deribit_basis_roll_change_discount_long · strategy

164

closed trades

43%

win rate

-441.32

total pnl ($)

0.365

weight

7d window — n=37 wr=41% pnl=-129.32 · 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 12:58	BTC	Buy	59832→58360.9	-12.74	stop_loss
06-30 12:21	BTC	Buy	60370→58885.6	-12.73	stop_loss
06-30 08:34	BTC	Buy	59875→59296	-5.26	timeout
06-30 03:54	BTC	Buy	60003→59579	-3.91	timeout
06-30 00:43	BTC	Buy	59297→59694	+2.95	timeout
06-29 19:17	BTC	Buy	59431→60218	+6.02	timeout
06-29 17:05	BTC	Buy	59661→60227	+4.14	timeout
06-29 07:14	BTC	Buy	60121→60011	-1.38	timeout
06-28 23:55	BTC	Buy	60006→59628	-3.66	timeout
06-28 21:51	BTC	Buy	60139→59345	-7.07	timeout
06-28 17:50	BTC	Buy	60584→59528	-9.13	timeout
06-28 15:46	BTC	Buy	60731→59915	-7.22	timeout
06-28 04:28	BTC	Buy	60382→60174	-2.18	timeout
06-27 22:16	BTC	Buy	59911→60008	+0.42	timeout
06-27 20:15	BTC	Buy	59709→60240	+4.05	timeout
06-27 16:29	BTC	Buy	60037→60691	+5.04	timeout
06-27 14:18	BTC	Buy	59868→60615	+5.78	timeout
06-27 02:27	BTC	Buy	58709.9→60320	+13.23	timeout
06-26 19:56	BTC	Buy	59316→59808	+3.57	timeout
06-26 17:53	BTC	Buy	59504→59997	+3.60	timeout
06-26 15:52	BTC	Buy	59310→60168	+6.77	timeout
06-26 13:58	BTC	Buy	58200.9→60056	+15.44	timeout
06-26 02:21	BTC	Buy	59812→58340.9	-12.74	stop_loss
06-25 18:02	BTC	Buy	59344→59662	+2.26	timeout
06-25 13:53	BTC	Buy	60344→58775.7	-13.39	stop_loss
06-25 13:53	BTC	Buy	60372→58887.6	-12.70	stop_loss
06-25 13:48	BTC	Buy	61027.1→59525.2	-12.72	stop_loss
06-25 13:48	BTC	Buy	61041.1→59540.2	-12.72	stop_loss
06-24 16:51	BTC	Buy	61325.1→59817.1	-12.72	stop_loss
06-24 15:33	BTC	Buy	62184.1→60654.6	-12.67	stop_loss
06-24 14:13	BTC	Buy	62668.1→61127.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62672.1→61128.4	-12.76	stop_loss
06-24 13:46	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	62360.1→61483.9	-7.47	timeout
06-24 11:42	BTC	Buy	62564.1→62632.9	+0.08	timeout
06-24 09:39	BTC	Buy	62426.1→62662.9	+1.37	timeout
06-24 07:38	BTC	Buy	62967.1→62602.9	-3.39	timeout
06-23 08:28	BTC	Buy	63458.2→61895.9	-12.75	stop_loss
06-23 08:17	BTC	Buy	64011.2→62435.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64200.2→62619.5	-12.79	stop_loss
06-23 06:06	BTC	Buy	64158.2→63299.8	-7.17	timeout
06-23 05:15	BTC	Buy	65115.3→63514	-12.76	stop_loss
06-23 03:58	BTC	Buy	63923.2→64021.8	+0.32	timeout
06-23 01:30	BTC	Buy	64640.2→64155.8	-4.18	timeout
06-22 10:41	BTC	Buy	64341.2→64069.8	-2.65	timeout
06-22 08:41	BTC	Buy	63916.2→64112.8	+1.04	timeout
06-22 02:02	BTC	Buy	64209.2→64517.8	+1.87	timeout
06-21 23:54	BTC	Buy	64258.2→63300.8	-8.05	timeout
06-21 21:54	BTC	Buy	64012.2→63767.8	-2.36	timeout
06-21 07:50	BTC	Buy	63702.2→64193.8	+3.41	timeout
06-21 05:48	BTC	Buy	63601.2→64209.8	+4.33	timeout
