deribit_basis_ema_crossover_carry_long_v1 · strategy

125

closed trades

47%

win rate

-267.43

total pnl ($)

0.250

weight

7d window — n=29 wr=28% pnl=-152.42 · 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 05:19	BTC	Buy	59557→59372	-1.94	timeout
06-30 01:04	BTC	Buy	59438→59813	+2.77	timeout
06-29 21:01	BTC	Buy	59635→60276	+4.77	timeout
06-29 16:55	BTC	Buy	59646→59838	+1.01	timeout
06-29 07:49	BTC	Buy	60213→60043	-1.89	timeout
06-29 03:41	BTC	Buy	60182→59909	-2.74	timeout
06-28 23:29	BTC	Buy	59932→59539	-3.81	timeout
06-28 19:31	BTC	Buy	60130→59519	-5.51	timeout
06-28 15:25	BTC	Buy	60736→60032	-6.31	timeout
06-28 04:16	BTC	Buy	60372→60194	-1.93	timeout
06-28 00:04	BTC	Buy	60059→60018	-0.76	timeout
06-27 19:57	BTC	Buy	59813→60135	+2.30	timeout
06-27 15:55	BTC	Buy	60284→60755	+3.44	timeout
06-27 11:50	BTC	Buy	59417→60297	+6.93	timeout
06-26 18:05	BTC	Buy	59572→60083	+3.73	timeout
06-26 12:43	BTC	Buy	60502→59014.5	-12.75	stop_loss
06-26 02:16	BTC	Buy	59877→58403.9	-12.74	stop_loss
06-25 13:57	BTC	Buy	59787→58315.9	-12.66	stop_loss
06-25 13:48	BTC	Buy	60812→59315.4	-12.71	stop_loss
06-25 13:48	BTC	Buy	60858→59361.3	-12.68	stop_loss
06-25 13:44	BTC	Buy	61549.1→60030	-12.76	stop_loss
06-25 13:42	BTC	Buy	61711.1→60193.9	-12.73	stop_loss
06-24 14:19	BTC	Buy	62443.1→60888.5	-12.87	stop_loss
06-24 14:02	BTC	Buy	62681.1→61139.4	-12.74	stop_loss
06-24 13:45	BTC	Buy	62877.1→61331.3	-12.74	stop_loss
06-24 12:24	BTC	Buy	62362.1→62752.9	+2.68	timeout
06-24 08:10	BTC	Buy	62816.1→62592.9	-2.27	timeout
06-23 08:24	BTC	Buy	63832.2→62261.7	-12.73	stop_loss
06-23 08:17	BTC	Buy	63933.2→62360.7	-12.75	stop_loss
06-23 06:21	BTC	Buy	64207.2→62626.5	-12.79	stop_loss
06-23 06:20	BTC	Buy	64444.2→62859.4	-12.76	stop_loss
06-23 06:08	BTC	Buy	64689.2→63078.3	-12.93	stop_loss
06-23 03:55	BTC	Buy	64074.2→64005.8	-0.98	timeout
06-22 23:48	BTC	Buy	63321.2→63948.8	+4.55	timeout
06-22 19:45	BTC	Buy	64181.2→64356.8	+0.88	timeout
06-22 11:33	BTC	Buy	64272.2→64580.8	+1.80	timeout
06-22 07:29	BTC	Buy	64150.2→64227.8	+0.13	timeout
06-22 03:29	BTC	Buy	64327.2→64249.8	-1.13	timeout
06-21 23:24	BTC	Buy	64260.2→63749.8	-4.40	timeout
06-21 19:25	BTC	Buy	63895.2→64185.8	+1.86	timeout
06-21 11:13	BTC	Buy	63638.2→64392.8	+5.48	timeout
06-21 07:09	BTC	Buy	63615.2→64227.8	+4.37	timeout
06-21 03:07	BTC	Buy	63346.2→64225.8	+6.49	timeout
06-20 23:03	BTC	Buy	63275.2→64261.8	+7.34	timeout
06-20 19:03	BTC	Buy	63037.2→63792.8	+5.56	timeout
06-20 10:55	BTC	Buy	62500.1→63650.8	+8.69	timeout
06-20 06:49	BTC	Buy	62767.1→63715.8	+7.09	timeout
06-20 02:55	BTC	Buy	62949.1→63315.8	+2.47	timeout
06-19 22:48	BTC	Buy	62780.1→63298.8	+3.64	timeout
06-19 18:40	BTC	Buy	62693.1→62981.9	+1.84	timeout
06-18 15:53	BTC	Buy	64002.2→62428.6	-12.66	stop_loss
