	-0.20	timeout
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 14:18	BTC	Buy	63298.2→61741	-12.75	stop_loss
06-09 14:18	BTC	Buy	63318.2→61761	-12.75	stop_loss
06-09 13:36	BTC	Buy	63752.2→62174.8	-12.81	stop_loss
06-09 04:58	BTC	Buy	62733.1→63247.8	+3.66	timeout
06-08 22:41	BTC	Buy	63071.2→63277.8	+1.15	timeout
06-08 21:42	BTC	Buy	61700.1→63747.8	+16.11	timeout
06-08 20:36	BTC	Buy	61697.1→63259.8	+12.17	timeout
06-08 04:49	BTC	Buy	61787.1→62833.9	+8.01	timeout
06-07 22:15	BTC	Buy	61338.1→64031.8	+21.51	take_profit
06-07 21:20	BTC	Buy	60851→61836.9	+7.67	timeout
06-07 20:18	BTC	Buy	60616→61543.9	+7.24	timeout
06-07 19:19	BTC	Buy	60651→61241.9	+4.47	timeout
06-07 04:38	BTC	Buy	59595→61659.9	+16.89	timeout
06-06 20:25	BTC	Buy	60879→60579	-2.84	timeout
06-06 19:23	BTC	Buy	59512→60608	+8.82	timeout
06-06 18:22	BTC	Buy	60402→60499	+0.40	timeout
06-06 04:13	BTC	Buy	61633.1→60108.9	-12.82	stop_loss
06-05 18:52	BTC	Buy	60831→59335.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	60995→59495.3	-12.75	stop_loss
06-05 14:26	BTC	Buy	61905.1→60382.8	-12.74	stop_loss
06-05 13:49	BTC	Buy	62913.1→61366.2	-12.75	stop_loss
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

Paper vs Live

Paper (trades.jsonl)

135

closed

47%

win rate

-329.62

total pnl ($)

-48.6 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	135	47%	-48.6	-329.62

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…