deribit_basis_rising_momentum · strategy

215

closed trades

38%

win rate

-276.35

total pnl ($)

0.698

weight

7d window — n=64 wr=36% pnl=-93.54 · 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 23:55	SOL	Buy	70.4946→71.3693	+5.60	timeout
06-28 22:46	SOL	Buy	70.8326→70.4684	-2.90	timeout
06-28 21:44	SOL	Buy	71.0107→70.7164	-2.37	timeout
06-28 20:23	SOL	Buy	71.1987→71.0633	-1.25	timeout
06-28 05:28	SOL	Buy	71.8928→70.1094	-12.80	stop_loss
06-27 22:15	SOL	Buy	72.1718→70.3742	-12.90	stop_loss
06-27 22:04	SOL	Buy	71.7708→70.7214	-7.75	timeout
06-27 20:54	SOL	Buy	72.2078→71.1903	-7.48	timeout
06-27 19:31	SOL	Buy	72.6839→70.8809	-12.85	stop_loss
06-27 18:33	SOL	Buy	72.5769→71.9262	-4.94	timeout
06-27 16:52	SOL	Buy	72.5619→72.7401	+0.63	timeout
06-27 15:46	SOL	Buy	71.8628→72.8551	+6.47	timeout
06-26 21:03	SOL	Buy	73.629→71.7873	-12.97	stop_loss
06-26 19:31	SOL	Buy	70.5816→73.6659	+21.37	take_profit
06-26 16:00	SOL	Buy	69.5704→72.6271	+21.50	take_profit
06-26 16:00	SOL	Buy	69.4494→72.4891	+21.38	take_profit
06-26 15:39	SOL	Buy	69.0604→72.0962	+21.49	take_profit
06-26 14:28	SOL	Buy	68.7413→71.7782	+21.62	take_profit
06-26 14:28	SOL	Buy	68.6713→71.6742	+21.40	take_profit
06-26 13:19	SOL	Buy	69.9315→68.1857	-12.96	stop_loss
06-26 09:51	SOL	Buy	70.8186→69.0561	-12.91	stop_loss
06-26 06:43	SOL	Buy	66.743→69.6595	+21.32	take_profit
06-26 06:39	SOL	Buy	66.594→69.5296	+21.49	take_profit
06-26 06:22	SOL	Buy	66.1289→69.0186	+21.38	take_profit
06-26 06:22	SOL	Buy	66.1209→69.0186	+21.37	take_profit
06-26 06:22	SOL	Buy	65.9679→68.8567	+21.36	take_profit
06-26 02:13	SOL	Buy	67.8722→66.188	-12.86	stop_loss
06-25 23:28	SOL	Buy	65.3288→68.1968	+21.49	take_profit
06-25 13:47	SOL	Buy	67.4871→65.7922	-13.01	stop_loss
06-25 13:46	SOL	Buy	67.5341→65.8602	-12.85	stop_loss
06-25 13:45	SOL	Buy	67.8492→66.155	-12.94	stop_loss
06-25 13:45	SOL	Buy	67.9962→66.3039	-12.90	stop_loss
06-25 13:40	SOL	Buy	68.9533→67.2433	-12.86	stop_loss
06-25 05:02	SOL	Buy	65.6428→68.5117	+21.45	take_profit
06-24 20:49	SOL	Buy	65.0468→67.8888	+21.41	take_profit
06-24 17:46	SOL	Buy	66.672→64.9797	-13.14	stop_loss
06-24 17:19	SOL	Buy	67.4611→65.7872	-12.86	stop_loss
06-24 16:45	SOL	Buy	68.8083→67.0934	-12.91	stop_loss
06-24 15:58	SOL	Buy	68.9053→67.1973	-12.87	stop_loss
06-24 15:45	SOL	Buy	69.2874→67.5671	-12.87	stop_loss
06-24 15:42	SOL	Buy	69.3974→67.673	-12.88	stop_loss
06-24 15:37	SOL	Buy	69.6664→67.9378	-12.86	stop_loss
06-24 14:10	SOL	Buy	69.3184→69.0966	-2.09	timeout
06-24 12:29	SOL	Buy	69.1044→69.7595	+4.26	timeout
06-24 11:23	SOL	Buy	69.1364→68.7897	-2.87	timeout
06-24 10:01	SOL	Buy	68.9403→69.2106	+1.61	timeout
06-24 08:45	SOL	Buy	68.6733→69.4566	+5.37	timeout
06-23 08:15	SOL	Buy	70.2585→68.5174	-12.83	stop_loss
06-23 08:13	SOL	Buy	70.8056→68.9552	-13.48	stop_loss
06-23 06:21	SOL	Buy	71.7808→69.9975	-12.82	stop_loss
06-23 06:18	SOL	Buy	72.0338→70.2483	-12.77	stop_loss
