deribit_basis_rolling_change_carry_long_v10 · strategy

241

closed trades

46%

win rate

-472.88

total pnl ($)

0.250

weight

7d window — n=65 wr=43% pnl=-189.93 · 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 14:50	BTC	Buy	60110→60044	-1.02	timeout
06-28 11:34	BTC	Buy	59988→60285	+2.00	timeout
06-28 10:33	BTC	Buy	60119→60066	-0.90	timeout
06-28 09:29	BTC	Buy	60413→60290	-1.48	timeout
06-28 08:27	BTC	Buy	60240→60184	-0.92	timeout
06-28 01:54	BTC	Buy	60546→60229	-3.08	timeout
06-27 19:33	BTC	Buy	60382→60146	-2.38	timeout
06-27 18:22	BTC	Buy	60171→60453	+1.90	timeout
06-27 17:14	BTC	Buy	60279→60540	+1.70	timeout
06-27 16:11	BTC	Buy	60349→60714	+2.60	timeout
06-27 11:28	BTC	Buy	59988→60218	+1.45	timeout
06-27 05:43	BTC	Buy	60082→60188	+0.43	timeout
06-27 04:39	BTC	Buy	60189→60339	+0.80	timeout
06-27 03:31	BTC	Buy	60195→60305	+0.47	timeout
06-27 02:04	BTC	Buy	59986→59953	-0.73	timeout
06-26 22:13	BTC	Buy	59703→59854	+0.79	timeout
06-26 13:19	BTC	Buy	59938→58453.8	-12.85	stop_loss
06-26 13:19	BTC	Buy	59959→58483.8	-12.77	stop_loss
06-26 13:19	BTC	Buy	60175→58694.7	-12.76	stop_loss
06-26 12:40	BTC	Buy	60652→59160.4	-12.76	stop_loss
06-26 06:39	BTC	Buy	59384→60172	+6.18	timeout
06-26 05:41	BTC	Buy	59665→59870	+1.27	timeout
06-26 04:41	BTC	Buy	59307→59930	+4.81	timeout
06-26 03:33	BTC	Buy	59229→59194	-0.71	timeout
06-26 02:39	BTC	Buy	59732→58781.1	-8.39	timeout
06-25 13:46	BTC	Buy	61270.1→59757.1	-12.79	stop_loss
06-25 13:44	BTC	Buy	61656.1→60139.9	-12.72	stop_loss
06-25 13:44	BTC	Buy	61670.1→60151.9	-12.74	stop_loss
06-25 13:43	BTC	Buy	61690.1→60172.9	-12.74	stop_loss
06-25 13:41	BTC	Buy	61871.1→60345.8	-12.76	stop_loss
06-25 10:22	BTC	Buy	60915→61576.9	+4.97	timeout
06-25 09:21	BTC	Buy	60865→61679.9	+6.23	timeout
06-25 07:49	BTC	Buy	59784→61808.9	+16.49	timeout
06-25 06:46	BTC	Buy	59539→61730.9	+17.98	timeout
06-25 05:31	BTC	Buy	59638→61576.9	+15.82	timeout
06-24 17:48	BTC	Buy	60523→59032.5	-12.75	stop_loss
06-24 16:51	BTC	Buy	61218.1→59709.1	-12.76	stop_loss
06-24 15:45	BTC	Buy	61990.1→60461.7	-12.77	stop_loss
06-24 14:17	BTC	Buy	62557.1→61017.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-24 13:45	BTC	Buy	62890.1→61341.2	-12.76	stop_loss
06-24 13:00	BTC	Buy	62993.1→62527.9	-4.15	timeout
06-24 11:59	BTC	Buy	62709.1→62855.9	+0.72	timeout
06-24 07:33	BTC	Buy	62394.1→62678.9	+1.81	timeout
06-23 23:54	BTC	Buy	62472.1→62695.9	+1.35	timeout
06-23 22:51	BTC	Buy	62238.1→62532.9	+1.93	timeout
06-23 21:48	BTC	Buy	62360.1→62626.9	+1.70	timeout
06-23 20:44	BTC	Buy	62370.1→62447.9	+0.17	timeout
06-23 18:53	BTC	Buy	62920.1→62232.9	-5.92	timeout
06-23 08:17	BTC	Buy	63934.2→62361.7	-12.75	stop_loss
06-23 08:17	BTC	Buy	64025.2→62445.6	-12.80	stop_loss
