deribit_basis_rollchg_fear_dom_long · strategy

109

closed trades

50%

win rate

-196.08

total pnl ($)

0.726

weight

7d window — n=28 wr=36% pnl=-81.75 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 14:04	BTC	Buy	60242→60060	-1.98	timeout
06-28 08:04	BTC	Buy	60212→60184	-0.70	timeout
06-28 01:56	BTC	Buy	60529→60190	-3.26	timeout
06-27 21:10	BTC	Buy	60391→60326	-0.96	timeout
06-27 14:55	BTC	Buy	60313→60576	+1.73	timeout
06-27 08:42	BTC	Buy	59601→60366	+5.95	timeout
06-27 01:32	BTC	Buy	59081→59897	+6.44	timeout
06-26 13:19	BTC	Buy	60491→58636.7	-15.79	stop_loss
06-26 13:06	BTC	Buy	59470→59136	-3.28	timeout
06-26 06:40	BTC	Buy	59412→60144	+5.71	timeout
06-25 13:48	BTC	Buy	61280.1→59395.3	-15.83	stop_loss
06-25 13:46	BTC	Buy	61662.1→59775.1	-15.72	stop_loss
06-25 12:48	BTC	Buy	60762→61341.9	+4.33	timeout
06-25 06:20	BTC	Buy	59736→61676.9	+15.81	timeout
06-24 15:08	BTC	Buy	62732.1→60812.5	-15.73	stop_loss
06-24 14:19	BTC	Buy	62854.1→60888.5	-16.08	stop_loss
06-24 12:54	BTC	Buy	62964.1→62632.9	-3.08	timeout
06-24 06:52	BTC	Buy	62197.1→62740.9	+3.90	timeout
06-24 00:18	BTC	Buy	62405.1→62884.9	+3.40	timeout
06-23 18:24	BTC	Buy	62586.1→62340.9	-2.42	timeout
06-23 08:28	BTC	Buy	63858.2→61904.9	-15.72	stop_loss
06-23 06:21	BTC	Buy	64605.2→62626.5	-15.78	stop_loss
06-23 00:12	BTC	Buy	64727.2→63877.8	-7.00	timeout
06-22 18:07	BTC	Buy	64130.2→64698.8	+3.95	timeout
06-22 11:48	BTC	Buy	63321.2→64567.8	+9.32	timeout
06-22 04:31	BTC	Buy	64143.2→63950.8	-1.96	timeout
06-21 22:25	BTC	Buy	64297.2→63696.8	-5.11	timeout
06-21 16:04	BTC	Buy	64381.2→64193.8	-1.90	timeout
06-21 10:02	BTC	Buy	63960.2→64198.8	+1.36	timeout
06-21 04:01	BTC	Buy	64005.2→64384.8	+2.52	timeout
06-20 21:57	BTC	Buy	63756.2→63993.8	+1.42	timeout
06-20 15:52	BTC	Buy	63437.2→64093.8	+4.66	timeout
06-20 09:51	BTC	Buy	63100.2→63647.8	+3.84	timeout
06-20 03:49	BTC	Buy	63176.2→63428.8	+1.56	timeout
06-19 21:36	BTC	Buy	62447.1→63088.8	+4.66	timeout
06-19 16:43	BTC	Buy	62585.1→63249.8	+4.88	timeout
06-19 10:09	BTC	Buy	62903.1→62473.9	-3.81	timeout
06-19 04:22	BTC	Buy	62663.1→62700.9	-0.12	timeout
06-18 22:27	BTC	Buy	63965.2→62824.9	-9.32	timeout
06-18 15:57	BTC	Buy	64284.2→62396.9	-14.98	timeout
06-18 09:45	BTC	Buy	64157.2→64273.8	+0.42	timeout
06-18 04:08	BTC	Buy	65780.3→64126.8	-13.03	timeout
06-17 21:43	BTC	Buy	64948.2→64202.8	-6.18	timeout
06-17 13:49	BTC	Buy	65855.3→65274.7	-4.86	timeout
06-17 07:37	BTC	Buy	65657.3→65484.7	-1.78	timeout
06-16 23:35	BTC	Buy	66371.3→65732.7	-5.29	timeout
06-16 16:18	BTC	Buy	66081.3→65770.7	-2.84	timeout
06-16 10:08	BTC	Buy	66423.3→66550.7	+0.48	timeout
06-16 03:02	BTC	Buy	66630.3→65728.7	-7.19	timeout
06-15 20:56	BTC	Buy	65677.3→66472.7	+5.58	timeout
06-15 14:43	BTC	Buy	65597.3→66501.7	+6.45	timeout
06-15 08:41	BTC	Buy	64029.2→65702.7	+12.63	timeout
06-15 02:36	BTC	Buy	63922.2→65617.7	+12.79	timeout
06-14 20:35	BTC	Buy	64456.2→64048.8	-3.62	timeout
06-14 14:26	BTC	Buy	64533.2→64238.8	-2.74	timeout
06-14 08:09	BTC	Buy	64232.2→64409.8	+0.91	timeout
06-14 02:01	BTC	Buy	64108.2→64552.8	+3.03	timeout
06-13 20:02	BTC	Buy	63787.2→64254.8	+3.21	timeout
06-13 13:53	BTC	Buy	63806.2→64074.8	+1.63	timeout
06-13 08:00	BTC	Buy	63587.2→63824.8	+1.36	timeout
06-13 01:50	BTC	Buy	63213.2→63769.8	+3.92	timeout
06-12 19:44	BTC	Buy	63037.2→63620.8	+4.18	timeout
06-12 12:12	BTC	Buy	63691.2→63603.8	-1.17	timeout
06-12 04:26	BTC	Buy	62574.1→63752.8	+8.93	timeout
06-11 22:06	BTC	Buy	62869.1→63589.8	+5.22	timeout
06-11 15:54	BTC	Buy	62451.1→62595.9	+0.66	timeout
06-11 09:41	BTC	Buy	61617.1→62875.9	+9.70	timeout
06-11 03:41	BTC	Buy	62226.1→62333.9	+0.36	timeout
06-10 20:18	BTC	Buy	61682.1→61771.9	+0.25	timeout
06-10 05:27	BTC	Buy	61755.1→62016.9	+1.73	timeout
06-09 23:06	BTC	Buy	62571.1→62016.9	-4.82	timeout
06-09 14:46	BTC	Buy	63148.2→61216.3	-15.75	stop_loss
06-09 11:00	BTC	Buy	63421.2→62753.9	-5.68	timeout
06-09 04:58	BTC	Buy	63482.2→63257.8	-2.22	timeout
06-08 22:54	BTC	Buy	63136.2→63291.8	+0.77	timeout
06-08 16:50	BTC	Buy	62819.1→63596.8	+5.69	timeout
06-08 10:45	BTC	Buy	63150.2→63201.8	-0.04	timeout
06-08 04:48	BTC	Buy	62158.1→62800.9	+4.71	timeout
06-07 22:46	BTC	Buy	62333.1→63189.8	+6.42	timeout
06-07 16:34	BTC	Buy	61587.1→62250.9	+4.91	timeout
06-07 10:30	BTC	Buy	60434→62487.9	+16.55	timeout
06-07 04:27	BTC	Buy	60615→61479.9	+6.69	timeout
06-06 22:26	BTC	Buy	60581→60496	-1.11	timeout
06-06 16:23	BTC	Buy	60010→60667	+5.02	timeout
06-06 04:27	BTC	Buy	61760.1→59871.1	-15.75	stop_loss
06-06 03:20	BTC	Buy	60656→60830	+0.98	timeout
06-05 13:59	BTC	Buy	62585.1→60670.6	-15.75	stop_loss
06-05 13:51	BTC	Buy	63040.2→61106.4	-15.79	stop_loss
06-05 06:19	BTC	Buy	63717.2→61766	-15.73	stop_loss
06-05 03:47	BTC	Buy	63765.2→62734.9	-8.50	timeout
06-04 21:44	BTC	Buy	62864.1→63462.8	+4.32	timeout
06-04 10:30	BTC	Buy	64363.2→62394.7	-15.71	stop_loss
06-04 00:53	BTC	Buy	64982.2→62994.3	-15.74	stop_loss
06-03 20:55	BTC	Buy	66837.3→64783.4	-15.83	stop_loss
06-03 16:40	BTC	Buy	66335.3→65859.7	-4.06	timeout
06-03 13:05	BTC	Buy	66868.3→67038.6	+0.81	timeout
06-03 03:49	BTC	Buy	67724.4→65650.9	-15.76	stop_loss
06-02 14:27	BTC	Buy	69631.5→67472.9	-15.96	stop_loss
06-02 13:39	BTC	Buy	70923.5→68754.2	-15.77	stop_loss
05-31 11:50	BTC	Buy	73816.7→73904.3	+0.08	timeout

Paper vs Live

Paper (trades.jsonl)

109

closed

50%

win rate

-196.08

total pnl ($)

-35.8 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	109	50%	-35.8	-196.08

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…