deribit_basis_momentum_cross_long_v2 · strategy

145

closed trades

50%

win rate

-316.14

total pnl ($)

0.379

weight

7d window — n=34 wr=41% pnl=-149.26 · 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 18:39	BTC	Buy	59564→60224	+4.94	timeout
06-28 21:03	BTC	Buy	60303→59620	-6.11	timeout
06-28 20:03	BTC	Buy	60218→59481	-6.54	timeout
06-28 19:00	BTC	Buy	60530→59589	-8.20	timeout
06-28 17:56	BTC	Buy	60561→59578	-8.53	timeout
06-28 16:51	BTC	Buy	60791→59645	-9.85	timeout
06-27 20:12	BTC	Buy	59680→60253	+4.41	timeout
06-27 19:10	BTC	Buy	59945→60547	+4.60	timeout
06-27 18:07	BTC	Buy	60061→60472	+2.99	timeout
06-27 17:01	BTC	Buy	60043→60648	+4.56	timeout
06-27 15:59	BTC	Buy	60303→60810	+3.74	timeout
06-26 18:33	BTC	Buy	59517→59819	+1.97	timeout
06-26 17:37	BTC	Buy	59653→59958	+2.01	timeout
06-26 16:34	BTC	Buy	59361→60147	+6.06	timeout
06-26 15:29	BTC	Buy	59232→60141	+7.13	timeout
06-26 14:41	BTC	Buy	59564→59604	-0.17	timeout
06-25 13:48	BTC	Buy	60740→59244.4	-12.71	stop_loss
06-25 13:48	BTC	Buy	60846→59349.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	60877→59368.3	-12.79	stop_loss
06-25 13:48	BTC	Buy	61017.1→59513.3	-12.71	stop_loss
06-25 13:48	BTC	Buy	61040.1→59539.2	-12.69	stop_loss
06-24 14:19	BTC	Buy	62417.1→60881.5	-12.71	stop_loss
06-24 14:13	BTC	Buy	62637.1→61095.4	-12.75	stop_loss
06-24 13:55	BTC	Buy	62376.1→61449.9	-7.86	timeout
06-24 12:51	BTC	Buy	62251.1→62627.9	+2.57	timeout
06-24 11:47	BTC	Buy	62471.1→62733.9	+1.65	timeout
06-24 06:56	BTC	Buy	62905.1→62741.9	-1.80	timeout
06-23 08:20	BTC	Buy	63890.2→62300.7	-12.89	stop_loss
06-23 08:17	BTC	Buy	63947.2→62374.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64178.2→62598.6	-12.77	stop_loss
06-23 06:20	BTC	Buy	64440.2→62855.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64479.2→62891.4	-12.78	stop_loss
06-22 23:22	BTC	Buy	63711.2→63932.8	+1.28	timeout
06-22 22:18	BTC	Buy	63718.2→64244.8	+3.68	timeout
06-22 21:10	BTC	Buy	63529.2→64373.8	+6.19	timeout
06-22 20:11	BTC	Buy	64145.2→64473.8	+2.08	timeout
06-22 19:07	BTC	Buy	64144.2→64330.8	+0.95	timeout
06-21 22:09	BTC	Buy	64003.2→63574.8	-3.79	timeout
06-21 21:07	BTC	Buy	63909.2→63755.8	-1.65	timeout
06-21 20:04	BTC	Buy	63909.2→64147.8	+1.43	timeout
06-21 19:06	BTC	Buy	63811.2→64145.8	+2.21	timeout
06-21 18:04	BTC	Buy	63886.2→63946.8	+0.11	timeout
06-20 21:15	BTC	Buy	63237.2→63953.8	+5.22	timeout
06-20 20:13	BTC	Buy	63044.2→63950.8	+6.78	timeout
06-20 19:07	BTC	Buy	63005.2→63804.8	+5.91	timeout
06-20 18:03	BTC	Buy	63121.2→63884.8	+5.59	timeout
06-20 17:03	BTC	Buy	62912.1→63953.8	+7.79	timeout
06-19 20:49	BTC	Buy	63069.2→63141.8	+0.08	timeout
06-19 19:46	BTC	Buy	62947.1→62979.9	-0.22	timeout
06-19 18:44	BTC	Buy	62749.1→63027.8	+1.75	timeout
06-19 17:40	BTC	Buy	62526.1→63024.8	+3.54	timeout
