deribit_basis_momentum_crossover_long · strategy

102

closed trades

29%

win rate

-522.20

total pnl ($)

0.434

weight

7d window — n=21 wr=29% pnl=-128.39 · 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 16:44	BTC	Buy	59204→59595	+2.94	timeout
06-28 15:34	BTC	Buy	59241→60013	+5.92	timeout
06-25 13:59	BTC	Buy	59550→58084	-12.67	stop_loss
06-25 13:57	BTC	Buy	59755→58284.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59755→58284.9	-12.66	stop_loss
06-25 13:48	BTC	Buy	60827→59331.4	-12.67	stop_loss
06-25 13:42	BTC	Buy	61729.1→60210.9	-12.73	stop_loss
06-25 07:39	BTC	Buy	59279→61886.9	+21.54	take_profit
06-24 15:08	BTC	Buy	62353.1→60816.5	-12.67	stop_loss
06-24 14:20	BTC	Buy	62358.1→60822.5	-12.69	stop_loss
06-24 14:19	BTC	Buy	62455.1→60880.5	-12.99	stop_loss
06-24 14:19	BTC	Buy	62384.1→60841.5	-12.74	stop_loss
06-24 13:46	BTC	Buy	62874.1→61328.3	-12.70	stop_loss
06-23 08:24	BTC	Buy	63668.2→62101.8	-12.66	stop_loss
06-23 08:24	BTC	Buy	63866.2→62294.7	-12.66	stop_loss
06-23 08:17	BTC	Buy	63943.2→62369.7	-12.82	stop_loss
06-23 06:22	BTC	Buy	64087.2→62508.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64147.2→62565.6	-12.82	stop_loss
06-21 21:10	BTC	Buy	63046.2→63566.8	+3.68	timeout
06-21 20:07	BTC	Buy	63116.2→64220.8	+8.29	timeout
06-21 19:05	BTC	Buy	62617.1→64143.8	+11.80	timeout
06-21 17:37	BTC	Buy	62606.1→64050.8	+11.34	timeout
06-21 16:21	BTC	Buy	62668.1→64159.8	+11.54	timeout
06-18 15:40	BTC	Buy	64324.2→62736.5	-12.53	stop_loss
06-18 15:40	BTC	Buy	64331.2→62748.5	-12.48	stop_loss
06-18 15:17	BTC	Buy	64896.2→63298.2	-12.73	stop_loss
06-18 15:17	BTC	Buy	64921.2→63312.2	-12.81	stop_loss
06-18 15:17	BTC	Buy	64959.2→63360.1	-12.73	stop_loss
06-17 19:42	BTC	Buy	65737.3→64116.7	-12.80	stop_loss
06-17 19:40	BTC	Buy	65816.3→64196.7	-12.79	stop_loss
06-17 08:44	BTC	Buy	66513.3→64876.3	-12.78	stop_loss
06-17 08:44	BTC	Buy	66516.3→64876.3	-12.81	stop_loss
06-17 07:54	BTC	Buy	66844.3→65199.1	-12.76	stop_loss
06-16 14:33	BTC	Buy	66961.3→65314.1	-12.83	stop_loss
06-16 14:23	BTC	Buy	67194.4→65540.9	-12.83	stop_loss
06-15 13:25	BTC	Buy	64097.2→66911.7	+21.57	take_profit
06-15 13:08	BTC	Buy	63852.2→66655.7	+21.56	take_profit
06-15 12:50	BTC	Buy	63751.2→66549.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63727.2→66525.7	+21.55	take_profit
06-15 12:46	BTC	Buy	63689.2→66495.7	+21.63	take_profit
06-14 18:40	BTC	Buy	63514.2→63758.8	+1.20	timeout
06-12 18:36	BTC	Buy	61758.1→63746.8	+15.60	timeout
06-12 17:33	BTC	Buy	61780.1→63773.8	+15.62	timeout
06-12 15:00	BTC	Buy	61343.1→64035.8	+21.26	take_profit
06-12 14:32	BTC	Buy	61532.1→63582.8	+16.01	timeout
06-11 18:01	BTC	Buy	61022.1→63703.8	+21.31	take_profit
06-09 16:09	BTC	Buy	62413.1→60875.5	-13.06	stop_loss
06-09 16:06	BTC	Buy	62426.1→60887.5	-13.10	stop_loss
06-09 14:29	BTC	Buy	63105.2→61553.1	-12.76	stop_loss
06-09 14:21	BTC	Buy	63161.2→61608.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63676.2→62109.8	-12.72	stop_loss
