deribit_basis_ema_crossover_momentum · strategy

118

closed trades

40%

win rate

-414.86

total pnl ($)

0.629

weight

7d window — n=24 wr=46% pnl=-104.90 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 19:07	BTC	Buy	60556→59483	-9.29	timeout
06-28 18:02	BTC	Buy	60477→59610	-7.59	timeout
06-28 16:56	BTC	Buy	60789→59643	-9.85	timeout
06-27 18:37	BTC	Buy	59781→60525	+5.79	timeout
06-27 17:31	BTC	Buy	60122→60491	+2.62	timeout
06-27 16:28	BTC	Buy	60033→60681	+4.98	timeout
06-26 16:51	BTC	Buy	59326→60058	+5.62	timeout
06-26 15:46	BTC	Buy	59308→60252	+7.42	timeout
06-26 14:49	BTC	Buy	59459→59825	+2.58	timeout
06-25 13:58	BTC	Buy	59563→58096	-12.69	stop_loss
06-25 13:54	BTC	Buy	60003→58524.8	-12.69	stop_loss
06-25 13:53	BTC	Buy	60285→58772.7	-12.93	stop_loss
06-24 14:19	BTC	Buy	62530.1→60966.5	-12.95	stop_loss
06-24 14:13	BTC	Buy	62634.1→61093.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62751.1→61208.3	-12.74	stop_loss
06-24 10:05	BTC	Buy	62515.1→62590.9	+0.10	timeout
06-24 09:05	BTC	Buy	62384.1→62722.9	+2.20	timeout
06-24 07:13	BTC	Buy	63026.2→62770.9	-2.53	timeout
06-23 08:17	BTC	Buy	63977.2→62403.7	-12.76	stop_loss
06-23 06:20	BTC	Buy	64407.2→62816.4	-12.81	stop_loss
06-23 06:20	BTC	Buy	64501.2→62915.4	-12.76	stop_loss
06-22 20:11	BTC	Buy	64145.2→64470.8	+2.06	timeout
06-22 19:09	BTC	Buy	64134.2→64317.8	+0.93	timeout
06-22 18:04	BTC	Buy	63952.2→64675.8	+5.14	timeout
06-21 20:00	BTC	Buy	63915.2→64170.8	+1.56	timeout
06-21 18:57	BTC	Buy	63763.2→64130.8	+2.48	timeout
06-21 17:56	BTC	Buy	63851.2→64133.8	+1.84	timeout
06-20 19:02	BTC	Buy	63051.2→63783.8	+5.37	timeout
06-20 17:58	BTC	Buy	63195.2→63819.8	+4.48	timeout
06-20 16:51	BTC	Buy	63106.2→64005.8	+6.64	timeout
06-19 18:23	BTC	Buy	62923.1→63126.8	+1.16	timeout
06-19 17:20	BTC	Buy	62564.1→63057.8	+3.50	timeout
06-19 16:23	BTC	Buy	62725.1→63266.8	+3.84	timeout
06-18 15:57	BTC	Buy	63898.2→62326.7	-12.59	stop_loss
06-18 15:40	BTC	Buy	64216.2→62636.5	-12.50	stop_loss
06-18 15:40	BTC	Buy	64240.2→62658.5	-12.49	stop_loss
06-18 05:05	BTC	Buy	65263.3→63658	-12.76	stop_loss
06-17 19:41	BTC	Buy	65786.3→64168.7	-12.77	stop_loss
06-17 19:38	BTC	Buy	65854.3→64234.7	-12.75	stop_loss
06-17 18:05	BTC	Buy	66307.3→64670.4	-12.80	stop_loss
06-17 15:19	BTC	Buy	65816.3→65199.7	-5.14	timeout
06-17 14:17	BTC	Buy	65838.3→65309.7	-4.48	timeout
06-16 23:32	BTC	Buy	66162.3→65718.7	-3.88	timeout
06-16 15:06	BTC	Buy	66614.3→65766.7	-6.90	timeout
06-16 14:04	BTC	Buy	66331.3→66178.7	-1.68	timeout
06-15 23:03	BTC	Buy	65347.3→66147.7	+5.63	timeout
06-15 13:20	BTC	Buy	64029.2→66841.7	+21.53	take_profit
06-15 13:06	BTC	Buy	63834.2→66637.7	+21.52	take_profit
06-14 22:27	BTC	Buy	64512.2→65102.7	+4.08	timeout
06-14 20:20	BTC	Buy	64236.2→63842.8	-3.56	timeout
06-14 16:58	BTC	Buy	64000.2→63918.8	-1.15	timeout
06-13 21:25	BTC	Buy	63529.2→64218.8	+4.96	timeout
