deribit_basis_momentum_long_v6 · strategy

122

closed trades

41%

win rate

-372.18

total pnl ($)

0.576

weight

7d window — n=24 wr=42% pnl=-98.04 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:22	BTC	Buy	60350→58863.6	-12.75	stop_loss
06-30 12:20	BTC	Buy	60389→58903.6	-12.73	stop_loss
06-30 12:03	BTC	Buy	60489→59000.5	-12.74	stop_loss
06-29 19:44	BTC	Buy	59417→60403	+7.70	timeout
06-29 18:36	BTC	Buy	59582→60222	+4.77	timeout
06-29 17:26	BTC	Buy	59590→60365	+5.90	timeout
06-28 18:20	BTC	Buy	60499→59593	-7.90	timeout
06-28 17:15	BTC	Buy	60557→59603	-8.29	timeout
06-28 16:07	BTC	Buy	60803→59877	-8.11	timeout
06-27 17:23	BTC	Buy	60094→60562	+3.44	timeout
06-27 16:25	BTC	Buy	60008→60691	+5.28	timeout
06-27 15:25	BTC	Buy	60164→60746	+4.40	timeout
06-26 15:58	BTC	Buy	59552→60287	+5.62	timeout
06-26 14:57	BTC	Buy	59515→59528	-0.39	timeout
06-26 14:21	BTC	Buy	59517→59942	+3.07	timeout
06-25 13:59	BTC	Buy	59464→57998.1	-12.70	stop_loss
06-25 13:54	BTC	Buy	60004→58522.8	-12.72	stop_loss
06-25 13:49	BTC	Buy	60727→59233.4	-12.69	stop_loss
06-24 14:19	BTC	Buy	62494.1→60949.5	-12.81	stop_loss
06-24 14:13	BTC	Buy	62655.1→61105.4	-12.81	stop_loss
06-24 13:44	BTC	Buy	62910.1→61362.2	-12.75	stop_loss
06-24 11:06	BTC	Buy	62355.1→62342.9	-0.58	timeout
06-24 10:06	BTC	Buy	62522.1→62589.9	+0.02	timeout
06-24 09:02	BTC	Buy	62396.1→62674.9	+1.73	timeout
06-23 08:17	BTC	Buy	63943.2→62369.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64326.2→62743.5	-12.77	stop_loss
06-23 06:18	BTC	Buy	64525.2→62938.4	-12.76	stop_loss
06-22 20:26	BTC	Buy	64087.2→64369.8	+1.73	timeout
06-22 19:24	BTC	Buy	64183.2→64374.8	+0.99	timeout
06-22 18:21	BTC	Buy	63995.2→64649.8	+4.60	timeout
06-21 20:05	BTC	Buy	63909.2→64173.8	+1.63	timeout
06-21 19:02	BTC	Buy	63795.2→64229.8	+3.00	timeout
06-21 18:00	BTC	Buy	63835.2→64119.8	+1.87	timeout
06-20 19:01	BTC	Buy	63051.2→63783.8	+5.37	timeout
06-20 17:58	BTC	Buy	63199.2→63820.8	+4.45	timeout
06-20 16:57	BTC	Buy	62972.1→63965.8	+7.39	timeout
06-19 18:26	BTC	Buy	62906.1→63113.8	+1.19	timeout
06-19 17:20	BTC	Buy	62557.1→63058.8	+3.56	timeout
06-19 16:25	BTC	Buy	62631.1→63287.8	+4.78	timeout
06-18 15:55	BTC	Buy	63973.2→62398.7	-12.70	stop_loss
06-18 15:40	BTC	Buy	64319.2→62733.5	-12.75	stop_loss
06-18 15:40	BTC	Buy	64364.2→62781.5	-12.51	stop_loss
06-18 12:19	BTC	Buy	64823.2→64036.8	-6.58	timeout
06-18 11:21	BTC	Buy	64690.2→63925.8	-6.43	timeout
06-17 22:03	BTC	Buy	65483.3→63853.9	-12.89	stop_loss
06-17 15:14	BTC	Buy	65835.3→65216.7	-5.16	timeout
06-17 11:05	BTC	Buy	66115.3→64482.5	-12.88	stop_loss
06-17 10:59	BTC	Buy	66349.3→64717.4	-12.83	stop_loss
06-16 14:23	BTC	Buy	67197.4→65542.9	-12.84	stop_loss
06-16 14:03	BTC	Buy	66334.3→66130.7	-2.07	timeout
06-16 13:02	BTC	Buy	66465.3→66370.7	-1.24	timeout
06-15 15:47	BTC	Buy	64168.2→66996.6	+21.61	take_profit
