deribit_basis_momentum_crossover_long_v2

not live
54
closed trades
48%
win rate
-147.06
total pnl ($)
0.860
weight
7d window — n=14 wr=43% pnl=-59.98  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 54 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:55BTCBuy59694→59368-3.23timeout
06-25 13:48BTCBuy60745→59250.4-12.72stop_loss
06-24 16:51BTCBuy61075.1→59560.2-12.83stop_loss
06-24 14:19BTCBuy62469.1→60889.5-13.07stop_loss
06-24 14:13BTCBuy62664.1→61123.4-12.74stop_loss
06-23 06:21BTCBuy64146.2→62565.6-12.78stop_loss
06-23 06:01BTCBuy64883.2→63281.2-12.82stop_loss
06-23 02:41BTCBuy64528.2→64168.8-3.24timeout
06-22 14:36BTCBuy63993.2→65024.7+7.49timeout
06-22 02:34BTCBuy64208.2→64522.8+1.91timeout
06-21 14:31BTCBuy63355.2→63983.8+4.58timeout
06-21 02:29BTCBuy63378.2→64199.8+6.02timeout
06-20 14:29BTCBuy63267.2→63336.8+0.03timeout
06-20 02:36BTCBuy62900.1→63384.8+3.41timeout
06-18 15:57BTCBuy63933.2→62357.7-12.75stop_loss
06-18 15:18BTCBuy64689.2→63089.3-12.80stop_loss
06-18 14:40BTCBuy65078.3→63987.8-8.82timeout
06-17 19:29BTCBuy65909.3→64246.6-13.09stop_loss
06-17 14:17BTCBuy65853.3→65319.7-4.51timeout
06-17 02:16BTCBuy66092.3→65874.7-2.12timeout
06-16 14:03BTCBuy66334.3→66130.7-2.07timeout
06-15 21:24BTCBuy64790.2→66504.7+12.72timeout
06-15 09:20BTCBuy64298.2→65721.7+10.64timeout
06-14 21:17BTCBuy64239.2→64396.8+0.75timeout
06-14 09:14BTCBuy63784.2→64400.8+4.33timeout
06-13 21:11BTCBuy63553.2→64251.8+5.02timeout
06-13 09:07BTCBuy63473.2→63805.8+2.09timeout
06-12 21:21BTCBuy63491.2→63557.8+0.05timeout
06-12 09:10BTCBuy62853.1→63465.8+4.36timeout
06-11 21:02BTCBuy61757.1→63376.8+12.52timeout
06-11 08:53BTCBuy61260.1→62908.9+12.90timeout
06-10 17:11BTCBuy61445.1→62020.9+4.18timeout
06-09 14:21BTCBuy63194.2→61640.1-12.75stop_loss
06-09 14:16BTCBuy63427.2→61866-12.76stop_loss
06-09 05:10BTCBuy62709.1→63116.8+2.79timeout
06-08 17:13BTCBuy62270.1→63355.8+8.17timeout
06-08 05:05BTCBuy61784.1→62706.9+7.01timeout
06-07 16:58BTCBuy60725→61985.9+9.91timeout
06-07 04:53BTCBuy60183→61793.9+12.95timeout
06-05 18:43BTCBuy61301.1→59792.1-12.76stop_loss
06-05 06:21BTCBuy63085.2→61533.1-12.75stop_loss
06-05 06:01BTCBuy63682.2→62102.8-12.81stop_loss
06-04 00:29BTCBuy65071.3→63471.1-12.74stop_loss
06-03 20:55BTCBuy66395.3→64735.4-13.00stop_loss
06-03 19:53BTCBuy67087.4→65436-12.79stop_loss
06-02 14:10BTCBuy69994.5→68271.4-12.77stop_loss
06-02 09:27BTCBuy71092.6→69343.8-12.82stop_loss
06-01 22:25BTCBuy73204.7→71209.8-14.18stop_loss
05-31 23:45BTCBuy73780.7→73554.3-1.96timeout
05-31 13:25BTCBuy73771.7→73962.3+0.85timeout
05-31 08:25BTCBuy73524.7→73944.3+2.25timeout
05-30 11:56BTCBuy73427.7→73562.3+0.41timeout
05-29 23:46BTCBuy73559.7→73377.3-1.71timeout
05-29 11:28BTCBuy73313.7→73529.3+0.98timeout

Paper vs Live

Paper (trades.jsonl)
54
closed
48%
win rate
-147.06
total pnl ($)
-53.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5448%-53.9-147.06

Recent bounces (last 20 of 1)

timesymsidereason
06-25 03:11BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems