deribit_basis_trend_follow_long · strategy

107

closed trades

46%

win rate

-235.31

total pnl ($)

0.945

weight

7d window — n=20 wr=60% pnl=-47.75 · 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 16:08	BTC	Buy	60809→59875	-8.14	timeout
06-27 17:03	BTC	Buy	60096→60489	+2.79	timeout
06-27 16:06	BTC	Buy	60397→60776	+2.75	timeout
06-27 15:08	BTC	Buy	59763→60654	+7.01	timeout
06-26 16:06	BTC	Buy	59576→60380	+6.18	timeout
06-26 15:06	BTC	Buy	59191→59564	+2.65	timeout
06-26 14:12	BTC	Buy	59416→59962	+4.10	timeout
06-25 13:51	BTC	Buy	60707→59214.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60836→59334.3	-12.76	stop_loss
06-25 13:48	BTC	Buy	60897→59395.3	-12.75	stop_loss
06-24 12:46	BTC	Buy	62297.1→62793.9	+3.53	timeout
06-24 11:45	BTC	Buy	62570.1→62700.9	+0.58	timeout
06-24 06:54	BTC	Buy	62931.1→62751.9	-1.93	timeout
06-23 06:21	BTC	Buy	64222.2→62642.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64394.2→62810.4	-12.77	stop_loss
06-23 06:18	BTC	Buy	64588.2→62995.3	-12.80	stop_loss
06-22 18:09	BTC	Buy	63974.2→64638.8	+4.70	timeout
06-22 17:04	BTC	Buy	64141.2→64730.8	+4.14	timeout
06-22 07:37	BTC	Buy	64204.2→64286.8	+0.17	timeout
06-21 18:05	BTC	Buy	63847.2→63928.8	+0.27	timeout
06-21 17:00	BTC	Buy	63973.2→64104.8	+0.63	timeout
06-21 06:47	BTC	Buy	63713.2→64280.8	+4.00	timeout
06-20 17:22	BTC	Buy	63037.2→63915.8	+6.49	timeout
06-20 16:22	BTC	Buy	63279.2→64025.8	+5.36	timeout
06-20 05:51	BTC	Buy	62717.1→63573.8	+6.38	timeout
06-19 16:28	BTC	Buy	62636.1→63331.8	+5.11	timeout
06-19 15:30	BTC	Buy	63273.2→63120.8	-1.55	timeout
06-19 05:03	BTC	Buy	63757.2→62549.9	-9.87	timeout
06-18 15:51	BTC	Buy	64117.2→62522.6	-12.85	stop_loss
06-18 14:32	BTC	Buy	65171.3→63846.8	-10.60	timeout
06-18 04:11	BTC	Buy	65395.3→63744.9	-13.08	stop_loss
06-17 19:29	BTC	Buy	65969.3→64333.6	-12.85	stop_loss
06-17 15:37	BTC	Buy	65916.3→65385.7	-4.48	timeout
06-17 14:34	BTC	Buy	65528.3→65150.7	-3.34	timeout
06-17 13:31	BTC	Buy	66101.3→64926.8	-9.38	timeout
06-16 15:30	BTC	Buy	66605.3→65799.7	-6.58	timeout
06-16 14:24	BTC	Buy	66460.3→65532.7	-7.51	timeout
06-16 13:24	BTC	Buy	66886.3→66143.7	-6.08	timeout
06-15 13:19	BTC	Buy	64000.2→66812.7	+21.54	take_profit
06-15 13:00	BTC	Buy	63794.2→66594.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63753.2→66561.7	+21.59	take_profit
06-14 20:06	BTC	Buy	64225.2→63795.8	-3.84	timeout
06-14 19:02	BTC	Buy	64165.2→63787.8	-3.47	timeout
06-14 18:02	BTC	Buy	63998.2→63687.8	-2.97	timeout
06-13 19:34	BTC	Buy	63636.2→64153.8	+3.62	timeout
06-13 18:34	BTC	Buy	63739.2→64165.8	+2.88	timeout
06-13 17:28	BTC	Buy	63753.2→64029.8	+1.72	timeout
06-12 18:39	BTC	Buy	63521.2→63802.8	+1.75	timeout
06-12 17:34	BTC	Buy	63242.2→63793.8	+3.90	timeout
06-12 16:30	BTC	Buy	62582.1→63867.8	+9.78	timeout
06-11 17:41	BTC	Buy	61717.1→63298.8	+12.27	timeout
