deribit_basis_change_long_v2 · strategy

closed trades

42%

win rate

-199.27

total pnl ($)

1.259

weight

7d window — n=7 wr=71% pnl=+4.48 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 84 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 15:11	BTC	Buy	59893→60833	+7.40	timeout
06-27 14:13	BTC	Buy	60035→60584	+4.12	timeout
06-27 12:12	BTC	Buy	59462→60243	+6.09	timeout
06-27 11:08	BTC	Buy	59451→60340	+6.99	timeout
06-27 10:20	BTC	Buy	59734→60444	+5.45	timeout
06-26 13:19	BTC	Buy	60139→58651.7	-12.82	stop_loss
06-26 12:42	BTC	Buy	60534→59045.5	-12.75	stop_loss
06-17 19:40	BTC	Buy	65809.3→64190.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65860.3→64238.7	-12.77	stop_loss
06-17 15:17	BTC	Buy	65839.3→65217.7	-5.11	timeout
06-17 14:15	BTC	Buy	66009.3→65338.7	-5.53	timeout
06-17 11:05	BTC	Buy	66155.3→64525.5	-12.84	stop_loss
06-17 03:51	BTC	Buy	66111.3→65801.7	-2.84	timeout
06-16 23:33	BTC	Buy	66189.3→65715.7	-4.08	timeout
06-16 14:12	BTC	Buy	66411.3→66055.7	-3.21	timeout
06-16 13:06	BTC	Buy	66587.3→66316.7	-2.56	timeout
06-16 12:09	BTC	Buy	66181.3→66461.7	+1.59	timeout
06-16 02:18	BTC	Buy	65700.3→66042.7	+2.14	timeout
06-15 22:42	BTC	Buy	65353.3→66251.7	+6.38	timeout
06-15 13:06	BTC	Buy	63804.2→66609.7	+21.55	take_profit
06-15 07:45	BTC	Buy	64297.2→65716.7	+10.59	timeout
06-15 05:57	BTC	Buy	64323.2→65823.7	+11.20	timeout
06-15 01:20	BTC	Buy	64653.2→65428.7	+5.53	timeout
06-14 21:44	BTC	Buy	64563.2→65261.7	+4.91	timeout
06-14 17:12	BTC	Buy	63928.2→63921.8	-0.57	timeout
06-14 00:23	BTC	Buy	63580.2→64430.8	+6.22	timeout
06-13 23:14	BTC	Buy	63453.2→64427.8	+7.21	timeout
06-13 22:08	BTC	Buy	63525.2→64411.8	+6.50	timeout
06-13 21:06	BTC	Buy	63459.2→64280.8	+6.00	timeout
06-13 16:57	BTC	Buy	63906.2→63998.8	+0.27	timeout
06-12 23:34	BTC	Buy	63485.2→63451.8	-0.76	timeout
06-12 22:15	BTC	Buy	63609.2→63503.8	-1.33	timeout
06-12 21:17	BTC	Buy	63502.2→63608.8	+0.36	timeout
06-12 20:15	BTC	Buy	63485.2→63521.8	-0.17	timeout
06-12 16:40	BTC	Buy	62702.1→63947.8	+9.44	timeout
06-11 19:26	BTC	Buy	61710.1→63624.8	+14.93	timeout
06-11 18:20	BTC	Buy	61920.1→63529.8	+12.42	timeout
06-11 16:51	BTC	Buy	62000.1→62579.9	+4.17	timeout
06-11 15:45	BTC	Buy	62369.1→62654.9	+1.69	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.41	timeout
06-10 19:08	BTC	Buy	61846.1→61896.9	-0.10	timeout
06-10 18:04	BTC	Buy	61698.1→62063.9	+2.47	timeout
06-10 16:20	BTC	Buy	60923→62259.9	+10.47	timeout
06-10 15:18	BTC	Buy	61610.1→61916.9	+1.99	timeout
06-09 15:56	BTC	Buy	62598.1→61058.4	-12.83	stop_loss
06-09 14:47	BTC	Buy	62705.1→61162.3	-12.76	stop_loss
06-09 14:18	BTC	Buy	63314.2→61757	-12.75	stop_loss
06-09 14:17	BTC	Buy	63399.2→61839	-12.76	stop_loss
06-09 14:10	BTC	Buy	63610.2→62045.9	-12.76	stop_loss
06-09 05:53	BTC	Buy	62644.1→63354.8	+5.17	timeout
06-09 04:48	BTC	Buy	62793.1→63283.8	+3.46	timeout
06-09 02:24	BTC	Buy	63064.2→62656.9	-3.66	timeout
06-09 01:23	BTC	Buy	62991.1→62754.9	-2.32	timeout
06-08 08:41	BTC	Buy	62432.1→63087.8	+4.72	timeout
06-07 06:36	BTC	Buy	61041.1→62108.9	+8.34	timeout
06-07 05:33	BTC	Buy	60633→61632.9	+7.83	timeout
06-07 04:33	BTC	Buy	59632→61546.9	+15.61	timeout
06-06 23:24	BTC	Buy	60917→60642	-2.64	timeout
06-06 20:19	BTC	Buy	60889→60605	-2.71	timeout
06-06 04:32	BTC	Buy	61169.1→59664.2	-12.75	stop_loss
06-06 04:14	BTC	Buy	61562.1→60045	-12.78	stop_loss
06-06 04:12	BTC	Buy	61758.1→60238.9	-12.76	stop_loss
06-05 20:50	BTC	Buy	59175→61772.9	+21.50	take_profit
06-05 18:55	BTC	Buy	60569→59079.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60776→59280.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60855→59358.3	-12.76	stop_loss
06-05 18:51	BTC	Buy	61036.1→59535.2	-12.75	stop_loss
06-05 15:41	BTC	Buy	61516.1→59994	-12.81	stop_loss
06-05 14:06	BTC	Buy	61985.1→60437.7	-12.93	stop_loss
06-05 14:04	BTC	Buy	62069.1→60542.7	-12.75	stop_loss
06-05 13:53	BTC	Buy	62578.1→61038.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62922.1→61373.2	-12.76	stop_loss
06-05 12:11	BTC	Buy	62435.1→62213.9	-2.26	timeout
06-05 06:23	BTC	Buy	62756.1→61211.3	-12.70	stop_loss
06-05 06:00	BTC	Buy	63742.2→62174.8	-12.70	stop_loss
06-05 05:59	BTC	Buy	63797.2→62226.8	-12.72	stop_loss
06-05 02:32	BTC	Buy	63170.2→62724.9	-3.95	timeout
06-04 11:10	BTC	Buy	63777.2→62208.8	-12.73	stop_loss
06-04 10:48	BTC	Buy	63923.2→62350.7	-12.72	stop_loss
06-04 09:29	BTC	Buy	64317.2→62725.5	-12.82	stop_loss
06-04 09:29	BTC	Buy	64354.2→62771.5	-12.74	stop_loss
06-03 23:48	BTC	Buy	65790.3→64171.7	-12.75	stop_loss
06-03 20:55	BTC	Buy	66420.3→64783.4	-12.79	stop_loss
06-02 14:01	BTC	Buy	70367.5→68630.2	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

-199.27

total pnl ($)

-47.1 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	84	42%	-47.1	-199.27

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…