06-15 13:16	BTC	Buy	63882.2→66686.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63720.2→66517.7	+21.51	take_profit
06-14 18:09	BTC	Buy	64054.2→63678.8	-3.48	timeout
06-14 17:04	BTC	Buy	63964.2→63984.8	-0.35	timeout
06-14 15:58	BTC	Buy	64297.2→63996.8	-2.80	timeout
06-13 17:44	BTC	Buy	63785.2→64078.8	+1.84	timeout
06-13 16:40	BTC	Buy	63971.2→64001.8	-0.20	timeout
06-13 15:39	BTC	Buy	63876.2→64325.8	+3.05	timeout
06-12 17:25	BTC	Buy	62384.1→63792.8	+10.81	timeout
06-12 16:25	BTC	Buy	62586.1→63828.8	+9.44	timeout
06-12 15:15	BTC	Buy	62709.1→64334.8	+12.43	timeout
06-11 17:10	BTC	Buy	62106.1→62474.9	+2.46	timeout
06-11 16:06	BTC	Buy	62481.1→62759.9	+1.63	timeout
06-11 15:07	BTC	Buy	61951.1→62664.9	+5.22	timeout
06-10 16:20	BTC	Buy	60845→62299.9	+11.46	timeout
06-10 15:19	BTC	Buy	61567.1→61955.9	+2.66	timeout
06-10 14:20	BTC	Buy	61724.1→61918.9	+1.10	timeout
06-09 14:36	BTC	Buy	62911.1→61363.2	-12.76	stop_loss
06-09 14:18	BTC	Buy	63297.2→61738	-12.77	stop_loss
06-09 14:16	BTC	Buy	63466.2→61904.9	-12.75	stop_loss
06-09 07:07	BTC	Buy	62834.1→63343.8	+3.55	timeout
06-08 22:43	BTC	Buy	63089.2→63265.8	+0.92	timeout
06-08 16:20	BTC	Buy	62236.1→63933.8	+13.08	timeout
06-08 06:52	BTC	Buy	62130.1→62954.9	+6.17	timeout
06-07 22:14	BTC	Buy	60779→63447.8	+21.51	take_profit
06-07 15:16	BTC	Buy	60541→61851.9	+10.36	timeout
06-07 04:53	BTC	Buy	60183→61793.9	+12.95	timeout
06-06 19:33	BTC	Buy	59598→60608	+8.08	timeout
06-06 14:33	BTC	Buy	60402→60911	+3.77	timeout
06-06 04:34	BTC	Buy	60956→59457.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60767→59272.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60932→59433.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61671.1→60153.9	-12.74	stop_loss
06-05 13:59	BTC	Buy	62192.1→60662.6	-12.75	stop_loss
06-05 13:49	BTC	Buy	62842.1→61296.3	-12.75	stop_loss
06-05 11:41	BTC	Buy	62266.1→62178.9	-1.19	timeout
06-05 06:23	BTC	Buy	62746.1→61175.3	-12.96	stop_loss
06-05 06:22	BTC	Buy	62842.1→61294.3	-12.71	stop_loss
06-05 02:33	BTC	Buy	63390.2→62760.9	-5.40	timeout
06-04 09:27	BTC	Buy	64367.2→62782.5	-12.76	stop_loss
06-04 09:26	BTC	Buy	64445.2→62857.4	-12.76	stop_loss
06-04 01:22	BTC	Buy	64281.2→62700.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65037.3→63438.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65509.3→63897.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66386.3→64748.4	-12.83	stop_loss
06-03 20:55	BTC	Buy	66537.3→64898.3	-12.82	stop_loss
06-03 16:24	BTC	Buy	67300.4→65643.9	-12.79	stop_loss
06-03 03:28	BTC	Buy	67749.4→66068.6	-12.86	stop_loss

Paper vs Live

Paper (trades.jsonl)

122

closed

41%

win rate

-372.18

total pnl ($)

-60.5 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	122	41%	-60.5	-372.18

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…