deribit_basis_carry_rolling_change_long · strategy

164

closed trades

43%

win rate

-477.92

total pnl ($)

0.476

weight

7d window — n=37 wr=49% pnl=-112.08 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:34	BTC	Buy	59630→58163	-12.75	stop_loss
06-30 13:34	BTC	Buy	59736→58237	-12.99	stop_loss
06-30 12:58	BTC	Buy	59892→58397.9	-12.91	stop_loss
06-30 12:24	BTC	Buy	60285→58801.6	-12.74	stop_loss
06-30 02:40	BTC	Buy	59632→59997	+2.68	timeout
06-30 01:31	BTC	Buy	59280→60001	+5.70	timeout
06-30 00:23	BTC	Buy	59207→60067	+6.86	timeout
06-29 23:10	BTC	Buy	59289→60320	+8.27	timeout
06-29 18:38	BTC	Buy	59606→60227	+4.61	timeout
06-29 01:01	BTC	Buy	60128→59619	-4.73	timeout
06-28 23:55	BTC	Buy	60006→59628	-3.67	timeout
06-28 22:53	BTC	Buy	60183→59028	-10.07	timeout
06-28 21:51	BTC	Buy	60139→59345	-7.07	timeout
06-28 17:12	BTC	Buy	60535→59590	-8.23	timeout
06-27 20:23	BTC	Buy	59699→60248	+4.20	timeout
06-27 19:17	BTC	Buy	59943→60538	+4.55	timeout
06-27 18:18	BTC	Buy	59977→60514	+4.05	timeout
06-27 17:15	BTC	Buy	60127→60541	+2.97	timeout
06-27 16:17	BTC	Buy	60204→60697	+3.68	timeout
06-26 19:17	BTC	Buy	59213→59926	+5.45	timeout
06-26 18:15	BTC	Buy	59413→60040	+4.73	timeout
06-26 17:18	BTC	Buy	59473→60044	+4.25	timeout
06-26 16:15	BTC	Buy	59713→60137	+3.01	timeout
06-26 15:13	BTC	Buy	59063→59758	+5.38	timeout
06-25 13:58	BTC	Buy	59670→58198	-12.71	stop_loss
06-25 13:55	BTC	Buy	59853→58379.9	-12.68	stop_loss
06-25 13:55	BTC	Buy	59877→58396.9	-12.75	stop_loss
06-25 13:48	BTC	Buy	60951→59452.3	-12.69	stop_loss
06-25 13:46	BTC	Buy	61098.1→59595.2	-12.70	stop_loss
06-24 14:19	BTC	Buy	62459.1→60880.5	-13.09	stop_loss
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.75	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 13:21	BTC	Buy	62098.1→62137.9	-0.14	timeout
06-24 12:16	BTC	Buy	62396.1→62842.9	+3.13	timeout
06-24 11:09	BTC	Buy	62304.1→62313.9	-0.40	timeout
06-24 10:08	BTC	Buy	62480.1→62601.9	+0.45	timeout
06-24 09:02	BTC	Buy	62396.1→62674.9	+1.73	timeout
06-23 08:20	BTC	Buy	63890.2→62314.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	63949.2→62369.7	-12.81	stop_loss
06-23 08:17	BTC	Buy	63980.2→62369.7	-13.06	stop_loss
06-23 06:18	BTC	Buy	64644.2→63053.3	-12.77	stop_loss
06-22 23:17	BTC	Buy	63681.2→63904.8	+1.30	timeout
06-22 22:14	BTC	Buy	63588.2→64310.8	+5.23	timeout
06-22 21:09	BTC	Buy	63637.2→64373.8	+5.32	timeout
06-22 20:07	BTC	Buy	64228.2→64550.8	+2.02	timeout
06-22 19:04	BTC	Buy	64196.2→64306.8	+0.35	timeout
06-21 22:26	BTC	Buy	64152.2→63698.8	-3.97	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 20:21	BTC	Buy	63930.2→64048.8	+0.48	timeout
06-21 19:21	BTC	Buy	63888.2→64168.8	+1.78	timeout
06-21 18:17	BTC	Buy	63815.2→63967.8	+0.83	timeout
06-20 21:25	BTC	Buy	63172.2→63945.8	+5.68	timeout
06-20 20:25	BTC	Buy	63023.2→63912.8	+6.64	timeout
06-20 19:25	BTC	Buy	62983.1→63878.8	+6.67	timeout
06-20 18:16	BTC	Buy	63134.2→63811.8	+4.91	timeout
06-20 17:14	BTC	Buy	62952.1→63906.8	+7.10	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-19 19:22	BTC	Buy	62717.1→62988.9	+1.69	timeout
06-19 18:21	BTC	Buy	62852.1→63115.8	+1.64	timeout
06-19 17:12	BTC	Buy	62385.1→62984.9	+4.36	timeout
06-19 16:23	BTC	Buy	62722.1→63266.8	+3.87	timeout
06-18 15:40	BTC	Buy	64202.2→62623.5	-12.71	stop_loss
06-18 15:40	BTC	Buy	64352.2→62767.5	-12.73	stop_loss
06-18 15:40	BTC	Buy	64358.2→62775.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64492.2→62891.4	-12.84	stop_loss
06-18 15:37	BTC	Buy	64466.2→62877.4	-12.75	stop_loss
06-17 22:03	BTC	Buy	65484.3→63853.9	-12.89	stop_loss
06-17 22:03	BTC	Buy	65522.3→63910.8	-12.73	stop_loss
06-17 19:41	BTC	Buy	65759.3→64136.7	-12.81	stop_loss
06-17 19:29	BTC	Buy	65867.3→64246.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	65951.3→64327.6	-12.76	stop_loss
06-17 16:59	BTC	Buy	65732.3→65814.7	+0.11	timeout
06-17 15:57	BTC	Buy	65934.3→65735.7	-1.89	timeout
06-17 14:55	BTC	Buy	65639.3→65191.7	-3.86	timeout
06-17 00:21	BTC	Buy	66319.3→65717.7	-5.05	timeout
06-16 23:16	BTC	Buy	66204.3→65721.7	-4.18	timeout
06-16 14:48	BTC	Buy	66631.3→65684.7	-7.64	timeout
06-16 14:23	BTC	Buy	67181.4→65514.9	-12.93	stop_loss
06-16 13:49	BTC	Buy	66554.3→66158.7	-3.51	timeout
06-15 23:16	BTC	Buy	65598.3→66202.7	+4.11	timeout
06-15 22:09	BTC	Buy	65029.3→66418.7	+10.19	timeout
06-15 13:19	BTC	Buy	64000.2→66813.7	+21.54	take_profit
06-15 13:06	BTC	Buy	63800.2→66602.7	+21.53	take_profit
06-15 13:00	BTC	Buy	63798.2→66599.7	+21.52	take_profit
06-14 22:31	BTC	Buy	64508.2→65208.7	+4.93	timeout
06-14 21:22	BTC	Buy	64220.2→64660.8	+2.95	timeout
06-14 20:18	BTC	Buy	64273.2→63803.8	-4.15	timeout
06-14 19:15	BTC	Buy	64160.2→63766.8	-3.59	timeout
06-14 18:13	BTC	Buy	64052.2→63706.8	-3.24	timeout
06-13 21:52	BTC	Buy	63469.2→64491.8	+7.58	timeout
06-13 20:48	BTC	Buy	63424.2→64220.8	+5.81	timeout
06-13 19:40	BTC	Buy	63699.2→64260.8	+3.96	timeout
06-13 18:40	BTC	Buy	63836.2→64247.8	+2.77	timeout
06-13 17:34	BTC	Buy	63800.2→64075.8	+1.70	timeout
06-12 20:37	BTC	Buy	63294.2→63515.8	+1.28	timeout
06-12 19:32	BTC	Buy	63875.2→63641.8	-2.28	timeout
06-12 18:27	BTC	Buy	63408.2→63690.8	+1.76	timeout
06-12 17:00	BTC	Buy	62532.1→63932.8	+10.73	timeout
06-12 15:56	BTC	Buy	62619.1→63656.8	+7.81	timeout
06-11 19:19	BTC	Buy	61744.1→63589.8	+14.36	timeout

Paper vs Live

Paper (trades.jsonl)

164

closed

43%

win rate

-477.92

total pnl ($)

-58.0 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	164	43%	-58.0	-477.92

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 03:39	BTC	Buy	circuit_breaker
06-30 02:33	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…