deribit_basis_momentum_rolling_long · strategy

123

closed trades

50%

win rate

-175.96

total pnl ($)

1.070

weight

7d window — n=23 wr=57% pnl=-9.42 · 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 02:29	BTC	Buy	59514→59945	+3.21	timeout
06-29 18:45	BTC	Buy	60068→60236	+0.87	timeout
06-29 11:59	BTC	Buy	59559→59917	+2.48	timeout
06-29 05:11	BTC	Buy	59622→59525	-1.26	timeout
06-28 23:28	BTC	Buy	60312→59431	-7.76	timeout
06-28 15:53	BTC	Buy	60132→59924	-2.19	timeout
06-28 10:30	BTC	Buy	60101→60072	-0.71	timeout
06-28 02:40	BTC	Buy	60594→60106	-4.48	timeout
06-27 17:39	BTC	Buy	60181→60613	+3.14	timeout
06-27 13:34	BTC	Buy	59929→60419	+3.63	timeout
06-27 04:16	BTC	Buy	60196→60355	+0.87	timeout
06-27 00:10	BTC	Buy	59409→60082	+5.20	timeout
06-26 14:58	BTC	Buy	58517.9→59584	+8.63	timeout
06-26 10:58	BTC	Buy	60689→59192.4	-12.79	stop_loss
06-26 03:52	BTC	Buy	59315→59688	+2.73	timeout
06-26 02:29	BTC	Buy	59360→58781.1	-5.30	timeout
06-25 13:44	BTC	Buy	61537.1→60023	-12.72	stop_loss
06-25 13:41	BTC	Buy	61887.1→60361.8	-12.76	stop_loss
06-25 07:31	BTC	Buy	59737→61802.9	+16.86	timeout
06-25 05:02	BTC	Buy	59960→61469.9	+12.15	timeout
06-24 13:57	BTC	Buy	62770.1→61223.3	-12.77	stop_loss
06-24 05:20	BTC	Buy	62552.1→62796.9	+1.47	timeout
06-24 03:57	BTC	Buy	62407.1→62726.9	+2.08	timeout
06-23 01:35	BTC	Buy	65156.3→64078.8	-8.70	timeout
06-22 08:26	BTC	Buy	64071.2→64232.8	+0.78	timeout
06-21 21:27	BTC	Buy	64055.2→63693.8	-3.27	timeout
06-21 19:48	BTC	Buy	64194.2→64159.8	-0.71	timeout
06-21 07:03	BTC	Buy	63826.2→64223.8	+2.67	timeout
06-20 20:18	BTC	Buy	63524.2→63921.8	+2.70	timeout
06-20 02:04	BTC	Buy	63196.2→63501.8	+1.97	timeout
06-20 00:53	BTC	Buy	62776.1→63490.8	+5.25	timeout
06-19 13:43	BTC	Buy	62869.1→63038.8	+0.95	timeout
06-19 12:39	BTC	Buy	62980.1→62513.9	-4.11	timeout
06-18 15:57	BTC	Buy	63858.2→62287.7	-12.69	stop_loss
06-18 15:57	BTC	Buy	63900.2→62315.7	-12.71	stop_loss
06-18 11:15	BTC	Buy	64300.2→64005.8	-2.78	timeout
06-18 05:03	BTC	Buy	65333.3→63721.9	-12.79	stop_loss
06-17 21:22	BTC	Buy	64923.2→64281.8	-5.38	timeout
06-17 18:16	BTC	Buy	65824.3→65370.7	-3.95	timeout
06-17 08:51	BTC	Buy	65828.3→64896.8	-7.53	timeout
06-17 05:42	BTC	Buy	65714.3→65891.7	+0.88	timeout
06-16 20:15	BTC	Buy	66448.3→65755.7	-5.71	timeout
06-16 17:06	BTC	Buy	65859.3→65720.7	-1.56	timeout
06-16 07:24	BTC	Buy	66543.3→66339.7	-1.94	timeout
06-16 04:20	BTC	Buy	67119.4→66070.7	-8.24	timeout
06-15 18:40	BTC	Buy	65776.3→66787.7	+7.18	timeout
06-15 16:07	BTC	Buy	65772.3→67118.6	+9.77	timeout
06-15 05:59	BTC	Buy	63713.2→65830.7	+16.16	timeout
06-15 03:52	BTC	Buy	64024.2→65899.7	+14.18	timeout
06-14 17:31	BTC	Buy	64278.2→63876.8	-3.61	timeout
06-14 15:17	BTC	Buy	64492.2→64047.8	-3.90	timeout
06-14 04:24	BTC	Buy	63973.2→64468.8	+3.45	timeout
