deribit_basis_momentum_crossover_long_v3 · strategy

closed trades

36%

win rate

-211.85

total pnl ($)

0.792

weight

7d window — n=17 wr=35% pnl=-41.14 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 08:25	BTC	Buy	59016→58589.1	-4.18	timeout
07-01 01:12	BTC	Buy	59348→57835.2	-13.25	stop_loss
06-30 12:25	BTC	Buy	60209→58728.7	-12.73	stop_loss
06-30 08:36	BTC	Buy	59581→59255	-3.17	timeout
06-29 17:09	BTC	Buy	59278→60149	+6.78	timeout
06-29 12:58	BTC	Buy	59577→59932	+2.44	timeout
06-28 21:43	BTC	Buy	60169→59678	-4.54	timeout
06-28 17:35	BTC	Buy	59997→59465	-4.86	timeout
06-28 03:08	BTC	Buy	60439→60164	-2.73	timeout
06-27 22:55	BTC	Buy	60239→60172	-0.97	timeout
06-27 08:53	BTC	Buy	59647→60458	+6.35	timeout
06-27 04:41	BTC	Buy	59486→60357	+6.88	timeout
06-26 13:18	BTC	Buy	60201→58719.7	-12.76	stop_loss
06-26 10:07	BTC	Buy	59528→59760	+1.47	timeout
06-26 08:16	BTC	Buy	58894.9→60244	+11.04	timeout
06-25 13:49	BTC	Buy	59758→59305	-4.20	timeout
06-25 13:48	BTC	Buy	61037.1→59534.2	-12.72	stop_loss
06-24 16:51	BTC	Buy	61271.1→59739.1	-12.93	stop_loss
06-24 13:57	BTC	Buy	62758.1→61214.3	-12.75	stop_loss
06-24 13:47	BTC	Buy	62824.1→61277.3	-12.76	stop_loss
06-24 01:52	BTC	Buy	62899.1→62945.9	-0.10	timeout
06-23 23:49	BTC	Buy	63362.2→62699.9	-5.66	timeout
06-23 06:20	BTC	Buy	64446.2→62861.4	-12.76	stop_loss
06-23 05:25	BTC	Buy	64936.2→63323.2	-12.89	stop_loss
06-22 17:01	BTC	Buy	63664.2→64679.8	+7.53	timeout
06-22 14:58	BTC	Buy	63760.2→64949.8	+8.80	timeout
06-21 22:40	BTC	Buy	64499.2→63569.8	-7.64	timeout
06-21 20:39	BTC	Buy	64237.2→63976.8	-2.48	timeout
06-21 04:22	BTC	Buy	63628.2→64464.8	+6.13	timeout
06-21 02:17	BTC	Buy	63530.2→64205.8	+4.85	timeout
06-20 07:30	BTC	Buy	62779.1→63770.8	+7.44	timeout
06-20 05:31	BTC	Buy	62637.1→63634.8	+7.52	timeout
06-19 11:30	BTC	Buy	62602.1→62638.9	-0.10	timeout
06-19 10:10	BTC	Buy	62683.1→62494.9	-1.88	timeout
06-18 15:38	BTC	Buy	64422.2→62837.4	-12.64	stop_loss
06-18 13:34	BTC	Buy	64425.2→64165.8	-2.46	timeout
06-18 05:03	BTC	Buy	65342.3→63734.9	-12.76	stop_loss
06-17 16:54	BTC	Buy	65707.3→65842.7	+0.52	timeout
06-17 12:44	BTC	Buy	65843.3→64900.8	-7.65	timeout
06-16 21:02	BTC	Buy	65754.3→65812.7	-0.08	timeout
06-16 17:01	BTC	Buy	66171.3→65771.7	-3.54	timeout
06-16 00:47	BTC	Buy	65816.3→66400.7	+4.01	timeout
06-15 22:37	BTC	Buy	65653.3→66251.7	+4.07	timeout
06-15 05:55	BTC	Buy	64577.2→65813.7	+9.11	timeout
06-15 03:50	BTC	Buy	64564.2→65927.7	+10.08	timeout
06-14 11:33	BTC	Buy	64101.2→64585.8	+3.33	timeout
06-14 09:30	BTC	Buy	64284.2→64325.8	-0.17	timeout
06-13 14:05	BTC	Buy	63614.2→64136.8	+3.62	timeout
06-13 12:11	BTC	Buy	63857.2→63904.8	-0.14	timeout
