deribit_basis_momentum_crossover · strategy

102

closed trades

31%

win rate

-500.36

total pnl ($)

0.463

weight

7d window — n=15 wr=27% pnl=-105.78 · 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 18:28	BTC	Buy	59621→59595	-0.59	timeout
06-28 17:02	BTC	Buy	59257→59644	+2.89	timeout
06-28 15:45	BTC	Buy	59210→59928	+5.56	timeout
06-28 14:43	BTC	Buy	59407→60052	+4.88	timeout
06-27 18:02	BTC	Buy	59355→60470	+8.99	timeout
06-25 13:58	BTC	Buy	59654→58186	-12.68	stop_loss
06-25 13:55	BTC	Buy	59926→58446.8	-12.72	stop_loss
06-25 13:51	BTC	Buy	60649→59155.4	-12.70	stop_loss
06-25 13:51	BTC	Buy	60711→59217.4	-12.69	stop_loss
06-24 14:19	BTC	Buy	62402.1→60866.5	-12.73	stop_loss
06-24 14:19	BTC	Buy	62427.1→60875.5	-12.85	stop_loss
06-24 14:19	BTC	Buy	62397.1→60841.5	-12.89	stop_loss
06-24 13:45	BTC	Buy	62883.1→61331.3	-12.78	stop_loss
06-24 13:44	BTC	Buy	62907.1→61359.2	-12.75	stop_loss
06-23 08:24	BTC	Buy	63772.2→62195.8	-12.73	stop_loss
06-23 06:21	BTC	Buy	64121.2→62540.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64153.2→62565.6	-12.86	stop_loss
06-23 06:21	BTC	Buy	64143.2→62565.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64228.2→62648.5	-12.79	stop_loss
06-21 20:46	BTC	Buy	63103.2→63881.8	+5.70	timeout
06-21 19:45	BTC	Buy	62910.1→64174.8	+9.65	timeout
06-21 18:47	BTC	Buy	62732.1→64152.8	+11.01	timeout
06-21 17:11	BTC	Buy	62447.1→64184.8	+13.66	timeout
06-21 16:37	BTC	Buy	62559.1→64063.8	+11.68	timeout
06-18 15:40	BTC	Buy	64323.2→62740.5	-12.47	stop_loss
06-18 15:39	BTC	Buy	64384.2→62792.4	-12.56	stop_loss
06-18 15:18	BTC	Buy	64769.2→63160.2	-12.42	stop_loss
06-18 15:17	BTC	Buy	64934.2→63310.2	-12.49	stop_loss
06-18 15:17	BTC	Buy	64909.2→63310.2	-12.28	stop_loss
06-17 22:03	BTC	Buy	65453.3→63843.9	-12.70	stop_loss
06-17 19:38	BTC	Buy	65854.3→64233.7	-12.76	stop_loss
06-17 08:44	BTC	Buy	66495.3→64857.3	-12.84	stop_loss
06-17 08:39	BTC	Buy	66583.3→64946.3	-12.80	stop_loss
06-17 07:54	BTC	Buy	66846.3→65202.1	-12.71	stop_loss
06-16 14:23	BTC	Buy	67171.4→65514.9	-12.86	stop_loss
06-15 13:16	BTC	Buy	63923.2→66729.7	+21.56	take_profit
06-15 13:06	BTC	Buy	63831.2→66642.7	+21.64	take_profit
06-15 12:50	BTC	Buy	63754.2→66553.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63707.2→66513.7	+21.63	take_profit
06-14 20:44	BTC	Buy	63253.2→64024.8	+5.58	timeout
06-14 18:33	BTC	Buy	63373.2→63705.8	+1.92	timeout
06-12 17:40	BTC	Buy	61782.1→63787.8	+15.74	timeout
06-12 15:11	BTC	Buy	61535.1→64236.8	+21.36	take_profit
06-12 14:39	BTC	Buy	61408.1→63696.8	+17.97	timeout
06-11 19:30	BTC	Buy	61195.1→63882.8	+21.23	take_profit
06-11 17:49	BTC	Buy	60861→63541.8	+21.38	take_profit
06-10 20:20	BTC	Buy	61581.1→61750.9	+0.75	timeout
06-09 16:20	BTC	Buy	62339.1→60805.5	-13.09	stop_loss
06-09 15:56	BTC	Buy	62559.1→61019.4	-12.81	stop_loss
06-09 14:35	BTC	Buy	62968.1→61416.2	-12.80	stop_loss
06-09 14:20	BTC	Buy	63242.2→61686.1	-12.76	stop_loss
06-07 22:14	BTC	Buy	60998→63675.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60479→63137.8	+21.55	take_profit
06-07 19:46	BTC	Buy	62656.1→61115.4	-12.73	stop_loss
06-07 08:48	BTC	Buy	60227→62872.9	+21.54	take_profit
06-07 08:47	BTC	Buy	60150→62790.9	+21.54	take_profit
06-07 08:46	BTC	Buy	60058→62699.9	+21.57	take_profit
06-06 04:30	BTC	Buy	61270.1→59753.1	-12.83	stop_loss
06-06 04:14	BTC	Buy	61587.1→60071.9	-12.75	stop_loss
06-06 04:07	BTC	Buy	61889.1→60366.8	-12.75	stop_loss
06-05 21:03	BTC	Buy	59235→61835.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60755→59260.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60835→59339.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61317.1→59809.1	-12.75	stop_loss
06-05 15:37	BTC	Buy	61763.1→60242.8	-12.74	stop_loss
06-05 13:57	BTC	Buy	62301.1→60768.6	-12.76	stop_loss
06-05 13:57	BTC	Buy	62332.1→60799.5	-12.74	stop_loss
06-05 13:55	BTC	Buy	62568.1→61028.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62966.1→61416.2	-12.76	stop_loss
06-05 06:23	BTC	Buy	62792.1→61246.3	-12.70	stop_loss
06-05 06:20	BTC	Buy	63141.2→61584.1	-12.70	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.71	stop_loss
06-05 06:01	BTC	Buy	63669.2→62101.8	-12.70	stop_loss
06-04 09:29	BTC	Buy	64353.2→62765.5	-12.78	stop_loss
06-04 09:29	BTC	Buy	64356.2→62773.5	-12.74	stop_loss
06-04 09:26	BTC	Buy	64445.2→62855.4	-12.78	stop_loss
06-04 02:03	BTC	Buy	63023.2→61473.2	-12.75	stop_loss
06-04 01:21	BTC	Buy	64303.2→62721.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65443.3→63833.9	-12.74	stop_loss
06-03 20:55	BTC	Buy	66432.3→64797.3	-12.80	stop_loss
06-03 20:45	BTC	Buy	66730.3→65089.2	-12.80	stop_loss
06-03 19:55	BTC	Buy	66877.3→65231.1	-12.82	stop_loss
06-03 19:54	BTC	Buy	67006.4→65356	-12.82	stop_loss
06-03 16:24	BTC	Buy	67329.4→65673.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67165.4→65513.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67558.4→65890.7	-12.80	stop_loss
06-02 14:10	BTC	Buy	69993.5→68272.4	-12.76	stop_loss
06-02 14:03	BTC	Buy	70303.5→68574.3	-12.76	stop_loss
06-02 13:00	BTC	Buy	70628.5→68891.1	-12.80	stop_loss
06-02 12:52	BTC	Buy	70743.5→69004	-12.81	stop_loss
06-02 12:51	BTC	Buy	70752.5→69013	-12.80	stop_loss
06-01 15:25	BTC	Buy	73593.7→71111.9	-17.46	stop_loss
06-01 15:25	BTC	Buy	73666.7→71111.9	-17.94	stop_loss
06-01 15:25	BTC	Buy	73943.7→71111.9	-19.76	stop_loss
06-01 15:25	BTC	Buy	73932.7→71111.9	-19.70	stop_loss
06-01 15:25	BTC	Buy	73823.7→71111.9	-19.00	stop_loss
05-31 13:27	BTC	Buy	73164.7→73926.3	+4.45	timeout
05-31 12:29	BTC	Buy	73376.7→73901.3	+2.74	timeout
05-31 11:25	BTC	Buy	73401.7→73890.3	+2.45	timeout

Paper vs Live

Paper (trades.jsonl)

102

closed

31%

win rate

-500.36

total pnl ($)

-97.7 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	102	31%	-97.7	-500.36

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…