x1442802_deribit_basis_ema_cross_long · strategy

closed trades

26%

win rate

-468.74

total pnl ($)

0.341

weight

7d window — n=21 wr=24% pnl=-147.05 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 02:24	BTC	Buy	59756→58278.9	-12.80	stop_loss
06-25 13:51	BTC	Buy	60623→59106.5	-12.91	stop_loss
06-25 13:48	BTC	Buy	60809→59312.4	-12.73	stop_loss
06-25 13:48	BTC	Buy	60856→59359.3	-12.72	stop_loss
06-25 13:48	BTC	Buy	60914→59414.3	-12.74	stop_loss
06-25 13:48	BTC	Buy	60939→59414.3	-12.93	stop_loss
06-24 15:08	BTC	Buy	62341.1→60807.5	-12.70	stop_loss
06-24 14:20	BTC	Buy	62357.1→60823.5	-12.73	stop_loss
06-24 14:19	BTC	Buy	62466.1→60888.5	-13.06	stop_loss
06-24 14:17	BTC	Buy	62554.1→61015.4	-12.73	stop_loss
06-24 13:43	BTC	Buy	62995.1→61445.2	-12.75	stop_loss
06-23 08:17	BTC	Buy	63975.2→62399.7	-12.86	stop_loss
06-23 08:15	BTC	Buy	64060.2→62483.6	-12.85	stop_loss
06-23 06:21	BTC	Buy	64178.2→62597.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64186.2→62604.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64202.2→62619.5	-12.83	stop_loss
06-21 19:57	BTC	Buy	62931.1→64178.8	+9.51	timeout
06-21 18:56	BTC	Buy	62667.1→64142.8	+11.47	timeout
06-21 17:55	BTC	Buy	62583.1→64134.8	+12.19	timeout
06-21 16:54	BTC	Buy	62655.1→64125.8	+11.42	timeout
06-21 16:00	BTC	Buy	62441.1→64167.8	+13.33	timeout
06-18 15:40	BTC	Buy	64354.2→62767.5	-12.75	stop_loss
06-18 15:18	BTC	Buy	64731.2→63121.3	-12.87	stop_loss
06-18 15:17	BTC	Buy	64923.2→63305.2	-12.89	stop_loss
06-18 15:17	BTC	Buy	64967.2→63356.1	-12.83	stop_loss
06-18 14:52	BTC	Buy	65189.3→63581	-12.78	stop_loss
06-17 19:44	BTC	Buy	65694.3→64078.7	-12.78	stop_loss
06-17 08:44	BTC	Buy	66495.3→64853.3	-12.80	stop_loss
06-17 08:31	BTC	Buy	66738.3→65091.2	-12.77	stop_loss
06-17 07:54	BTC	Buy	66828.3→65182.1	-12.81	stop_loss
06-17 07:54	BTC	Buy	66846.3→65202.1	-12.79	stop_loss
06-16 14:23	BTC	Buy	67153.4→65499	-12.84	stop_loss
06-15 13:16	BTC	Buy	63938.2→66747.7	+21.58	take_profit
06-15 13:16	BTC	Buy	63903.2→66709.7	+21.57	take_profit
06-15 13:08	BTC	Buy	63859.2→66662.7	+21.55	take_profit
06-15 12:50	BTC	Buy	63725.2→66522.7	+21.54	take_profit
06-15 12:46	BTC	Buy	63687.2→66493.7	+21.63	take_profit
06-12 15:13	BTC	Buy	61658.1→64364.8	+21.31	take_profit
06-12 15:00	BTC	Buy	61310.1→64006.8	+21.30	take_profit
06-12 14:55	BTC	Buy	61276.1→63968.8	+21.34	take_profit
06-12 14:55	BTC	Buy	61280.1→63971.8	+21.28	take_profit
06-12 14:43	BTC	Buy	61397.1→63561.8	+16.96	timeout
06-10 06:50	BTC	Buy	62102.1→62016.9	-0.94	timeout
06-10 05:46	BTC	Buy	61762.1→62016.9	+1.81	timeout
06-09 14:29	BTC	Buy	63051.2→61500.2	-12.79	stop_loss
06-09 14:20	BTC	Buy	63225.2→61668.1	-12.79	stop_loss