06-18 15:53	BTC	Buy	64017.2→62438.6	-12.64	stop_loss
06-18 15:40	BTC	Buy	64363.2→62780.5	-12.52	stop_loss
06-18 15:18	BTC	Buy	64690.2→63095.3	-12.76	stop_loss
06-18 14:41	BTC	Buy	65062.3→63943.8	-9.04	timeout
06-17 19:50	BTC	Buy	65657.3→64035.8	-12.81	stop_loss
06-17 19:42	BTC	Buy	65708.3→64091.7	-12.77	stop_loss
06-17 19:39	BTC	Buy	65842.3→64222.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	66052.3→64419.6	-12.83	stop_loss
06-17 18:15	BTC	Buy	66089.3→65392.7	-5.82	timeout
06-17 11:05	BTC	Buy	66215.3→64586.5	-12.83	stop_loss
06-17 06:03	BTC	Buy	66123.3→65771.7	-3.14	timeout
06-17 02:07	BTC	Buy	66287.3→65843.7	-3.83	timeout
06-16 22:08	BTC	Buy	66432.3→65737.7	-5.77	timeout
06-16 17:54	BTC	Buy	66896.3→65945.7	-7.64	timeout
06-16 13:51	BTC	Buy	66583.3→66115.7	-4.05	timeout
06-16 05:47	BTC	Buy	65708.3→66090.7	+2.51	timeout
06-16 01:42	BTC	Buy	65637.3→66330.7	+4.84	timeout
06-15 21:37	BTC	Buy	64892.2→66435.7	+11.39	timeout
06-15 13:30	BTC	Buy	64256.2→66699.7	+18.59	timeout
06-15 13:16	BTC	Buy	63882.2→66686.7	+21.52	take_profit
06-15 05:22	BTC	Buy	64332.2→65834.7	+11.21	timeout
06-15 01:21	BTC	Buy	64653.2→65395.7	+5.26	timeout
06-14 21:19	BTC	Buy	64233.2→64735.8	+3.44	timeout
06-14 13:32	BTC	Buy	64158.2→64232.8	+0.13	timeout
06-14 09:28	BTC	Buy	63795.2→64317.8	+3.59	timeout
06-14 01:25	BTC	Buy	63611.2→64637.8	+7.67	timeout
06-13 21:20	BTC	Buy	63586.2→64220.8	+4.52	timeout
06-13 17:30	BTC	Buy	63819.2→64078.8	+1.57	timeout
06-13 13:15	BTC	Buy	63449.2→64141.8	+4.94	timeout
06-13 09:09	BTC	Buy	63472.2→63788.8	+1.96	timeout
06-13 01:03	BTC	Buy	63472.2→63613.8	+0.57	timeout
06-12 20:56	BTC	Buy	63373.2→63446.8	+0.11	timeout
06-12 16:54	BTC	Buy	62632.1→63912.8	+9.73	timeout
06-12 12:55	BTC	Buy	62940.1→63380.8	+2.98	timeout
06-12 08:45	BTC	Buy	62832.1→63343.8	+3.53	timeout
06-12 00:31	BTC	Buy	61848.1→63557.8	+13.25	timeout
06-11 20:25	BTC	Buy	61915.1→63454.8	+11.85	timeout
06-11 16:20	BTC	Buy	62313.1→62775.9	+3.14	timeout
06-11 12:20	BTC	Buy	61067.1→63065.8	+15.80	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 19:27	BTC	Buy	61756.1→61691.9	-1.04	timeout
06-10 15:30	BTC	Buy	61367.1→62288.9	+7.01	timeout
06-09 15:55	BTC	Buy	62622.1→61082.4	-12.77	stop_loss
06-09 14:46	BTC	Buy	62783.1→61238.3	-12.76	stop_loss
06-09 14:29	BTC	Buy	63099.2→61547.1	-12.76	stop_loss
06-09 14:17	BTC	Buy	63360.2→61802	-12.76	stop_loss
06-09 12:38	BTC	Buy	63344.2→62556.9	-6.63	timeout
06-09 08:37	BTC	Buy	63120.2→62857.9	-2.52	timeout
06-08 21:35	BTC	Buy	61736.1→63702.8	+15.44	timeout

Paper vs Live

Paper (trades.jsonl)

125

closed

47%

win rate

-267.43

total pnl ($)

-42.5 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	125	47%	-42.5	-267.43

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 02:45	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…