deribit_basis_roll_change_long_v3 · strategy

166

closed trades

44%

win rate

-527.51

total pnl ($)

0.339

weight

7d window — n=40 wr=48% pnl=-149.92 · 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 00:38	BTC	Buy	59073→59779	+5.55	timeout
06-29 23:42	BTC	Buy	59758→60231	+3.53	timeout
06-29 22:26	BTC	Buy	59352→60419	+8.47	timeout
06-29 21:25	BTC	Buy	59667→60276	+4.50	timeout
06-29 19:34	BTC	Buy	59588→60298	+5.36	timeout
06-28 22:18	BTC	Buy	59961→59436	-4.84	timeout
06-28 21:15	BTC	Buy	60359→59653	-6.30	timeout
06-28 19:28	BTC	Buy	60251→59496	-6.70	timeout
06-28 18:02	BTC	Buy	60427→59630	-7.01	timeout
06-28 16:14	BTC	Buy	60736→59806	-8.11	timeout
06-27 20:51	BTC	Buy	59748→60258	+3.88	timeout
06-27 19:48	BTC	Buy	59866→60136	+1.85	timeout
06-27 18:50	BTC	Buy	59644→60500	+6.75	timeout
06-27 16:43	BTC	Buy	60152→60753	+4.55	timeout
06-27 15:43	BTC	Buy	60457→60774	+2.19	timeout
06-26 19:00	BTC	Buy	59490→59632	+0.62	timeout
06-26 18:00	BTC	Buy	59649→60003	+2.41	timeout
06-26 16:56	BTC	Buy	59183→60005	+6.40	timeout
06-26 15:44	BTC	Buy	59154→60429	+10.25	timeout
06-26 14:47	BTC	Buy	59378→59631	+1.63	timeout
06-25 13:59	BTC	Buy	59513→58033.1	-12.80	stop_loss
06-25 13:58	BTC	Buy	59600→58132	-12.69	stop_loss
06-25 13:57	BTC	Buy	59836→58325.9	-12.98	stop_loss
06-25 13:53	BTC	Buy	60274→58766.7	-12.87	stop_loss
06-25 13:48	BTC	Buy	60818→59315.4	-12.74	stop_loss
06-24 16:51	BTC	Buy	61315.1→59803.1	-12.75	stop_loss
06-24 15:08	BTC	Buy	62338.1→60799.5	-12.78	stop_loss
06-24 14:13	BTC	Buy	62670.1→61126.4	-12.76	stop_loss
06-24 13:57	BTC	Buy	62738.1→61194.3	-12.75	stop_loss
06-24 13:46	BTC	Buy	62855.1→61308.3	-12.75	stop_loss
06-24 11:49	BTC	Buy	62458.1→62908.9	+3.15	timeout
06-24 10:40	BTC	Buy	62274.1→62568.9	+1.87	timeout
06-24 09:34	BTC	Buy	62445.1→62666.9	+1.25	timeout
06-24 08:33	BTC	Buy	62195.1→62756.9	+4.02	timeout
06-24 07:20	BTC	Buy	63044.2→62696.9	-3.24	timeout
06-23 08:17	BTC	Buy	63925.2→62346.7	-12.81	stop_loss
06-23 08:17	BTC	Buy	63987.2→62403.7	-12.83	stop_loss
06-23 06:22	BTC	Buy	64098.2→62503.6	-12.90	stop_loss
06-23 06:21	BTC	Buy	64359.2→62776.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64393.2→62809.4	-12.76	stop_loss
06-23 01:59	BTC	Buy	64548.2→64138.8	-3.61	timeout
06-23 00:32	BTC	Buy	63747.2→63948.8	+1.15	timeout
06-22 23:33	BTC	Buy	63392.2→63977.8	+4.22	timeout
06-22 21:28	BTC	Buy	63700.2→64286.8	+4.15	timeout
06-22 18:15	BTC	Buy	63987.2→64684.8	+4.94	timeout
06-22 01:29	BTC	Buy	64225.2→64576.8	+2.22	timeout
06-22 00:10	BTC	Buy	64236.2→63535.8	-5.92	timeout
06-21 22:37	BTC	Buy	64253.2→63598.8	-5.52	timeout
06-21 20:57	BTC	Buy	63894.2→63744.8	-1.62	timeout
06-21 17:38	BTC	Buy	63819.2→64037.8	+1.35	timeout
06-20 22:37	BTC	Buy	63245.2→64238.8	+7.40	timeout
06-20 21:32	BTC	Buy	63135.2→63903.8	+5.65	timeout
