deribit_basis_ema_crossover_carry_long_v5 · strategy

closed trades

46%

win rate

-226.96

total pnl ($)

0.250

weight

7d window — n=35 wr=31% pnl=-179.15 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:57	BTC	Buy	59915→58437.8	-14.04	stop_loss
06-30 12:20	BTC	Buy	60373→58887.6	-14.01	stop_loss
06-30 09:53	BTC	Buy	59949→59365	-5.84	timeout
06-30 06:47	BTC	Buy	60071→59556	-5.18	timeout
06-30 03:27	BTC	Buy	60145→59834	-3.26	timeout
06-30 00:12	BTC	Buy	59569→60190	+5.27	timeout
06-29 21:08	BTC	Buy	59674→60306	+5.16	timeout
06-29 05:50	BTC	Buy	59931→59879	-0.99	timeout
06-29 02:45	BTC	Buy	60104→59727	-3.98	timeout
06-28 23:38	BTC	Buy	59999→59813	-2.22	timeout
06-28 22:53	BTC	Buy	60376→58873.6	-14.19	stop_loss
06-28 20:32	BTC	Buy	60237→59644	-5.89	timeout
06-28 05:24	BTC	Buy	60233→59861	-3.90	timeout
06-28 02:30	BTC	Buy	60209→60097	-1.53	timeout
06-27 23:32	BTC	Buy	59931→59946	-0.30	timeout
06-27 20:34	BTC	Buy	59627→60234	+5.17	timeout
06-27 17:33	BTC	Buy	60150→60526	+2.94	timeout
06-27 05:13	BTC	Buy	59911→60269	+2.80	timeout
06-27 01:57	BTC	Buy	59358→59910	+4.59	timeout
06-26 19:48	BTC	Buy	59164→59861	+5.84	timeout
06-26 16:49	BTC	Buy	59260→60135	+7.50	timeout
06-26 14:06	BTC	Buy	58884.9→59869	+8.64	timeout
06-26 02:24	BTC	Buy	59771→58300.9	-14.02	stop_loss
06-25 13:53	BTC	Buy	60389→58902.6	-13.95	stop_loss
06-25 13:48	BTC	Buy	60821→59320.4	-14.01	stop_loss
06-25 13:48	BTC	Buy	60902→59403.3	-14.00	stop_loss
06-25 13:48	BTC	Buy	60899→59396.3	-14.02	stop_loss
06-25 13:41	BTC	Buy	61844.1→60320.8	-14.03	stop_loss
06-24 15:37	BTC	Buy	62144.1→60612.6	-13.98	stop_loss
06-24 15:30	BTC	Buy	62275.1→60743.6	-13.94	stop_loss
06-24 14:17	BTC	Buy	62605.1→61063.4	-14.04	stop_loss
06-24 14:13	BTC	Buy	62635.1→61094.4	-14.01	stop_loss
06-24 13:48	BTC	Buy	62776.1→61232.3	-14.02	stop_loss
06-24 09:20	BTC	Buy	62421.1→62689.9	+1.80	timeout
06-24 06:22	BTC	Buy	62649.1→62766.9	+0.48	timeout
06-23 08:20	BTC	Buy	63883.2→62311.7	-14.02	stop_loss
06-23 08:17	BTC	Buy	63990.2→62416.7	-14.03	stop_loss
06-23 06:21	BTC	Buy	64137.2→62555.6	-14.09	stop_loss
06-23 06:20	BTC	Buy	64387.2→62799.4	-14.07	stop_loss
06-23 06:08	BTC	Buy	64679.2→63079.3	-14.12	stop_loss
06-23 02:39	BTC	Buy	64494.2→64157.8	-3.36	timeout
06-22 23:34	BTC	Buy	63363.2→63975.8	+4.82	timeout
06-22 20:29	BTC	Buy	64084.2→64361.8	+1.85	timeout
06-22 17:26	BTC	Buy	64128.2→64545.8	+3.07	timeout
06-22 08:15	BTC	Buy	64082.2→64277.8	+1.09	timeout
06-22 02:11	BTC	Buy	64221.2→64512.8	+1.91	timeout
