deribit_basis_roll_change_long_v2 · strategy

123

closed trades

37%

win rate

-473.22

total pnl ($)

0.250

weight

7d window — n=28 wr=18% pnl=-194.83 · 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 15:06	BTC	Buy	59621→58154	-12.77	stop_loss
06-30 12:57	BTC	Buy	59914→58437.8	-12.75	stop_loss
06-30 09:43	BTC	Buy	59683→59310	-3.56	timeout
06-30 08:38	BTC	Buy	59669→59198	-4.37	timeout
06-30 07:30	BTC	Buy	59512→59506	-0.53	timeout
06-30 05:12	BTC	Buy	59604→59367	-2.34	timeout
06-29 15:20	BTC	Buy	60250→59324	-8.26	timeout
06-28 20:54	BTC	Buy	60501→59635	-7.58	timeout
06-28 19:44	BTC	Buy	60443→59410	-8.98	timeout
06-28 18:43	BTC	Buy	60386→59587	-7.03	timeout
06-28 16:36	BTC	Buy	60377→59618	-6.74	timeout
06-28 02:12	BTC	Buy	59968→60252	+1.89	timeout
06-27 07:24	BTC	Buy	59200→60395	+9.63	timeout
06-27 06:22	BTC	Buy	59544→60160	+4.73	timeout
06-27 05:23	BTC	Buy	59455→60240	+6.16	timeout
06-27 03:17	BTC	Buy	58883.9→60186	+10.61	timeout
06-26 13:19	BTC	Buy	59974→58498.8	-12.76	stop_loss
06-26 02:24	BTC	Buy	59751→58277.9	-12.76	stop_loss
06-25 13:57	BTC	Buy	59737→58267.9	-12.67	stop_loss
06-25 13:55	BTC	Buy	59930→58455.8	-12.67	stop_loss
06-25 13:48	BTC	Buy	60754→59258.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60852→59351.3	-12.73	stop_loss
06-25 13:46	BTC	Buy	61086.1→59570.2	-12.80	stop_loss
06-24 15:43	BTC	Buy	62052.1→60524.7	-12.67	stop_loss
06-24 15:08	BTC	Buy	62345.1→60810.5	-12.69	stop_loss
06-24 14:19	BTC	Buy	62422.1→60880.5	-12.78	stop_loss
06-24 14:19	BTC	Buy	62420.1→60880.5	-12.76	stop_loss
06-24 14:19	BTC	Buy	62525.1→60959.5	-12.95	stop_loss
06-23 08:24	BTC	Buy	63730.2→62162.8	-12.69	stop_loss
06-23 08:24	BTC	Buy	63819.2→62246.7	-12.71	stop_loss
06-23 08:17	BTC	Buy	63979.2→62369.7	-13.11	stop_loss
06-23 06:22	BTC	Buy	64090.2→62513.6	-12.79	stop_loss
06-23 06:20	BTC	Buy	64517.2→62928.4	-12.81	stop_loss
06-22 03:05	BTC	Buy	63942.2→64106.8	+0.72	timeout
06-22 02:01	BTC	Buy	63366.2→64561.8	+8.86	timeout
06-22 00:58	BTC	Buy	63622.2→63815.8	+1.01	timeout
06-21 21:38	BTC	Buy	63623.2→63736.8	+0.44	timeout
06-21 20:16	BTC	Buy	63541.2→64122.8	+4.14	timeout
06-20 14:29	BTC	Buy	62932.1→63350.8	+2.78	timeout
06-20 13:25	BTC	Buy	62977.1→63309.8	+2.13	timeout
06-20 12:21	BTC	Buy	62900.1→63719.8	+6.00	timeout
06-20 08:21	BTC	Buy	63118.2→63517.8	+2.61	timeout
06-20 05:19	BTC	Buy	62574.1→63717.8	+8.70	timeout
06-18 15:57	BTC	Buy	63926.2→62353.7	-12.59	stop_loss
06-18 15:40	BTC	Buy	64183.2→62602.6	-12.47	stop_loss
06-18 15:40	BTC	Buy	64345.2→62758.5	-12.53	stop_loss
06-18 15:37	BTC	Buy	64587.2→62995.3	-12.54	stop_loss
06-18 15:37	BTC	Buy	64588.2→62995.3	-12.35	stop_loss
06-18 05:03	BTC	Buy	65314.3→63704.9	-12.79	stop_loss
06-17 19:50	BTC	Buy	65665.3→64044.8	-12.80	stop_loss
06-17 19:41	BTC	Buy	65760.3→64127.7	-12.90	stop_loss
