deribit_basis_rising_momentum_long_v4 · strategy

closed trades

41%

win rate

-222.43

total pnl ($)

1.117

weight

7d window — n=10 wr=70% pnl=-1.99 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 18:55	BTC	Buy	59609→60538	+7.36	timeout
06-27 15:44	BTC	Buy	60408→60766	+2.53	timeout
06-27 14:43	BTC	Buy	59603→60593	+7.85	timeout
06-27 13:42	BTC	Buy	59326→60543	+9.79	timeout
06-27 10:27	BTC	Buy	59753→60415	+5.04	timeout
06-26 17:39	BTC	Buy	59686→59964	+1.78	timeout
06-26 15:01	BTC	Buy	59307→59605	+2.01	timeout
06-26 13:19	BTC	Buy	60177→58696.7	-12.76	stop_loss
06-26 12:43	BTC	Buy	60531→59042.5	-12.75	stop_loss
06-26 02:16	BTC	Buy	59975→58487.8	-12.84	stop_loss
06-17 19:42	BTC	Buy	65728.3→64108.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65826.3→64196.7	-12.85	stop_loss
06-17 19:29	BTC	Buy	65889.3→64246.6	-12.94	stop_loss
06-17 15:25	BTC	Buy	65761.3→65351.7	-3.57	timeout
06-17 14:23	BTC	Buy	65633.3→65177.7	-3.93	timeout
06-17 03:42	BTC	Buy	66083.3→65788.7	-2.72	timeout
06-17 02:35	BTC	Buy	65784.3→65861.7	+0.13	timeout
06-16 21:47	BTC	Buy	66366.3→65714.7	-5.45	timeout
06-16 14:44	BTC	Buy	66506.3→65650.7	-6.97	timeout
06-16 13:45	BTC	Buy	66512.3→66087.7	-3.73	timeout
06-16 02:11	BTC	Buy	65594.3→66138.7	+3.71	timeout
06-16 01:04	BTC	Buy	65396.3→66290.7	+6.41	timeout
06-15 21:30	BTC	Buy	64816.2→66364.7	+11.44	timeout
06-15 13:20	BTC	Buy	64024.2→66837.7	+21.54	take_profit
06-15 12:50	BTC	Buy	63764.2→66563.7	+21.51	take_profit
06-15 01:49	BTC	Buy	64614.2→65629.7	+7.38	timeout
06-15 00:08	BTC	Buy	64424.2→65705.7	+9.50	timeout
06-14 20:48	BTC	Buy	64227.2→64014.8	-2.13	timeout
06-14 18:15	BTC	Buy	64057.2→63706.8	-3.28	timeout
06-14 15:08	BTC	Buy	64202.2→64091.8	-1.32	timeout
06-13 23:03	BTC	Buy	63452.2→64427.8	+7.21	timeout
06-13 20:59	BTC	Buy	63445.2→64260.8	+5.96	timeout
06-13 19:58	BTC	Buy	63585.2→64288.8	+5.08	timeout
06-13 18:01	BTC	Buy	63851.2→63974.8	+0.50	timeout
06-13 13:34	BTC	Buy	63241.2→64168.8	+6.83	timeout
06-12 22:49	BTC	Buy	63499.2→63496.8	-0.52	timeout
06-12 20:17	BTC	Buy	63502.2→63513.8	-0.37	timeout
06-12 19:12	BTC	Buy	63536.2→63648.8	+0.42	timeout
06-12 17:08	BTC	Buy	62488.1→64010.8	+11.69	timeout
06-12 13:14	BTC	Buy	62878.1→63427.8	+3.85	timeout
06-11 19:24	BTC	Buy	61704.1→63647.8	+15.16	timeout
06-11 18:20	BTC	Buy	61925.1→63529.8	+12.40	timeout
06-11 16:52	BTC	Buy	62047.1→62584.9	+3.81	timeout
06-11 15:45	BTC	Buy	62376.1→62604.9	+1.29	timeout
06-11 08:17	BTC	Buy	61657.1→62772.9	+8.47	timeout
06-10 18:52	BTC	Buy	61720.1→61722.9	-0.47	timeout
06-10 17:48	BTC	Buy	61614.1→61970.9	+2.41	timeout
