deribit_basis_change_long_24h · strategy

161

closed trades

44%

win rate

-473.15

total pnl ($)

0.395

weight

7d window — n=35 wr=40% pnl=-134.57 · 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 06:12	BTC	Buy	60087→59887	-2.11	timeout
06-27 20:52	BTC	Buy	59758→60258	+3.79	timeout
06-27 18:44	BTC	Buy	59738→60519	+6.11	timeout
06-27 16:39	BTC	Buy	60169→60717	+4.10	timeout
06-27 15:35	BTC	Buy	60148→60756	+4.62	timeout
06-27 04:07	BTC	Buy	59882→60390	+3.80	timeout
06-26 19:15	BTC	Buy	59235→59943	+5.40	timeout
06-26 17:17	BTC	Buy	59476→60103	+4.73	timeout
06-26 15:06	BTC	Buy	59224→59597	+2.55	timeout
06-26 14:31	BTC	Buy	59229→59959	+5.66	timeout
06-26 02:21	BTC	Buy	59803→58328.9	-12.75	stop_loss
06-25 18:49	BTC	Buy	59455→59463	-0.35	timeout
06-25 13:59	BTC	Buy	59555→58088	-12.68	stop_loss
06-25 13:53	BTC	Buy	60239→58755.7	-12.69	stop_loss
06-25 13:53	BTC	Buy	60451→58959.6	-12.70	stop_loss
06-25 13:46	BTC	Buy	61162.1→59650.2	-12.75	stop_loss
06-24 16:51	BTC	Buy	61038.1→59536.2	-12.74	stop_loss
06-24 15:44	BTC	Buy	62041.1→60515.7	-12.74	stop_loss
06-24 14:19	BTC	Buy	62419.1→60882.5	-12.75	stop_loss
06-24 13:48	BTC	Buy	62777.1→61232.3	-12.75	stop_loss
06-24 12:04	BTC	Buy	62453.1→62929.9	+3.36	timeout
06-24 10:54	BTC	Buy	62257.1→62490.9	+1.40	timeout
06-24 09:47	BTC	Buy	62366.1→62648.9	+1.76	timeout
06-24 08:46	BTC	Buy	62306.1→62745.9	+3.01	timeout
06-24 06:54	BTC	Buy	62923.1→62758.9	-1.81	timeout
06-23 06:51	BTC	Buy	63935.2→62886.9	-8.68	timeout
06-23 06:08	BTC	Buy	64664.2→63073.3	-12.78	stop_loss
06-23 06:08	BTC	Buy	64707.2→63115.3	-12.77	stop_loss
06-23 05:23	BTC	Buy	65004.3→63403.1	-12.78	stop_loss
06-23 05:15	BTC	Buy	65129.3→63527	-12.77	stop_loss
06-22 09:59	BTC	Buy	64179.2→64098.8	-1.17	timeout
06-22 08:56	BTC	Buy	63949.2→64115.8	+0.77	timeout
06-22 07:48	BTC	Buy	64193.2→64231.8	-0.13	timeout
06-22 04:36	BTC	Buy	64534.2→64025.8	-4.41	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-21 09:39	BTC	Buy	63621.2→64140.8	+3.51	timeout
06-21 08:17	BTC	Buy	63529.2→64060.8	+3.63	timeout
06-21 03:11	BTC	Buy	63335.2→64265.8	+6.89	timeout
06-20 22:26	BTC	Buy	63280.2→64147.8	+6.40	timeout
06-20 21:22	BTC	Buy	63191.2→63908.8	+5.24	timeout
06-20 01:37	BTC	Buy	62885.1→63546.8	+4.80	timeout
06-20 00:35	BTC	Buy	62993.1→63743.8	+5.48	timeout
06-19 23:29	BTC	Buy	62836.1→63281.8	+3.07	timeout
06-19 17:07	BTC	Buy	62494.1→62970.9	+3.36	timeout
06-19 16:28	BTC	Buy	62627.1→63334.8	+5.20	timeout
06-18 15:51	BTC	Buy	64173.2→62591.6	-12.69	stop_loss
06-18 15:40	BTC	Buy	64277.2→62696.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64354.2→62771.5	-12.50	stop_loss
06-18 15:37	BTC	Buy	64448.2→62843.4	-12.69	stop_loss
06-18 15:37	BTC	Buy	64447.2→62843.4	-12.66	stop_loss
06-18 08:39	BTC	Buy	65037.3→64529.8	-4.39	timeout