06-21 01:42	BTC	Buy	63528.2→64193.8	+4.74	timeout
06-20 23:39	BTC	Buy	63313.2→64290.8	+7.26	timeout
06-20 20:53	BTC	Buy	63165.2→63905.8	+5.43	timeout
06-20 06:07	BTC	Buy	62767.1→63678.8	+6.81	timeout
06-20 04:07	BTC	Buy	62749.1→63429.8	+4.99	timeout
06-20 01:34	BTC	Buy	62833.1→63554.8	+5.29	timeout
06-19 22:19	BTC	Buy	62788.1→63165.8	+2.51	timeout
06-19 19:31	BTC	Buy	62772.1→62953.9	+0.97	timeout
06-18 17:27	BTC	Buy	63778.2→62208.8	-12.62	stop_loss
06-18 15:51	BTC	Buy	64117.2→62522.6	-12.85	stop_loss
06-18 15:40	BTC	Buy	64179.2→62600.6	-12.73	stop_loss
06-18 15:37	BTC	Buy	64444.2→62843.4	-12.85	stop_loss
06-18 15:37	BTC	Buy	64571.2→62983.3	-12.73	stop_loss
06-17 19:41	BTC	Buy	65758.3→64139.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65795.3→64175.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65957.3→64331.6	-12.78	stop_loss
06-17 19:29	BTC	Buy	66057.3→64432.5	-12.78	stop_loss
06-17 18:12	BTC	Buy	66086.3→65359.7	-6.04	timeout
06-17 16:07	BTC	Buy	65812.3→65791.7	-0.52	timeout
06-17 04:10	BTC	Buy	66155.3→65844.7	-2.85	timeout
06-17 02:03	BTC	Buy	66317.3→65876.7	-3.82	timeout
06-16 23:58	BTC	Buy	66307.3→65596.7	-5.96	timeout
06-16 14:44	BTC	Buy	66505.3→65633.7	-7.09	timeout
06-16 14:23	BTC	Buy	67153.4→65496	-12.86	stop_loss
06-16 02:24	BTC	Buy	65664.3→66003.7	+2.13	timeout
06-16 00:11	BTC	Buy	65732.3→66370.7	+4.49	timeout
06-15 22:04	BTC	Buy	65302.3→66407.7	+7.96	timeout
06-15 13:20	BTC	Buy	64030.2→66841.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63822.2→66625.7	+21.53	take_profit
06-15 02:11	BTC	Buy	64592.2→65587.7	+7.22	timeout
06-14 21:56	BTC	Buy	64486.2→65421.7	+6.76	timeout
06-14 19:54	BTC	Buy	64291.2→63750.8	-4.70	timeout
06-14 15:44	BTC	Buy	64226.2→64028.8	-2.00	timeout
06-14 13:41	BTC	Buy	64198.2→64249.8	-0.05	timeout
06-14 00:05	BTC	Buy	63527.2→64414.8	+6.53	timeout
06-13 21:53	BTC	Buy	63450.2→64496.8	+7.77	timeout
06-13 18:41	BTC	Buy	63858.2→64246.8	+2.58	timeout
06-13 14:17	BTC	Buy	63471.2→64162.8	+4.95	timeout
06-13 12:06	BTC	Buy	63642.2→63883.8	+1.37	timeout
06-12 22:42	BTC	Buy	63493.2→63473.8	-0.65	timeout
06-12 19:44	BTC	Buy	63707.2→63623.8	-1.11	timeout
06-12 17:20	BTC	Buy	62392.1→63805.8	+10.86	timeout
06-12 12:20	BTC	Buy	62933.1→63572.8	+4.56	timeout
06-12 10:10	BTC	Buy	62915.1→63779.8	+6.32	timeout
06-11 18:37	BTC	Buy	61806.1→63499.8	+13.13	timeout
06-11 16:31	BTC	Buy	62190.1→62573.9	+2.53	timeout
06-11 14:28	BTC	Buy	62066.1→62877.9	+5.99	timeout
06-11 10:19	BTC	Buy	61171.1→62789.9	+12.65	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.95	timeout

Paper vs Live

Paper (trades.jsonl)

164

closed

43%

win rate

-441.32

total pnl ($)

-53.4 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	164	43%	-53.4	-441.32

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…