06-13 19:35	BTC	Buy	63621.2→64123.8	+3.50	timeout
06-13 15:51	BTC	Buy	63747.2→64216.8	+3.21	timeout
06-12 17:47	BTC	Buy	63452.2→63824.8	+2.47	timeout
06-12 16:46	BTC	Buy	62606.1→63856.8	+9.50	timeout
06-12 15:33	BTC	Buy	62689.1→63934.8	+9.40	timeout
06-11 17:13	BTC	Buy	62050.1→62415.9	+2.41	timeout
06-11 16:12	BTC	Buy	62399.1→62724.9	+2.05	timeout
06-11 15:09	BTC	Buy	61990.1→62781.9	+5.84	timeout
06-10 16:40	BTC	Buy	60861→62319.9	+11.46	timeout
06-10 15:38	BTC	Buy	61195.1→62241.9	+8.05	timeout
06-10 14:40	BTC	Buy	61388.1→61897.9	+3.67	timeout
06-09 14:47	BTC	Buy	62666.1→61124.4	-12.76	stop_loss
06-09 14:36	BTC	Buy	62908.1→61361.2	-12.75	stop_loss
06-09 14:11	BTC	Buy	63491.2→61929.9	-12.75	stop_loss
06-09 08:53	BTC	Buy	63054.2→62900.9	-1.66	timeout
06-09 07:51	BTC	Buy	63241.2→63158.8	-1.16	timeout
06-08 22:26	BTC	Buy	63022.2→63297.8	+1.70	timeout
06-08 07:56	BTC	Buy	62335.1→63268.8	+6.93	timeout
06-08 06:52	BTC	Buy	62139.1→62979.9	+6.30	timeout
06-07 22:14	BTC	Buy	60668→63331.8	+21.51	take_profit
06-07 05:55	BTC	Buy	60876→61728.9	+6.60	timeout
06-07 04:53	BTC	Buy	60190→61794.9	+12.90	timeout
06-06 19:32	BTC	Buy	59486→60586	+8.85	timeout
06-06 04:34	BTC	Buy	60951→59452.3	-12.75	stop_loss
06-06 04:12	BTC	Buy	61701.1→60175.9	-12.81	stop_loss
06-05 18:52	BTC	Buy	60735→59241.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60777→59282.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60930→59431.3	-12.75	stop_loss
06-05 15:37	BTC	Buy	61784.1→60261.8	-12.76	stop_loss
06-05 13:52	BTC	Buy	62609.1→61068.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62836.1→61287.3	-12.78	stop_loss
06-05 06:23	BTC	Buy	62785.1→61216.3	-12.94	stop_loss
06-05 06:23	BTC	Buy	62787.1→61216.3	-12.90	stop_loss
06-05 06:03	BTC	Buy	63650.2→62079.8	-12.74	stop_loss
06-05 02:42	BTC	Buy	63457.2→62670.9	-6.62	timeout
06-04 10:48	BTC	Buy	63883.2→62311.7	-12.72	stop_loss
06-04 09:29	BTC	Buy	64345.2→62759.5	-12.77	stop_loss
06-04 01:22	BTC	Buy	64239.2→62659.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65155.3→63553	-12.74	stop_loss
06-04 00:26	BTC	Buy	65351.3→63743.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66374.3→64742.4	-12.78	stop_loss
06-03 20:46	BTC	Buy	66669.3→65028.2	-12.81	stop_loss
06-03 16:24	BTC	Buy	67273.4→65618.9	-12.78	stop_loss
06-03 03:33	BTC	Buy	67621.4→65956.7	-12.76	stop_loss
06-03 03:28	BTC	Buy	67799.4→66131.6	-12.75	stop_loss
06-02 14:23	BTC	Buy	69682.5→67968.6	-12.76	stop_loss
06-02 14:22	BTC	Buy	69875.5→68157.5	-12.75	stop_loss
06-02 14:10	BTC	Buy	69987.5→68264.4	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

118

closed

40%

win rate

-414.86

total pnl ($)

-70.0 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	118	40%	-70.0	-414.86

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 20:18	BTC	Buy	circuit_breaker
06-28 19:06	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…