deribit_basis_momentum_long_v2 · strategy

143

closed trades

49%

win rate

-315.17

total pnl ($)

0.974

weight

7d window — n=24 wr=58% pnl=-24.77 · 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 20:10	BTC	Buy	59555→60441	+6.84	timeout
06-29 19:02	BTC	Buy	59529→60167	+4.76	timeout
06-29 17:50	BTC	Buy	59534→60499	+7.50	timeout
06-29 16:42	BTC	Buy	59710→59807	+0.21	timeout
06-28 18:19	BTC	Buy	60504→59623	-7.71	timeout
06-28 17:14	BTC	Buy	60545→59615	-8.11	timeout
06-28 16:08	BTC	Buy	60797→59873	-8.06	timeout
06-28 15:00	BTC	Buy	60593→60005	-5.34	timeout
06-27 18:02	BTC	Buy	60034→60461	+3.12	timeout
06-27 16:57	BTC	Buy	60022→60756	+5.65	timeout
06-27 15:57	BTC	Buy	60277→60790	+3.80	timeout
06-27 14:56	BTC	Buy	59364→60584	+9.83	timeout
06-26 17:07	BTC	Buy	59135→60102	+7.62	timeout
06-26 16:06	BTC	Buy	59546→60384	+6.53	timeout
06-26 15:06	BTC	Buy	59167→59582	+3.00	timeout
06-26 14:10	BTC	Buy	59692→60011	+2.18	timeout
06-25 13:51	BTC	Buy	60666→59172.4	-12.72	stop_loss
06-25 13:48	BTC	Buy	60820→59324.4	-12.72	stop_loss
06-25 13:48	BTC	Buy	60910→59412.3	-12.72	stop_loss
06-25 13:48	BTC	Buy	60977→59476.3	-12.73	stop_loss
06-24 13:47	BTC	Buy	62310.1→61320.9	-8.38	timeout
06-24 12:45	BTC	Buy	62300.1→62817.9	+3.70	timeout
06-24 11:44	BTC	Buy	62546.1→62717.9	+0.91	timeout
06-24 06:54	BTC	Buy	62931.1→62750.9	-1.94	timeout
06-23 06:21	BTC	Buy	64304.2→62722.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64342.2→62758.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64432.2→62847.4	-12.76	stop_loss
06-23 06:18	BTC	Buy	64560.2→62969.3	-12.79	stop_loss
06-22 21:14	BTC	Buy	63575.2→64378.8	+5.85	timeout
06-22 20:12	BTC	Buy	64130.2→64491.8	+2.33	timeout
06-22 19:10	BTC	Buy	64143.2→64315.8	+0.85	timeout
06-22 18:08	BTC	Buy	64015.2→64676.8	+4.67	timeout
06-21 21:12	BTC	Buy	63936.2→63554.8	-3.44	timeout
06-21 20:08	BTC	Buy	63945.2→64224.8	+1.75	timeout
06-21 19:08	BTC	Buy	63825.2→64136.8	+2.03	timeout
06-21 18:04	BTC	Buy	63886.2→63946.8	+0.11	timeout
06-20 20:12	BTC	Buy	63048.2→63934.8	+6.62	timeout
06-20 19:06	BTC	Buy	63058.2→63804.8	+5.48	timeout
06-20 18:03	BTC	Buy	63130.2→63877.8	+5.46	timeout
06-20 17:01	BTC	Buy	62938.1→63959.8	+7.63	timeout
06-19 18:48	BTC	Buy	62759.1→63036.8	+1.74	timeout
06-19 17:41	BTC	Buy	62588.1→63027.8	+3.06	timeout
06-19 16:43	BTC	Buy	62715.1→63249.8	+3.85	timeout
06-19 16:03	BTC	Buy	62526.1→63157.8	+4.67	timeout
06-18 15:51	BTC	Buy	64156.2→62574.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64318.2→62735.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64363.2→62780.5	-12.44	stop_loss
06-18 14:44	BTC	Buy	65144.3→63865.8	-10.25	timeout
06-17 19:50	BTC	Buy	65626.3→64011.8	-12.75	stop_loss
06-17 19:41	BTC	Buy	65783.3→64165.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65880.3→64248.6	-12.84	stop_loss
