deribit_basis_roll_change_carry_long · strategy

101

closed trades

46%

win rate

-325.61

total pnl ($)

0.561

weight

7d window — n=25 wr=44% pnl=-115.17 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 03:23	BTC	Buy	60244→60035	-2.21	timeout
06-29 01:08	BTC	Buy	60014→59508	-4.70	timeout
06-28 23:00	BTC	Buy	60198→59052	-10.02	timeout
06-28 00:44	BTC	Buy	59933→60108	+1.03	timeout
06-27 22:44	BTC	Buy	59959→60145	+1.15	timeout
06-27 20:47	BTC	Buy	59642→60265	+4.83	timeout
06-26 21:13	BTC	Buy	59526→59681	+0.78	timeout
06-26 18:20	BTC	Buy	59662→60023	+2.46	timeout
06-26 15:58	BTC	Buy	59520→60298	+6.00	timeout
06-25 17:22	BTC	Buy	59349→59449	+0.45	timeout
06-25 13:57	BTC	Buy	59789→58256.9	-13.19	stop_loss
06-25 13:48	BTC	Buy	61037.1→59475.3	-13.18	stop_loss
06-24 17:47	BTC	Buy	60671→59117.5	-13.24	stop_loss
06-24 15:56	BTC	Buy	61865.1→60280.8	-13.25	stop_loss
06-24 14:19	BTC	Buy	62556.1→60953.5	-13.26	stop_loss
06-24 14:13	BTC	Buy	62670.1→61066.4	-13.24	stop_loss
06-24 12:28	BTC	Buy	62367.1→62753.9	+2.65	timeout
06-24 10:11	BTC	Buy	62434.1→62557.9	+0.48	timeout
06-24 08:10	BTC	Buy	62806.1→62592.9	-2.24	timeout
06-23 08:20	BTC	Buy	63942.2→62303.7	-13.26	stop_loss
06-23 06:21	BTC	Buy	64206.2→62560.6	-13.28	stop_loss
06-23 06:21	BTC	Buy	64366.2→62715.5	-13.29	stop_loss
06-23 02:06	BTC	Buy	64544.2→64110.8	-3.81	timeout
06-22 20:31	BTC	Buy	64082.2→64405.8	+2.05	timeout
06-22 18:16	BTC	Buy	63976.2→64693.8	+5.09	timeout
06-21 22:01	BTC	Buy	63961.2→63658.8	-2.81	timeout
06-21 20:04	BTC	Buy	63909.2→64147.8	+1.42	timeout
06-21 16:52	BTC	Buy	64010.2→64165.8	+0.83	timeout
06-20 20:43	BTC	Buy	63048.2→63844.8	+5.89	timeout
06-20 18:43	BTC	Buy	63030.2→63807.8	+5.73	timeout
06-20 16:36	BTC	Buy	63255.2→63887.8	+4.48	timeout
06-19 18:33	BTC	Buy	62791.1→63082.8	+1.86	timeout
06-19 16:46	BTC	Buy	62756.1→63210.8	+3.21	timeout
06-19 15:10	BTC	Buy	63670.2→63151.8	-4.42	timeout
06-18 15:40	BTC	Buy	64336.2→62668.5	-13.13	stop_loss
06-18 14:52	BTC	Buy	65256.3→63582	-13.25	stop_loss
06-18 13:56	BTC	Buy	65272.3→63953.8	-10.54	timeout
06-17 19:50	BTC	Buy	65728.3→64039.8	-13.29	stop_loss
06-17 08:39	BTC	Buy	66680.3→64973.2	-13.29	stop_loss
06-17 05:53	BTC	Buy	66097.3→65767.7	-2.97	timeout
06-16 19:19	BTC	Buy	66535.3→65583.7	-7.70	timeout
06-16 05:48	BTC	Buy	65753.3→66034.7	+1.76	timeout
06-16 03:37	BTC	Buy	65722.3→66010.7	+1.79	timeout
06-15 15:47	BTC	Buy	63801.2→66991.7	+24.55	take_profit
06-15 05:07	BTC	Buy	64357.2→65584.7	+9.07	timeout
06-15 03:03	BTC	Buy	64482.2→65457.7	+7.08	timeout
06-14 18:47	BTC	Buy	64223.2→63779.8	-3.99	timeout
06-14 03:01	BTC	Buy	63665.2→64445.8	+5.71	timeout
06-14 01:00	BTC	Buy	63604.2→64548.8	+7.01	timeout
06-13 18:42	BTC	Buy	63876.2→64247.8	+2.45	timeout
06-13 01:17	BTC	Buy	63477.2→63645.8	+0.82	timeout