06-17 19:40	BTC	Buy	65823.3→64204.7	-12.76	stop_loss
06-17 11:05	BTC	Buy	66184.3→64544.5	-12.97	stop_loss
06-17 07:27	BTC	Buy	66602.3→65513.7	-8.66	timeout
06-17 06:17	BTC	Buy	66810.3→65820.7	-7.90	timeout
06-17 05:16	BTC	Buy	66924.3→65742.7	-9.34	timeout
06-16 14:23	BTC	Buy	67194.4→65540.9	-12.83	stop_loss
06-15 22:28	BTC	Buy	64578.2→66144.7	+11.61	timeout
06-15 15:47	BTC	Buy	64314.2→67155.6	+21.66	take_profit
06-15 15:47	BTC	Buy	64294.2→67116.6	+21.53	take_profit
06-15 15:47	BTC	Buy	64286.2→67112.6	+21.56	take_profit
06-15 15:47	BTC	Buy	64284.2→67106.6	+21.53	take_profit
06-14 09:02	BTC	Buy	63468.2→64393.8	+6.76	timeout
06-14 07:57	BTC	Buy	63585.2→64429.8	+5.97	timeout
06-14 07:00	BTC	Buy	63673.2→64257.8	+4.14	timeout
06-14 05:59	BTC	Buy	63844.2→64333.8	+3.40	timeout
06-14 04:53	BTC	Buy	63928.2→64301.8	+2.54	timeout
06-12 20:23	BTC	Buy	62847.1→63505.8	+4.77	timeout
06-12 19:16	BTC	Buy	62615.1→63672.8	+7.98	timeout
06-12 18:10	BTC	Buy	62650.1→63775.8	+8.52	timeout
06-12 17:04	BTC	Buy	62570.1→63961.8	+10.60	timeout
06-12 15:57	BTC	Buy	62717.1→63676.8	+7.07	timeout
06-11 06:51	BTC	Buy	61715.1→62785.9	+8.00	timeout
06-11 05:47	BTC	Buy	61621.1→62641.9	+7.61	timeout
06-11 04:46	BTC	Buy	61316.1→62670.9	+10.37	timeout
06-11 03:44	BTC	Buy	61289.1→62343.9	+7.97	timeout
06-11 02:47	BTC	Buy	61224.1→61995.9	+5.77	timeout
06-09 15:55	BTC	Buy	62613.1→61073.4	-12.75	stop_loss
06-09 14:30	BTC	Buy	62988.1→61426.2	-12.86	stop_loss
06-09 14:29	BTC	Buy	63107.2→61555.1	-12.76	stop_loss
06-09 14:29	BTC	Buy	63135.2→61582.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63449.2→61888.9	-12.75	stop_loss
06-09 11:32	BTC	Buy	63195.2→62554.9	-5.44	timeout
06-09 06:49	BTC	Buy	62167.1→63358.8	+9.05	timeout
06-08 23:32	BTC	Buy	62547.1→63043.8	+3.48	timeout
06-08 22:28	BTC	Buy	62483.1→63300.8	+6.04	timeout
06-08 18:11	BTC	Buy	61669.1→63538.8	+14.58	timeout
06-07 22:15	BTC	Buy	61335.1→64027.8	+21.50	take_profit
06-07 19:18	BTC	Buy	62812.1→61267.3	-12.72	stop_loss
06-07 18:21	BTC	Buy	61154.1→62196.9	+8.14	timeout
06-07 08:48	BTC	Buy	60187→62829.9	+21.52	take_profit
06-07 08:46	BTC	Buy	60061→62697.9	+21.52	take_profit
06-07 08:06	BTC	Buy	60141→62247.9	+17.19	timeout
06-07 03:57	BTC	Buy	60465→61648.9	+9.31	timeout
06-06 04:27	BTC	Buy	61372.1→59855.1	-12.81	stop_loss
06-06 04:20	BTC	Buy	61443.1→59932	-12.75	stop_loss
06-06 04:11	BTC	Buy	61760.1→60240.9	-12.76	stop_loss
06-05 21:04	BTC	Buy	59364→61969.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60716→59222.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60811→59314.4	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

123

closed

37%

win rate

-473.22

total pnl ($)

-76.8 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	37%	-76.8	-473.22

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…