deribit_basis_fast_slow_crossover_long

not live
93
closed trades
31%
win rate
-427.55
total pnl ($)
0.250
weight
7d window — n=20 wr=20% pnl=-189.61  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 93 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 21:10BTCBuy59537→59662+0.58timeout
06-28 19:08BTCBuy59284→59493+1.35timeout
06-28 17:07BTCBuy59135→59808+5.31timeout
06-28 15:04BTCBuy59104→60031+7.29timeout
06-26 02:21BTCBuy59838→58360.9-12.79stop_loss
06-25 13:58BTCBuy59561→58096-12.68stop_loss
06-25 13:51BTCBuy60661→59159.4-12.78stop_loss
06-25 13:48BTCBuy60840→59343.3-12.73stop_loss
06-25 13:48BTCBuy60899→59399.3-12.73stop_loss
06-25 13:48BTCBuy61023.1→59522.2-12.72stop_loss
06-24 15:08BTCBuy62349.1→60814.5-12.71stop_loss
06-24 14:19BTCBuy62385.1→60847.5-12.76stop_loss
06-24 14:19BTCBuy62430.1→60887.5-12.79stop_loss
06-24 14:17BTCBuy62568.1→61017.4-12.83stop_loss
06-24 14:13BTCBuy62671.1→61129.4-12.74stop_loss
06-23 08:27BTCBuy63617.2→62051.9-12.66stop_loss
06-23 08:24BTCBuy63730.2→62162.8-12.69stop_loss
06-23 08:17BTCBuy63940.2→62365.7-12.84stop_loss
06-23 06:21BTCBuy64152.2→62565.6-12.87stop_loss
06-23 06:21BTCBuy64140.2→62560.6-12.82stop_loss
06-22 00:52BTCBuy62997.1→63719.8+5.20timeout
06-21 22:49BTCBuy62828.1→63651.8+6.17timeout
06-21 20:38BTCBuy63104.2→64003.8+6.66timeout
06-21 18:34BTCBuy62766.1→64117.8+10.46timeout
06-21 16:36BTCBuy62616.1→64044.8+11.04timeout
06-18 15:51BTCBuy64130.2→62548.6-12.50stop_loss
06-18 15:40BTCBuy64337.2→62752.5-12.47stop_loss
06-18 15:36BTCBuy64623.2→63028.3-12.56stop_loss
06-18 15:17BTCBuy64841.2→63246.2-12.71stop_loss
06-18 15:17BTCBuy64976.2→63373.1-12.74stop_loss
06-17 22:03BTCBuy65436.3→63919.8-11.97timeout
06-17 19:42BTCBuy65714.3→64085.7-12.92stop_loss
06-17 19:41BTCBuy65763.3→64139.7-12.83stop_loss
06-17 08:44BTCBuy66519.3→64882.3-12.77stop_loss
06-17 08:31BTCBuy66794.3→65143.2-12.79stop_loss
06-16 14:23BTCBuy67208.4→65555.9-12.82stop_loss
06-15 13:08BTCBuy63849.2→66652.7+21.52take_profit
06-15 13:06BTCBuy63803.2→66604.7+21.56take_profit
06-15 12:42BTCBuy63613.2→66416.7+21.62take_profit
06-14 23:33BTCBuy63470.2→65509.7+15.51timeout
06-14 21:33BTCBuy63498.2→64829.8+9.94timeout
06-14 19:38BTCBuy63733.2→63791.8-0.15timeout
06-12 15:13BTCBuy61628.1→64335.8+21.28take_profit
06-12 15:13BTCBuy61601.1→64309.8+21.35take_profit
06-11 19:30BTCBuy61180.1→63873.8+21.39take_profit
06-11 19:30BTCBuy61142.1→63834.8+21.30take_profit
06-11 18:01BTCBuy61026.1→63707.8+21.40take_profit
06-09 14:46BTCBuy62794.1→61248.3-12.78stop_loss