06-20 20:31	BTC	Buy	63056.2→63877.8	+6.09	timeout
06-20 19:33	BTC	Buy	62970.1→63869.8	+6.72	timeout
06-20 16:50	BTC	Buy	63132.2→63987.8	+6.29	timeout
06-19 20:12	BTC	Buy	63142.2→63040.8	-1.29	timeout
06-19 19:07	BTC	Buy	62660.1→63016.8	+2.37	timeout
06-19 18:01	BTC	Buy	62576.1→63145.8	+4.10	timeout
06-19 17:04	BTC	Buy	62509.1→62871.9	+2.45	timeout
06-19 16:26	BTC	Buy	62667.1→63313.8	+4.68	timeout
06-18 15:40	BTC	Buy	64281.2→62698.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64319.2→62734.5	-12.52	stop_loss
06-18 15:38	BTC	Buy	64400.2→62809.4	-12.52	stop_loss
06-18 15:37	BTC	Buy	64443.2→62856.4	-12.53	stop_loss
06-18 15:37	BTC	Buy	64566.2→62975.3	-12.55	stop_loss
06-17 22:03	BTC	Buy	65506.3→63894.8	-12.75	stop_loss
06-17 22:03	BTC	Buy	65543.3→63931.8	-12.73	stop_loss
06-17 19:50	BTC	Buy	65630.3→64011.8	-12.78	stop_loss
06-17 19:29	BTC	Buy	65943.3→64314.6	-12.80	stop_loss
06-17 19:29	BTC	Buy	66067.3→64441.5	-12.76	stop_loss
06-17 17:27	BTC	Buy	65739.3→65922.7	+0.84	timeout
06-17 16:23	BTC	Buy	65746.3→65893.7	+0.61	timeout
06-17 15:12	BTC	Buy	65809.3→65084.7	-5.90	timeout
06-16 23:45	BTC	Buy	66226.3→65673.7	-4.69	timeout
06-16 22:03	BTC	Buy	66407.3→65730.7	-5.63	timeout
06-16 15:07	BTC	Buy	66607.3→65764.7	-6.74	timeout
06-16 14:23	BTC	Buy	67168.4→65514.9	-12.83	stop_loss
06-16 14:09	BTC	Buy	66331.3→66033.7	-2.78	timeout
06-15 22:46	BTC	Buy	65397.3→66288.7	+6.32	timeout
06-15 21:21	BTC	Buy	64807.2→66505.7	+12.60	timeout
06-15 13:19	BTC	Buy	63930.2→66803.7	+22.04	take_profit
06-15 13:08	BTC	Buy	63798.2→66662.7	+22.01	take_profit
06-15 12:50	BTC	Buy	63699.2→66561.7	+22.03	take_profit
06-14 21:30	BTC	Buy	64246.2→64798.8	+3.81	timeout
06-14 20:18	BTC	Buy	64263.2→63824.8	-3.91	timeout
06-14 19:16	BTC	Buy	64161.2→63801.8	-3.32	timeout
06-14 17:10	BTC	Buy	63944.2→63913.8	-0.76	timeout
06-14 16:02	BTC	Buy	64257.2→64015.8	-2.41	timeout
06-13 20:33	BTC	Buy	63513.2→64222.8	+5.13	timeout
06-13 19:26	BTC	Buy	63753.2→64155.8	+2.70	timeout
06-13 18:23	BTC	Buy	63684.2→64082.8	+2.65	timeout
06-13 16:04	BTC	Buy	63711.2→64060.8	+2.30	timeout
06-13 15:01	BTC	Buy	64142.2→64175.8	-0.23	timeout
06-12 20:22	BTC	Buy	63453.2→63506.8	-0.03	timeout
06-12 19:17	BTC	Buy	63618.2→63641.8	-0.28	timeout
06-12 18:11	BTC	Buy	63425.2→63872.8	+3.07	timeout
06-12 15:51	BTC	Buy	62603.1→63737.8	+8.48	timeout
06-12 14:35	BTC	Buy	62934.1→63655.8	+5.21	timeout
06-11 19:23	BTC	Buy	61688.1→63670.8	+15.48	timeout
06-11 18:19	BTC	Buy	61888.1→63508.8	+12.54	timeout

Paper vs Live

Paper (trades.jsonl)

166

closed

44%

win rate

-527.51

total pnl ($)

-63.4 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	166	44%	-63.4	-527.51

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:51	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…