deribit_basis_momentum_breakout_long_v2 · strategy

closed trades

42%

win rate

-107.47

total pnl ($)

1.309

weight

7d window — n=7 wr=71% pnl=+9.71 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 60 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 13:56	BTC	Buy	59885→60044	+0.81	timeout
06-27 20:57	BTC	Buy	59365→60240	+7.04	timeout
06-27 18:50	BTC	Buy	59447→60483	+8.30	timeout
06-27 16:45	BTC	Buy	59243→60765	+12.36	timeout
06-27 14:37	BTC	Buy	59534→60513	+7.76	timeout
06-26 12:40	BTC	Buy	60654→59098.5	-13.28	stop_loss
06-26 02:21	BTC	Buy	59879→58341.9	-13.28	stop_loss
06-18 05:04	BTC	Buy	65355.3→63682	-13.26	stop_loss
06-17 22:03	BTC	Buy	65597.3→63913.8	-13.26	stop_loss
06-17 19:50	BTC	Buy	65726.3→64042.8	-13.26	stop_loss
06-17 10:04	BTC	Buy	66475.3→64774.4	-13.40	stop_loss
06-17 08:39	BTC	Buy	66613.3→64902.3	-13.35	stop_loss
06-17 08:31	BTC	Buy	66817.3→65104.2	-13.32	stop_loss
06-16 13:52	BTC	Buy	64278.2→66084.7	+13.43	timeout
06-16 11:49	BTC	Buy	64572.2→66374.7	+13.35	timeout
06-15 19:54	BTC	Buy	64292.2→66610.7	+17.44	timeout
06-15 15:54	BTC	Buy	64036.2→67232.6	+24.48	take_profit
06-15 13:25	BTC	Buy	63730.2→66910.7	+24.52	take_profit
06-14 17:37	BTC	Buy	63827.2→63893.8	-0.08	timeout
06-14 15:26	BTC	Buy	64235.2→63974.8	-2.50	timeout
06-14 13:13	BTC	Buy	63338.2→64315.8	+7.26	timeout
06-14 11:02	BTC	Buy	63703.2→64471.8	+5.57	timeout
06-13 18:50	BTC	Buy	63504.2→64064.8	+3.96	timeout
06-12 15:42	BTC	Buy	62300.1→63847.8	+11.86	timeout
06-12 13:25	BTC	Buy	61465.1→63368.8	+14.90	timeout
06-12 11:22	BTC	Buy	61218.1→63799.8	+20.49	timeout
06-12 08:46	BTC	Buy	61155.1→63328.8	+17.14	timeout
06-11 17:00	BTC	Buy	61392.1→62527.9	+8.64	timeout
06-09 14:36	BTC	Buy	62983.1→61371.2	-13.27	stop_loss
06-09 14:29	BTC	Buy	63137.2→61521.1	-13.27	stop_loss
06-09 14:21	BTC	Buy	63226.2→61606.1	-13.27	stop_loss
06-09 08:34	BTC	Buy	62464.1→62903.9	+3.08	timeout
06-09 06:31	BTC	Buy	62022.1→63381.8	+10.41	timeout
06-07 22:15	BTC	Buy	60900→63939.8	+24.52	take_profit
06-07 22:15	BTC	Buy	60828→63864.8	+24.53	take_profit
06-07 22:14	BTC	Buy	60368→63380.8	+24.52	take_profit
06-07 07:57	BTC	Buy	59388→62351.9	+24.27	take_profit
06-06 04:34	BTC	Buy	61141.1→59576.2	-13.25	stop_loss
06-06 04:33	BTC	Buy	61199.1→59626.2	-13.30	stop_loss
06-06 04:11	BTC	Buy	61840.1→60254.8	-13.27	stop_loss
06-05 18:52	BTC	Buy	60995→59434.3	-13.25	stop_loss
06-05 18:52	BTC	Buy	60970→59409.3	-13.26	stop_loss
06-05 14:28	BTC	Buy	61879.1→60291.8	-13.27	stop_loss
06-05 14:06	BTC	Buy	62058.1→60469.7	-13.25	stop_loss
06-05 13:56	BTC	Buy	62513.1→60913.5	-13.25	stop_loss
06-05 13:49	BTC	Buy	62980.1→61368.2	-13.25	stop_loss
06-05 06:22	BTC	Buy	62939.1→61328.3	-13.17	stop_loss
06-05 06:03	BTC	Buy	63713.2→62079.8	-13.20	stop_loss
06-05 06:01	BTC	Buy	63718.2→62087.8	-13.21	stop_loss
06-05 03:06	BTC	Buy	63925.2→62287.7	-13.23	stop_loss
06-05 03:05	BTC	Buy	64032.2→62393.7	-13.23	stop_loss
06-04 09:30	BTC	Buy	64336.2→62689.5	-13.24	stop_loss
06-04 01:16	BTC	Buy	64578.2→62925.4	-13.25	stop_loss
06-04 00:29	BTC	Buy	65080.3→63415.1	-13.24	stop_loss
06-03 23:42	BTC	Buy	65895.3→64202.7	-13.29	stop_loss
06-03 23:37	BTC	Buy	65975.3→64286.6	-13.25	stop_loss
06-03 20:45	BTC	Buy	66815.3→65105.2	-13.26	stop_loss
06-02 14:08	BTC	Buy	70302.5→68503.3	-13.26	stop_loss
06-02 12:59	BTC	Buy	70752.5→68939.1	-13.32	stop_loss
05-31 07:57	BTC	Buy	73425.7→73857.3	+2.19	timeout

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

-107.47

total pnl ($)

-35.1 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	60	42%	-35.1	-107.47

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…