deribit_basis_momentum_long_v11 · strategy

147

closed trades

44%

win rate

-387.58

total pnl ($)

0.824

weight

7d window — n=34 wr=56% pnl=-67.36 · 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 17:12	BTC	Buy	60535→59590	-8.23	timeout
06-28 16:06	BTC	Buy	60784→59857	-8.08	timeout
06-27 19:17	BTC	Buy	59943→60538	+4.55	timeout
06-27 18:18	BTC	Buy	59977→60514	+4.05	timeout
06-27 17:16	BTC	Buy	60184→60483	+2.03	timeout
06-27 16:17	BTC	Buy	60204→60697	+3.68	timeout
06-27 15:16	BTC	Buy	59855→60776	+7.25	timeout
06-26 18:55	BTC	Buy	59496→59594	+0.26	timeout
06-26 17:48	BTC	Buy	59471→60056	+4.38	timeout
06-26 16:47	BTC	Buy	59169→60058	+6.95	timeout
06-26 15:41	BTC	Buy	59217→60364	+9.18	timeout
06-26 14:27	BTC	Buy	59375→60070	+5.35	timeout
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:55	BTC	Buy	59930→58454.8	-12.68	stop_loss
06-25 13:48	BTC	Buy	60778→59282.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60837→59338.3	-12.72	stop_loss
06-25 13:46	BTC	Buy	61069.1→59567.2	-12.70	stop_loss
06-24 15:44	BTC	Buy	62039.1→60513.7	-12.74	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 13:28	BTC	Buy	62052.1→61801.9	-2.47	timeout
06-24 12:25	BTC	Buy	62345.1→62733.9	+2.66	timeout
06-24 11:17	BTC	Buy	62397.1→62316.9	-1.12	timeout
06-24 10:15	BTC	Buy	62421.1→62553.9	+0.55	timeout
06-24 09:12	BTC	Buy	62420.1→62690.9	+1.66	timeout
06-23 08:17	BTC	Buy	63909.2→62332.7	-12.81	stop_loss
06-23 02:27	BTC	Buy	64508.2→64190.8	-2.90	timeout
06-22 23:06	BTC	Buy	63665.2→63972.8	+1.96	timeout
06-22 22:04	BTC	Buy	63798.2→64331.8	+3.72	timeout
06-22 21:03	BTC	Buy	63790.2→64440.8	+4.63	timeout
06-22 19:27	BTC	Buy	64211.2→64306.8	+0.24	timeout
06-22 02:06	BTC	Buy	64220.2→64537.8	+1.94	timeout
06-21 22:35	BTC	Buy	64273.2→63576.8	-5.85	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 20:21	BTC	Buy	63930.2→64048.8	+0.48	timeout
06-21 18:17	BTC	Buy	63815.2→63967.8	+0.83	timeout
06-21 01:20	BTC	Buy	63473.2→64219.8	+5.38	timeout
06-20 21:58	BTC	Buy	63041.2→63977.8	+6.99	timeout
06-20 20:58	BTC	Buy	63229.2→63893.8	+4.82	timeout
06-20 19:43	BTC	Buy	62994.1→63932.8	+7.02	timeout
06-20 17:35	BTC	Buy	62998.1→63780.8	+5.74	timeout
06-20 00:16	BTC	Buy	62856.1→63518.8	+4.83	timeout
06-19 21:31	BTC	Buy	62946.1→63129.8	+0.96	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-19 19:22	BTC	Buy	62717.1→62988.9	+1.69	timeout
06-19 17:09	BTC	Buy	62548.1→62963.9	+2.87	timeout
06-18 15:40	BTC	Buy	64297.2→62715.5	-12.72	stop_loss
06-18 15:40	BTC	Buy	64301.2→62719.5	-12.74	stop_loss
06-18 15:40	BTC	Buy	64344.2→62759.5	-12.73	stop_loss
06-18 15:37	BTC	Buy	64541.2→62941.4	-12.82	stop_loss
06-18 15:18	BTC	Buy	64741.2→63146.3	-12.75	stop_loss
06-18 12:07	BTC	Buy	64848.2→63927.8	-7.62	timeout
06-17 22:03	BTC	Buy	65480.3→63853.9	-12.87	stop_loss
06-17 19:50	BTC	Buy	65612.3→63994.8	-12.78	stop_loss
06-17 19:41	BTC	Buy	65745.3→64128.7	-12.77	stop_loss
06-17 19:39	BTC	Buy	65839.3→64219.7	-12.75	stop_loss
06-17 18:18	BTC	Buy	66091.3→65298.7	-6.55	timeout
06-17 16:09	BTC	Buy	65821.3→65791.7	-0.63	timeout
06-17 15:06	BTC	Buy	65781.3→65160.7	-5.17	timeout
06-17 11:05	BTC	Buy	66131.3→64495.5	-12.90	stop_loss
06-16 23:04	BTC	Buy	66169.3→65775.7	-3.51	timeout
06-16 17:51	BTC	Buy	66897.3→65893.7	-8.04	timeout
06-16 14:48	BTC	Buy	66631.3→65684.7	-7.64	timeout
06-16 14:23	BTC	Buy	67177.4→65514.9	-12.90	stop_loss
06-16 13:49	BTC	Buy	66554.3→66158.7	-3.51	timeout
06-15 22:23	BTC	Buy	65196.3→66286.7	+7.87	timeout
06-15 15:47	BTC	Buy	64358.2→67191.6	+21.58	take_profit
06-15 13:06	BTC	Buy	63809.2→66610.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63804.2→66606.7	+21.53	take_profit
06-15 12:50	BTC	Buy	63731.2→66545.7	+21.64	take_profit
06-14 21:55	BTC	Buy	64497.2→65408.7	+6.57	timeout
06-14 20:47	BTC	Buy	64228.2→64019.8	-2.10	timeout
06-14 19:46	BTC	Buy	64282.2→63725.8	-4.83	timeout
06-14 18:45	BTC	Buy	64252.2→63753.8	-4.42	timeout
06-14 17:29	BTC	Buy	64060.2→63875.8	-1.96	timeout
06-13 21:32	BTC	Buy	63536.2→64245.8	+5.11	timeout
06-13 20:25	BTC	Buy	63512.2→64217.8	+5.10	timeout
06-13 19:26	BTC	Buy	63748.2→64156.8	+2.75	timeout
06-13 18:24	BTC	Buy	63685.2→64086.8	+2.68	timeout
06-13 17:17	BTC	Buy	63845.2→63974.8	+0.57	timeout
06-12 20:11	BTC	Buy	63485.2→63546.8	+0.02	timeout
06-12 19:06	BTC	Buy	63470.2→63673.8	+1.15	timeout
06-12 18:01	BTC	Buy	63703.2→63859.8	+0.76	timeout
06-12 17:00	BTC	Buy	62532.1→63932.8	+10.73	timeout
06-12 15:56	BTC	Buy	62619.1→63656.8	+7.81	timeout
06-11 19:30	BTC	Buy	61817.1→63768.8	+15.21	timeout
06-11 18:26	BTC	Buy	61853.1→63415.8	+12.06	timeout
06-11 17:22	BTC	Buy	62052.1→62366.9	+2.01	timeout
06-11 16:23	BTC	Buy	62264.1→62618.9	+2.28	timeout
06-11 15:06	BTC	Buy	62024.1→62662.9	+4.60	timeout
06-10 18:59	BTC	Buy	61805.1→61844.9	-0.18	timeout
06-10 17:55	BTC	Buy	61740.1→61933.9	+1.08	timeout
06-10 16:53	BTC	Buy	61185.1→62092.9	+6.90	timeout
06-10 15:50	BTC	Buy	61244.1→62253.9	+7.74	timeout
06-10 14:48	BTC	Buy	61177.1→61962.9	+5.94	timeout
06-09 15:55	BTC	Buy	62644.1→61102.4	-12.76	stop_loss
06-09 14:47	BTC	Buy	62688.1→61146.4	-12.75	stop_loss
06-09 14:46	BTC	Buy	62733.1→61189.3	-12.76	stop_loss
06-09 14:39	BTC	Buy	62876.1→61328.3	-12.76	stop_loss
06-09 14:36	BTC	Buy	62913.1→61365.2	-12.76	stop_loss
06-09 10:11	BTC	Buy	63384.2→62670.9	-6.05	timeout

Paper vs Live

Paper (trades.jsonl)

147

closed

44%

win rate

-387.58

total pnl ($)

-52.5 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	147	44%	-52.5	-387.58

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:27	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…