deribit_basis_annualized_rolling_change_long_v2 · strategy

closed trades

57%

win rate

-23.16

total pnl ($)

1.111

weight

7d window — n=18 wr=56% pnl=-18.98 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 65 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 08:33	BTC	Buy	59586→60421	+6.55	timeout
06-27 02:36	BTC	Buy	59656→60220	+4.27	timeout
06-26 15:06	BTC	Buy	58649.9→59617	+7.77	timeout
06-26 08:09	BTC	Buy	59632→60241	+4.69	timeout
06-25 13:48	BTC	Buy	60883→59371.3	-12.84	stop_loss
06-25 13:45	BTC	Buy	61338.1→59818.1	-12.83	stop_loss
06-25 08:00	BTC	Buy	59827→61872.9	+16.66	timeout
06-24 15:44	BTC	Buy	62047.1→60518.7	-12.76	stop_loss
06-24 13:46	BTC	Buy	62873.1→61326.3	-12.75	stop_loss
06-24 08:23	BTC	Buy	62443.1→62638.9	+1.08	timeout
06-24 02:13	BTC	Buy	62564.1→62842.9	+1.76	timeout
06-23 18:41	BTC	Buy	62952.1→62198.9	-6.44	timeout
06-23 06:20	BTC	Buy	64446.2→62861.4	-12.76	stop_loss
06-22 15:34	BTC	Buy	64232.2→65046.7	+5.85	timeout
06-22 09:29	BTC	Buy	63680.2→64080.8	+2.66	timeout
06-21 19:44	BTC	Buy	64194.2→64168.8	-0.64	timeout
06-21 10:12	BTC	Buy	64076.2→64248.8	+0.85	timeout
06-20 17:10	BTC	Buy	63806.2→63855.8	-0.08	timeout
06-20 09:50	BTC	Buy	63112.2→63648.8	+3.75	timeout
06-19 15:40	BTC	Buy	62602.1→63080.8	+3.42	timeout
06-18 13:46	BTC	Buy	64546.2→63877.8	-5.62	timeout
06-17 18:37	BTC	Buy	65655.3→65431.7	-2.21	timeout
06-16 18:16	BTC	Buy	66138.3→66009.7	-1.46	timeout
06-16 10:58	BTC	Buy	66201.3→66458.7	+1.47	timeout
06-15 21:39	BTC	Buy	65511.3→66433.7	+6.56	timeout
06-15 13:13	BTC	Buy	65470.3→66590.7	+8.12	timeout
06-15 06:11	BTC	Buy	63682.2→65858.7	+16.63	timeout
06-15 00:05	BTC	Buy	64529.2→65648.7	+8.23	timeout
06-14 16:42	BTC	Buy	64381.2→64130.8	-2.42	timeout
06-14 01:38	BTC	Buy	64212.2→64555.8	+2.24	timeout
06-13 19:17	BTC	Buy	63684.2→64126.8	+3.02	timeout
06-13 08:13	BTC	Buy	63558.2→63766.8	+1.15	timeout
06-12 23:25	BTC	Buy	63844.2→63460.8	-3.48	timeout
06-12 17:28	BTC	Buy	63456.2→63735.8	+1.74	timeout
06-11 19:29	BTC	Buy	62745.1→63597.8	+6.28	timeout
06-11 12:20	BTC	Buy	61914.1→62974.9	+8.06	timeout
06-11 04:58	BTC	Buy	62141.1→62678.9	+3.80	timeout
06-10 20:40	BTC	Buy	61293.1→61826.9	+3.88	timeout
06-10 02:27	BTC	Buy	61778.1→62016.9	+1.54	timeout
06-09 14:39	BTC	Buy	62882.1→61335.2	-12.75	stop_loss
06-09 07:09	BTC	Buy	63440.2→63417.8	-0.65	timeout
06-08 22:24	BTC	Buy	63179.2→63319.8	+0.64	timeout
06-08 15:09	BTC	Buy	63127.2→64044.8	+6.79	timeout
06-08 09:02	BTC	Buy	61870.1→63168.8	+10.03	timeout
06-08 01:32	BTC	Buy	61836.1→62958.9	+8.59	timeout
06-07 18:01	BTC	Buy	61665.1→62198.9	+3.90	timeout
06-07 10:38	BTC	Buy	60561→62332.9	+14.19	timeout
06-06 23:25	BTC	Buy	60704→60567	-1.54	timeout
06-06 16:33	BTC	Buy	59619→60541	+7.30	timeout
06-06 04:13	BTC	Buy	61652.1→60129.9	-12.80	stop_loss
06-05 18:53	BTC	Buy	60670→59177.4	-12.76	stop_loss
06-05 13:56	BTC	Buy	62443.1→60904.5	-12.77	stop_loss
06-05 06:20	BTC	Buy	63189.2→61633.1	-12.75	stop_loss
06-05 05:05	BTC	Buy	63483.2→63458.8	-0.61	timeout
06-04 23:15	BTC	Buy	62245.1→63545.8	+10.02	timeout
06-04 09:30	BTC	Buy	64248.2→62667.5	-12.75	stop_loss
06-03 16:27	BTC	Buy	67183.4→65530.9	-12.77	stop_loss
06-02 14:09	BTC	Buy	70164.5→68439.3	-12.76	stop_loss
06-02 12:17	BTC	Buy	70961.5→69215.9	-12.80	stop_loss
06-01 23:09	BTC	Buy	72734.6→71383.4	-9.81	timeout
05-31 18:22	BTC	Buy	74003.7→73596.3	-3.24	timeout
05-31 12:38	BTC	Buy	73927.7→73906.3	-0.66	timeout
05-30 11:50	BTC	Buy	73403.7→73559.3	+0.58	timeout
05-29 09:13	BTC	Buy	73698.7→73794.3	+0.17	timeout
05-28 22:35	BTC	Buy	73404.7→73529.3	+0.32	timeout

Paper vs Live

Paper (trades.jsonl)

closed

57%

win rate

-23.16

total pnl ($)

-6.8 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	65	57%	-6.8	-23.16

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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