deribit_basis_fast_crossover_long · strategy

136

closed trades

44%

win rate

-449.62

total pnl ($)

0.307

weight

7d window — n=32 wr=38% pnl=-154.61 · 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 19:50	BTC	Buy	60192→59318	-7.68	timeout
06-28 17:41	BTC	Buy	60581→59461	-9.66	timeout
06-28 15:37	BTC	Buy	60775→59898	-7.67	timeout
06-27 21:25	BTC	Buy	59757→60376	+4.80	timeout
06-27 19:22	BTC	Buy	59920→60409	+3.67	timeout
06-27 17:21	BTC	Buy	60072→60592	+3.87	timeout
06-27 15:16	BTC	Buy	59865→60780	+7.20	timeout
06-26 20:06	BTC	Buy	59668→59728	-0.06	timeout
06-26 18:05	BTC	Buy	59583→60085	+3.65	timeout
06-26 16:05	BTC	Buy	59443→60367	+7.24	timeout
06-26 14:26	BTC	Buy	59441→60004	+4.23	timeout
06-25 13:55	BTC	Buy	59868→58388.9	-12.74	stop_loss
06-25 13:48	BTC	Buy	60926→59420.3	-12.77	stop_loss
06-25 13:48	BTC	Buy	61010.1→59508.3	-12.71	stop_loss
06-25 13:48	BTC	Buy	61038.1→59537.2	-12.69	stop_loss
06-24 16:51	BTC	Buy	61200.1→59691.2	-12.76	stop_loss
06-24 15:30	BTC	Buy	62283.1→60749.6	-12.70	stop_loss
06-24 14:17	BTC	Buy	62572.1→61025.4	-12.79	stop_loss
06-24 13:57	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-24 13:47	BTC	Buy	62825.1→61280.3	-12.74	stop_loss
06-24 12:03	BTC	Buy	62494.1→62891.9	+2.73	timeout
06-24 08:09	BTC	Buy	62819.1→62604.9	-2.23	timeout
06-23 08:17	BTC	Buy	63925.2→62341.7	-12.86	stop_loss
06-23 08:15	BTC	Buy	64066.2→62490.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64254.2→62665.5	-12.82	stop_loss
06-23 06:20	BTC	Buy	64471.2→62885.4	-12.76	stop_loss
06-23 01:16	BTC	Buy	63929.2→64192.8	+1.63	timeout
06-22 23:12	BTC	Buy	63689.2→63979.8	+1.83	timeout
06-22 21:09	BTC	Buy	63631.2→64373.8	+5.38	timeout
06-22 19:06	BTC	Buy	64145.2→64325.8	+0.91	timeout
06-22 00:46	BTC	Buy	64255.2→63883.8	-3.35	timeout
06-21 22:41	BTC	Buy	64231.2→63616.8	-5.21	timeout
06-21 20:37	BTC	Buy	63850.2→64000.8	+0.72	timeout
06-21 18:36	BTC	Buy	63818.2→64108.8	+1.88	timeout
06-20 23:06	BTC	Buy	63271.2→64248.8	+7.27	timeout
06-20 21:03	BTC	Buy	63142.2→63920.8	+5.73	timeout
06-20 19:00	BTC	Buy	63085.2→63765.8	+4.96	timeout
06-20 16:55	BTC	Buy	62937.1→63972.8	+7.73	timeout
06-19 22:39	BTC	Buy	62790.1→63213.8	+2.88	timeout
06-19 20:27	BTC	Buy	63114.2→63044.8	-1.04	timeout
06-19 18:24	BTC	Buy	62906.1→63100.8	+1.09	timeout
06-19 16:36	BTC	Buy	62594.1→63259.8	+4.88	timeout
06-18 15:57	BTC	Buy	63941.2→62366.7	-12.62	stop_loss
06-18 15:40	BTC	Buy	64206.2→62627.5	-12.48	stop_loss
06-18 15:40	BTC	Buy	64297.2→62707.5	-12.52	stop_loss
06-18 15:36	BTC	Buy	64617.2→63028.3	-12.52	stop_loss
06-18 04:11	BTC	Buy	65391.3→63741.9	-13.07	stop_loss
06-17 19:44	BTC	Buy	65698.3→64082.7	-12.77	stop_loss
06-17 19:42	BTC	Buy	65701.3→64085.7	-12.75	stop_loss
06-17 19:42	BTC	Buy	65724.3→64107.7	-12.77	stop_loss
06-17 17:19	BTC	Buy	65755.3→65906.7	+0.64	timeout
