deribit_basis_ema_cross_long_v4 · strategy

118

closed trades

46%

win rate

-306.07

total pnl ($)

0.920

weight

7d window — n=20 wr=60% pnl=-33.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 20:21	BTC	Buy	59653→60352	+5.26	timeout
06-29 19:13	BTC	Buy	59485→60190	+5.33	timeout
06-29 18:04	BTC	Buy	59632→60401	+5.85	timeout
06-28 18:51	BTC	Buy	60506→59493	-8.79	timeout
06-28 17:47	BTC	Buy	60535→59530	-8.73	timeout
06-28 16:42	BTC	Buy	60756→59665	-9.44	timeout
06-27 18:37	BTC	Buy	59780→60524	+5.79	timeout
06-27 16:35	BTC	Buy	60316→60651	+2.35	timeout
06-27 15:37	BTC	Buy	60299→60811	+3.81	timeout
06-26 18:33	BTC	Buy	59533→59793	+1.64	timeout
06-26 15:28	BTC	Buy	59227→60125	+7.08	timeout
06-26 14:27	BTC	Buy	59419→60055	+4.85	timeout
06-25 17:39	BTC	Buy	59455→59695	+1.62	timeout
06-25 13:59	BTC	Buy	59528→58061.1	-12.71	stop_loss
06-25 13:57	BTC	Buy	59755→58275.9	-12.77	stop_loss
06-24 14:19	BTC	Buy	62422.1→60880.5	-12.80	stop_loss
06-24 14:19	BTC	Buy	62530.1→60966.5	-12.95	stop_loss
06-24 11:37	BTC	Buy	62565.1→62456.9	-1.34	timeout
06-24 10:35	BTC	Buy	62272.1→62540.9	+1.65	timeout
06-24 09:33	BTC	Buy	62445.1→62652.9	+1.14	timeout
06-23 06:21	BTC	Buy	64342.2→62756.5	-12.79	stop_loss
06-23 06:18	BTC	Buy	64644.2→63043.3	-12.85	stop_loss
06-23 06:08	BTC	Buy	64668.2→63078.3	-12.76	stop_loss
06-22 19:56	BTC	Buy	64192.2→64451.8	+1.53	timeout
06-22 18:54	BTC	Buy	64109.2→64370.8	+1.53	timeout
06-22 17:52	BTC	Buy	64146.2→64523.8	+2.46	timeout
06-21 19:47	BTC	Buy	63913.2→64144.8	+1.38	timeout
06-21 18:43	BTC	Buy	63814.2→64131.8	+2.09	timeout
06-21 17:40	BTC	Buy	63818.2→64045.8	+1.42	timeout
06-20 18:42	BTC	Buy	63035.2→63808.8	+5.70	timeout
06-20 17:37	BTC	Buy	62983.1→63789.8	+5.94	timeout
06-20 16:36	BTC	Buy	63259.2→63887.8	+4.45	timeout
06-19 18:22	BTC	Buy	62936.1→63138.8	+1.15	timeout
06-19 17:19	BTC	Buy	62571.1→63045.8	+3.34	timeout
06-19 16:18	BTC	Buy	62600.1→63309.8	+5.22	timeout
06-18 15:56	BTC	Buy	63965.2→62389.7	-12.83	stop_loss
06-18 15:52	BTC	Buy	64077.2→62499.6	-12.75	stop_loss
06-18 15:37	BTC	Buy	64437.2→62843.4	-12.79	stop_loss
06-18 05:08	BTC	Buy	65224.3→63620	-12.76	stop_loss
06-18 05:04	BTC	Buy	65301.3→63695	-12.76	stop_loss
06-17 19:29	BTC	Buy	65967.3→64333.6	-12.84	stop_loss
06-17 16:14	BTC	Buy	65781.3→65819.7	-0.10	timeout
06-17 15:13	BTC	Buy	65835.3→65087.7	-6.13	timeout
06-17 14:09	BTC	Buy	66048.3→65227.7	-6.69	timeout
06-16 15:10	BTC	Buy	66623.3→65800.7	-6.71	timeout
06-16 14:08	BTC	Buy	66337.3→66047.7	-2.71	timeout
06-16 13:09	BTC	Buy	66666.3→66136.7	-4.50	timeout
06-15 13:19	BTC	Buy	64000.2→66810.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63769.2→66571.7	+21.54	take_profit
06-15 12:50	BTC	Buy	63756.2→66557.7	+21.53	take_profit
06-14 20:43	BTC	Buy	64223.2→64016.8	-2.09	timeout
