deribit_basis_rising_momentum_long_v6 · strategy

145

closed trades

46%

win rate

-296.31

total pnl ($)

0.783

weight

7d window — n=35 wr=54% pnl=-73.95 · 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 17:20	BTC	Buy	60589→59635	-8.29	timeout
06-28 16:05	BTC	Buy	60791→59895	-7.88	timeout
06-28 15:00	BTC	Buy	60597→60003	-5.38	timeout
06-27 19:04	BTC	Buy	59660→60561	+7.12	timeout
06-27 18:03	BTC	Buy	60003→60434	+3.15	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 14:57	BTC	Buy	59555→60584	+8.19	timeout
06-26 18:32	BTC	Buy	59556→59802	+1.52	timeout
06-26 17:31	BTC	Buy	59544→60177	+4.75	timeout
06-26 16:29	BTC	Buy	59705→60006	+1.97	timeout
06-26 15:28	BTC	Buy	59217→60121	+7.13	timeout
06-26 14:27	BTC	Buy	59419→60055	+4.86	timeout
06-25 13:57	BTC	Buy	59730→58255.9	-12.73	stop_loss
06-25 13:55	BTC	Buy	59930→58455.8	-12.70	stop_loss
06-25 13:48	BTC	Buy	60795→59294.4	-12.76	stop_loss
06-25 13:48	BTC	Buy	60837→59333.4	-12.78	stop_loss
06-25 13:46	BTC	Buy	61070.1→59566.2	-12.73	stop_loss
06-24 15:58	BTC	Buy	61735.1→60216.9	-12.76	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 13:29	BTC	Buy	62035.1→61803.9	-2.32	timeout
06-24 12:25	BTC	Buy	62345.1→62732.9	+2.66	timeout
06-24 11:23	BTC	Buy	62549.1→62293.9	-2.51	timeout
06-24 10:15	BTC	Buy	62422.1→62552.9	+0.54	timeout
06-24 09:13	BTC	Buy	62401.1→62722.9	+2.06	timeout
06-23 08:17	BTC	Buy	63953.2→62369.7	-12.85	stop_loss
06-23 02:27	BTC	Buy	64480.2→64158.8	-2.93	timeout
06-22 23:05	BTC	Buy	63692.2→63947.8	+1.55	timeout
06-22 22:04	BTC	Buy	63798.2→64331.8	+3.72	timeout
06-22 21:03	BTC	Buy	63793.2→64439.8	+4.60	timeout
06-22 19:26	BTC	Buy	64199.2→64292.8	+0.23	timeout
06-22 02:07	BTC	Buy	64219.2→64515.8	+1.78	timeout
06-21 22:35	BTC	Buy	64273.2→63576.8	-5.85	timeout
06-21 21:21	BTC	Buy	63931.2→63658.8	-2.58	timeout
06-21 20:21	BTC	Buy	63924.2→64055.8	+0.58	timeout
06-21 18:17	BTC	Buy	63826.2→63977.8	+0.82	timeout
06-21 01:20	BTC	Buy	63472.2→64219.8	+5.39	timeout
06-20 21:58	BTC	Buy	63041.2→63978.8	+7.00	timeout
06-20 20:58	BTC	Buy	63229.2→63893.8	+4.82	timeout
06-20 19:43	BTC	Buy	62993.1→63932.8	+7.03	timeout
06-20 17:34	BTC	Buy	63037.2→63958.8	+6.84	timeout
06-20 00:20	BTC	Buy	62926.1→63485.8	+3.98	timeout
06-19 21:32	BTC	Buy	62956.1→63128.8	+0.87	timeout
06-19 20:26	BTC	Buy	63112.2→63017.8	-1.23	timeout
06-19 19:23	BTC	Buy	62753.1→62975.9	+1.30	timeout
06-19 17:02	BTC	Buy	62583.1→62921.9	+2.27	timeout
06-18 15:40	BTC	Buy	64259.2→62673.5	-12.53	stop_loss
06-18 15:40	BTC	Buy	64247.2→62665.5	-12.46	stop_loss
06-18 15:36	BTC	Buy	64617.2→63026.3	-12.52	stop_loss
06-18 15:36	BTC	Buy	64637.2→63047.3	-12.53	stop_loss
06-18 14:37	BTC	Buy	65147.3→63959.8	-9.55	timeout
06-17 22:03	BTC	Buy	65485.3→63850.9	-12.92	stop_loss
