deribit_basis_change_long · strategy

196

closed trades

41%

win rate

-520.83

total pnl ($)

0.466

weight

7d window — n=41 wr=39% pnl=-114.13 · 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 12:20	BTC	Buy	60399→58907.6	-12.78	stop_loss
06-30 12:06	BTC	Buy	60465→58977.5	-12.73	stop_loss
06-30 10:57	BTC	Buy	59861→59368	-4.56	timeout
06-30 09:44	BTC	Buy	59811→59326	-4.49	timeout
06-29 17:41	BTC	Buy	59780→60431	+4.88	timeout
06-29 16:27	BTC	Buy	59269→59568	+1.96	timeout
06-29 15:22	BTC	Buy	59647→59208	-4.19	timeout
06-29 14:08	BTC	Buy	59503→59277	-2.43	timeout
06-28 21:59	BTC	Buy	60177→59391	-6.99	timeout
06-28 19:45	BTC	Buy	60223→59409	-7.19	timeout
06-28 18:37	BTC	Buy	60085→59573	-4.69	timeout
06-28 17:33	BTC	Buy	59956→59580	-3.57	timeout
06-28 02:53	BTC	Buy	60463→60134	-3.18	timeout
06-28 00:39	BTC	Buy	60289→60099	-1.97	timeout
06-27 23:38	BTC	Buy	60190→59992	-2.06	timeout
06-27 22:37	BTC	Buy	60358→60198	-1.73	timeout
06-27 08:26	BTC	Buy	60007→60452	+3.25	timeout
06-27 06:00	BTC	Buy	59407→60199	+6.23	timeout
06-27 04:58	BTC	Buy	59253→60189	+7.46	timeout
06-27 04:08	BTC	Buy	59709→60406	+5.39	timeout
06-26 13:19	BTC	Buy	60140→58656.7	-12.79	stop_loss
06-26 11:37	BTC	Buy	59665→59458	-2.23	timeout
06-26 10:33	BTC	Buy	59466→59747	+1.88	timeout
06-26 09:28	BTC	Buy	59227→60087	+6.81	timeout
06-26 08:27	BTC	Buy	59419→60228	+6.41	timeout
06-25 13:51	BTC	Buy	60669→59162.4	-12.82	stop_loss
06-25 13:46	BTC	Buy	61227.1→59718.1	-12.77	stop_loss
06-25 13:46	BTC	Buy	61233.1→59724.1	-12.77	stop_loss
06-25 13:08	BTC	Buy	59668→61176.9	+12.20	timeout
06-25 12:06	BTC	Buy	59539→61224.9	+13.70	timeout
06-25 10:40	BTC	Buy	60275→61484.9	+9.57	timeout
06-24 17:20	BTC	Buy	60988→59485.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61114.1→59582.2	-12.96	stop_loss
06-24 14:13	BTC	Buy	62620.1→61073.4	-12.79	stop_loss
06-24 14:02	BTC	Buy	62695.1→61149.4	-12.77	stop_loss
06-24 14:02	BTC	Buy	62700.1→61158.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62964.1→61415.2	-12.75	stop_loss
06-24 04:43	BTC	Buy	62216.1→62647.9	+2.97	timeout
06-24 03:42	BTC	Buy	62363.1→62787.9	+2.91	timeout
06-24 02:41	BTC	Buy	62337.1→62754.9	+2.87	timeout
06-24 00:50	BTC	Buy	62922.1→62988.9	+0.08	timeout
06-23 06:20	BTC	Buy	64377.2→62789.4	-12.80	stop_loss
06-23 06:18	BTC	Buy	64568.2→62975.3	-12.80	stop_loss
06-23 06:18	BTC	Buy	64652.2→63061.3	-12.77	stop_loss
06-23 05:25	BTC	Buy	64952.2→63355.1	-12.76	stop_loss
06-22 17:18	BTC	Buy	63704.2→64606.8	+6.63	timeout
06-22 16:14	BTC	Buy	63595.2→64696.8	+8.24	timeout
06-22 15:09	BTC	Buy	63637.2→64982.8	+10.05	timeout
06-22 14:07	BTC	Buy	64228.2→65296.7	+7.76	timeout
06-21 22:44	BTC	Buy	64478.2→63639.8	-6.94	timeout
06-21 21:41	BTC	Buy	64393.2→63868.8	-4.52	timeout
06-21 20:38	BTC	Buy	64237.2→64002.8	-2.28	timeout
06-21 19:22	BTC	Buy	64225.2→64168.8	-0.86	timeout