06-11 16:43	BTC	Buy	62241.1→62638.9	+2.68	timeout
06-11 15:40	BTC	Buy	62213.1→62813.9	+4.23	timeout
06-10 16:57	BTC	Buy	61350.1→62072.9	+5.38	timeout
06-10 15:56	BTC	Buy	61140.1→62641.9	+11.83	timeout
06-10 15:01	BTC	Buy	61403.1→62388.9	+7.54	timeout
06-09 14:21	BTC	Buy	63159.2→61606.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63314.2→61752	-12.79	stop_loss
06-09 14:18	BTC	Buy	63336.2→61776	-12.78	stop_loss
06-09 06:48	BTC	Buy	62957.1→63370.8	+2.78	timeout
06-09 05:45	BTC	Buy	62448.1→63378.8	+6.96	timeout
06-08 21:50	BTC	Buy	61635.1→63747.8	+16.65	timeout
06-08 06:31	BTC	Buy	62006.1→63027.8	+7.78	timeout
06-08 05:28	BTC	Buy	61799.1→62671.9	+6.61	timeout
06-07 21:04	BTC	Buy	60711→61756.9	+8.18	timeout
06-07 05:30	BTC	Buy	60709→61726.9	+7.96	timeout
06-07 04:29	BTC	Buy	59891→61513.9	+13.10	timeout
06-06 20:11	BTC	Buy	60703→60544	-1.69	timeout
06-06 04:27	BTC	Buy	61305.1→59796.1	-12.76	stop_loss
06-06 04:11	BTC	Buy	61795.1→60270.8	-12.79	stop_loss
06-05 21:15	BTC	Buy	59383→61989.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60834→59337.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61404.1→59894	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 11:44	BTC	Buy	62212.1→62111.9	-1.29	timeout
06-05 06:23	BTC	Buy	62785.1→61217.3	-12.93	stop_loss
06-05 06:22	BTC	Buy	62856.1→61310.3	-12.69	stop_loss
06-05 02:31	BTC	Buy	63076.2→62688.9	-3.51	timeout
06-04 09:29	BTC	Buy	64343.2→62759.5	-12.75	stop_loss
06-04 09:25	BTC	Buy	64508.2→62921.4	-12.74	stop_loss
06-04 01:16	BTC	Buy	64428.2→62843.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65053.3→63453.1	-12.75	stop_loss
06-04 00:25	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66437.3→64803.3	-12.79	stop_loss
06-03 16:27	BTC	Buy	67155.4→65504	-12.77	stop_loss
06-03 16:27	BTC	Buy	67191.4→65537.9	-12.78	stop_loss
06-03 03:33	BTC	Buy	67621.4→65956.7	-12.76	stop_loss
06-02 14:23	BTC	Buy	69641.5→67922.6	-12.80	stop_loss
06-02 14:22	BTC	Buy	69875.5→68157.5	-12.75	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.76	stop_loss
06-02 02:05	BTC	Buy	72194.6→70419.2	-12.83	stop_loss
06-01 22:34	BTC	Buy	72990.6→71187.8	-12.88	stop_loss
06-01 22:25	BTC	Buy	73066.7→71211.8	-13.24	stop_loss
06-01 03:52	BTC	Buy	74135.7→73811.3	-2.70	timeout
06-01 01:41	BTC	Buy	74085.7→73598.3	-3.82	timeout
05-31 23:45	BTC	Buy	73780.7→73550.3	-1.99	timeout
05-30 23:33	BTC	Buy	73350.7→73780.3	+2.37	timeout
05-30 21:32	BTC	Buy	73503.7→73957.3	+2.52	timeout
05-30 19:42	BTC	Buy	73675.7→73989.3	+1.57	timeout

Paper vs Live

Paper (trades.jsonl)

107

closed

46%

win rate

-235.31

total pnl ($)

-43.5 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	107	46%	-43.5	-235.31

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:57	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…