06-09 14:44BTCBuy62806.1→61260.3-12.79stop_loss
06-09 14:35BTCBuy62957.1→61409.2-12.76stop_loss
06-09 14:30BTCBuy62998.1→61448.2-12.77stop_loss
06-09 14:11BTCBuy63502.2→61939.9-12.75stop_loss
06-07 22:15BTCBuy61248.1→63936.8+21.52take_profit
06-07 22:14BTCBuy60855→63526.8+21.52take_profit
06-07 22:14BTCBuy60818→63487.8+21.51take_profit
06-07 22:14BTCBuy60811→63480.8+21.52take_profit
06-07 22:14BTCBuy60742→63408.8+21.52take_profit
06-06 04:34BTCBuy60967→59467.3-12.75stop_loss
06-06 04:33BTCBuy61114.1→59611.2-12.75stop_loss
06-06 04:12BTCBuy61740.1→60220.9-12.76stop_loss
06-05 21:04BTCBuy59264→61865.9+21.50take_profit
06-05 18:52BTCBuy60928→59429.3-12.75stop_loss
06-05 18:52BTCBuy60888→59390.3-12.76stop_loss
06-05 14:26BTCBuy61913.1→60387.8-12.77stop_loss
06-05 13:57BTCBuy62411.1→60873.5-12.77stop_loss
06-05 13:56BTCBuy62435.1→60899.5-12.75stop_loss
06-05 06:24BTCBuy62610.1→61069.4-12.67stop_loss
06-05 06:23BTCBuy62727.1→61174.3-12.77stop_loss
06-05 06:20BTCBuy63180.2→61616.1-12.78stop_loss
06-05 06:03BTCBuy63647.2→62080.8-12.69stop_loss
06-05 05:59BTCBuy63819.2→62248.7-12.71stop_loss
06-04 09:27BTCBuy64372.2→62789.4-12.74stop_loss
06-04 01:16BTCBuy64517.2→62929.4-12.75stop_loss
06-04 00:29BTCBuy65071.3→63471.1-12.74stop_loss
06-03 20:55BTCBuy66346.3→64652.4-13.23stop_loss
06-03 20:55BTCBuy66432.3→64797.3-12.80stop_loss
06-03 20:45BTCBuy66732.3→65091.2-12.79stop_loss
06-03 20:45BTCBuy66751.3→65110.2-12.80stop_loss
06-03 16:27BTCBuy67164.4→65512.9-12.77stop_loss
06-03 03:34BTCBuy67614.4→65951.7-12.75stop_loss
06-02 15:26BTCBuy68985.4→67289-12.75stop_loss
06-02 14:27BTCBuy69411.5→67688.8-12.87stop_loss
06-02 14:10BTCBuy69994.5→68271.4-12.77stop_loss
06-01 22:25BTCBuy73627.7→71201.8-17.05stop_loss
06-01 22:25BTCBuy73976.7→71201.8-19.35stop_loss
06-01 22:25BTCBuy73526.7→71201.8-16.43stop_loss
06-01 22:25BTCBuy73578.7→71201.8-16.79stop_loss
06-01 22:25BTCBuy73940.7→71201.8-19.18stop_loss
05-31 19:39BTCBuy73434.7→73480.3-0.16timeout
05-31 17:15BTCBuy73430.7→73522.3+0.01timeout
05-31 14:57BTCBuy73000.6→73652.3+3.97timeout
05-31 12:36BTCBuy73362.7→73894.3+2.80timeout
05-31 10:40BTCBuy73465.7→73776.3+1.27timeout

Paper vs Live

Paper (trades.jsonl)
93
closed
31%
win rate
-427.55
total pnl ($)
-91.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9331%-91.6-427.55

Recent bounces (last 20 of 3)

timesymsidereason
06-28 20:36BTCBuycircuit_breaker
06-28 18:42BTCBuycircuit_breaker
06-28 16:23BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems