deribit_basis_momentum_long_v14 · strategy

137

closed trades

43%

win rate

-371.61

total pnl ($)

0.250

weight

7d window — n=34 wr=35% pnl=-171.42 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 11:11	BTC	Buy	60099→59927	-2.03	timeout
06-29 02:25	BTC	Buy	60071→59271	-7.14	timeout
06-29 00:23	BTC	Buy	60126→59200	-8.22	timeout
06-28 22:19	BTC	Buy	59914→59353	-5.15	timeout
06-28 19:34	BTC	Buy	60152→59616	-4.89	timeout
06-28 08:48	BTC	Buy	60374→60393	-0.29	timeout
06-27 23:11	BTC	Buy	60045→60221	+1.07	timeout
06-27 20:52	BTC	Buy	59757→60258	+3.80	timeout
06-27 18:44	BTC	Buy	59744→60520	+6.06	timeout
06-27 16:40	BTC	Buy	60230→60745	+3.83	timeout
06-27 05:47	BTC	Buy	59774→60217	+3.26	timeout
06-26 21:14	BTC	Buy	59576→59716	+0.67	timeout
06-26 19:04	BTC	Buy	59397→59669	+1.72	timeout
06-26 16:57	BTC	Buy	59270→60012	+5.72	timeout
06-26 14:53	BTC	Buy	59627→59647	-0.36	timeout
06-26 02:16	BTC	Buy	60055→58575.8	-12.76	stop_loss
06-25 13:59	BTC	Buy	59518→58053.1	-12.67	stop_loss
06-25 13:53	BTC	Buy	60465→58977.5	-12.66	stop_loss
06-25 13:51	BTC	Buy	60600→59109.5	-12.67	stop_loss
06-25 13:48	BTC	Buy	60834→59338.3	-12.69	stop_loss
06-25 13:48	BTC	Buy	60957→59456.3	-12.70	stop_loss
06-24 15:56	BTC	Buy	61789.1→60267.8	-12.74	stop_loss
06-24 14:20	BTC	Buy	62362.1→60824.5	-12.77	stop_loss
06-24 14:13	BTC	Buy	62678.1→61136.4	-12.70	stop_loss
06-24 13:57	BTC	Buy	62752.1→61199.3	-12.81	stop_loss
06-24 12:55	BTC	Buy	62295.1→62626.9	+2.22	timeout
06-24 10:49	BTC	Buy	62288.1→62510.9	+1.33	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.65	timeout
06-24 06:36	BTC	Buy	62876.1→62838.9	-0.80	timeout
06-23 08:17	BTC	Buy	63998.2→62422.7	-12.78	stop_loss
06-23 06:20	BTC	Buy	64411.2→62815.4	-12.85	stop_loss
06-23 06:08	BTC	Buy	64695.2→63073.3	-13.01	stop_loss
06-23 05:24	BTC	Buy	64970.2→63372.1	-12.77	stop_loss
06-22 18:29	BTC	Buy	64013.2→64553.8	+3.72	timeout
06-22 12:24	BTC	Buy	63988.2→64925.8	+6.73	timeout
06-22 09:53	BTC	Buy	64141.2→64100.8	-0.86	timeout
06-22 07:46	BTC	Buy	64214.2→64230.8	-0.40	timeout
06-22 03:18	BTC	Buy	64301.2→64196.8	-1.33	timeout
06-21 14:51	BTC	Buy	63948.2→64025.8	+0.22	timeout
06-21 10:27	BTC	Buy	63637.2→64290.8	+4.64	timeout
06-21 08:20	BTC	Buy	63524.2→64034.8	+3.44	timeout
06-21 05:10	BTC	Buy	63771.2→64240.8	+3.24	timeout
06-21 02:26	BTC	Buy	63380.2→64199.8	+6.00	timeout
06-20 09:17	BTC	Buy	62424.1→63497.8	+8.04	timeout
06-20 06:58	BTC	Buy	62887.1→63720.8	+6.17	timeout
06-20 03:34	BTC	Buy	62759.1→63400.8	+4.67	timeout
06-20 01:30	BTC	Buy	62914.1→63488.8	+4.11	timeout
06-19 23:29	BTC	Buy	62837.1→63281.8	+3.06	timeout
06-18 15:55	BTC	Buy	63970.2→62396.7	-12.69	stop_loss
06-18 15:55	BTC	Buy	63993.2→62419.7	-12.56	stop_loss
06-18 15:53	BTC	Buy	64041.2→62466.6	-12.60	stop_loss
06-18 15:51	BTC	Buy	64090.2→62506.6	-12.72	stop_loss
06-18 15:37	BTC	Buy	64505.2→62884.4	-12.99	stop_loss
06-18 08:37	BTC	Buy	65081.3→64522.8	-4.75	timeout
06-18 04:11	BTC	Buy	65387.3→63741.9	-13.04	stop_loss
06-17 19:50	BTC	Buy	65629.3→64011.8	-12.78	stop_loss
06-17 19:44	BTC	Buy	65698.3→64080.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65860.3→64235.7	-12.82	stop_loss
06-17 16:06	BTC	Buy	65854.3→65801.7	-0.79	timeout
06-17 03:07	BTC	Buy	65697.3→65826.7	+0.51	timeout
06-17 00:37	BTC	Buy	66322.3→65791.7	-4.51	timeout
06-16 18:28	BTC	Buy	66836.3→65853.7	-7.87	timeout
06-16 14:23	BTC	Buy	67190.4→65535.9	-12.84	stop_loss
06-16 14:23	BTC	Buy	66473.3→65574.7	-7.29	timeout
06-16 00:54	BTC	Buy	65547.3→66288.7	+5.26	timeout
06-15 22:49	BTC	Buy	65399.3→66203.7	+5.66	timeout
06-15 13:25	BTC	Buy	64072.2→66886.7	+21.53	take_profit
06-15 13:08	BTC	Buy	63868.2→66672.7	+21.52	take_profit
06-15 12:46	BTC	Buy	63681.2→66495.7	+21.66	take_profit
06-14 22:54	BTC	Buy	64439.2→65435.7	+7.24	timeout
06-14 20:37	BTC	Buy	64225.2→64009.8	-2.17	timeout
06-14 18:32	BTC	Buy	64161.2→63707.8	-4.08	timeout
06-14 16:29	BTC	Buy	64004.2→64104.8	+0.28	timeout
06-14 14:23	BTC	Buy	64121.2→64249.8	+0.56	timeout
06-13 22:36	BTC	Buy	63507.2→64535.8	+7.62	timeout
06-13 20:33	BTC	Buy	63514.2→64222.8	+5.12	timeout
06-13 18:16	BTC	Buy	63804.2→64073.8	+1.64	timeout
06-13 14:11	BTC	Buy	63365.2→64136.8	+5.59	timeout
06-13 12:07	BTC	Buy	63624.2→63882.8	+1.50	timeout
06-12 20:53	BTC	Buy	63364.2→63390.8	-0.25	timeout
06-12 18:48	BTC	Buy	63507.2→63815.8	+1.96	timeout
06-12 16:43	BTC	Buy	62644.1→63744.8	+8.29	timeout
06-12 12:29	BTC	Buy	62683.1→63427.8	+5.42	timeout
06-12 10:15	BTC	Buy	62892.1→63712.8	+5.98	timeout
06-11 19:12	BTC	Buy	61737.1→63522.8	+13.88	timeout
06-11 17:08	BTC	Buy	62191.1→62477.9	+1.77	timeout
06-11 15:12	BTC	Buy	61903.1→62722.9	+6.08	timeout
06-11 11:01	BTC	Buy	61347.1→63110.8	+13.78	timeout
06-11 08:33	BTC	Buy	61464.1→62906.9	+11.15	timeout
06-10 18:39	BTC	Buy	61743.1→61767.9	-0.29	timeout
06-10 16:12	BTC	Buy	61058.1→62362.9	+10.18	timeout
06-10 14:11	BTC	Buy	62043.1→62139.9	+0.31	timeout
06-09 14:44	BTC	Buy	62815.1→61268.3	-12.76	stop_loss
06-09 14:30	BTC	Buy	62984.1→61430.2	-12.79	stop_loss
06-09 14:29	BTC	Buy	63060.2→61509.2	-12.75	stop_loss
06-09 13:36	BTC	Buy	63723.2→62155.8	-12.74	stop_loss
06-09 13:19	BTC	Buy	63905.2→62328.7	-12.76	stop_loss
06-09 10:18	BTC	Buy	63278.2→62685.9	-5.10	timeout
06-09 07:48	BTC	Buy	63306.2→63156.8	-1.68	timeout
06-08 23:20	BTC	Buy	62891.1→63084.8	+1.07	timeout

Paper vs Live

Paper (trades.jsonl)

137

closed

43%

win rate

-371.61

total pnl ($)

-53.9 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	137	43%	-53.9	-371.61

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 12:47	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…