06-14 02:55	BTC	Buy	64206.2→64466.8	+1.59	timeout
06-13 15:25	BTC	Buy	63541.2→64275.8	+5.32	timeout
06-13 12:17	BTC	Buy	63558.2→63919.8	+2.36	timeout
06-13 02:43	BTC	Buy	63562.2→63650.8	+0.25	timeout
06-12 23:35	BTC	Buy	63657.2→63468.8	-1.95	timeout
06-12 13:42	BTC	Buy	63348.2→63097.8	-2.46	timeout
06-12 10:33	BTC	Buy	63543.2→63673.8	+0.53	timeout
06-12 00:56	BTC	Buy	62991.1→63695.8	+5.08	timeout
06-11 22:09	BTC	Buy	62893.1→63632.8	+5.36	timeout
06-11 11:43	BTC	Buy	61558.1→63105.8	+12.06	timeout
06-11 09:36	BTC	Buy	61638.1→62897.9	+9.70	timeout
06-10 23:08	BTC	Buy	61003.1→61279.9	+1.83	timeout
06-10 20:50	BTC	Buy	61209.1→61783.9	+4.23	timeout
06-10 05:49	BTC	Buy	61592.1→62016.9	+3.06	timeout
06-10 04:48	BTC	Buy	61366.1→62016.9	+4.92	timeout
06-09 15:55	BTC	Buy	62612.1→61071.4	-12.76	stop_loss
06-09 15:55	BTC	Buy	62640.1→61099.4	-12.75	stop_loss
06-09 11:22	BTC	Buy	63176.2→62482.9	-5.91	timeout
06-09 09:17	BTC	Buy	63702.2→62875.9	-6.93	timeout
06-08 23:14	BTC	Buy	63365.2→63550.8	+1.00	timeout
06-08 21:07	BTC	Buy	63216.2→63644.8	+2.92	timeout
06-08 10:19	BTC	Buy	63324.2→63264.8	-0.91	timeout
06-08 07:01	BTC	Buy	61871.1→62978.9	+8.49	timeout
06-07 21:34	BTC	Buy	62530.1→61712.9	-6.97	timeout
06-07 18:38	BTC	Buy	62083.1→62157.9	+0.18	timeout
06-07 08:51	BTC	Buy	60696→62804.9	+16.94	timeout
06-07 05:41	BTC	Buy	60627→61776.9	+9.06	timeout
06-06 20:11	BTC	Buy	61129.1→60513	-5.45	timeout
06-06 17:04	BTC	Buy	59795→60706	+7.18	timeout
06-06 07:45	BTC	Buy	59758→61063.9	+10.45	timeout
06-06 04:31	BTC	Buy	61230.1→59722.1	-12.77	stop_loss
06-05 18:52	BTC	Buy	60776→59280.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60888→59390.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61662.1→60144.9	-12.74	stop_loss
06-05 13:52	BTC	Buy	62581.1→61042.4	-12.75	stop_loss
06-05 06:03	BTC	Buy	63615.2→62050.9	-12.74	stop_loss
06-05 06:03	BTC	Buy	63630.2→62064.8	-12.73	stop_loss
06-05 04:14	BTC	Buy	63646.2→62826.9	-6.86	timeout
06-04 22:25	BTC	Buy	62756.1→63353.8	+4.33	timeout
06-04 14:50	BTC	Buy	63541.2→63880.8	+2.23	timeout
06-04 09:27	BTC	Buy	64428.2→62842.4	-12.75	stop_loss
06-04 00:27	BTC	Buy	65178.3→63575	-12.75	stop_loss
06-04 00:25	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-03 19:55	BTC	Buy	66840.3→65166.1	-12.99	stop_loss
06-03 16:36	BTC	Buy	66359.3→65757.7	-5.02	timeout
06-03 10:43	BTC	Buy	66877.3→67257.6	+2.33	timeout
06-03 03:33	BTC	Buy	67656.4→65992.7	-12.75	stop_loss
06-02 14:22	BTC	Buy	69876.5→68156.5	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

123

closed

50%

win rate

-175.96

total pnl ($)

-28.4 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	123	50%	-28.4	-175.96

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 05:05	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…