deribit_basis_momentum_crossover_gated · strategy

119

closed trades

42%

win rate

-329.31

total pnl ($)

0.820

weight

7d window — n=22 wr=45% pnl=-61.48 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:51	BTC	Buy	60022→58543.8	-12.75	stop_loss
06-30 12:25	BTC	Buy	60174→58688.7	-12.78	stop_loss
06-30 12:23	BTC	Buy	60330→58845.6	-12.74	stop_loss
06-29 22:34	BTC	Buy	59180→60366	+9.61	timeout
06-29 21:27	BTC	Buy	59698→60279	+4.27	timeout
06-29 20:18	BTC	Buy	59670→60363	+5.21	timeout
06-28 20:10	BTC	Buy	60250→59548	-6.27	timeout
06-28 19:07	BTC	Buy	60556→59483	-9.29	timeout
06-28 18:02	BTC	Buy	60477→59610	-7.59	timeout
06-27 18:55	BTC	Buy	59600→60541	+7.47	timeout
06-27 17:49	BTC	Buy	60000→60559	+4.22	timeout
06-27 16:47	BTC	Buy	60082→60742	+5.02	timeout
06-26 17:06	BTC	Buy	59117→60123	+7.97	timeout
06-26 16:00	BTC	Buy	59566→60309	+5.71	timeout
06-26 14:57	BTC	Buy	59527→59536	-0.42	timeout
06-25 13:58	BTC	Buy	59565→58099	-12.67	stop_loss
06-25 13:58	BTC	Buy	59648→58176	-12.72	stop_loss
06-25 13:57	BTC	Buy	59830→58333.9	-12.88	stop_loss
06-24 14:19	BTC	Buy	62530.1→60966.5	-12.95	stop_loss
06-24 11:18	BTC	Buy	62375.1→62368.9	-0.52	timeout
06-24 10:14	BTC	Buy	62429.1→62568.9	+0.61	timeout
06-24 09:13	BTC	Buy	62405.1→62722.9	+2.02	timeout
06-23 06:20	BTC	Buy	64407.2→62816.4	-12.81	stop_loss
06-23 06:20	BTC	Buy	64437.2→62836.4	-12.88	stop_loss
06-23 06:20	BTC	Buy	64501.2→62915.4	-12.76	stop_loss
06-22 20:11	BTC	Buy	64145.2→64470.8	+2.06	timeout
06-22 19:09	BTC	Buy	64134.2→64317.8	+0.93	timeout
06-22 18:04	BTC	Buy	63952.2→64675.8	+5.14	timeout
06-21 19:02	BTC	Buy	63795.2→64229.8	+3.00	timeout
06-21 18:02	BTC	Buy	63849.2→63983.8	+0.69	timeout
06-21 16:59	BTC	Buy	63978.2→64106.8	+0.61	timeout
06-20 18:43	BTC	Buy	63036.2→63807.8	+5.68	timeout
06-20 17:37	BTC	Buy	62995.1→63805.8	+5.97	timeout
06-20 16:36	BTC	Buy	63274.2→63887.8	+4.33	timeout
06-19 18:28	BTC	Buy	62924.1→63094.8	+0.89	timeout
06-19 17:21	BTC	Buy	62564.1→63058.8	+3.51	timeout
06-19 16:18	BTC	Buy	62600.1→63312.8	+5.23	timeout
06-18 15:57	BTC	Buy	63924.2→62348.7	-12.65	stop_loss
06-18 15:56	BTC	Buy	63947.2→62374.7	-12.70	stop_loss
06-18 15:37	BTC	Buy	64438.2→62840.4	-12.82	stop_loss
06-18 12:04	BTC	Buy	64792.2→63989.8	-6.71	timeout
06-18 05:05	BTC	Buy	65258.3→63643	-12.84	stop_loss
06-17 19:42	BTC	Buy	65721.3→64104.7	-12.78	stop_loss
06-17 15:13	BTC	Buy	65818.3→65086.7	-6.01	timeout
06-17 11:05	BTC	Buy	66125.3→64497.5	-12.83	stop_loss
06-16 21:23	BTC	Buy	66511.3→65711.7	-6.55	timeout
06-16 15:06	BTC	Buy	66630.3→65745.7	-7.17	timeout
06-16 14:03	BTC	Buy	66343.3→66148.7	-2.00	timeout
06-15 21:19	BTC	Buy	64703.2→66491.7	+13.31	timeout
06-15 13:06	BTC	Buy	63812.2→66613.7	+21.51	take_profit
06-15 12:46	BTC	Buy	63687.2→66486.7	+21.54	take_profit
06-14 20:37	BTC	Buy	64238.2→64037.8	-2.05	timeout
