deribit_basis_ema_crossover_long · strategy

143

closed trades

45%

win rate

-396.89

total pnl ($)

0.518

weight

7d window — n=28 wr=39% pnl=-121.29 · 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 06:22	BTC	Buy	59899→60211	+2.14	timeout
06-28 20:25	BTC	Buy	60229→59675	-5.06	timeout
06-28 19:21	BTC	Buy	60419→59480	-8.19	timeout
06-28 18:13	BTC	Buy	60517→59631	-7.75	timeout
06-28 04:45	BTC	Buy	60338→60141	-2.09	timeout
06-27 19:18	BTC	Buy	59924→60533	+4.68	timeout
06-27 18:16	BTC	Buy	60040→60518	+3.55	timeout
06-27 17:11	BTC	Buy	60178→60538	+2.54	timeout
06-27 03:38	BTC	Buy	59358→60317	+7.63	timeout
06-26 17:58	BTC	Buy	59576→59988	+2.90	timeout
06-26 16:46	BTC	Buy	59170→60093	+7.24	timeout
06-26 15:30	BTC	Buy	59230→60204	+7.67	timeout
06-26 02:16	BTC	Buy	60037→58555.8	-12.76	stop_loss
06-25 13:51	BTC	Buy	60710→59217.4	-12.68	stop_loss
06-25 13:49	BTC	Buy	60723→59229.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60882→59368.3	-12.84	stop_loss
06-25 13:48	BTC	Buy	61036.1→59534.2	-12.70	stop_loss
06-24 14:13	BTC	Buy	62651.1→61100.4	-12.83	stop_loss
06-24 13:44	BTC	Buy	62903.1→61355.2	-12.75	stop_loss
06-24 13:17	BTC	Buy	62105.1→62031.9	-1.05	timeout
06-24 12:15	BTC	Buy	62405.1→62831.9	+2.97	timeout
06-24 11:08	BTC	Buy	62344.1→62333.9	-0.55	timeout
06-24 10:02	BTC	Buy	62490.1→62582.9	+0.23	timeout
06-23 08:24	BTC	Buy	63845.2→62274.7	-12.73	stop_loss
06-23 06:21	BTC	Buy	64292.2→62710.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64418.2→62833.4	-12.76	stop_loss
06-23 06:08	BTC	Buy	64655.2→63065.3	-12.76	stop_loss
06-22 21:49	BTC	Buy	63888.2→64218.8	+2.13	timeout
06-22 20:49	BTC	Buy	63714.2→64445.8	+5.28	timeout
06-22 19:49	BTC	Buy	64166.2→64329.8	+0.79	timeout
06-22 17:41	BTC	Buy	64047.2→64425.8	+2.46	timeout
06-21 20:37	BTC	Buy	63850.2→64003.8	+0.75	timeout
06-21 19:32	BTC	Buy	63871.2→64184.8	+2.02	timeout
06-21 18:34	BTC	Buy	63823.2→64129.8	+2.00	timeout
06-21 17:29	BTC	Buy	63951.2→64069.8	+0.56	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
06-20 17:03	BTC	Buy	62965.1→63941.8	+7.27	timeout
06-19 19:15	BTC	Buy	62642.1→63031.8	+2.64	timeout
06-19 18:15	BTC	Buy	62671.1→63129.8	+3.20	timeout
06-19 17:16	BTC	Buy	62488.1→62966.9	+3.38	timeout
06-19 16:40	BTC	Buy	62665.1→63278.8	+4.46	timeout
06-18 15:51	BTC	Buy	64134.2→62556.6	-12.47	stop_loss
06-18 15:51	BTC	Buy	64151.2→62573.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64310.2→62728.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64355.2→62771.5	-12.50	stop_loss
06-17 19:40	BTC	Buy	65820.3→64197.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65864.3→64244.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	65920.3→64247.6	-13.14	stop_loss
06-17 18:27	BTC	Buy	65862.3→65327.7	-4.58	timeout
06-17 17:21	BTC	Buy	65738.3→65903.7	+0.70	timeout
06-17 16:17	BTC	Buy	65761.3→65955.7	+0.98	timeout
06-17 15:15	BTC	Buy	65843.3→65175.7	-5.45	timeout
06-16 17:09	BTC	Buy	66832.3→65752.7	-8.61	timeout
06-16 14:39	BTC	Buy	66454.3→65658.7	-6.52	timeout
06-16 14:23	BTC	Buy	67108.4→65457	-12.83	stop_loss
06-16 13:46	BTC	Buy	66507.3→66130.7	-3.36	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 13:16	BTC	Buy	63931.2→66748.7	+21.60	take_profit
06-15 12:50	BTC	Buy	63760.2→66559.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63731.2→66543.7	+21.63	take_profit
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
06-14 16:28	BTC	Buy	64032.2→64108.8	+0.10	timeout
06-13 19:25	BTC	Buy	63692.2→64165.8	+3.26	timeout
06-13 18:25	BTC	Buy	63742.2→64128.8	+2.56	timeout
06-13 17:26	BTC	Buy	63794.2→64013.8	+1.27	timeout
06-13 16:23	BTC	Buy	63807.2→63971.8	+0.89	timeout
06-12 19:22	BTC	Buy	63645.2→63669.8	-0.27	timeout
06-12 18:16	BTC	Buy	63573.2→63806.8	+1.38	timeout
06-12 17:18	BTC	Buy	62444.1→63859.8	+10.84	timeout
06-12 16:15	BTC	Buy	62808.1→63873.8	+7.99	timeout
06-11 18:24	BTC	Buy	61920.1→63352.8	+10.99	timeout
06-11 17:19	BTC	Buy	62121.1→62388.9	+1.62	timeout
06-11 16:20	BTC	Buy	62274.1→62734.9	+3.15	timeout
06-11 15:18	BTC	Buy	61916.1→62633.9	+5.25	timeout
06-10 17:40	BTC	Buy	61782.1→61817.9	-0.20	timeout
06-10 16:40	BTC	Buy	60823→62258.9	+11.26	timeout
06-10 15:38	BTC	Buy	61259.1→62303.9	+8.02	timeout
06-10 14:38	BTC	Buy	61456.1→61815.9	+2.45	timeout
06-09 14:18	BTC	Buy	63336.2→61772	-12.80	stop_loss
06-09 14:18	BTC	Buy	63340.2→61781	-12.76	stop_loss
06-09 14:15	BTC	Buy	63477.2→61915.9	-12.75	stop_loss
06-09 14:11	BTC	Buy	63493.2→61924.9	-12.80	stop_loss
06-09 04:52	BTC	Buy	62870.1→63228.8	+2.40	timeout
06-08 22:23	BTC	Buy	62994.1→63368.8	+2.49	timeout
06-08 21:16	BTC	Buy	61893.1→63708.8	+14.18	timeout
06-08 15:57	BTC	Buy	62036.1→63752.8	+13.34	timeout
06-08 04:48	BTC	Buy	61771.1→62800.9	+7.87	timeout
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 14:55	BTC	Buy	60886→61866.9	+7.59	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 14:25	BTC	Buy	60539→60851	+2.13	timeout
06-06 04:13	BTC	Buy	61633.1→60108.9	-12.82	stop_loss
06-05 18:52	BTC	Buy	60743→59249.4	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

143

closed

45%

win rate

-396.89

total pnl ($)

-55.2 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	143	45%	-55.2	-396.89

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 09:18	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…