06-10 16:15	BTC	Buy	60995→62379.9	+10.85	timeout
06-10 15:18	BTC	Buy	61574.1→61960.9	+2.64	timeout
06-09 14:47	BTC	Buy	62670.1→61123.4	-12.80	stop_loss
06-09 14:46	BTC	Buy	62742.1→61194.3	-12.79	stop_loss
06-09 14:46	BTC	Buy	62797.1→61245.3	-12.82	stop_loss
06-09 14:11	BTC	Buy	63499.2→61929.9	-12.81	stop_loss
06-09 14:11	BTC	Buy	63507.2→61944.9	-12.76	stop_loss
06-09 04:44	BTC	Buy	62684.1→63209.8	+3.75	timeout
06-09 03:40	BTC	Buy	63074.2→62715.9	-3.28	timeout
06-09 02:31	BTC	Buy	63055.2→62731.9	-3.00	timeout
06-09 01:28	BTC	Buy	62847.1→62803.9	-0.79	timeout
06-08 12:35	BTC	Buy	61870.1→63185.8	+10.17	timeout
06-07 19:16	BTC	Buy	62919.1→61368.2	-12.75	stop_loss
06-07 07:38	BTC	Buy	60914→62229.9	+10.38	timeout
06-07 06:36	BTC	Buy	61088.1→62224.9	+8.90	timeout
06-07 05:34	BTC	Buy	60616→61662.9	+8.23	timeout
06-07 04:33	BTC	Buy	59628→61546.9	+15.65	timeout
06-06 20:19	BTC	Buy	60870→60600	-2.60	timeout
06-06 04:34	BTC	Buy	60937→59438.3	-12.75	stop_loss
06-06 04:33	BTC	Buy	61149.1→59644.2	-12.76	stop_loss
06-06 04:13	BTC	Buy	61602.1→60086.9	-12.75	stop_loss
06-06 04:12	BTC	Buy	61749.1→60228.9	-12.77	stop_loss
06-05 21:03	BTC	Buy	59246→61846.9	+21.50	take_profit
06-05 18:55	BTC	Buy	60572→59082.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60776→59280.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60855→59358.3	-12.76	stop_loss
06-05 18:51	BTC	Buy	61024.1→59523.2	-12.75	stop_loss
06-05 15:41	BTC	Buy	61516.1→60001	-12.75	stop_loss
06-05 14:06	BTC	Buy	61985.1→60437.7	-12.93	stop_loss
06-05 14:04	BTC	Buy	62069.1→60542.7	-12.75	stop_loss
06-05 13:53	BTC	Buy	62578.1→61038.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62922.1→61373.2	-12.76	stop_loss
06-05 11:21	BTC	Buy	62507.1→62473.9	-0.76	timeout
06-05 06:03	BTC	Buy	63566.2→62001.9	-12.70	stop_loss
06-05 06:01	BTC	Buy	63667.2→62101.8	-12.71	stop_loss
06-05 03:06	BTC	Buy	63903.2→62315.7	-12.84	stop_loss
06-05 03:06	BTC	Buy	63921.2→62344.7	-12.75	stop_loss
06-04 11:11	BTC	Buy	63696.2→62129.8	-12.71	stop_loss
06-04 10:49	BTC	Buy	63852.2→62281.7	-12.73	stop_loss
06-04 10:29	BTC	Buy	64016.2→62441.6	-12.73	stop_loss
06-04 09:31	BTC	Buy	64240.2→62659.5	-12.75	stop_loss
06-04 09:18	BTC	Buy	64677.2→63086.3	-12.75	stop_loss
06-03 23:18	BTC	Buy	65946.3→64324.6	-12.75	stop_loss
06-03 20:55	BTC	Buy	66288.3→64655.4	-12.78	stop_loss
06-02 14:01	BTC	Buy	70367.5→68630.2	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

-222.43

total pnl ($)

-48.0 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	92	41%	-48.0	-222.43

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…