deribit_basis_ema_crossover_long_v10 · strategy

133

closed trades

50%

win rate

-235.20

total pnl ($)

0.963

weight

7d window — n=30 wr=57% pnl=-44.52 · 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 20:10	BTC	Buy	59686→60225	+4.12	timeout
06-27 19:06	BTC	Buy	59663→60566	+7.15	timeout
06-27 18:29	BTC	Buy	59812→60484	+5.19	timeout
06-27 17:51	BTC	Buy	59979→60560	+4.40	timeout
06-27 17:20	BTC	Buy	60089→60583	+3.65	timeout
06-26 17:43	BTC	Buy	59594→60067	+3.40	timeout
06-26 17:11	BTC	Buy	59336→60249	+7.13	timeout
06-26 16:34	BTC	Buy	59361→60256	+6.99	timeout
06-26 15:57	BTC	Buy	59536→60271	+5.62	timeout
06-26 15:12	BTC	Buy	59149→59820	+5.14	timeout
06-25 13:51	BTC	Buy	60671→59178.4	-12.67	stop_loss
06-25 13:48	BTC	Buy	60839→59342.3	-12.68	stop_loss
06-25 13:48	BTC	Buy	60840→59343.3	-12.67	stop_loss
06-25 13:48	BTC	Buy	61043.1→59542.2	-12.67	stop_loss
06-25 13:46	BTC	Buy	61055.1→59553.2	-12.67	stop_loss
06-24 13:16	BTC	Buy	62121.1→62037.9	-1.04	timeout
06-24 12:41	BTC	Buy	62309.1→62817.9	+3.69	timeout
06-24 12:08	BTC	Buy	62445.1→62806.9	+2.49	timeout
06-24 11:04	BTC	Buy	62337.1→62402.9	+0.09	timeout
06-24 10:33	BTC	Buy	62301.1→62549.9	+1.55	timeout
06-23 06:53	BTC	Buy	63931.2→62915.9	-8.15	timeout
06-23 06:21	BTC	Buy	64220.2→62639.5	-12.58	stop_loss
06-23 06:19	BTC	Buy	64099.2→62998.8	-8.86	timeout
06-23 05:47	BTC	Buy	64197.2→63334.8	-7.11	timeout
06-23 05:14	BTC	Buy	64264.2→63594.8	-5.66	timeout
06-22 03:52	BTC	Buy	64386.2→64086.8	-2.79	timeout
06-22 03:20	BTC	Buy	64287.2→64264.8	-0.64	timeout
06-22 02:49	BTC	Buy	64256.2→64377.8	+0.48	timeout
06-22 02:18	BTC	Buy	64212.2→64583.8	+2.43	timeout
06-22 01:40	BTC	Buy	64200.2→64534.8	+2.13	timeout
06-21 00:54	BTC	Buy	63538.2→64257.8	+5.22	timeout
06-21 00:21	BTC	Buy	63477.2→64211.8	+5.33	timeout
06-20 23:40	BTC	Buy	63306.2→64275.8	+7.18	timeout
06-20 23:07	BTC	Buy	63265.2→64268.8	+7.43	timeout
06-20 22:32	BTC	Buy	63232.2→64294.8	+7.91	timeout
06-19 20:02	BTC	Buy	63090.2→63016.8	-1.08	timeout
06-19 19:01	BTC	Buy	62688.1→63051.8	+2.42	timeout
06-19 18:30	BTC	Buy	62830.1→63091.8	+1.60	timeout
06-19 17:58	BTC	Buy	62550.1→63195.8	+4.69	timeout
06-19 17:15	BTC	Buy	62472.1→62955.9	+3.42	timeout
06-18 15:51	BTC	Buy	64157.2→62574.6	-12.57	stop_loss
06-18 15:40	BTC	Buy	64303.2→62721.5	-12.52	stop_loss
06-18 15:39	BTC	Buy	64378.2→62795.4	-12.53	stop_loss
06-18 15:37	BTC	Buy	64454.2→62842.4	-12.76	stop_loss
06-18 15:37	BTC	Buy	64448.2→62842.4	-12.71	stop_loss
06-17 19:41	BTC	Buy	65750.3→64133.7	-12.73	stop_loss
06-17 19:41	BTC	Buy	65615.3→64212.8	-11.13	timeout
06-17 19:40	BTC	Buy	65803.3→64175.7	-12.81	stop_loss
06-17 19:29	BTC	Buy	65922.3→64246.6	-13.16	stop_loss
06-17 19:29	BTC	Buy	65857.3→64235.7	-12.76	stop_loss
06-17 15:43	BTC	Buy	65850.3→65477.7	-3.34	timeout