06-14 19:42	BTC	Buy	64256.2→63735.8	-4.55	timeout
06-14 18:39	BTC	Buy	64237.2→63756.8	-4.28	timeout
06-13 19:58	BTC	Buy	63585.2→64288.8	+5.08	timeout
06-13 18:59	BTC	Buy	63678.2→64136.8	+3.15	timeout
06-13 17:59	BTC	Buy	63827.2→63958.8	+0.56	timeout
06-12 18:57	BTC	Buy	63501.2→63729.8	+1.33	timeout
06-12 17:52	BTC	Buy	63537.2→63855.8	+2.04	timeout
06-12 16:52	BTC	Buy	62586.1→63937.8	+10.30	timeout
06-11 17:39	BTC	Buy	61738.1→63198.8	+11.28	timeout
06-11 16:40	BTC	Buy	62295.1→62657.9	+2.41	timeout
06-11 15:39	BTC	Buy	62230.1→62797.9	+3.96	timeout
06-10 16:47	BTC	Buy	61301.1→62068.9	+5.74	timeout
06-10 15:44	BTC	Buy	61336.1→62372.9	+7.95	timeout
06-10 14:43	BTC	Buy	61354.1→62015.9	+4.91	timeout
06-09 16:19	BTC	Buy	62357.1→60823.5	-12.76	stop_loss
06-09 14:17	BTC	Buy	63350.2→61792	-12.75	stop_loss
06-09 14:17	BTC	Buy	63359.2→61801	-12.75	stop_loss
06-09 13:36	BTC	Buy	63710.2→62143.8	-12.73	stop_loss
06-09 06:11	BTC	Buy	62927.1→63345.8	+2.83	timeout
06-08 20:43	BTC	Buy	61745.1→63335.8	+12.39	timeout
06-08 17:33	BTC	Buy	62227.1→63384.8	+8.76	timeout
06-08 05:29	BTC	Buy	61721.1→62672.9	+7.26	timeout
06-07 20:03	BTC	Buy	60533→61349.9	+6.34	timeout
06-07 16:59	BTC	Buy	60726→62017.9	+10.16	timeout
06-07 05:13	BTC	Buy	60032→61773.9	+14.08	timeout
06-06 19:55	BTC	Buy	60184→60576	+2.87	timeout
06-06 15:51	BTC	Buy	60513→60791	+1.85	timeout
06-06 04:14	BTC	Buy	61561.1→60047	-12.75	stop_loss
06-05 20:50	BTC	Buy	59150→61746.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60742→59247.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61284.1→59777.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 14:01	BTC	Buy	62159.1→60621.6	-12.82	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 11:44	BTC	Buy	62212.1→62111.9	-1.29	timeout
06-05 06:23	BTC	Buy	62787.1→61217.3	-12.89	stop_loss
06-05 06:03	BTC	Buy	63650.2→62079.8	-12.74	stop_loss
06-04 10:49	BTC	Buy	63809.2→62239.8	-12.72	stop_loss
06-04 10:27	BTC	Buy	64123.2→62546.6	-12.72	stop_loss
06-04 09:29	BTC	Buy	64341.2→62756.5	-12.76	stop_loss
06-04 01:22	BTC	Buy	64294.2→62713.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65080.3→63480.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65501.3→63890.8	-12.74	stop_loss
06-03 20:55	BTC	Buy	66276.3→64643.4	-12.82	stop_loss
06-03 20:55	BTC	Buy	66375.3→64739.4	-12.81	stop_loss
06-03 20:44	BTC	Buy	66765.3→65123.2	-12.80	stop_loss
06-02 23:01	BTC	Buy	67842.4→66173.6	-12.75	stop_loss
06-02 14:23	BTC	Buy	69682.5→67968.6	-12.76	stop_loss
06-02 14:22	BTC	Buy	69875.5→68157.5	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

118

closed

46%

win rate

-306.07

total pnl ($)

-51.4 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	118	46%	-51.4	-306.07

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…