deribit_basis_ema_crossover_trend_long · strategy

115

closed trades

49%

win rate

-160.73

total pnl ($)

0.968

weight

7d window — n=27 wr=48% pnl=-47.77 · 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 03:07	BTC	Buy	59489→59965	+3.54	timeout
06-28 20:35	BTC	Buy	60275→59644	-5.68	timeout
06-28 13:56	BTC	Buy	59962→60042	+0.21	timeout
06-28 07:46	BTC	Buy	60011→60207	+1.18	timeout
06-28 01:41	BTC	Buy	60574→60210	-3.46	timeout
06-27 19:35	BTC	Buy	60272→60190	-1.11	timeout
06-27 13:27	BTC	Buy	60225→60427	+1.22	timeout
06-27 07:36	BTC	Buy	59960→60395	+3.18	timeout
06-27 01:42	BTC	Buy	59960→59952	-0.52	timeout
06-26 19:37	BTC	Buy	59476→59861	+2.74	timeout
06-26 13:27	BTC	Buy	59948→58804.1	-10.01	timeout
06-26 02:24	BTC	Buy	59838→58303.9	-13.26	stop_loss
06-26 01:10	BTC	Buy	59218→59523	+2.13	timeout
06-25 13:46	BTC	Buy	61300.1→59722.1	-13.31	stop_loss
06-25 13:16	BTC	Buy	61623.1→61321.9	-2.88	timeout
06-25 07:01	BTC	Buy	60833→61720.9	+6.86	timeout
06-25 00:58	BTC	Buy	59810→60767	+7.55	timeout
06-24 14:19	BTC	Buy	62442.1→60841.5	-13.26	stop_loss
06-24 12:56	BTC	Buy	62758.1→62596.9	-1.74	timeout
06-24 06:56	BTC	Buy	62547.1→62741.9	+1.09	timeout
06-24 00:55	BTC	Buy	62505.1→62957.9	+3.18	timeout
06-23 18:46	BTC	Buy	62219.1→62140.9	-1.08	timeout
06-23 08:27	BTC	Buy	63675.2→62045.9	-13.24	stop_loss
06-23 06:46	BTC	Buy	63863.2→62930.9	-7.76	timeout
06-23 00:50	BTC	Buy	64609.2→64087.8	-4.47	timeout
06-22 18:41	BTC	Buy	64071.2→64503.8	+2.90	timeout
06-22 12:41	BTC	Buy	63957.2→65078.7	+8.27	timeout
06-22 06:34	BTC	Buy	63603.2→64054.8	+3.10	timeout
06-22 00:31	BTC	Buy	64147.2→63772.8	-3.38	timeout
06-21 18:29	BTC	Buy	64282.2→64002.8	-2.61	timeout
06-21 12:28	BTC	Buy	64540.2→63987.8	-4.71	timeout
06-21 06:23	BTC	Buy	64085.2→64223.8	+0.63	timeout
06-21 00:25	BTC	Buy	64049.2→64224.8	+0.91	timeout
06-20 18:19	BTC	Buy	63680.2→63830.8	+0.73	timeout
06-20 12:14	BTC	Buy	63403.2→63718.8	+2.03	timeout
06-20 06:11	BTC	Buy	63043.2→63631.8	+4.22	timeout
06-20 00:10	BTC	Buy	63090.2→63456.8	+2.46	timeout
06-19 18:07	BTC	Buy	62396.1→63101.8	+5.20	timeout
06-19 12:53	BTC	Buy	62520.1→62770.9	+1.59	timeout
06-19 06:26	BTC	Buy	62846.1→62816.9	-0.67	timeout
06-19 00:44	BTC	Buy	62704.1→63023.8	+2.14	timeout
06-18 15:57	BTC	Buy	63980.2→62342.7	-13.18	stop_loss
06-18 12:28	BTC	Buy	63892.2→64130.8	+1.42	timeout
06-18 06:23	BTC	Buy	64210.2→63926.8	-2.66	timeout
06-17 19:29	BTC	Buy	66004.3→64314.6	-13.25	stop_loss
06-17 18:19	BTC	Buy	64874.2→65396.7	+3.55	timeout
06-17 12:18	BTC	Buy	65809.3→64818.8	-8.00	timeout
06-17 06:16	BTC	Buy	65819.3→65813.7	-0.50	timeout
06-17 00:01	BTC	Buy	65929.3→65685.7	-2.32	timeout
06-16 17:52	BTC	Buy	66524.3→65990.7	-4.48	timeout
06-16 11:40	BTC	Buy	66030.3→66362.7	+2.04	timeout