06-17 15:41	BTC	Buy	65844.3→65479.7	-3.23	timeout
06-17 14:40	BTC	Buy	65646.3→65084.7	-4.74	timeout
06-17 13:36	BTC	Buy	65992.3→65074.7	-7.44	timeout
06-16 22:48	BTC	Buy	66254.3→65665.7	-4.98	timeout
06-16 15:28	BTC	Buy	66653.3→65703.7	-7.65	timeout
06-16 14:22	BTC	Buy	66467.3→65688.7	-6.39	timeout
06-16 13:22	BTC	Buy	66831.3→66138.7	-5.71	timeout
06-15 22:15	BTC	Buy	65109.3→66363.7	+9.13	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 12:50	BTC	Buy	63752.2→66562.7	+21.60	take_profit
06-15 12:46	BTC	Buy	63675.2→66470.7	+21.51	take_profit
06-14 22:02	BTC	Buy	64408.2→65396.7	+7.18	timeout
06-14 20:58	BTC	Buy	64265.2→63992.8	-2.60	timeout
06-14 18:50	BTC	Buy	64042.2→63745.8	-2.85	timeout
06-14 17:48	BTC	Buy	64063.2→63797.8	-2.60	timeout
06-13 21:16	BTC	Buy	63606.2→64238.8	+4.50	timeout
06-13 20:11	BTC	Buy	63561.2→64266.8	+5.10	timeout
06-13 18:05	BTC	Buy	63826.2→63983.8	+0.77	timeout
06-13 17:00	BTC	Buy	63938.2→63996.8	+0.01	timeout
06-12 20:10	BTC	Buy	63514.2→63542.8	-0.23	timeout
06-12 19:06	BTC	Buy	63442.2→63689.8	+1.49	timeout
06-12 17:56	BTC	Buy	63376.2→63801.8	+2.90	timeout
06-12 16:57	BTC	Buy	62565.1→63910.8	+10.26	timeout
06-11 19:30	BTC	Buy	61773.1→63783.8	+15.70	timeout
06-11 18:23	BTC	Buy	61916.1→63409.8	+11.50	timeout
06-11 17:19	BTC	Buy	62107.1→62388.9	+1.75	timeout
06-11 16:20	BTC	Buy	62290.1→62775.9	+3.34	timeout
06-10 18:23	BTC	Buy	61762.1→61917.9	+0.77	timeout
06-10 17:22	BTC	Buy	61787.1→62055.9	+1.67	timeout
06-10 16:19	BTC	Buy	60920→62301.9	+10.84	timeout
06-10 15:18	BTC	Buy	61583.1→61943.9	+2.43	timeout
06-09 14:20	BTC	Buy	63256.2→61695.1	-12.79	stop_loss
06-09 14:18	BTC	Buy	63297.2→61738	-12.77	stop_loss
06-09 14:18	BTC	Buy	63316.2→61755	-12.78	stop_loss
06-09 14:18	BTC	Buy	63312.2→61755	-12.75	stop_loss
06-09 06:02	BTC	Buy	62864.1→63306.8	+3.03	timeout
06-09 04:58	BTC	Buy	62732.1→63247.8	+3.66	timeout
06-08 22:41	BTC	Buy	63044.2→63279.8	+1.38	timeout
06-08 20:33	BTC	Buy	61785.1→63215.8	+11.09	timeout
06-08 05:46	BTC	Buy	61741.1→62504.9	+5.74	timeout
06-08 04:49	BTC	Buy	61784.1→62807.9	+7.82	timeout
06-07 22:15	BTC	Buy	61465.1→64163.8	+21.50	take_profit
06-07 20:18	BTC	Buy	60611→61543.9	+7.28	timeout
06-07 19:19	BTC	Buy	60651→61240.9	+4.47	timeout
06-07 05:38	BTC	Buy	60729→61794.9	+8.36	timeout
06-07 04:38	BTC	Buy	59595→61658.9	+16.88	timeout
06-06 19:23	BTC	Buy	59538→60607	+8.59	timeout
06-06 18:23	BTC	Buy	60397→60506	+0.50	timeout
06-06 04:34	BTC	Buy	60938→59438.3	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

143

closed

49%

win rate

-315.17

total pnl ($)

-43.7 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	143	49%	-43.7	-315.17

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…