deribit_basis_rolling_10bar_long · strategy

114

closed trades

42%

win rate

-241.99

total pnl ($)

0.993

weight

7d window — n=17 wr=59% pnl=-23.31 · 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 14:12	BTC	Buy	60559→59069.5	-12.76	stop_loss
06-29 05:19	BTC	Buy	59975→59567	-3.87	timeout
06-28 22:19	BTC	Buy	59914→59353	-5.15	timeout
06-27 20:08	BTC	Buy	59784→60227	+3.31	timeout
06-27 19:05	BTC	Buy	59683→60564	+6.95	timeout
06-27 17:58	BTC	Buy	60002→60532	+3.98	timeout
06-27 16:56	BTC	Buy	60011→60737	+5.58	timeout
06-27 15:58	BTC	Buy	60301→60798	+3.67	timeout
06-26 19:58	BTC	Buy	59309→59834	+3.85	timeout
06-26 18:08	BTC	Buy	59614→60077	+3.34	timeout
06-26 17:07	BTC	Buy	59136→60101	+7.60	timeout
06-26 16:04	BTC	Buy	59510→60390	+6.84	timeout
06-26 15:04	BTC	Buy	59099→59668	+4.31	timeout
06-25 13:53	BTC	Buy	60218→58734.7	-12.77	stop_loss
06-25 13:48	BTC	Buy	60789→59292.4	-12.73	stop_loss
06-25 13:48	BTC	Buy	61011.1→59510.3	-12.72	stop_loss
06-24 15:56	BTC	Buy	61777.1→60256.8	-12.75	stop_loss
06-20 02:15	BTC	Buy	63046.2→63421.8	+2.54	timeout
06-18 15:40	BTC	Buy	64204.2→62624.5	-12.73	stop_loss
06-17 16:25	BTC	Buy	65775.3→65944.7	+0.87	timeout
06-17 14:21	BTC	Buy	65752.3→65223.7	-4.49	timeout
06-17 11:05	BTC	Buy	66240.3→64611.4	-12.82	stop_loss
06-16 23:56	BTC	Buy	66326.3→65607.7	-5.95	timeout
06-16 22:54	BTC	Buy	66208.3→65699.7	-4.38	timeout
06-16 15:29	BTC	Buy	66631.3→65751.7	-7.13	timeout
06-16 14:17	BTC	Buy	66492.3→65836.7	-5.46	timeout
06-16 13:13	BTC	Buy	66642.3→66130.7	-4.37	timeout
06-15 23:27	BTC	Buy	65658.3→66158.7	+3.32	timeout
06-15 21:51	BTC	Buy	65532.3→66394.7	+6.07	timeout
06-15 13:20	BTC	Buy	64023.2→66833.7	+21.51	take_profit
06-15 13:18	BTC	Buy	63963.2→66771.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63798.2→66598.7	+21.51	take_profit
06-14 23:21	BTC	Buy	64530.2→65500.7	+7.03	timeout
06-14 21:20	BTC	Buy	64219.2→64803.8	+4.08	timeout
06-14 20:18	BTC	Buy	64273.2→63803.8	-4.15	timeout
06-14 19:15	BTC	Buy	64171.2→63765.8	-3.68	timeout
06-14 17:09	BTC	Buy	63995.2→63906.8	-1.21	timeout
06-13 22:22	BTC	Buy	63642.2→64432.8	+5.73	timeout
06-13 21:16	BTC	Buy	63608.2→64237.8	+4.48	timeout
06-13 20:10	BTC	Buy	63548.2→64245.8	+5.04	timeout
06-13 19:04	BTC	Buy	63728.2→64167.8	+3.00	timeout
06-13 17:06	BTC	Buy	64043.2→63962.8	-1.08	timeout
06-12 21:51	BTC	Buy	63504.2→63447.8	-0.94	timeout
06-12 20:47	BTC	Buy	63263.2→63426.8	+0.83	timeout
06-12 19:43	BTC	Buy	63766.2→63640.8	-1.44	timeout
06-12 18:37	BTC	Buy	63501.2→63804.8	+1.93	timeout
06-12 16:00	BTC	Buy	62762.1→63643.8	+6.48	timeout
06-11 20:02	BTC	Buy	61847.1→63621.8	+13.77	timeout
06-11 18:58	BTC	Buy	61855.1→63471.8	+12.49	timeout
06-11 17:54	BTC	Buy	61896.1→63422.8	+11.79	timeout
06-11 16:49	BTC	Buy	61964.1→62598.9	+4.57	timeout