06-19 16:56	BTC	Buy	62665.1→62977.9	+2.06	timeout
06-18 15:54	BTC	Buy	63998.2→62423.6	-12.70	stop_loss
06-18 15:51	BTC	Buy	64121.2→62524.6	-12.83	stop_loss
06-18 15:51	BTC	Buy	64122.2→62524.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64348.2→62765.5	-12.46	stop_loss
06-18 15:40	BTC	Buy	64351.2→62767.5	-12.50	stop_loss
06-18 10:42	BTC	Buy	64900.2→64007.8	-7.40	timeout
06-18 09:38	BTC	Buy	64972.2→64226.8	-6.29	timeout
06-17 19:40	BTC	Buy	65801.3→64178.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65831.3→64212.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65893.3→64258.6	-12.86	stop_loss
06-17 15:34	BTC	Buy	65833.3→65378.7	-3.87	timeout
06-17 14:29	BTC	Buy	65589.3→65192.7	-3.48	timeout
06-17 08:44	BTC	Buy	66528.3→64889.3	-12.80	stop_loss
06-17 08:39	BTC	Buy	66606.3→64966.3	-12.79	stop_loss
06-17 02:44	BTC	Buy	65837.3→65843.7	-0.43	timeout
06-16 14:26	BTC	Buy	66455.3→65669.7	-6.44	timeout
06-16 13:31	BTC	Buy	66732.3→66132.7	-5.03	timeout
06-16 11:23	BTC	Buy	66246.3→66511.7	+1.47	timeout
06-16 10:15	BTC	Buy	65726.3→66540.7	+5.71	timeout
06-16 02:23	BTC	Buy	65682.3→66022.7	+2.13	timeout
06-15 12:50	BTC	Buy	63760.2→66562.7	+21.54	take_profit
06-15 12:50	BTC	Buy	63732.2→66547.7	+21.65	take_profit
06-15 10:17	BTC	Buy	64527.2→65692.7	+8.58	timeout
06-15 09:13	BTC	Buy	64418.2→65656.7	+9.18	timeout
06-15 01:52	BTC	Buy	64614.2→65525.7	+6.58	timeout
06-14 19:13	BTC	Buy	64151.2→63777.8	-3.44	timeout
06-14 18:09	BTC	Buy	64053.2→63668.8	-3.55	timeout
06-14 00:02	BTC	Buy	63588.2→64389.8	+5.86	timeout
06-13 22:55	BTC	Buy	63492.2→64438.8	+6.98	timeout
06-13 21:49	BTC	Buy	63466.2→64480.8	+7.52	timeout
06-13 17:27	BTC	Buy	63780.2→64012.8	+1.37	timeout
06-13 16:24	BTC	Buy	63820.2→63948.8	+0.59	timeout
06-12 20:31	BTC	Buy	63364.2→63525.8	+0.81	timeout
06-12 19:27	BTC	Buy	63638.2→63750.8	+0.42	timeout
06-12 18:21	BTC	Buy	63550.2→63666.8	+0.46	timeout
06-12 17:16	BTC	Buy	62475.1→63831.8	+10.36	timeout
06-12 16:15	BTC	Buy	62773.1→63965.8	+9.00	timeout
06-11 19:46	BTC	Buy	61974.1→63644.8	+12.90	timeout
06-11 18:41	BTC	Buy	61776.1→63500.8	+13.38	timeout
06-11 17:37	BTC	Buy	61776.1→63183.8	+10.86	timeout
06-11 16:37	BTC	Buy	62363.1→62760.9	+2.64	timeout
06-11 15:35	BTC	Buy	62291.1→62777.9	+3.36	timeout
06-10 18:23	BTC	Buy	61760.1→61919.9	+0.80	timeout
06-10 17:22	BTC	Buy	61769.1→62026.9	+1.58	timeout
06-10 16:23	BTC	Buy	61038.1→62264.9	+9.57	timeout
06-10 15:26	BTC	Buy	61441.1→62254.9	+6.12	timeout
06-10 14:38	BTC	Buy	61449.1→61811.9	+2.47	timeout
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

145

closed

50%

win rate

-316.14

total pnl ($)

-43.5 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	145	50%	-43.5	-316.14

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…