06-12 23:18	BTC	Buy	63368.2→63425.8	-0.02	timeout
06-12 17:58	BTC	Buy	63534.2→63814.8	+1.74	timeout
06-11 21:01	BTC	Buy	61761.1→63406.8	+12.73	timeout
06-11 18:50	BTC	Buy	61696.1→63492.8	+13.98	timeout
06-11 16:46	BTC	Buy	62155.1→62590.9	+3.00	timeout
06-10 19:49	BTC	Buy	61807.1→61946.9	+0.61	timeout
06-10 17:48	BTC	Buy	61584.1→61971.9	+2.66	timeout
06-10 15:48	BTC	Buy	61235.1→62286.9	+8.12	timeout
06-09 15:56	BTC	Buy	62657.1→61052.4	-13.26	stop_loss
06-09 14:29	BTC	Buy	63181.2→61563.1	-13.26	stop_loss
06-09 08:23	BTC	Buy	62988.1→62912.9	-1.06	timeout
06-09 06:20	BTC	Buy	63019.2→63396.8	+2.50	timeout
06-08 22:00	BTC	Buy	61788.1→63555.8	+13.82	timeout
06-08 07:32	BTC	Buy	62228.1→63177.8	+7.15	timeout
06-08 05:30	BTC	Buy	61718.1→62688.9	+7.41	timeout
06-07 21:16	BTC	Buy	60863→61886.9	+7.98	timeout
06-07 06:47	BTC	Buy	60873→62086.9	+9.57	timeout
06-07 04:47	BTC	Buy	59879→61721.9	+14.96	timeout
06-06 19:33	BTC	Buy	59605→60608	+8.02	timeout
06-06 04:34	BTC	Buy	61028.1→59465.3	-13.25	stop_loss
06-06 04:15	BTC	Buy	61576.1→60000	-13.25	stop_loss
06-05 18:52	BTC	Buy	60776→59220.4	-13.26	stop_loss
06-05 18:52	BTC	Buy	60785→59229.4	-13.25	stop_loss
06-05 16:11	BTC	Buy	61425.1→59831.1	-13.39	stop_loss
06-05 13:57	BTC	Buy	62425.1→60827.5	-13.25	stop_loss
06-05 13:48	BTC	Buy	63148.2→61532.1	-13.25	stop_loss
06-05 06:23	BTC	Buy	62881.1→61272.3	-13.24	stop_loss
06-05 06:20	BTC	Buy	63290.2→61670.1	-13.20	stop_loss
06-05 06:03	BTC	Buy	63669.2→62038.9	-13.19	stop_loss
06-05 02:41	BTC	Buy	63287.2→62836.9	-3.97	timeout
06-04 10:49	BTC	Buy	63883.2→62248.7	-13.22	stop_loss
06-04 01:22	BTC	Buy	64334.2→62687.5	-13.25	stop_loss
06-04 00:29	BTC	Buy	65084.3→63418.1	-13.25	stop_loss
06-03 20:55	BTC	Buy	66433.3→64733.4	-13.29	stop_loss
06-03 19:52	BTC	Buy	67198.4→65476	-13.30	stop_loss
06-03 16:25	BTC	Buy	67309.4→65584.9	-13.27	stop_loss
06-03 03:49	BTC	Buy	67377.4→65651.9	-13.26	stop_loss
06-03 03:48	BTC	Buy	67395.4→65670.9	-13.25	stop_loss
06-03 03:43	BTC	Buy	67607.4→65870.8	-13.30	stop_loss
06-02 14:27	BTC	Buy	69527.5→67745.7	-13.27	stop_loss
06-02 14:21	BTC	Buy	69994.5→68203.5	-13.26	stop_loss
06-02 12:31	BTC	Buy	70963.5→69147.9	-13.30	stop_loss
05-31 16:39	BTC	Buy	73927.7→73508.3	-3.35	timeout
05-31 13:14	BTC	Buy	73740.7→73911.3	+0.60	timeout
05-31 09:44	BTC	Buy	73529.7→73951.3	+2.27	timeout
05-30 11:23	BTC	Buy	73620.7→73529.3	-1.13	timeout
05-30 08:58	BTC	Buy	73633.7→73482.3	-1.52	timeout
05-29 17:00	BTC	Buy	73437.7→74040.3	+3.61	timeout
05-29 09:52	BTC	Buy	73523.7→73705.3	+0.71	timeout

Paper vs Live

Paper (trades.jsonl)

101

closed

46%

win rate

-325.61

total pnl ($)

-64.3 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	101	46%	-64.3	-325.61

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…