06-12 19:57	BTC	Buy	63375.2→63577.8	+1.15	timeout
06-12 17:54	BTC	Buy	63537.2→63821.8	+1.78	timeout
06-12 01:16	BTC	Buy	62613.1→63470.8	+6.32	timeout
06-11 23:13	BTC	Buy	62590.1→63364.8	+5.64	timeout
06-11 06:24	BTC	Buy	61055.1→62892.9	+14.49	timeout
06-11 04:20	BTC	Buy	61145.1→62612.9	+11.44	timeout
06-10 11:48	BTC	Buy	61620.1→61029.9	-5.20	timeout
06-10 09:45	BTC	Buy	61290.1→61232.9	-0.84	timeout
06-09 14:44	BTC	Buy	62822.1→61274.3	-12.78	stop_loss
06-09 14:29	BTC	Buy	63133.2→61580.1	-12.75	stop_loss
06-09 07:12	BTC	Buy	63845.2→63388.8	-4.07	timeout
06-09 01:01	BTC	Buy	62920.1→62645.9	-2.62	timeout
06-08 12:32	BTC	Buy	62258.1→63171.8	+6.88	timeout
06-08 06:27	BTC	Buy	61931.1→63012.8	+8.28	timeout
06-07 17:57	BTC	Buy	60868→62155.9	+10.15	timeout
06-07 11:49	BTC	Buy	60579→62735.9	+17.37	timeout
06-06 23:30	BTC	Buy	60720→60684	-0.69	timeout
06-06 17:24	BTC	Buy	60918→60587	-3.16	timeout
06-06 04:12	BTC	Buy	61675.1→60156.9	-12.76	stop_loss
06-05 21:04	BTC	Buy	59259→61860.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60787→59291.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60907→59409.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61641.1→60124.9	-12.73	stop_loss
06-05 13:57	BTC	Buy	62351.1→60817.5	-12.75	stop_loss
06-05 06:03	BTC	Buy	63641.2→62068.8	-12.75	stop_loss
06-05 04:21	BTC	Buy	62820.1→62694.9	-1.40	timeout
06-04 10:28	BTC	Buy	64104.2→62527.6	-12.72	stop_loss
06-04 09:27	BTC	Buy	64411.2→62824.4	-12.76	stop_loss
06-04 00:30	BTC	Buy	64860.2→63265.2	-12.74	stop_loss
06-03 19:54	BTC	Buy	66965.3→65318.1	-12.80	stop_loss
06-03 17:15	BTC	Buy	66691.3→65729.7	-7.71	timeout
06-02 14:26	BTC	Buy	69513.5→67803.7	-12.76	stop_loss
06-02 14:10	BTC	Buy	69983.5→68252.4	-12.83	stop_loss
06-02 02:04	BTC	Buy	72313.6→70535.2	-12.83	stop_loss
06-01 22:26	BTC	Buy	73204.7→71239.8	-13.97	stop_loss
06-01 02:09	BTC	Buy	73857.7→73467.3	-3.14	timeout
05-31 23:35	BTC	Buy	74153.7→73641.3	-3.88	timeout
05-31 10:39	BTC	Buy	73927.7→73805.3	-1.38	timeout
05-31 07:15	BTC	Buy	73704.7→73937.3	+1.08	timeout
05-31 03:45	BTC	Buy	73539.7→74136.3	+3.56	timeout
05-30 05:06	BTC	Buy	73633.7→73523.3	-1.23	timeout
05-30 02:42	BTC	Buy	73782.7→73686.3	-1.13	timeout
05-30 00:36	BTC	Buy	73677.7→73418.3	-2.24	timeout
05-29 09:52	BTC	Buy	72927.6→73705.3	+4.83	timeout
05-29 07:36	BTC	Buy	72879.6→73459.3	+3.48	timeout
05-29 05:27	BTC	Buy	73324.7→73387.3	-0.11	timeout

Paper vs Live

Paper (trades.jsonl)

closed

36%

win rate

-211.85

total pnl ($)

-44.3 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	95	36%	-44.3	-211.85

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…