06-14 19:35	BTC	Buy	64139.2→63809.8	-3.08	timeout
06-14 17:30	BTC	Buy	64076.2→63885.8	-2.01	timeout
06-13 19:35	BTC	Buy	63621.2→64194.8	+4.06	timeout
06-13 18:36	BTC	Buy	63737.2→64193.8	+3.12	timeout
06-13 16:50	BTC	Buy	63936.2→63911.8	-0.64	timeout
06-12 18:40	BTC	Buy	63524.2→63816.8	+1.84	timeout
06-12 17:35	BTC	Buy	63190.2→63807.8	+4.42	timeout
06-12 16:32	BTC	Buy	62564.1→63892.8	+10.13	timeout
06-11 17:39	BTC	Buy	61711.1→63204.8	+11.56	timeout
06-11 16:38	BTC	Buy	62314.1→62716.9	+2.68	timeout
06-11 15:36	BTC	Buy	62328.1→62755.9	+2.89	timeout
06-10 16:47	BTC	Buy	61396.1→61971.9	+4.17	timeout
06-10 15:44	BTC	Buy	61288.1→62375.9	+8.37	timeout
06-10 14:43	BTC	Buy	61348.1→62030.9	+5.08	timeout
06-09 15:55	BTC	Buy	62611.1→61071.4	-12.75	stop_loss
06-09 14:19	BTC	Buy	63280.2→61721	-12.77	stop_loss
06-09 14:16	BTC	Buy	63444.2→61883.9	-12.75	stop_loss
06-09 08:52	BTC	Buy	63033.2→62919.9	-1.35	timeout
06-08 21:15	BTC	Buy	61920.1→63676.8	+13.70	timeout
06-08 18:00	BTC	Buy	62142.1→63545.8	+10.75	timeout
06-08 08:40	BTC	Buy	62463.1→63128.8	+4.79	timeout
06-07 21:07	BTC	Buy	60726→61728.9	+7.83	timeout
06-07 17:00	BTC	Buy	60764→62032.9	+9.97	timeout
06-07 04:18	BTC	Buy	60260→61578.9	+10.49	timeout
06-06 20:03	BTC	Buy	60130→60523	+2.89	timeout
06-06 15:56	BTC	Buy	60525→60749	+1.47	timeout
06-06 04:07	BTC	Buy	61900.1→60377.8	-12.75	stop_loss
06-05 21:04	BTC	Buy	59321→61924.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60861→59364.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	61068.1→59565.2	-12.77	stop_loss
06-05 14:04	BTC	Buy	62109.1→60578.7	-12.77	stop_loss
06-05 13:56	BTC	Buy	62519.1→60981.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62901.1→61352.2	-12.76	stop_loss
06-05 11:44	BTC	Buy	62212.1→62111.9	-1.29	timeout
06-05 06:23	BTC	Buy	62785.1→61216.3	-12.94	stop_loss
06-05 06:23	BTC	Buy	62787.1→61216.3	-12.90	stop_loss
06-05 02:32	BTC	Buy	63176.2→62731.9	-3.95	timeout
06-04 09:29	BTC	Buy	64354.2→62771.5	-12.74	stop_loss
06-04 09:27	BTC	Buy	64387.2→62803.4	-12.74	stop_loss
06-04 01:16	BTC	Buy	64492.2→62906.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65116.3→63515	-12.74	stop_loss
06-04 00:25	BTC	Buy	65512.3→63900.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66364.3→64732.4	-12.79	stop_loss
06-03 20:43	BTC	Buy	66796.3→65153.1	-12.81	stop_loss
06-03 19:55	BTC	Buy	66892.3→65241.1	-12.85	stop_loss
06-03 03:33	BTC	Buy	67638.4→65974.7	-12.75	stop_loss
06-02 14:23	BTC	Buy	69682.5→67968.6	-12.76	stop_loss
06-02 14:22	BTC	Buy	69875.5→68157.5	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

119

closed

42%

win rate

-329.31

total pnl ($)

-54.9 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	119	42%	-54.9	-329.31

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…