06-17 15:17	BTC	Buy	65828.3→65286.7	-4.57	timeout
06-17 00:45	BTC	Buy	66371.3→65801.7	-4.81	timeout
06-16 22:42	BTC	Buy	66253.3→65716.7	-4.59	timeout
06-16 14:33	BTC	Buy	66524.3→65330.7	-9.51	timeout
06-16 14:23	BTC	Buy	67179.4→65524.9	-12.84	stop_loss
06-16 00:11	BTC	Buy	65713.3→66356.7	+4.53	timeout
06-15 22:03	BTC	Buy	65466.3→66401.7	+6.64	timeout
06-15 13:20	BTC	Buy	64033.2→66846.7	+21.54	take_profit
06-15 13:00	BTC	Buy	63790.2→66591.7	+21.52	take_profit
06-14 23:38	BTC	Buy	64455.2→65605.7	+8.44	timeout
06-14 21:37	BTC	Buy	64294.2→64847.8	+3.82	timeout
06-14 19:34	BTC	Buy	64170.2→63805.8	-3.35	timeout
06-14 15:24	BTC	Buy	64285.2→64057.8	-2.23	timeout
06-13 21:42	BTC	Buy	63537.2→64594.8	+7.85	timeout
06-13 19:40	BTC	Buy	63714.2→64256.8	+3.81	timeout
06-13 17:41	BTC	Buy	63804.2→64093.8	+1.80	timeout
06-13 09:25	BTC	Buy	63637.2→63798.8	+0.73	timeout
06-12 21:08	BTC	Buy	63470.2→63528.8	-0.01	timeout
06-12 19:06	BTC	Buy	63442.2→63689.8	+1.48	timeout
06-12 16:57	BTC	Buy	62565.1→63910.8	+10.26	timeout
06-12 08:39	BTC	Buy	62949.1→63438.8	+3.36	timeout
06-11 20:14	BTC	Buy	61805.1→63508.8	+13.20	timeout
06-11 18:07	BTC	Buy	61969.1→63375.8	+10.80	timeout
06-11 16:09	BTC	Buy	62365.1→62766.9	+2.63	timeout
06-11 07:51	BTC	Buy	61657.1→62672.9	+7.64	timeout
06-10 19:15	BTC	Buy	61723.1→61725.9	-0.49	timeout
06-10 17:15	BTC	Buy	61588.1→62040.9	+3.17	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-09 15:55	BTC	Buy	62631.1→61088.4	-12.77	stop_loss
06-09 14:47	BTC	Buy	62712.1→61169.3	-12.75	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 14:11	BTC	Buy	63494.2→61923.9	-12.82	stop_loss
06-09 09:09	BTC	Buy	63191.2→62708.9	-4.28	timeout
06-09 07:05	BTC	Buy	62804.1→63311.8	+3.54	timeout
06-08 21:02	BTC	Buy	61870.1→63541.8	+13.02	timeout
06-08 17:01	BTC	Buy	62062.1→63422.8	+10.42	timeout
06-08 08:38	BTC	Buy	62643.1→63116.8	+3.24	timeout
06-08 06:35	BTC	Buy	62102.1→62994.9	+6.73	timeout
06-07 20:18	BTC	Buy	60609→61538.9	+7.26	timeout
06-07 16:10	BTC	Buy	60768→61993.9	+9.52	timeout
06-07 08:03	BTC	Buy	60884→62394.9	+12.01	timeout
06-07 06:00	BTC	Buy	60993→61723.9	+5.59	timeout
06-06 19:53	BTC	Buy	60314→60587	+1.87	timeout
06-06 15:50	BTC	Buy	60483→60812	+2.28	timeout
06-06 04:34	BTC	Buy	60932→59429.3	-12.78	stop_loss
06-06 04:12	BTC	Buy	61723.1→60202.9	-12.77	stop_loss
06-05 18:52	BTC	Buy	60728→59234.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60921→59422.3	-12.76	stop_loss
06-05 14:06	BTC	Buy	61982.1→60437.7	-12.91	stop_loss

Paper vs Live

Paper (trades.jsonl)

136

closed

44%

win rate

-449.62

total pnl ($)

-65.8 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	136	44%	-65.8	-449.62

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:50	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…