06-16 05:48	BTC	Buy	66381.3→66035.7	-3.04	timeout
06-15 23:52	BTC	Buy	67124.4→66304.7	-6.53	timeout
06-15 17:52	BTC	Buy	65546.3→66902.7	+9.86	timeout
06-15 11:38	BTC	Buy	65730.3→66173.7	+2.93	timeout
06-15 05:20	BTC	Buy	64742.2→65694.7	+6.90	timeout
06-14 23:15	BTC	Buy	64097.2→65596.7	+11.23	timeout
06-14 17:10	BTC	Buy	64436.2→63904.8	-4.60	timeout
06-14 11:07	BTC	Buy	64477.2→64470.8	-0.50	timeout
06-14 05:04	BTC	Buy	64293.2→64342.8	-0.05	timeout
06-13 23:00	BTC	Buy	64215.2→64421.8	+1.15	timeout
06-13 16:55	BTC	Buy	63785.2→63966.8	+0.97	timeout
06-13 11:29	BTC	Buy	63471.2→63949.8	+3.29	timeout
06-13 05:21	BTC	Buy	63564.2→63557.8	-0.50	timeout
06-12 23:12	BTC	Buy	64222.2→63425.8	-6.63	timeout
06-12 16:45	BTC	Buy	63352.2→63810.8	+3.16	timeout
06-12 11:03	BTC	Buy	63583.2→63840.8	+1.55	timeout
06-12 05:01	BTC	Buy	63394.2→63627.8	+1.37	timeout
06-11 22:52	BTC	Buy	62922.1→63498.8	+4.09	timeout
06-11 16:42	BTC	Buy	62885.1→62639.9	-2.42	timeout
06-11 10:35	BTC	Buy	61964.1→62852.9	+6.67	timeout
06-11 04:29	BTC	Buy	61881.1→62580.9	+5.15	timeout
06-10 22:26	BTC	Buy	62045.1→61279.9	-6.62	timeout
06-10 16:18	BTC	Buy	61596.1→62295.9	+5.20	timeout
06-10 02:49	BTC	Buy	61639.1→62016.9	+2.65	timeout
06-09 16:05	BTC	Buy	62549.1→60944.5	-13.30	stop_loss
06-09 14:18	BTC	Buy	63378.2→61754	-13.26	stop_loss
06-09 08:42	BTC	Buy	62716.1→62954.9	+1.46	timeout
06-09 02:40	BTC	Buy	63443.2→62608.9	-7.02	timeout
06-08 20:40	BTC	Buy	63374.2→63377.8	-0.44	timeout
06-08 14:38	BTC	Buy	62932.1→63784.8	+6.31	timeout
06-08 08:32	BTC	Buy	63409.2→63068.8	-3.17	timeout
06-08 02:37	BTC	Buy	62218.1→62935.9	+5.30	timeout
06-07 20:33	BTC	Buy	61832.1→61778.9	-0.87	timeout
06-07 14:21	BTC	Buy	61789.1→61900.9	+0.45	timeout
06-07 08:05	BTC	Buy	60869→62313.9	+11.45	timeout
06-07 02:08	BTC	Buy	60486→61483.9	+7.77	timeout
06-06 19:56	BTC	Buy	60819→60629	-1.99	timeout
06-06 13:53	BTC	Buy	60893→60783	-1.35	timeout
06-06 07:51	BTC	Buy	60927→61009.9	+0.21	timeout
06-05 18:53	BTC	Buy	60733→59178.4	-13.25	stop_loss
06-05 14:27	BTC	Buy	61896.1→60311.8	-13.25	stop_loss
06-05 06:24	BTC	Buy	62707.1→61102.4	-13.24	stop_loss
06-04 17:42	BTC	Buy	62875.1→62977.9	+0.34	timeout
06-04 09:29	BTC	Buy	64407.2→62758.5	-13.24	stop_loss
06-04 00:27	BTC	Buy	65253.3→63583	-13.24	stop_loss
06-03 19:55	BTC	Buy	66912.3→65174.1	-13.45	stop_loss
06-03 12:40	BTC	Buy	66345.3→66829.7	+3.22	timeout
06-03 07:33	BTC	Buy	66509.3→67195.6	+4.67	timeout
06-02 23:56	BTC	Buy	67284.4→66772.7	-4.26	timeout

Paper vs Live

Paper (trades.jsonl)

115

closed

49%

win rate

-160.73

total pnl ($)

-27.8 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	115	49%	-27.8	-160.73

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…