06-23 06:22	BTC	Buy	64084.2→62506.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64200.2→62619.5	-12.77	stop_loss
06-23 04:37	BTC	Buy	64630.2→63826.8	-6.68	timeout
06-23 03:18	BTC	Buy	65015.3→64050.8	-7.87	timeout
06-22 23:39	BTC	Buy	64618.2→63975.8	-5.40	timeout
06-22 20:49	BTC	Buy	64154.2→64443.8	+1.80	timeout
06-22 14:56	BTC	Buy	64259.2→64859.8	+4.18	timeout
06-22 11:48	BTC	Buy	63333.2→64605.8	+9.52	timeout
06-22 09:34	BTC	Buy	63740.2→64155.8	+2.77	timeout
06-22 07:31	BTC	Buy	64207.2→64356.8	+0.70	timeout
06-22 06:28	BTC	Buy	64015.2→64071.8	-0.02	timeout
06-22 01:07	BTC	Buy	64119.2→63941.8	-1.86	timeout
06-21 23:01	BTC	Buy	64410.2→63643.8	-6.39	timeout
06-21 20:56	BTC	Buy	63964.2→63751.8	-2.11	timeout
06-21 16:40	BTC	Buy	64499.2→64018.8	-4.15	timeout
06-21 15:37	BTC	Buy	64291.2→64157.8	-1.46	timeout
06-21 12:47	BTC	Buy	64255.2→64022.8	-2.23	timeout
06-21 10:26	BTC	Buy	64153.2→64288.8	+0.57	timeout
06-21 08:50	BTC	Buy	63873.2→63898.8	-0.32	timeout
06-21 03:57	BTC	Buy	64110.2→64396.8	+1.79	timeout
06-21 02:31	BTC	Buy	63355.2→64197.8	+6.19	timeout
06-20 22:50	BTC	Buy	63633.2→64257.8	+4.45	timeout
06-20 21:38	BTC	Buy	63623.2→63916.8	+1.86	timeout
06-20 20:18	BTC	Buy	63524.2→63921.8	+2.70	timeout
06-20 15:11	BTC	Buy	63328.2→63856.8	+3.69	timeout
06-20 07:49	BTC	Buy	63011.2→63686.8	+4.91	timeout
06-20 05:43	BTC	Buy	63063.2→63624.8	+4.00	timeout
06-20 03:10	BTC	Buy	63157.2→63309.8	+0.76	timeout
06-20 02:09	BTC	Buy	63111.2→63465.8	+2.36	timeout
06-20 00:46	BTC	Buy	62417.1→63521.8	+8.40	timeout
06-19 15:42	BTC	Buy	62674.1→63207.8	+3.86	timeout
06-19 14:41	BTC	Buy	62895.1→63336.8	+3.11	timeout
06-19 13:38	BTC	Buy	62891.1→62887.9	-0.43	timeout
06-19 12:35	BTC	Buy	62993.1→62430.9	-4.87	timeout
06-19 11:29	BTC	Buy	62844.1→62618.9	-2.20	timeout
06-19 02:16	BTC	Buy	63757.2→63007.8	-6.27	timeout
06-18 15:57	BTC	Buy	63922.2→62348.7	-12.60	stop_loss
06-18 15:57	BTC	Buy	63945.2→62365.7	-12.75	stop_loss
06-18 15:51	BTC	Buy	64153.2→62574.6	-12.69	stop_loss
06-18 15:51	BTC	Buy	64160.2→62574.6	-12.72	stop_loss
06-18 12:49	BTC	Buy	64580.2→64293.8	-2.69	timeout
06-18 11:49	BTC	Buy	64474.2→63891.8	-5.00	timeout
06-18 10:45	BTC	Buy	64233.2→63969.8	-2.56	timeout
06-18 09:44	BTC	Buy	64148.2→64246.8	+0.29	timeout
06-18 04:11	BTC	Buy	65432.3→63821.9	-12.76	stop_loss
06-17 22:40	BTC	Buy	64892.2→64311.8	-4.91	timeout
06-17 21:42	BTC	Buy	64951.2→64272.8	-5.66	timeout
06-17 20:39	BTC	Buy	65037.3→64413.8	-5.24	timeout
06-17 19:37	BTC	Buy	65523.3→64537.8	-7.99	timeout

Paper vs Live

Paper (trades.jsonl)

241

closed

46%

win rate

-472.88

total pnl ($)

-39.2 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	241	46%	-39.2	-472.88

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…