deribit_basis_rolling_change_breakout_long · strategy

120

closed trades

43%

win rate

-363.85

total pnl ($)

0.554

weight

7d window — n=25 wr=44% pnl=-100.57 · 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 13:34	BTC	Buy	59727→58243	-12.86	stop_loss
06-30 12:25	BTC	Buy	60229→58744.7	-12.75	stop_loss
06-30 12:20	BTC	Buy	60378→58893.6	-12.73	stop_loss
06-29 22:17	BTC	Buy	59579→60435	+6.58	timeout
06-29 20:32	BTC	Buy	59650→60382	+5.54	timeout
06-29 17:06	BTC	Buy	59742→60205	+3.28	timeout
06-28 21:22	BTC	Buy	60391→59641	-6.65	timeout
06-28 17:18	BTC	Buy	60589→59583	-8.72	timeout
06-28 16:06	BTC	Buy	60774→59853	-8.08	timeout
06-27 17:03	BTC	Buy	60096→60487	+2.78	timeout
06-27 16:05	BTC	Buy	60360→60785	+3.12	timeout
06-27 15:05	BTC	Buy	59620→60555	+7.39	timeout
06-26 16:44	BTC	Buy	59218→60109	+6.99	timeout
06-26 15:38	BTC	Buy	59310→60357	+8.33	timeout
06-26 14:27	BTC	Buy	59419→60055	+4.85	timeout
06-25 13:58	BTC	Buy	59576→58111	-12.68	stop_loss
06-25 13:58	BTC	Buy	59619→58152	-12.69	stop_loss
06-25 13:57	BTC	Buy	59821→58346.9	-12.70	stop_loss
06-24 17:20	BTC	Buy	60924→59419.3	-12.78	stop_loss
06-24 14:17	BTC	Buy	62577.1→61023.4	-12.86	stop_loss
06-24 14:13	BTC	Buy	62643.1→61101.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62685.1→61142.4	-12.75	stop_loss
06-24 09:53	BTC	Buy	62375.1→62673.9	+1.87	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:08	BTC	Buy	62960.1→62668.9	-2.82	timeout
06-23 08:20	BTC	Buy	63879.2→62296.7	-12.84	stop_loss
06-23 06:21	BTC	Buy	64356.2→62769.5	-12.79	stop_loss
06-23 06:20	BTC	Buy	64447.2→62862.4	-12.76	stop_loss
06-22 21:37	BTC	Buy	63707.2→64296.8	+4.17	timeout
06-22 20:36	BTC	Buy	64032.2→64394.8	+2.35	timeout
06-22 18:22	BTC	Buy	64009.2→64642.8	+4.43	timeout
06-21 21:13	BTC	Buy	64009.2→63614.8	-3.53	timeout
06-21 20:09	BTC	Buy	63928.2→64193.8	+1.64	timeout
06-21 17:59	BTC	Buy	63827.2→64137.8	+2.07	timeout
06-20 20:19	BTC	Buy	63003.2→63921.8	+6.87	timeout
06-20 19:18	BTC	Buy	63035.2→63845.8	+5.99	timeout
06-20 17:14	BTC	Buy	62963.1→63917.8	+7.10	timeout
06-19 19:31	BTC	Buy	62781.1→62964.9	+0.98	timeout
06-19 18:31	BTC	Buy	62758.1→63068.8	+2.01	timeout
06-19 16:52	BTC	Buy	62672.1→63099.8	+2.99	timeout
06-18 15:57	BTC	Buy	63899.2→62295.7	-12.87	stop_loss
06-18 15:56	BTC	Buy	63947.2→62374.7	-12.70	stop_loss
06-18 15:40	BTC	Buy	64179.2→62600.6	-12.72	stop_loss
06-18 11:09	BTC	Buy	64667.2→64105.8	-4.87	timeout
06-18 05:05	BTC	Buy	65258.3→63643	-12.84	stop_loss
06-17 19:29	BTC	Buy	65960.3→64338.6	-12.75	stop_loss
06-17 16:07	BTC	Buy	65804.3→65796.7	-0.42	timeout
06-17 15:06	BTC	Buy	65759.3→65137.7	-5.18	timeout
06-17 11:05	BTC	Buy	66153.3→64525.5	-12.83	stop_loss
06-16 15:30	BTC	Buy	66623.3→65794.7	-6.75	timeout
06-16 14:24	BTC	Buy	66462.3→65562.7	-7.30	timeout