06-21 23:11	BTC	Buy	64258.2→63666.8	-5.53	timeout
06-21 20:08	BTC	Buy	63946.2→64225.8	+1.92	timeout
06-21 17:05	BTC	Buy	63917.2→64162.8	+1.68	timeout
06-21 07:53	BTC	Buy	63687.2→64167.8	+3.66	timeout
06-21 01:46	BTC	Buy	63533.2→64265.8	+5.79	timeout
06-20 22:44	BTC	Buy	63298.2→64223.8	+7.54	timeout
06-20 19:42	BTC	Buy	62984.1→63888.8	+7.43	timeout
06-20 16:41	BTC	Buy	63229.2→63969.8	+5.87	timeout
06-20 04:51	BTC	Buy	62602.1→63577.8	+8.09	timeout
06-20 01:45	BTC	Buy	62894.1→63527.8	+5.04	timeout
06-19 22:43	BTC	Buy	62776.1→63273.8	+3.82	timeout
06-19 19:34	BTC	Buy	62813.1→62943.9	+0.62	timeout
06-19 16:31	BTC	Buy	62570.1→63266.8	+5.63	timeout
06-18 15:56	BTC	Buy	63958.2→62385.7	-13.81	stop_loss
06-18 15:40	BTC	Buy	64263.2→62668.5	-14.13	stop_loss
06-18 15:40	BTC	Buy	64235.2→62655.5	-13.99	stop_loss
06-18 15:38	BTC	Buy	64420.2→62831.4	-14.02	stop_loss
06-18 15:36	BTC	Buy	64622.2→63026.3	-14.05	stop_loss
06-17 19:42	BTC	Buy	65738.3→64121.7	-14.04	stop_loss
06-17 19:41	BTC	Buy	65785.3→64167.7	-14.05	stop_loss
06-17 19:40	BTC	Buy	65800.3→64178.7	-14.07	stop_loss
06-17 19:20	BTC	Buy	66186.3→64555.5	-14.05	stop_loss
06-17 18:51	BTC	Buy	65880.3→65929.7	-0.18	timeout
06-17 15:43	BTC	Buy	65817.3→65482.7	-3.20	timeout
06-17 03:31	BTC	Buy	65959.3→65791.7	-1.94	timeout
06-17 00:31	BTC	Buy	66269.3→65694.7	-5.34	timeout
06-16 21:27	BTC	Buy	66450.3→65698.7	-6.81	timeout
06-16 18:19	BTC	Buy	66810.3→66069.7	-6.67	timeout
06-16 15:09	BTC	Buy	66644.3→65766.7	-7.83	timeout
06-16 02:53	BTC	Buy	65424.3→65811.7	+2.75	timeout
06-15 23:49	BTC	Buy	65668.3→66239.7	+4.24	timeout
06-15 13:20	BTC	Buy	64021.2→66832.7	+23.67	take_profit
06-15 13:16	BTC	Buy	63910.2→66718.7	+23.70	take_profit
06-15 13:06	BTC	Buy	63813.2→66616.7	+23.68	take_profit
06-15 01:48	BTC	Buy	64605.2→65647.7	+8.35	timeout
06-14 22:43	BTC	Buy	64484.2→65366.7	+6.98	timeout
06-14 19:39	BTC	Buy	64229.2→63782.8	-4.38	timeout
06-14 16:35	BTC	Buy	63965.2→64160.8	+1.14	timeout
06-14 13:34	BTC	Buy	64183.2→64217.8	-0.20	timeout
06-14 01:21	BTC	Buy	63597.2→64635.8	+8.54	timeout
06-13 22:15	BTC	Buy	63510.2→64386.8	+7.06	timeout
06-13 19:10	BTC	Buy	63692.2→64153.8	+3.49	timeout
06-13 16:03	BTC	Buy	63504.2→64221.8	+5.78	timeout
06-13 13:02	BTC	Buy	63421.2→64059.8	+4.96	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-226.96

total pnl ($)

-45.7 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	90	46%	-45.7	-226.96

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:58	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…