deribit_basis_momentum_long_v9 · strategy

143

closed trades

43%

win rate

-455.23

total pnl ($)

0.666

weight

7d window — n=29 wr=52% pnl=-98.66 · 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 20:07	BTC	Buy	60229→59520	-6.31	timeout
06-28 19:04	BTC	Buy	60566→59433	-9.79	timeout
06-28 18:00	BTC	Buy	60502→59569	-8.13	timeout
06-28 16:55	BTC	Buy	60788→59641	-9.86	timeout
06-27 19:32	BTC	Buy	59966→60134	+1.00	timeout
06-27 18:29	BTC	Buy	59799→60467	+5.15	timeout
06-27 17:25	BTC	Buy	60077→60543	+3.42	timeout
06-27 16:24	BTC	Buy	59993→60684	+5.33	timeout
06-26 18:16	BTC	Buy	59436→60036	+4.48	timeout
06-26 17:05	BTC	Buy	59156→60125	+7.65	timeout
06-26 15:50	BTC	Buy	59253→60361	+8.81	timeout
06-26 14:47	BTC	Buy	59420→59630	+1.27	timeout
06-25 13:54	BTC	Buy	60026→58540.8	-12.76	stop_loss
06-25 13:48	BTC	Buy	60760→59265.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60880→59379.3	-12.73	stop_loss
06-25 13:48	BTC	Buy	61017.1→59511.3	-12.74	stop_loss
06-24 14:17	BTC	Buy	62561.1→61022.4	-12.74	stop_loss
06-24 12:30	BTC	Buy	62447.1→62772.9	+2.15	timeout
06-24 11:26	BTC	Buy	62507.1→62342.9	-1.78	timeout
06-24 10:19	BTC	Buy	62418.1→62507.9	+0.22	timeout
06-24 09:16	BTC	Buy	62431.1→62724.9	+1.83	timeout
06-23 08:17	BTC	Buy	63988.2→62409.7	-12.80	stop_loss
06-23 08:17	BTC	Buy	63942.2→62369.7	-12.76	stop_loss
06-23 06:20	BTC	Buy	64412.2→62821.4	-12.81	stop_loss
06-23 06:20	BTC	Buy	64424.2→62837.4	-12.78	stop_loss
06-22 23:21	BTC	Buy	63709.2→63931.8	+1.29	timeout
06-22 22:22	BTC	Buy	63725.2→64240.8	+3.59	timeout
06-22 19:18	BTC	Buy	64162.2→64361.8	+1.06	timeout
06-22 18:11	BTC	Buy	63978.2→64652.8	+4.76	timeout
06-21 23:10	BTC	Buy	64263.2→63702.8	-4.79	timeout
06-21 22:09	BTC	Buy	63994.2→63553.8	-3.88	timeout
06-21 18:03	BTC	Buy	63885.2→63953.8	+0.17	timeout
06-21 16:58	BTC	Buy	63977.2→64102.8	+0.59	timeout
06-20 22:27	BTC	Buy	63282.2→64193.8	+6.75	timeout
06-20 21:22	BTC	Buy	63183.2→63908.8	+5.30	timeout
06-20 17:26	BTC	Buy	62894.1→63869.8	+7.29	timeout
06-20 16:23	BTC	Buy	63274.2→64056.8	+5.65	timeout
06-19 19:24	BTC	Buy	62716.1→62977.9	+1.61	timeout
06-19 18:22	BTC	Buy	62936.1→63138.8	+1.15	timeout
06-19 17:19	BTC	Buy	62571.1→63045.8	+3.35	timeout
06-19 16:18	BTC	Buy	62600.1→63309.8	+5.21	timeout
06-18 15:57	BTC	Buy	63945.2→62366.7	-12.82	stop_loss
06-18 15:56	BTC	Buy	63965.2→62389.7	-12.83	stop_loss
06-18 15:40	BTC	Buy	64279.2→62698.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64437.2→62841.4	-12.81	stop_loss
06-18 12:03	BTC	Buy	64776.2→63986.8	-6.61	timeout
06-18 05:08	BTC	Buy	65224.3→63620	-12.76	stop_loss
06-17 19:42	BTC	Buy	65711.3→64089.7	-12.82	stop_loss
06-17 19:40	BTC	Buy	65804.3→64184.7	-12.79	stop_loss
06-17 15:13	BTC	Buy	65835.3→65087.7	-6.13	timeout
06-17 11:05	BTC	Buy	66124.3→64493.5	-12.86	stop_loss
06-16 23:30	BTC	Buy	66184.3→65703.7	-4.17	timeout