06-17 19:42	BTC	Buy	65708.3→64092.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65951.3→64328.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	65951.3→64328.6	-12.76	stop_loss
06-17 17:30	BTC	Buy	65702.3→65950.7	+1.37	timeout
06-17 16:26	BTC	Buy	65728.3→66059.7	+2.11	timeout
06-17 15:24	BTC	Buy	65759.3→65292.7	-4.01	timeout
06-17 14:21	BTC	Buy	65688.3→65220.7	-4.02	timeout
06-16 22:16	BTC	Buy	66359.3→65812.7	-4.66	timeout
06-16 17:04	BTC	Buy	66838.3→65753.7	-8.67	timeout
06-16 14:48	BTC	Buy	66619.3→65692.7	-7.49	timeout
06-16 14:23	BTC	Buy	67151.4→65500	-12.82	stop_loss
06-16 13:48	BTC	Buy	66527.3→66128.7	-3.53	timeout
06-15 22:09	BTC	Buy	64972.2→66416.7	+10.61	timeout
06-15 13:19	BTC	Buy	64000.2→66812.7	+21.54	take_profit
06-15 13:06	BTC	Buy	63815.2→66617.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63800.2→66601.7	+21.52	take_profit
06-15 12:46	BTC	Buy	63697.2→66494.7	+21.52	take_profit
06-14 21:56	BTC	Buy	64497.2→65409.7	+6.58	timeout
06-14 20:47	BTC	Buy	64228.2→64019.8	-2.11	timeout
06-14 19:46	BTC	Buy	64282.2→63725.8	-4.83	timeout
06-14 18:44	BTC	Buy	64237.2→63752.8	-4.31	timeout
06-14 17:29	BTC	Buy	64067.2→63876.8	-2.01	timeout
06-13 21:02	BTC	Buy	63468.2→64292.8	+6.02	timeout
06-13 19:56	BTC	Buy	63615.2→64294.8	+4.89	timeout
06-13 18:57	BTC	Buy	63709.2→64121.8	+2.78	timeout
06-13 17:56	BTC	Buy	63807.2→63930.8	+0.50	timeout
06-13 16:53	BTC	Buy	63929.2→63953.8	-0.26	timeout
06-12 20:18	BTC	Buy	63521.2→63505.8	-0.58	timeout
06-12 19:12	BTC	Buy	63534.2→63649.8	+0.44	timeout
06-12 18:04	BTC	Buy	63567.2→63846.8	+1.74	timeout
06-12 17:04	BTC	Buy	62399.1→63984.8	+12.21	timeout
06-12 16:02	BTC	Buy	62706.1→63533.8	+6.05	timeout
06-11 19:43	BTC	Buy	61968.1→63773.8	+13.99	timeout
06-11 18:36	BTC	Buy	61851.1→63423.8	+12.14	timeout
06-11 17:31	BTC	Buy	61858.1→63051.8	+9.12	timeout
06-11 16:32	BTC	Buy	62226.1→62578.9	+2.28	timeout
06-11 15:05	BTC	Buy	62019.1→62601.9	+4.15	timeout
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.11	timeout
06-10 17:56	BTC	Buy	61712.1→61894.9	+0.99	timeout
06-10 16:53	BTC	Buy	61185.1→62092.9	+6.90	timeout
06-10 15:52	BTC	Buy	61346.1→62290.9	+7.34	timeout
06-10 14:48	BTC	Buy	61177.1→61962.9	+5.94	timeout
06-09 15:55	BTC	Buy	62619.1→61076.4	-12.77	stop_loss
06-09 14:46	BTC	Buy	62774.1→61229.3	-12.76	stop_loss
06-09 14:39	BTC	Buy	62872.1→61314.3	-12.84	stop_loss
06-09 14:39	BTC	Buy	62888.1→61341.2	-12.76	stop_loss
06-09 14:11	BTC	Buy	63534.2→61970.9	-12.75	stop_loss
06-09 09:08	BTC	Buy	63212.2→62712.9	-4.41	timeout

Paper vs Live

Paper (trades.jsonl)

145

closed

46%

win rate

-296.31

total pnl ($)

-40.7 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	145	46%	-40.7	-296.31

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 18:23	BTC	Buy	circuit_breaker
06-28 17:14	BTC	Buy	circuit_breaker
06-28 15:56	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…