06-09 14:11	BTC	Buy	63587.2→62022.9	-12.77	stop_loss
06-07 22:14	BTC	Buy	60820→63489.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60728→63393.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60397→63049.8	+21.54	take_profit
06-07 06:36	BTC	Buy	59595→62211.9	+21.56	take_profit
06-07 05:18	BTC	Buy	59462→62073.9	+21.55	take_profit
06-06 04:14	BTC	Buy	61568.1→60054	-12.75	stop_loss
06-06 04:14	BTC	Buy	61595.1→60076.9	-12.78	stop_loss
06-05 18:52	BTC	Buy	60825→59329.4	-12.75	stop_loss
06-05 18:51	BTC	Buy	61044.1→59543.2	-12.75	stop_loss
06-05 14:26	BTC	Buy	61904.1→60381.8	-12.74	stop_loss
06-05 13:58	BTC	Buy	62279.1→60744.6	-12.77	stop_loss
06-05 13:57	BTC	Buy	62319.1→60778.6	-12.82	stop_loss
06-05 13:49	BTC	Buy	62876.1→61330.3	-12.75	stop_loss
06-05 06:22	BTC	Buy	62852.1→61298.3	-12.75	stop_loss
06-05 06:22	BTC	Buy	62915.1→61347.2	-12.83	stop_loss
06-05 06:03	BTC	Buy	63561.2→61997.9	-12.70	stop_loss
06-05 06:03	BTC	Buy	63588.2→62017.9	-12.73	stop_loss
06-04 09:31	BTC	Buy	64240.2→62659.5	-12.74	stop_loss
06-04 09:30	BTC	Buy	64253.2→62671.5	-12.75	stop_loss
06-04 09:29	BTC	Buy	64338.2→62754.5	-12.75	stop_loss
06-04 02:02	BTC	Buy	63255.2→61699	-12.75	stop_loss
06-04 01:16	BTC	Buy	64411.2→62827.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65082.3→63482.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65480.3→63869.9	-12.75	stop_loss
06-03 23:54	BTC	Buy	65691.3→64075.7	-12.74	stop_loss
06-03 20:55	BTC	Buy	66305.3→64652.4	-12.96	stop_loss
06-03 19:54	BTC	Buy	67025.4→65367	-12.85	stop_loss
06-03 16:27	BTC	Buy	67173.4→65516.9	-12.81	stop_loss
06-03 16:24	BTC	Buy	67295.4→65639.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67458.4→65799.8	-12.75	stop_loss
06-02 15:30	BTC	Buy	68903.4→67209	-12.75	stop_loss
06-02 14:27	BTC	Buy	69465.5→67745.7	-12.83	stop_loss
06-02 14:27	BTC	Buy	69503.5→67791.7	-12.77	stop_loss
06-02 14:10	BTC	Buy	69983.5→68254.4	-12.82	stop_loss
06-02 14:10	BTC	Buy	69984.5→68254.4	-12.83	stop_loss
06-01 22:24	BTC	Buy	73930.7→71107.9	-19.68	stop_loss
06-01 22:24	BTC	Buy	73935.7→71107.9	-19.72	stop_loss
06-01 22:24	BTC	Buy	73655.7→71107.9	-17.90	stop_loss
06-01 22:24	BTC	Buy	73615.7→71107.9	-17.65	stop_loss
06-01 22:24	BTC	Buy	73640.7→71107.9	-17.82	stop_loss
05-31 18:27	BTC	Buy	73613.7→73649.3	-0.41	timeout
05-31 17:11	BTC	Buy	73428.7→73479.3	-0.27	timeout
05-31 16:03	BTC	Buy	72858.6→73659.3	+4.88	timeout
05-31 14:57	BTC	Buy	72953.6→73626.3	+4.11	timeout
05-31 13:47	BTC	Buy	72817.6→73860.3	+6.66	timeout

Paper vs Live

Paper (trades.jsonl)

closed

26%

win rate

-468.74

total pnl ($)

-101.6 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	26%	-101.6	-468.74

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…