06-07 22:14	BTC	Buy	61003.1→63680.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60730→63396.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60656→63319.8	+21.52	take_profit
06-07 08:48	BTC	Buy	60284→62930.9	+21.56	take_profit
06-07 08:36	BTC	Buy	59943→62576.9	+21.54	take_profit
06-06 04:32	BTC	Buy	61197.1→59692.2	-12.75	stop_loss
06-06 04:27	BTC	Buy	61319.1→59809.1	-12.77	stop_loss
06-06 04:11	BTC	Buy	61763.1→60241.9	-12.77	stop_loss
06-05 21:04	BTC	Buy	59353→61958.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60707→59214.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60789→59294.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61380.1→59870.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 13:56	BTC	Buy	62434.1→60898.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62470.1→60932.5	-12.76	stop_loss
06-05 13:52	BTC	Buy	62610.1→61068.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62732.1→61176.3	-12.79	stop_loss
06-05 06:20	BTC	Buy	63170.2→61611.1	-12.71	stop_loss
06-05 06:01	BTC	Buy	63684.2→62117.8	-12.69	stop_loss
06-05 03:05	BTC	Buy	63941.2→62366.7	-12.74	stop_loss
06-04 09:29	BTC	Buy	64327.2→62745.5	-12.74	stop_loss
06-04 09:29	BTC	Buy	64343.2→62756.5	-12.78	stop_loss
06-04 09:25	BTC	Buy	64508.2→62921.4	-12.74	stop_loss
06-04 02:03	BTC	Buy	63221.2→61666.1	-12.75	stop_loss
06-04 01:16	BTC	Buy	64428.2→62843.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65099.3→63498.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-03 23:02	BTC	Buy	66235.3→64596.5	-12.82	stop_loss
06-03 20:55	BTC	Buy	66359.3→64655.4	-13.33	stop_loss
06-03 19:54	BTC	Buy	66951.3→65297.1	-12.86	stop_loss
06-03 16:27	BTC	Buy	67202.4→65548.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67327.4→65671.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67408.4→65727.8	-12.92	stop_loss
06-03 03:43	BTC	Buy	67398.4→65727.8	-12.85	stop_loss
06-03 03:33	BTC	Buy	67646.4→65981.7	-12.76	stop_loss
06-02 15:26	BTC	Buy	69035.5→67332.9	-12.78	stop_loss
06-02 14:26	BTC	Buy	69512.5→67802.7	-12.75	stop_loss
06-02 14:26	BTC	Buy	69542.5→67830.7	-12.77	stop_loss
06-02 14:21	BTC	Buy	69928.5→68205.5	-12.78	stop_loss
06-02 14:10	BTC	Buy	69983.5→68256.4	-12.80	stop_loss
06-01 22:26	BTC	Buy	73589.7→71239.8	-16.59	stop_loss
06-01 22:26	BTC	Buy	73473.7→71239.8	-15.84	stop_loss
06-01 22:26	BTC	Buy	73667.7→71239.8	-17.12	stop_loss
06-01 22:26	BTC	Buy	73836.7→71239.8	-18.24	stop_loss
06-01 22:26	BTC	Buy	73909.7→71239.8	-18.72	stop_loss
05-31 13:28	BTC	Buy	73115.7→73925.3	+5.03	timeout
05-31 12:28	BTC	Buy	73333.7→73902.3	+3.05	timeout
05-31 11:23	BTC	Buy	73386.7→73877.3	+2.46	timeout

Paper vs Live

Paper (trades.jsonl)

102

closed

29%

win rate

-522.20

total pnl ($)

-101.9 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	102	29%	-101.9	-522.20

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:54	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…