deribit_basis_ema_crossover_long_v8

not live
84
closed trades
43%
win rate
-182.59
total pnl ($)
0.624
weight
7d window — n=22 wr=32% pnl=-100.30  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 84 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 15:51BTCBuy60181→59932-2.53timeout
06-28 09:39BTCBuy60328→60316-0.56timeout
06-28 03:35BTCBuy60761→60173-5.29timeout
06-27 21:55BTCBuy60388→60189-2.07timeout
06-27 15:44BTCBuy60296→60766+3.45timeout
06-27 09:40BTCBuy59870→60372+3.73timeout
06-27 03:41BTCBuy60394→60282-1.38timeout
06-26 20:43BTCBuy60213→59603-5.56timeout
06-26 08:16BTCBuy59591→60248+5.09timeout
06-25 13:48BTCBuy61173.1→59299.4-15.73stop_loss
06-25 13:48BTCBuy61264.1→59389.3-15.74stop_loss
06-25 10:38BTCBuy60841→61526.9+5.17timeout
06-24 15:38BTCBuy62500.1→60588.7-15.72stop_loss
06-24 15:30BTCBuy62636.1→60719.6-15.71stop_loss
06-24 08:23BTCBuy62444.1→62661.9+1.25timeout
06-23 18:17BTCBuy63160.2→62298.9-7.27timeout
06-23 08:28BTCBuy63884.2→61924.9-15.76stop_loss
06-23 06:21BTCBuy64573.2→62592.6-15.80stop_loss
06-22 20:34BTCBuy64186.2→64421.8+1.37timeout
06-22 14:06BTCBuy64506.2→65340.7+5.95timeout
06-22 08:05BTCBuy64180.2→64092.8-1.17timeout
06-21 22:38BTCBuy64311.2→63594.8-6.01timeout
06-21 16:34BTCBuy64514.2→64034.8-4.15timeout
06-21 07:44BTCBuy63916.2→64176.8+1.59timeout
06-20 22:58BTCBuy63646.2→64283.8+4.55timeout
06-20 16:52BTCBuy63558.2→63993.8+2.96timeout
06-20 10:46BTCBuy63307.2→63586.8+1.72timeout
06-19 20:12BTCBuy62622.1→63042.8+2.89timeout
06-19 13:17BTCBuy63054.2→62702.9-3.19timeout
06-19 06:57BTCBuy62648.1→62849.9+1.18timeout
06-19 00:31BTCBuy64124.2→62971.9-9.42timeout
06-18 17:41BTCBuy63936.2→62550.9-11.16timeout
06-18 11:17BTCBuy64383.2→63982.8-3.60timeout
06-18 01:28BTCBuy64902.2→64638.8-2.51timeout
06-17 17:53BTCBuy65773.3→65977.7+1.06timeout
06-17 11:51BTCBuy65639.3→64830.8-6.65timeout
06-17 05:20BTCBuy65788.3→65740.7-0.83timeout
06-16 23:15BTCBuy66488.3→65728.7-6.20timeout
06-16 17:02BTCBuy65932.3→65765.7-1.76timeout
06-16 08:56BTCBuy66479.3→66933.7+2.98timeout
06-15 20:23BTCBuy65623.3→66518.7+6.34timeout
06-15 13:44BTCBuy65653.3→66512.7+6.10timeout
06-15 07:23BTCBuy63792.2→65862.7+15.77timeout
06-15 00:49BTCBuy64306.2→65527.7+9.03timeout
06-14 18:44BTCBuy64237.2→63753.8-4.26timeout
06-14 12:34BTCBuy64515.2→64361.8-1.63timeout
06-14 06:12BTCBuy64040.2→64445.8+2.72timeout
06-13 08:16BTCBuy63533.2→63784.8+1.49timeout
06-12 13:25BTCBuy63379.2→63376.8-0.51timeout
06-12 00:38BTCBuy62761.1→63680.8+6.81timeout
06-11 18:25BTCBuy62939.1→63384.8+3.03timeout
06-11 12:20BTCBuy61931.1→63006.8+8.18timeout
06-11 05:18BTCBuy62143.1→62642.9+3.50timeout
06-10 21:07BTCBuy61200.1→61634.9+3.09timeout
06-10 03:53BTCBuy61261.1→62016.9+5.77timeout
06-09 16:40BTCBuy62659.1→60741.6-15.78stop_loss
06-09 15:52BTCBuy62724.1→61319.9-11.66timeout
06-09 08:58BTCBuy63437.2→62822.9-5.29timeout
06-09 02:04BTCBuy63617.2→62799.9-6.86timeout
06-08 19:35BTCBuy63186.2→63522.8+2.19timeout
06-08 13:19BTCBuy63060.2→63709.8+4.68timeout
06-08 07:30BTCBuy61454.1→63191.8+13.67timeout
06-08 00:27BTCBuy61939.1→63382.8+11.18timeout
06-06 22:27BTCBuy60603→60412-1.99timeout
06-06 14:29BTCBuy60829→60839-0.37timeout
06-06 08:22BTCBuy60812→61092.9+1.82timeout
06-05 14:26BTCBuy62296.1→60387.8-15.77stop_loss
06-05 06:22BTCBuy63383.2→61441.2-15.75stop_loss
06-05 06:21BTCBuy63463.2→61521.1-15.75stop_loss
06-05 04:30BTCBuy63565.2→63055.8-4.43timeout
06-04 20:44BTCBuy63402.2→63545.8+0.68timeout
06-04 10:30BTCBuy64327.2→62356.7-15.73stop_loss
06-03 18:09BTCBuy67176.4→66034.7-8.98timeout
06-02 14:22BTCBuy70224.5→68062.5-15.86stop_loss
06-02 09:22BTCBuy71556.6→69365.8-15.82stop_loss
06-02 04:19BTCBuy70925.5→70880.5-0.84timeout
06-01 02:28BTCBuy73549.7→73496.3-0.85timeout
05-31 17:49BTCBuy74062.7→73671.3-3.12timeout
05-31 11:55BTCBuy73827.7→73890.3-0.10timeout
05-30 21:53BTCBuy73578.7→73928.3+1.87timeout
05-30 18:18BTCBuy73515.7→74015.3+2.89timeout
05-29 20:20BTCBuy73700.7→73638.3-0.89timeout
05-29 10:54BTCBuy73483.7→73603.3+0.34timeout
05-29 04:59BTCBuy73407.7→73380.3-0.70timeout

Paper vs Live

Paper (trades.jsonl)
84
closed
43%
win rate
-182.59
total pnl ($)
-43.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8443%-43.2-182.59

Recent bounces (last 20 of 1)

timesymsidereason
06-28 18:57BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems