deribit_basis_change_4h_2pct_long · strategy

103

closed trades

41%

win rate

-425.73

total pnl ($)

0.288

weight

7d window — n=20 wr=20% pnl=-162.35 · 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 20:50	BTC	Buy	60382→59629	-6.65	timeout
06-28 18:45	BTC	Buy	60415→59565	-7.44	timeout
06-28 16:43	BTC	Buy	60351→59591	-6.75	timeout
06-27 16:59	BTC	Buy	59869→60776	+7.11	timeout
06-27 07:43	BTC	Buy	59302→60417	+8.84	timeout
06-27 05:39	BTC	Buy	59686→60172	+3.64	timeout
06-27 03:36	BTC	Buy	59398→60334	+7.43	timeout
06-26 02:21	BTC	Buy	59903→58367.9	-13.26	stop_loss
06-25 13:58	BTC	Buy	59622→58096	-13.17	stop_loss
06-25 13:54	BTC	Buy	60212→58537.8	-14.27	stop_loss
06-25 13:51	BTC	Buy	60662→59109.5	-13.18	stop_loss
06-25 13:48	BTC	Buy	60889→59318.4	-13.29	stop_loss
06-24 15:33	BTC	Buy	62228.1→60633.6	-13.17	stop_loss
06-24 15:31	BTC	Buy	62298.1→60703.6	-13.17	stop_loss
06-24 15:28	BTC	Buy	62370.1→60770.6	-13.18	stop_loss
06-24 13:46	BTC	Buy	62936.1→61325.3	-13.24	stop_loss
06-23 12:15	BTC	Buy	63477.2→62398.9	-8.66	timeout
06-23 08:27	BTC	Buy	63610.2→61981.9	-13.16	stop_loss
06-23 06:21	BTC	Buy	64231.2→62565.6	-13.47	stop_loss
06-23 06:20	BTC	Buy	64562.2→62906.4	-13.32	stop_loss
06-22 01:00	BTC	Buy	63601.2→63901.8	+1.85	timeout
06-21 22:50	BTC	Buy	63633.2→63666.8	-0.15	timeout
06-21 20:45	BTC	Buy	63432.2→63927.8	+3.45	timeout
06-21 18:41	BTC	Buy	63695.2→64154.8	+3.23	timeout
06-20 11:30	BTC	Buy	62873.1→63666.8	+5.80	timeout
06-20 08:44	BTC	Buy	63118.2→63416.8	+1.75	timeout
06-20 06:39	BTC	Buy	62692.1→63699.8	+7.57	timeout
06-20 04:32	BTC	Buy	62521.1→63526.8	+7.61	timeout
06-18 15:40	BTC	Buy	64252.2→62604.6	-12.98	stop_loss
06-18 15:40	BTC	Buy	64333.2→62683.5	-13.01	stop_loss
06-18 15:37	BTC	Buy	64600.2→62947.4	-12.81	stop_loss
06-18 15:37	BTC	Buy	64630.2→62973.3	-13.04	stop_loss
06-17 19:50	BTC	Buy	65660.3→63964.8	-13.37	stop_loss
06-17 19:39	BTC	Buy	65909.3→64222.7	-13.28	stop_loss
06-17 19:29	BTC	Buy	66041.3→64348.6	-13.31	stop_loss
06-17 11:05	BTC	Buy	66263.3→64567.5	-13.37	stop_loss
06-17 06:14	BTC	Buy	66768.3→65829.7	-7.52	timeout
06-16 14:23	BTC	Buy	67189.4→65464	-13.37	stop_loss
06-16 11:52	BTC	Buy	65706.3→66391.7	+4.63	timeout
06-15 23:38	BTC	Buy	64606.2→66176.7	+11.64	timeout
06-15 15:54	BTC	Buy	64337.2→67245.6	+22.18	take_profit
06-15 15:52	BTC	Buy	64319.2→67209.6	+22.04	take_profit
06-14 23:17	BTC	Buy	63929.2→65575.7	+12.36	timeout
06-14 09:32	BTC	Buy	63540.2→64381.8	+6.09	timeout
06-14 05:37	BTC	Buy	63858.2→64295.8	+3.00	timeout
06-14 03:27	BTC	Buy	64257.2→64507.8	+1.54	timeout
06-13 10:12	BTC	Buy	63572.2→63734.8	+0.70	timeout
06-12 19:31	BTC	Buy	62741.1→63641.8	+6.72	timeout
06-12 16:51	BTC	Buy	62792.1→63907.8	+8.37	timeout
06-12 14:36	BTC	Buy	61977.1→63656.8	+12.99	timeout
06-11 20:34	BTC	Buy	61380.1→63367.8	+15.54	timeout
06-11 05:57	BTC	Buy	61702.1→62621.9	+6.78	timeout
06-11 04:01	BTC	Buy	61128.1→62561.9	+11.08	timeout
06-11 02:20	BTC	Buy	61777.1→62254.9	+3.34	timeout
06-09 14:30	BTC	Buy	63074.2→61457.2	-13.28	stop_loss
06-09 14:17	BTC	Buy	63436.2→61812	-13.26	stop_loss
06-09 13:36	BTC	Buy	63751.2→62107.8	-13.34	stop_loss
06-09 11:57	BTC	Buy	63198.2→62576.9	-5.28	timeout
06-08 22:49	BTC	Buy	62414.1→63291.8	+6.54	timeout
06-08 20:40	BTC	Buy	62381.1→63376.8	+7.47	timeout
06-08 18:31	BTC	Buy	62020.1→63575.8	+12.00	timeout
06-07 22:15	BTC	Buy	61455.1→64214.8	+22.00	take_profit
06-07 18:26	BTC	Buy	61043.1→62179.9	+8.92	timeout
06-07 08:48	BTC	Buy	60105→62803.9	+22.03	take_profit
06-07 08:17	BTC	Buy	60715→62290.9	+12.65	timeout
06-07 06:14	BTC	Buy	60605→61654.9	+8.28	timeout
06-06 04:31	BTC	Buy	61310.1→59741.1	-13.25	stop_loss
06-06 04:14	BTC	Buy	61599.1→60022	-13.26	stop_loss
06-05 18:54	BTC	Buy	60654→59101.5	-13.26	stop_loss
06-05 18:52	BTC	Buy	60850→59291.4	-13.26	stop_loss
06-05 13:59	BTC	Buy	62273.1→60676.6	-13.27	stop_loss
06-05 13:56	BTC	Buy	62565.1→60963.5	-13.25	stop_loss
06-05 13:56	BTC	Buy	62579.1→60977.4	-13.26	stop_loss
06-05 13:52	BTC	Buy	62674.1→61068.4	-13.26	stop_loss
06-05 06:20	BTC	Buy	63246.2→61612.1	-13.29	stop_loss
06-05 06:03	BTC	Buy	63615.2→61978.9	-13.31	stop_loss
06-05 06:03	BTC	Buy	63713.2→62079.8	-13.20	stop_loss
06-05 03:01	BTC	Buy	64070.2→62417.7	-13.32	stop_loss
06-04 11:10	BTC	Buy	63813.2→62179.8	-13.22	stop_loss
06-04 01:22	BTC	Buy	64239.2→62595.6	-13.24	stop_loss
06-04 00:29	BTC	Buy	65084.3→63418.1	-13.25	stop_loss
06-03 20:55	BTC	Buy	66374.3→64652.4	-13.46	stop_loss
06-03 20:55	BTC	Buy	66654.3→64948.3	-13.30	stop_loss
06-03 20:43	BTC	Buy	66868.3→65148.2	-13.37	stop_loss
06-03 19:55	BTC	Buy	66997.3→65282.1	-13.28	stop_loss
06-03 03:49	BTC	Buy	67355.4→65631.9	-13.25	stop_loss
06-03 03:43	BTC	Buy	67504.4→65774.8	-13.27	stop_loss
06-02 19:32	BTC	Buy	68675.4→66658.3	-15.14	stop_loss
06-02 14:26	BTC	Buy	69587.5→67805.7	-13.26	stop_loss
06-02 14:21	BTC	Buy	69983.5→68173.5	-13.39	stop_loss
06-02 01:37	BTC	Buy	72673.6→70812	-13.35	stop_loss
06-01 22:26	BTC	Buy	73541.7→71242.8	-16.19	stop_loss
06-01 22:26	BTC	Buy	73456.7→71242.8	-15.64	stop_loss
06-01 22:26	BTC	Buy	73634.7→71242.8	-16.87	stop_loss
06-01 01:38	BTC	Buy	73670.7→73606.3	-1.01	timeout
05-31 21:44	BTC	Buy	73529.7→73716.3	+0.82	timeout
05-31 20:39	BTC	Buy	73524.7→73667.3	+0.53	timeout
05-31 13:10	BTC	Buy	73545.7→73900.3	+1.80	timeout
05-30 04:09	BTC	Buy	72841.6→73347.3	+2.96	timeout
05-30 01:49	BTC	Buy	72875.6→73589.3	+4.38	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

41%

win rate

-425.73

total pnl ($)

-82.5 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	103	41%	-82.5	-425.73

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 21:24	BTC	Buy	circuit_breaker
06-28 17:23	BTC	Buy	circuit_breaker
06-28 17:23	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…