basis_discount_roll_change_long_v1 · strategy

110

closed trades

45%

win rate

-161.81

total pnl ($)

0.835

weight

7d window — n=27 wr=41% pnl=-63.46 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 23:04	BTC	Buy	60545→60224	-3.08	timeout
06-27 17:03	BTC	Buy	60416→60526	+0.45	timeout
06-27 08:50	BTC	Buy	60017→60389	+2.65	timeout
06-27 01:45	BTC	Buy	60063→59932	-1.54	timeout
06-26 19:45	BTC	Buy	59409→59862	+3.32	timeout
06-26 13:40	BTC	Buy	59928→59177	-6.73	timeout
06-26 02:24	BTC	Buy	60141→58300.9	-15.74	stop_loss
06-26 01:21	BTC	Buy	59456→59568	+0.50	timeout
06-25 13:48	BTC	Buy	61301.1→59420.3	-15.78	stop_loss
06-25 13:19	BTC	Buy	61620.1→61301.9	-3.03	timeout
06-25 07:14	BTC	Buy	60847→61764.9	+7.10	timeout
06-25 01:10	BTC	Buy	59886→60722	+6.52	timeout
06-24 15:45	BTC	Buy	62371.1→60450.7	-15.83	stop_loss
06-24 13:10	BTC	Buy	62797.1→62047.9	-6.42	timeout
06-24 07:09	BTC	Buy	62505.1→62723.9	+1.28	timeout
06-24 01:14	BTC	Buy	62412.1→62954.9	+3.90	timeout
06-23 18:59	BTC	Buy	62298.1→62205.9	-1.20	timeout
06-23 13:05	BTC	Buy	63670.2→62159.9	-12.26	timeout
06-23 07:06	BTC	Buy	63962.2→62911.9	-8.67	timeout
06-23 01:06	BTC	Buy	64633.2→64174.8	-3.99	timeout
06-22 18:44	BTC	Buy	64047.2→64494.8	+3.02	timeout
06-22 12:17	BTC	Buy	63977.2→64689.8	+5.07	timeout
06-22 04:04	BTC	Buy	64159.2→63952.8	-2.07	timeout
06-21 22:05	BTC	Buy	64087.2→63730.8	-3.23	timeout
06-21 15:59	BTC	Buy	64164.2→64198.8	-0.18	timeout
06-21 10:00	BTC	Buy	64218.2→64171.8	-0.85	timeout
06-21 03:55	BTC	Buy	63903.2→64385.8	+3.33	timeout
06-20 21:52	BTC	Buy	63424.2→63987.8	+4.00	timeout
06-20 15:47	BTC	Buy	63699.2→64159.8	+3.14	timeout
06-20 09:45	BTC	Buy	63534.2→63672.8	+0.61	timeout
06-20 03:40	BTC	Buy	62958.1→63475.8	+3.67	timeout
06-19 21:40	BTC	Buy	62929.1→63082.8	+0.76	timeout
06-19 15:33	BTC	Buy	62710.1→63129.8	+2.93	timeout
06-19 09:33	BTC	Buy	62873.1→62409.9	-4.08	timeout
06-19 03:00	BTC	Buy	62674.1→62982.9	+2.04	timeout
06-18 15:56	BTC	Buy	64362.2→62393.7	-15.70	stop_loss
06-18 10:41	BTC	Buy	64713.2→64037.8	-5.71	timeout
06-18 04:39	BTC	Buy	64356.2→63899.8	-4.00	timeout
06-17 22:38	BTC	Buy	65095.3→64354.8	-6.13	timeout
06-17 16:30	BTC	Buy	65254.3→66149.7	+6.42	timeout
06-17 10:29	BTC	Buy	66045.3→64910.8	-9.07	timeout
06-17 04:29	BTC	Buy	65690.3→65825.7	+0.56	timeout
06-16 22:05	BTC	Buy	66200.3→65725.7	-4.07	timeout
06-16 13:57	BTC	Buy	66056.3→66004.7	-0.87	timeout
06-16 07:54	BTC	Buy	66306.3→66320.7	-0.33	timeout
06-16 01:50	BTC	Buy	66904.3→66375.7	-4.40	timeout
06-15 19:48	BTC	Buy	66166.3→66573.7	+2.60	timeout
06-15 13:43	BTC	Buy	65722.3→66534.7	+5.74	timeout
06-15 07:38	BTC	Buy	65620.3→65717.7	+0.29	timeout
06-15 01:32	BTC	Buy	63885.2→65443.7	+11.74	timeout
06-14 19:28	BTC	Buy	64553.2→63780.8	-6.45	timeout
06-14 13:26	BTC	Buy	64291.2→64305.8	-0.34	timeout
06-14 07:25	BTC	Buy	64485.2→64354.8	-1.46	timeout
06-14 01:19	BTC	Buy	64012.2→64631.8	+4.40	timeout
06-13 19:13	BTC	Buy	63904.2→64153.8	+1.50	timeout
06-13 13:09	BTC	Buy	63534.2→64129.8	+4.21	timeout
06-13 07:05	BTC	Buy	63443.2→63675.8	+1.38	timeout
06-13 00:34	BTC	Buy	63874.2→63564.8	-2.90	timeout
06-12 18:25	BTC	Buy	63778.2→63702.8	-1.05	timeout
06-12 12:35	BTC	Buy	63734.2→63529.8	-2.08	timeout
06-12 06:10	BTC	Buy	63591.2→63274.8	-2.95	timeout
06-12 00:09	BTC	Buy	62747.1→63699.8	+7.11	timeout
06-11 17:53	BTC	Buy	62933.1→63422.8	+3.41	timeout
06-11 11:52	BTC	Buy	62443.1→63147.8	+5.15	timeout
06-11 05:42	BTC	Buy	61610.1→62630.9	+7.78	timeout
06-10 23:43	BTC	Buy	62259.1→61555.9	-6.09	timeout
06-10 16:18	BTC	Buy	61597.1→62294.9	+5.18	timeout
06-10 01:27	BTC	Buy	61761.1→62016.9	+1.66	timeout
06-09 19:07	BTC	Buy	62591.1→61822.9	-6.61	timeout
06-09 13:08	BTC	Buy	63124.2→62626.9	-4.38	timeout
06-09 07:01	BTC	Buy	63418.2→63308.8	-1.33	timeout
06-09 00:58	BTC	Buy	63475.2→62512.9	-8.03	timeout
06-08 18:54	BTC	Buy	63124.2→63374.8	+1.51	timeout
06-08 12:51	BTC	Buy	62783.1→63515.8	+5.38	timeout
06-08 06:45	BTC	Buy	63187.2→62978.9	-2.10	timeout
06-08 00:41	BTC	Buy	62167.1→63705.8	+11.89	timeout
06-07 18:43	BTC	Buy	62325.1→62166.9	-1.70	timeout
06-07 12:35	BTC	Buy	61631.1→61775.9	+0.72	timeout
06-07 06:31	BTC	Buy	60428→62019.9	+12.74	timeout
06-07 00:27	BTC	Buy	60604→60764	+0.86	timeout
06-06 18:22	BTC	Buy	60572→60496	-1.06	timeout
06-06 12:19	BTC	Buy	60031→60920	+6.98	timeout
06-06 04:20	BTC	Buy	61821.1→59928	-15.76	stop_loss
06-05 23:20	BTC	Buy	60656→61119.9	+3.36	timeout
06-05 13:49	BTC	Buy	63105.2→61169.3	-15.79	stop_loss
06-05 12:06	BTC	Buy	62785.1→61906.9	-7.46	timeout
06-05 05:17	BTC	Buy	63717.2→63276.8	-3.89	timeout
06-04 23:48	BTC	Buy	63712.2→63693.8	-0.58	timeout
06-04 17:45	BTC	Buy	63089.2→62965.9	-1.45	timeout
06-04 10:30	BTC	Buy	64363.2→62394.7	-15.71	stop_loss
06-04 00:30	BTC	Buy	65235.3→63240.2	-15.74	stop_loss
06-03 20:55	BTC	Buy	66755.3→64652.4	-16.22	stop_loss
06-03 12:41	BTC	Buy	66373.3→66896.7	+3.50	timeout
06-03 09:04	BTC	Buy	66862.3→66953.7	+0.19	timeout
06-03 01:27	BTC	Buy	67718.4→66990.7	-5.83	timeout
06-02 14:27	BTC	Buy	69623.5→67485.9	-15.81	stop_loss
06-02 09:48	BTC	Buy	70852.5→69403.5	-10.73	timeout
05-31 21:55	BTC	Buy	73837.7→73844.3	-0.40	timeout
05-31 13:48	BTC	Buy	74053.7→73840.3	-1.90	timeout
05-31 07:53	BTC	Buy	73812.7→73834.3	-0.35	timeout

Paper vs Live

Paper (trades.jsonl)

110

closed

45%

win rate

-161.81

total pnl ($)

-29.2 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	110	45%	-29.2	-161.81

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 21:10	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…