06-16 13:25	BTC	Buy	66889.3→66088.7	-6.51	timeout
06-15 13:16	BTC	Buy	63932.2→66739.7	+21.52	take_profit
06-15 12:55	BTC	Buy	63778.2→66578.7	+21.52	take_profit
06-15 12:46	BTC	Buy	63698.2→66495.7	+21.52	take_profit
06-14 19:03	BTC	Buy	64181.2→63780.8	-3.65	timeout
06-14 18:02	BTC	Buy	63998.2→63687.8	-2.97	timeout
06-14 16:57	BTC	Buy	64004.2→63943.8	-0.96	timeout
06-13 18:17	BTC	Buy	63762.2→64073.8	+1.97	timeout
06-13 17:16	BTC	Buy	63858.2→63918.8	+0.03	timeout
06-13 16:13	BTC	Buy	63851.2→64066.8	+1.23	timeout
06-12 18:04	BTC	Buy	63501.2→63836.8	+2.18	timeout
06-12 16:58	BTC	Buy	62571.1→63913.8	+10.24	timeout
06-12 15:54	BTC	Buy	62597.1→63834.8	+9.36	timeout
06-11 17:15	BTC	Buy	62059.1→62439.9	+2.53	timeout
06-11 16:15	BTC	Buy	62403.1→62766.9	+2.36	timeout
06-11 15:13	BTC	Buy	61938.1→62772.9	+6.19	timeout
06-10 16:37	BTC	Buy	61281.1→62309.9	+7.86	timeout
06-10 15:35	BTC	Buy	61302.1→62291.9	+7.57	timeout
06-10 14:35	BTC	Buy	61472.1→61939.9	+3.33	timeout
06-09 14:17	BTC	Buy	63397.2→61837	-12.75	stop_loss
06-09 14:16	BTC	Buy	63414.2→61854	-12.75	stop_loss
06-09 14:11	BTC	Buy	63488.2→61925.9	-12.75	stop_loss
06-09 06:23	BTC	Buy	63027.2→63467.8	+2.99	timeout
06-08 17:39	BTC	Buy	62270.1→63406.8	+8.58	timeout
06-08 16:39	BTC	Buy	62209.1→63640.8	+10.96	timeout
06-08 06:18	BTC	Buy	61730.1→62952.9	+9.45	timeout
06-07 17:11	BTC	Buy	60661→62218.9	+12.37	timeout
06-07 16:01	BTC	Buy	60769→62057.9	+10.13	timeout
06-07 04:29	BTC	Buy	59927→61512.9	+12.78	timeout
06-06 16:12	BTC	Buy	59768→60747	+7.78	timeout
06-06 15:15	BTC	Buy	60497→60548	-0.03	timeout
06-06 04:12	BTC	Buy	61724.1→60203.9	-12.77	stop_loss
06-05 21:04	BTC	Buy	59296→61898.9	+21.50	take_profit
06-05 18:51	BTC	Buy	60995→59495.3	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:56	BTC	Buy	62509.1→60971.4	-12.75	stop_loss
06-05 13:55	BTC	Buy	62568.1→61027.4	-12.76	stop_loss
06-05 06:24	BTC	Buy	62689.1→61146.4	-12.70	stop_loss
06-05 06:23	BTC	Buy	62774.1→61213.3	-12.87	stop_loss
06-05 03:05	BTC	Buy	63954.2→62380.7	-12.73	stop_loss
06-05 02:51	BTC	Buy	63495.2→62743.9	-6.32	timeout
06-04 11:11	BTC	Buy	63692.2→62125.8	-12.72	stop_loss
06-04 09:26	BTC	Buy	64435.2→62846.4	-12.77	stop_loss
06-04 01:21	BTC	Buy	64303.2→62721.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65443.3→63833.9	-12.74	stop_loss
06-03 20:55	BTC	Buy	66451.3→64806.3	-12.87	stop_loss
06-03 19:36	BTC	Buy	66658.3→65687.7	-7.80	timeout
06-03 16:24	BTC	Buy	67329.4→65673.9	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

120

closed

43%

win rate

-363.85

total pnl ($)

-60.1 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	120	43%	-60.1	-363.85

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 00:40	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…