06-16 22:25	BTC	Buy	66177.3→65693.7	-4.19	timeout
06-16 14:24	BTC	Buy	66460.3→65532.7	-7.51	timeout
06-16 13:25	BTC	Buy	66906.3→66080.7	-6.70	timeout
06-15 22:43	BTC	Buy	65373.3→66247.7	+6.19	timeout
06-15 21:40	BTC	Buy	65410.3→66402.7	+7.08	timeout
06-15 13:20	BTC	Buy	64015.2→66827.7	+21.53	take_profit
06-15 12:55	BTC	Buy	63778.2→66580.7	+21.53	take_profit
06-14 21:39	BTC	Buy	64300.2→64939.8	+4.49	timeout
06-14 20:37	BTC	Buy	64238.2→64037.8	-2.05	timeout
06-14 19:36	BTC	Buy	64204.2→63791.8	-3.72	timeout
06-14 18:33	BTC	Buy	64154.2→63722.8	-3.91	timeout
06-13 21:32	BTC	Buy	63540.2→64244.8	+5.07	timeout
06-13 20:28	BTC	Buy	63499.2→64224.8	+5.26	timeout
06-13 19:21	BTC	Buy	63678.2→64143.8	+3.20	timeout
06-13 18:22	BTC	Buy	63682.2→64082.8	+2.67	timeout
06-12 20:03	BTC	Buy	63616.2→63582.8	-0.71	timeout
06-12 18:57	BTC	Buy	63501.2→63729.8	+1.33	timeout
06-12 17:52	BTC	Buy	63537.2→63855.8	+2.04	timeout
06-12 16:53	BTC	Buy	62577.1→63909.8	+10.15	timeout
06-11 18:43	BTC	Buy	61767.1→63494.8	+13.41	timeout
06-11 17:39	BTC	Buy	61738.1→63198.8	+11.28	timeout
06-11 16:40	BTC	Buy	62295.1→62657.9	+2.41	timeout
06-11 15:39	BTC	Buy	62230.1→62797.9	+3.96	timeout
06-10 17:57	BTC	Buy	61698.1→61923.9	+1.34	timeout
06-10 16:54	BTC	Buy	61237.1→62163.9	+7.05	timeout
06-10 15:52	BTC	Buy	61325.1→62381.9	+8.18	timeout
06-10 14:49	BTC	Buy	61207.1→61907.9	+5.24	timeout
06-09 16:06	BTC	Buy	62427.1→60888.5	-12.79	stop_loss
06-09 14:16	BTC	Buy	63404.2→61845	-12.75	stop_loss
06-09 14:16	BTC	Buy	63454.2→61891.9	-12.76	stop_loss
06-09 13:26	BTC	Buy	63601.2→62282.9	-10.79	timeout
06-09 13:23	BTC	Buy	63805.2→62235.8	-12.73	stop_loss
06-09 06:04	BTC	Buy	62863.1→63285.8	+2.87	timeout
06-08 14:25	BTC	Buy	62129.1→63753.8	+12.58	timeout
06-08 13:23	BTC	Buy	61692.1→63761.8	+16.29	timeout
06-08 12:23	BTC	Buy	61993.1→62937.9	+7.16	timeout
06-08 05:30	BTC	Buy	61718.1→62693.9	+7.45	timeout
06-07 07:34	BTC	Buy	60973→62239.9	+9.97	timeout
06-07 06:32	BTC	Buy	61003.1→62035.9	+8.06	timeout
06-07 05:31	BTC	Buy	60644→61721.9	+8.47	timeout
06-07 04:30	BTC	Buy	59977→61531.9	+12.51	timeout
06-06 04:34	BTC	Buy	60927→59428.3	-12.75	stop_loss
06-06 04:31	BTC	Buy	61218.1→59711.1	-12.76	stop_loss
06-06 04:27	BTC	Buy	61293.1→59773.1	-12.85	stop_loss
06-06 04:11	BTC	Buy	61783.1→60260.8	-12.78	stop_loss
06-05 21:04	BTC	Buy	59257→61858.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60598→59106.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60832→59336.3	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

143

closed

43%

win rate

-455.23

total pnl ($)

-63.2 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	43%	-63.2	-455.23

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 22:16	BTC	Buy	circuit_breaker
06-28 20:02	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…