06-17 02:20	BTC	Buy	66019.3→65899.7	-1.40	timeout
06-17 00:39	BTC	Buy	66352.3→65781.7	-4.79	timeout
06-16 18:27	BTC	Buy	66816.3→65875.7	-7.58	timeout
06-16 17:53	BTC	Buy	66872.3→65964.7	-7.32	timeout
06-16 14:13	BTC	Buy	66388.3→66046.7	-3.11	timeout
06-16 01:08	BTC	Buy	65449.3→66305.7	+6.09	timeout
06-15 23:25	BTC	Buy	65563.3→66124.7	+3.88	timeout
06-15 13:06	BTC	Buy	63815.2→66617.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63815.2→66617.7	+21.52	take_profit
06-15 12:55	BTC	Buy	63780.2→66581.7	+21.53	take_profit
06-15 00:18	BTC	Buy	64387.2→65687.7	+9.63	timeout
06-14 22:32	BTC	Buy	64504.2→65158.7	+4.58	timeout
06-14 19:08	BTC	Buy	64132.2→63747.8	-3.50	timeout
06-14 18:03	BTC	Buy	63995.2→63690.8	-2.93	timeout
06-14 16:56	BTC	Buy	64000.2→63923.8	-1.11	timeout
06-13 23:28	BTC	Buy	63447.2→64442.8	+7.39	timeout
06-13 21:48	BTC	Buy	63457.2→64495.8	+7.70	timeout
06-13 18:28	BTC	Buy	63741.2→64148.8	+2.74	timeout
06-13 17:23	BTC	Buy	63762.2→64013.8	+1.51	timeout
06-13 15:39	BTC	Buy	63869.2→64316.8	+3.03	timeout
06-12 22:25	BTC	Buy	63537.2→63596.8	-0.03	timeout
06-12 17:46	BTC	Buy	63420.2→63833.8	+2.80	timeout
06-12 17:12	BTC	Buy	62442.1→63883.8	+11.08	timeout
06-12 16:01	BTC	Buy	62724.1→63637.8	+6.79	timeout
06-12 14:46	BTC	Buy	62847.1→63480.8	+4.51	timeout
06-11 22:22	BTC	Buy	61246.1→63578.8	+18.46	timeout
06-11 16:57	BTC	Buy	62117.1→62562.9	+3.08	timeout
06-11 16:25	BTC	Buy	62140.1→62542.9	+2.69	timeout
06-11 15:25	BTC	Buy	62305.1→62694.9	+2.58	timeout
06-11 14:17	BTC	Buy	61956.1→62787.9	+6.16	timeout
06-10 21:58	BTC	Buy	62686.1→61142.4	-12.77	stop_loss
06-10 16:50	BTC	Buy	61370.1→61962.9	+4.31	timeout
06-10 16:19	BTC	Buy	60898→62301.9	+11.03	timeout
06-10 15:47	BTC	Buy	61268.1→62306.9	+7.97	timeout
06-10 15:14	BTC	Buy	61663.1→61957.9	+1.89	timeout
06-10 14:12	BTC	Buy	62069.1→62151.9	+0.19	timeout
06-09 14:18	BTC	Buy	63326.2→61768	-12.76	stop_loss
06-09 14:18	BTC	Buy	63330.2→61773	-12.75	stop_loss
06-09 14:17	BTC	Buy	63359.2→61801	-12.75	stop_loss
06-09 13:36	BTC	Buy	63731.2→62163.8	-12.73	stop_loss
06-09 13:36	BTC	Buy	63739.2→62165.8	-12.78	stop_loss
06-08 21:30	BTC	Buy	61806.1→63637.8	+14.33	timeout
06-08 20:57	BTC	Buy	61918.1→63439.8	+11.79	timeout
06-08 20:25	BTC	Buy	61711.1→63244.8	+11.94	timeout
06-08 16:29	BTC	Buy	62145.1→63853.8	+13.20	timeout
06-08 15:20	BTC	Buy	61742.1→64072.8	+18.38	timeout
06-07 20:52	BTC	Buy	60680→61907.9	+9.69	timeout
06-07 20:13	BTC	Buy	60589→61523.9	+7.30	timeout
06-07 19:43	BTC	Buy	60575→61205.9	+4.81	timeout

Paper vs Live

Paper (trades.jsonl)

133

closed

50%

win rate

-235.20

total pnl ($)

-35.4 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	133	50%	-35.4	-235.20

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…