06-21 03:37	BTC	Buy	63660.2→64353.8	+5.00	timeout
06-21 02:27	BTC	Buy	63470.2→64199.8	+5.28	timeout
06-21 01:22	BTC	Buy	63727.2→64218.8	+3.37	timeout
06-21 00:14	BTC	Buy	63614.2→64225.8	+4.30	timeout
06-20 08:48	BTC	Buy	63301.2→63417.8	+0.39	timeout
06-20 07:47	BTC	Buy	63179.2→63713.8	+3.78	timeout
06-20 06:43	BTC	Buy	62542.1→63715.8	+8.92	timeout
06-20 05:29	BTC	Buy	62634.1→63618.8	+7.41	timeout
06-19 14:00	BTC	Buy	62932.1→63173.8	+1.54	timeout
06-19 12:59	BTC	Buy	62680.1→62765.9	+0.30	timeout
06-19 11:29	BTC	Buy	62520.1→62618.9	+0.40	timeout
06-19 10:24	BTC	Buy	62704.1→62440.9	-2.48	timeout
06-18 15:56	BTC	Buy	63953.2→62379.7	-12.73	stop_loss
06-18 15:51	BTC	Buy	64085.2→62506.6	-12.75	stop_loss
06-18 15:40	BTC	Buy	64329.2→62746.5	-12.74	stop_loss
06-18 15:37	BTC	Buy	64479.2→62892.4	-12.75	stop_loss
06-18 14:02	BTC	Buy	64275.2→63894.8	-3.40	timeout
06-18 08:41	BTC	Buy	65041.3→64513.8	-4.50	timeout
06-18 06:59	BTC	Buy	65021.3→64070.8	-7.76	timeout
06-18 05:50	BTC	Buy	64829.2→63877.8	-7.81	timeout
06-17 19:29	BTC	Buy	65902.3→64254.6	-12.96	stop_loss
06-17 16:30	BTC	Buy	65744.3→66227.7	+3.26	timeout
06-17 14:11	BTC	Buy	65682.3→65260.7	-3.68	timeout
06-17 11:54	BTC	Buy	65957.3→64830.8	-9.05	timeout
06-17 10:52	BTC	Buy	65736.3→64819.8	-7.49	timeout
06-16 20:44	BTC	Buy	65841.3→65812.7	-0.74	timeout
06-16 19:44	BTC	Buy	66326.3→65618.7	-5.85	timeout
06-16 17:06	BTC	Buy	66245.3→65719.7	-4.50	timeout
06-16 16:05	BTC	Buy	66413.3→65867.7	-4.52	timeout
06-16 02:39	BTC	Buy	65700.3→65838.7	+0.59	timeout
06-16 01:08	BTC	Buy	65781.3→66311.7	+3.60	timeout
06-15 22:35	BTC	Buy	65704.3→66215.7	+3.41	timeout
06-15 21:13	BTC	Buy	65673.3→66442.7	+5.36	timeout
06-15 07:18	BTC	Buy	64371.2→65856.7	+11.08	timeout
06-15 06:14	BTC	Buy	64478.2→65859.7	+10.25	timeout
06-15 03:49	BTC	Buy	64565.2→65874.7	+9.66	timeout
06-15 02:44	BTC	Buy	64455.2→65597.7	+8.38	timeout
06-14 12:38	BTC	Buy	64228.2→64293.8	+0.07	timeout
06-14 11:22	BTC	Buy	64027.2→64500.8	+3.24	timeout
06-14 09:12	BTC	Buy	64255.2→64412.8	+0.74	timeout
06-14 08:10	BTC	Buy	64136.2→64412.8	+1.65	timeout
06-13 17:22	BTC	Buy	63424.2→64017.8	+4.23	timeout
06-13 16:16	BTC	Buy	63499.2→64022.8	+3.69	timeout
06-13 15:08	BTC	Buy	63535.2→64194.8	+4.71	timeout
06-13 14:03	BTC	Buy	63607.2→64126.8	+3.60	timeout
06-12 23:15	BTC	Buy	63437.2→63466.8	-0.25	timeout
06-12 22:00	BTC	Buy	63495.2→63512.8	-0.34	timeout

Paper vs Live

Paper (trades.jsonl)

196

closed

41%

win rate

-520.83

total pnl ($)

-52.8 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	196	41%	-52.8	-520.83

Recent bounces (last 20 of 5)

time	sym	side	reason
06-30 15:53	BTC	Buy	circuit_breaker
06-30 14:50	BTC	Buy	circuit_breaker
06-30 14:50	BTC	Buy	circuit_breaker
06-30 14:01	BTC	Buy	circuit_breaker
06-30 11:32	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…