06-17 22:03	BTC	Buy	65504.3→63891.8	-12.75	stop_loss
06-17 19:44	BTC	Buy	65696.3→64080.7	-12.75	stop_loss
06-17 19:40	BTC	Buy	65825.3→64204.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65885.3→64247.6	-12.88	stop_loss
06-17 15:51	BTC	Buy	65873.3→65743.7	-1.45	timeout
06-17 06:06	BTC	Buy	66114.3→65809.7	-2.78	timeout
06-17 01:49	BTC	Buy	66361.3→65793.7	-4.74	timeout
06-17 00:30	BTC	Buy	66214.3→65709.7	-4.30	timeout
06-16 23:03	BTC	Buy	66178.3→65767.7	-3.64	timeout
06-16 14:34	BTC	Buy	66511.3→65455.7	-8.46	timeout
06-16 03:20	BTC	Buy	67252.4→65598.9	-12.72	stop_loss
06-16 00:46	BTC	Buy	65499.3→66387.7	+6.33	timeout
06-15 23:01	BTC	Buy	65367.3→66174.7	+5.68	timeout
06-15 21:55	BTC	Buy	65431.3→66373.7	+6.70	timeout
06-15 13:24	BTC	Buy	64058.2→66870.7	+21.51	take_profit
06-15 13:06	BTC	Buy	63800.2→66601.7	+21.52	take_profit
06-14 23:20	BTC	Buy	64554.2→65560.7	+7.31	timeout
06-14 21:43	BTC	Buy	64601.2→65173.7	+3.94	timeout
06-14 20:38	BTC	Buy	64238.2→64037.8	-2.04	timeout
06-14 19:36	BTC	Buy	64222.2→63792.8	-3.84	timeout
06-14 18:35	BTC	Buy	64188.2→63722.8	-4.17	timeout
06-13 22:36	BTC	Buy	63502.2→64507.8	+7.44	timeout
06-13 21:34	BTC	Buy	63511.2→64250.8	+5.35	timeout
06-13 20:28	BTC	Buy	63494.2→64225.8	+5.31	timeout
06-13 18:42	BTC	Buy	63876.2→64247.8	+2.45	timeout
06-13 17:37	BTC	Buy	63827.2→64088.8	+1.58	timeout
06-12 20:53	BTC	Buy	63344.2→63417.8	+0.10	timeout
06-12 19:47	BTC	Buy	63683.2→63590.8	-1.19	timeout
06-12 18:31	BTC	Buy	63429.2→63710.8	+1.75	timeout
06-12 17:14	BTC	Buy	62443.1→63869.8	+10.96	timeout
06-12 15:56	BTC	Buy	62619.1→63738.8	+8.44	timeout
06-11 19:33	BTC	Buy	61893.1→63871.8	+15.41	timeout
06-11 18:26	BTC	Buy	61854.1→63415.8	+12.04	timeout
06-11 17:22	BTC	Buy	62033.1→62346.9	+1.99	timeout
06-11 16:20	BTC	Buy	62309.1→62776.9	+3.21	timeout
06-11 15:15	BTC	Buy	61854.1→62687.9	+6.19	timeout
06-10 19:09	BTC	Buy	61836.1→61890.9	-0.08	timeout
06-10 18:04	BTC	Buy	61642.1→62039.9	+2.74	timeout
06-10 16:30	BTC	Buy	61016.1→62250.9	+9.58	timeout
06-10 15:28	BTC	Buy	61389.1→62273.9	+6.70	timeout
06-10 14:36	BTC	Buy	61472.1→61896.9	+2.97	timeout
06-09 15:56	BTC	Buy	62592.1→61052.4	-12.75	stop_loss
06-09 14:39	BTC	Buy	62873.1→61327.3	-12.75	stop_loss
06-09 14:29	BTC	Buy	63131.2→61578.1	-12.76	stop_loss
06-09 14:17	BTC	Buy	63384.2→61825	-12.75	stop_loss
06-09 13:36	BTC	Buy	63703.2→62115.8	-12.90	stop_loss
06-09 10:29	BTC	Buy	63104.2→62701.9	-3.59	timeout
06-09 06:45	BTC	Buy	63008.2→63346.8	+2.19	timeout
06-08 23:22	BTC	Buy	62850.1→63171.8	+2.09	timeout

Paper vs Live

Paper (trades.jsonl)

161

closed

44%

win rate

-473.15

total pnl ($)

-58.5 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	161	44%	-58.5	-473.15

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…