06-23 06:01	SOL	Buy	72.5619→70.76	-12.79	stop_loss
06-23 05:35	SOL	Buy	72.6499→70.8459	-12.76	stop_loss
06-23 05:34	SOL	Buy	72.7049→70.8969	-12.79	stop_loss
06-22 22:28	SOL	Buy	73.648→71.8213	-12.77	stop_loss
06-22 22:27	SOL	Buy	73.8611→72.0292	-12.76	stop_loss
06-22 21:39	SOL	Buy	74.1641→72.324	-12.75	stop_loss
06-22 19:08	SOL	Buy	74.2761→72.4349	-12.83	stop_loss
06-22 19:01	SOL	Buy	74.3311→72.4799	-12.89	stop_loss
06-22 11:00	SOL	Buy	73.8461→73.616	-2.10	timeout
06-22 09:39	SOL	Buy	73.8171→73.589	-2.15	timeout
06-22 08:31	SOL	Buy	72.9929→73.9419	+5.91	timeout
06-22 07:27	SOL	Buy	73.26→74.3398	+6.86	timeout
06-22 05:40	SOL	Buy	73.161→73.9729	+5.06	timeout
06-21 10:49	SOL	Buy	71.6247→74.1309	+16.89	timeout
06-21 09:03	SOL	Buy	71.4397→73.115	+11.13	timeout
06-21 07:54	SOL	Buy	71.4997→73.152	+11.07	timeout
06-21 06:35	SOL	Buy	72.1068→73.246	+7.43	timeout
06-21 05:12	SOL	Buy	72.1158→73.258	+7.40	timeout
06-20 05:11	SOL	Buy	69.2084→72.3022	+21.88	take_profit
06-20 05:10	SOL	Buy	69.1244→72.1542	+21.45	take_profit
06-20 05:10	SOL	Buy	69.0814→72.1172	+21.50	take_profit
06-20 05:10	SOL	Buy	68.8623→71.8802	+21.44	take_profit
06-20 05:07	SOL	Buy	68.3292→71.3313	+21.48	take_profit
06-19 19:21	SOL	Buy	68.7033→68.9007	+1.03	timeout
06-19 18:18	SOL	Buy	68.4673→69.1176	+4.30	timeout
06-19 17:02	SOL	Buy	68.9603→68.7287	-2.08	timeout
06-19 16:07	SOL	Buy	68.7173→69.3956	+4.47	timeout
06-19 07:37	SOL	Buy	69.8055→68.0547	-13.02	stop_loss
06-18 15:40	SOL	Buy	70.9006→69.13	-12.93	stop_loss
06-18 15:40	SOL	Buy	70.9796→69.195	-13.01	stop_loss
06-18 15:39	SOL	Buy	71.1277→69.3599	-12.86	stop_loss
06-18 15:30	SOL	Buy	71.5257→69.7436	-12.86	stop_loss
06-18 15:17	SOL	Buy	72.0498→70.2643	-12.78	stop_loss
06-18 12:24	SOL	Buy	71.7808→71.2463	-4.12	timeout
06-18 11:12	SOL	Buy	72.0268→71.0793	-7.03	timeout
06-18 05:08	SOL	Buy	72.3879→70.5871	-12.81	stop_loss
06-17 19:46	SOL	Buy	73.194→71.3536	-13.14	stop_loss
06-17 19:29	SOL	Buy	73.613→71.7763	-12.93	stop_loss
06-17 18:05	SOL	Buy	74.1941→72.343	-12.93	stop_loss
06-17 16:14	SOL	Buy	73.246→73.8779	+3.71	timeout
06-17 14:36	SOL	Buy	72.6439→72.3291	-2.46	timeout
06-17 11:05	SOL	Buy	73.574→71.7423	-12.83	stop_loss
06-17 11:01	SOL	Buy	73.7911→71.9612	-12.80	stop_loss
06-17 02:32	SOL	Buy	72.9559→74.2139	+8.22	timeout
06-17 00:21	SOL	Buy	74.0001→73.442	-4.21	timeout
06-16 22:55	SOL	Buy	73.7181→73.7049	-0.56	timeout
06-16 15:29	SOL	Buy	74.0581→73.116	-6.86	timeout
06-16 13:58	SOL	Buy	73.646→73.9679	+1.65	timeout
06-16 02:27	SOL	Buy	74.7792→72.9196	-12.88	stop_loss

Paper vs Live

Paper (trades.jsonl)

215

closed

38%

win rate

-276.35

total pnl ($)

-26.4 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 ($)
SOL	215	38%	-26.4	-276.35

Recent bounces (last 20 of 4)

time	sym	side	reason
06-29 00:44	SOL	Buy	circuit_breaker
06-28 23:40	SOL	Buy	circuit_breaker
06-28 22:15	SOL	Buy	circuit_breaker
06-28 21:00	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…