deribit_basis_rolling_accel_long_v2 · strategy

140

closed trades

46%

win rate

-366.09

total pnl ($)

0.294

weight

7d window — n=35 wr=43% pnl=-160.36 · 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 23:33	BTC	Buy	59968→59588	-3.68	timeout
06-28 21:24	BTC	Buy	60391→59659	-6.53	timeout
06-28 19:13	BTC	Buy	60582→59479	-9.53	timeout
06-28 17:01	BTC	Buy	60741→59654	-9.37	timeout
06-28 04:31	BTC	Buy	60374→60134	-2.45	timeout
06-27 22:26	BTC	Buy	59909→60025	+0.57	timeout
06-27 20:25	BTC	Buy	59746→60222	+3.59	timeout
06-27 18:22	BTC	Buy	60044→60431	+2.79	timeout
06-27 16:23	BTC	Buy	59991→60703	+5.50	timeout
06-27 03:52	BTC	Buy	59756→60263	+3.80	timeout
06-26 21:26	BTC	Buy	59616→59774	+0.79	timeout
06-26 19:25	BTC	Buy	59257→59906	+4.91	timeout
06-26 17:18	BTC	Buy	59491→60051	+4.15	timeout
06-26 15:11	BTC	Buy	59119→59860	+5.77	timeout
06-26 02:13	BTC	Buy	60136→58651.7	-12.79	stop_loss
06-25 13:55	BTC	Buy	59886→58392.9	-12.86	stop_loss
06-25 13:51	BTC	Buy	60632→59140.5	-12.70	stop_loss
06-25 13:48	BTC	Buy	60833→59336.3	-12.73	stop_loss
06-25 13:48	BTC	Buy	61027.1→59525.2	-12.72	stop_loss
06-25 13:48	BTC	Buy	61042.1→59540.2	-12.72	stop_loss
06-24 15:45	BTC	Buy	61999.1→60473.7	-12.74	stop_loss
06-24 15:30	BTC	Buy	62270.1→60797	-12.21	timeout
06-24 14:17	BTC	Buy	62603.1→61060.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.75	stop_loss
06-24 13:04	BTC	Buy	62159.1→62366.9	+1.22	timeout
06-24 11:04	BTC	Buy	62324.1→62394.9	+0.08	timeout
06-24 09:01	BTC	Buy	62415.1→62707.9	+1.85	timeout
06-23 08:17	BTC	Buy	63957.2→62369.7	-12.88	stop_loss
06-23 06:21	BTC	Buy	64359.2→62776.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64473.2→62886.4	-12.77	stop_loss
06-23 03:30	BTC	Buy	64273.2→64054.8	-2.15	timeout
06-23 01:29	BTC	Buy	64574.2→64156.8	-3.67	timeout
06-22 23:23	BTC	Buy	63750.2→63993.8	+1.46	timeout
06-22 21:21	BTC	Buy	63636.2→64330.8	+5.00	timeout
06-22 19:16	BTC	Buy	64172.2→64355.8	+0.93	timeout
06-22 02:59	BTC	Buy	64236.2→64225.8	-0.60	timeout
06-22 00:56	BTC	Buy	64258.2→63792.8	-4.11	timeout
06-21 22:52	BTC	Buy	64279.2→63729.8	-4.70	timeout
06-21 20:50	BTC	Buy	63873.2→63736.8	-1.52	timeout
06-21 18:49	BTC	Buy	63810.2→64126.8	+2.08	timeout
06-21 02:30	BTC	Buy	63415.2→64198.8	+5.71	timeout
06-21 00:20	BTC	Buy	63492.2→64210.8	+5.16	timeout
06-20 22:20	BTC	Buy	63189.2→64060.8	+6.45	timeout
06-20 20:18	BTC	Buy	63012.2→63920.8	+6.79	timeout
06-20 18:16	BTC	Buy	63134.2→63811.8	+4.91	timeout
06-20 01:19	BTC	Buy	63030.2→63423.8	+2.67	timeout
06-19 23:20	BTC	Buy	62790.1→63276.8	+3.39	timeout
06-19 21:17	BTC	Buy	62978.1→63230.8	+1.50	timeout
06-19 19:17	BTC	Buy	62655.1→63032.8	+2.54	timeout
06-19 17:09	BTC	Buy	62548.1→62963.9	+2.87	timeout
06-18 15:57	BTC	Buy	63936.2→62360.7	-12.61	stop_loss
06-18 15:40	BTC	Buy	64253.2→62671.5	-12.73	stop_loss