06-11 15:46	BTC	Buy	62397.1→62599.9	+1.08	timeout
06-10 19:07	BTC	Buy	61812.1→61865.9	-0.08	timeout
06-10 18:04	BTC	Buy	61612.1→62051.9	+3.07	timeout
06-10 17:00	BTC	Buy	61392.1→62210.9	+6.15	timeout
06-10 15:58	BTC	Buy	61090.1→62648.9	+12.32	timeout
06-10 14:56	BTC	Buy	61339.1→61858.9	+3.75	timeout
06-09 16:05	BTC	Buy	62442.1→60905.5	-12.85	stop_loss
06-09 15:55	BTC	Buy	62633.1→61092.4	-12.76	stop_loss
06-09 14:47	BTC	Buy	62655.1→61111.4	-12.77	stop_loss
06-09 14:43	BTC	Buy	62850.1→61301.3	-12.78	stop_loss
06-09 14:30	BTC	Buy	62997.1→61425.2	-12.93	stop_loss
06-09 10:36	BTC	Buy	63247.2→62654.9	-5.09	timeout
06-09 08:01	BTC	Buy	63171.2→63094.8	-1.07	timeout
06-09 06:59	BTC	Buy	62957.1→63269.8	+1.98	timeout
06-09 00:39	BTC	Buy	63800.2→62589.9	-9.96	timeout
06-08 23:31	BTC	Buy	63192.2→63064.8	-1.48	timeout
06-08 08:24	BTC	Buy	62446.1→63029.8	+4.13	timeout
06-08 07:23	BTC	Buy	62067.1→63149.8	+8.24	timeout
06-08 06:23	BTC	Buy	61822.1→63039.8	+9.39	timeout
06-07 22:15	BTC	Buy	61244.1→63932.8	+21.51	take_profit
06-07 18:44	BTC	Buy	60579→62182.9	+12.84	timeout
06-07 07:06	BTC	Buy	60803→62100.9	+10.26	timeout
06-07 05:30	BTC	Buy	60709→61726.9	+7.96	timeout
06-07 04:28	BTC	Buy	59977→61491.9	+12.18	timeout
06-06 20:11	BTC	Buy	60703→60545	-1.68	timeout
06-06 16:06	BTC	Buy	60394→60793	+2.88	timeout
06-06 04:27	BTC	Buy	61316.1→59801.1	-12.81	stop_loss
06-06 04:21	BTC	Buy	61408.1→59898	-12.75	stop_loss
06-06 04:11	BTC	Buy	61765.1→60243.8	-12.77	stop_loss
06-05 21:15	BTC	Buy	59383→61989.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60772→59277.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60841→59344.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61300.1→59792.1	-12.75	stop_loss
06-05 14:26	BTC	Buy	61899.1→60376.8	-12.74	stop_loss
06-05 14:26	BTC	Buy	61905.1→60382.8	-12.74	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62534.1→60996.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62798.1→61250.3	-12.78	stop_loss
06-05 11:51	BTC	Buy	62404.1→62153.9	-2.48	timeout
06-05 10:30	BTC	Buy	62521.1→62574.9	-0.03	timeout
06-05 06:03	BTC	Buy	63589.2→62023.9	-12.69	stop_loss
06-05 02:30	BTC	Buy	64197.2→62615.5	-12.76	stop_loss
06-05 02:28	BTC	Buy	62924.1→62737.9	-1.92	timeout
06-04 10:28	BTC	Buy	64111.2→62520.6	-12.83	stop_loss
06-04 09:30	BTC	Buy	64285.2→62703.5	-12.75	stop_loss
06-04 09:27	BTC	Buy	64376.2→62792.4	-12.75	stop_loss
06-04 01:16	BTC	Buy	64514.2→62927.4	-12.75	stop_loss
06-04 00:26	BTC	Buy	65291.3→63686	-12.74	stop_loss
06-03 23:51	BTC	Buy	65736.3→64116.7	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

114

closed

42%

win rate

-241.99

total pnl ($)

-42.0 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	114	42%	-42.0	-241.99

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…