06-18 15:39	BTC	Buy	64382.2→62794.4	-12.76	stop_loss
06-18 15:37	BTC	Buy	64447.2→62840.4	-12.90	stop_loss
06-18 15:36	BTC	Buy	64633.2→63041.3	-12.75	stop_loss
06-17 19:41	BTC	Buy	65762.3→64127.7	-12.91	stop_loss
06-17 19:29	BTC	Buy	65866.3→64246.6	-12.75	stop_loss
06-17 19:29	BTC	Buy	65902.3→64254.6	-12.96	stop_loss
06-17 19:29	BTC	Buy	65888.3→64254.6	-12.88	stop_loss
06-17 19:29	BTC	Buy	66070.3→64441.5	-12.81	stop_loss
06-17 18:20	BTC	Buy	65985.3→65345.7	-5.40	timeout
06-17 16:14	BTC	Buy	65780.3→65804.7	-0.21	timeout
06-17 03:50	BTC	Buy	66121.3→65783.7	-3.04	timeout
06-17 01:50	BTC	Buy	66377.3→65862.7	-4.38	timeout
06-16 18:44	BTC	Buy	66782.3→65829.7	-7.66	timeout
06-16 14:28	BTC	Buy	66501.3→65639.7	-7.01	timeout
06-16 14:23	BTC	Buy	67150.4→65499	-12.82	stop_loss
06-16 03:28	BTC	Buy	65703.3→65940.7	+1.37	timeout
06-16 01:24	BTC	Buy	65408.3→66315.7	+6.50	timeout
06-15 15:47	BTC	Buy	64354.2→67179.6	+21.52	take_profit
06-15 13:25	BTC	Buy	64110.2→66924.7	+21.52	take_profit
06-15 13:01	BTC	Buy	64364.2→66497.7	+16.14	timeout
06-15 02:22	BTC	Buy	64567.2→65669.7	+8.05	timeout
06-15 00:06	BTC	Buy	64453.2→65637.7	+8.73	timeout
06-14 20:35	BTC	Buy	64231.2→64047.8	-1.92	timeout
06-14 14:23	BTC	Buy	64122.2→64276.8	+0.76	timeout
06-14 11:55	BTC	Buy	63895.2→64571.8	+4.86	timeout
06-13 23:42	BTC	Buy	63532.2→64438.8	+6.67	timeout
06-13 21:36	BTC	Buy	63526.2→64267.8	+5.36	timeout
06-13 19:33	BTC	Buy	63640.2→64143.8	+3.51	timeout
06-13 13:17	BTC	Buy	63424.2→64138.8	+5.12	timeout
06-13 11:14	BTC	Buy	63814.2→63902.8	+0.15	timeout
06-12 22:38	BTC	Buy	63532.2→63501.8	-0.74	timeout
06-12 20:38	BTC	Buy	63304.2→63512.8	+1.18	timeout
06-12 18:35	BTC	Buy	63417.2→63742.8	+2.10	timeout
06-12 12:26	BTC	Buy	62733.1→63505.8	+5.64	timeout
06-12 10:15	BTC	Buy	62908.1→63700.8	+5.75	timeout
06-11 20:28	BTC	Buy	61880.1→63308.8	+10.95	timeout
06-11 18:18	BTC	Buy	61889.1→63484.8	+12.31	timeout
06-11 16:18	BTC	Buy	62303.1→62788.9	+3.35	timeout
06-11 09:53	BTC	Buy	61213.1→62927.9	+13.42	timeout
06-11 07:51	BTC	Buy	61657.1→62685.9	+7.76	timeout
06-10 18:43	BTC	Buy	61654.1→61759.9	+0.36	timeout
06-10 16:40	BTC	Buy	60780→62316.9	+12.13	timeout
06-10 14:39	BTC	Buy	61434.1→61855.9	+2.95	timeout
06-09 14:47	BTC	Buy	62654.1→61111.4	-12.76	stop_loss
06-09 14:44	BTC	Buy	62816.1→61268.3	-12.78	stop_loss
06-09 14:16	BTC	Buy	63427.2→61863	-12.78	stop_loss
06-09 14:10	BTC	Buy	63598.2→62033.9	-12.75	stop_loss
06-09 13:05	BTC	Buy	63735.2→62656.9	-8.88	timeout

Paper vs Live

Paper (trades.jsonl)

140

closed

46%

win rate

-366.09

total pnl ($)

-52.0 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	140	46%	-52.0	-366.09

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 01:44	BTC	Buy	circuit_breaker
06-28 21:29	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…