deribit_basis_rolling_change_carry_long_v3 · strategy

110

closed trades

41%

win rate

-310.61

total pnl ($)

0.707

weight

7d window — n=23 wr=43% pnl=-85.31 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 21:04	BTC	Buy	59652→60292	+4.97	timeout
06-27 18:51	BTC	Buy	59645→60499	+6.73	timeout
06-27 16:47	BTC	Buy	60096→60747	+4.95	timeout
06-26 18:39	BTC	Buy	59412→59744	+2.22	timeout
06-26 16:29	BTC	Buy	59725→60051	+2.18	timeout
06-26 14:40	BTC	Buy	59685→59569	-1.47	timeout
06-25 13:59	BTC	Buy	59547→58081	-12.67	stop_loss
06-25 13:53	BTC	Buy	60275→58792.6	-12.65	stop_loss
06-25 13:48	BTC	Buy	60945→59446.3	-12.67	stop_loss
06-24 16:51	BTC	Buy	61331.1→59822.1	-12.74	stop_loss
06-24 14:13	BTC	Buy	62634.1→61093.4	-12.74	stop_loss
06-24 13:44	BTC	Buy	62942.1→61392.2	-12.76	stop_loss
06-24 10:47	BTC	Buy	62242.1→62538.9	+1.92	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.40	timeout
06-24 06:53	BTC	Buy	62923.1→62739.9	-1.95	timeout
06-23 08:17	BTC	Buy	63979.2→62403.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64220.2→62637.5	-12.78	stop_loss
06-23 02:40	BTC	Buy	64515.2→64162.8	-3.18	timeout
06-23 00:42	BTC	Buy	63919.2→64004.8	+0.23	timeout
06-22 22:43	BTC	Buy	63653.2→63873.8	+1.28	timeout
06-22 01:34	BTC	Buy	64205.2→64432.8	+1.24	timeout
06-21 22:57	BTC	Buy	64284.2→63756.8	-4.53	timeout
06-21 20:47	BTC	Buy	63873.2→63863.8	-0.53	timeout
06-20 23:15	BTC	Buy	63277.2→64233.8	+7.10	timeout
06-20 21:12	BTC	Buy	63235.2→63919.8	+4.97	timeout
06-20 18:57	BTC	Buy	63042.2→63754.8	+5.21	timeout
06-19 20:52	BTC	Buy	63105.2→63161.8	-0.05	timeout
06-19 18:48	BTC	Buy	62759.1→63024.8	+1.64	timeout
06-19 16:32	BTC	Buy	62521.1→63272.8	+5.57	timeout
06-18 15:40	BTC	Buy	64209.2→62629.5	-12.50	stop_loss
06-18 15:39	BTC	Buy	64390.2→62804.4	-12.54	stop_loss
06-18 15:37	BTC	Buy	64585.2→62997.3	-12.55	stop_loss
06-17 19:42	BTC	Buy	65732.3→64115.7	-12.76	stop_loss
06-17 19:41	BTC	Buy	65792.3→64173.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65862.3→64242.6	-12.75	stop_loss
06-17 16:07	BTC	Buy	65813.3→65783.7	-0.62	timeout
06-17 02:38	BTC	Buy	65850.3→65826.7	-0.64	timeout
06-16 22:26	BTC	Buy	66117.3→65705.7	-3.65	timeout
06-16 14:04	BTC	Buy	66331.3→66178.7	-1.68	timeout
06-16 00:42	BTC	Buy	65499.3→66419.7	+6.61	timeout
06-15 22:05	BTC	Buy	65088.3→66399.7	+9.57	timeout
06-15 12:55	BTC	Buy	63776.2→66581.7	+21.56	take_profit
06-14 22:15	BTC	Buy	64393.2→65106.7	+5.04	timeout
06-14 20:13	BTC	Buy	64247.2→63794.8	-4.02	timeout
06-14 18:09	BTC	Buy	64054.2→63676.8	-3.50	timeout
06-13 21:44	BTC	Buy	63519.2→64540.8	+7.57	timeout
06-13 19:43	BTC	Buy	63685.2→64240.8	+3.91	timeout
06-13 17:40	BTC	Buy	63819.2→64079.8	+1.57	timeout
06-12 20:52	BTC	Buy	63364.2→63382.8	-0.32	timeout
06-12 18:47	BTC	Buy	63520.2→63866.8	+2.26	timeout
06-12 16:45	BTC	Buy	62654.1→63817.8	+8.79	timeout
06-11 19:20	BTC	Buy	61713.1→63632.8	+14.97	timeout
06-11 17:19	BTC	Buy	62112.1→62385.9	+1.67	timeout
06-11 15:21	BTC	Buy	62170.1→62732.9	+3.98	timeout
06-10 19:04	BTC	Buy	61830.1→61770.9	-0.99	timeout
06-10 17:01	BTC	Buy	61460.1→62201.9	+5.53	timeout
06-10 15:01	BTC	Buy	61392.1→62274.9	+6.70	timeout
06-09 14:43	BTC	Buy	62829.1→61283.3	-12.76	stop_loss
06-09 14:29	BTC	Buy	63040.2→61489.2	-12.76	stop_loss
06-09 14:11	BTC	Buy	63522.2→61958.9	-12.75	stop_loss
06-09 08:03	BTC	Buy	63140.2→63120.8	-0.63	timeout
06-08 23:50	BTC	Buy	63247.2→63020.8	-2.26	timeout
06-08 21:58	BTC	Buy	61733.1→63752.8	+15.87	timeout
06-08 06:45	BTC	Buy	62195.1→63007.8	+6.07	timeout
06-07 22:15	BTC	Buy	61312.1→64005.8	+21.52	take_profit
06-07 20:31	BTC	Buy	60569→61739.9	+9.24	timeout
06-07 18:21	BTC	Buy	60460→62178.9	+13.81	timeout
06-07 06:19	BTC	Buy	61021.1→61812.9	+6.09	timeout
06-06 20:07	BTC	Buy	60222→60555	+2.39	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 04:27	BTC	Buy	61307.1→59799.1	-12.75	stop_loss
06-05 18:52	BTC	Buy	60808→59312.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 14:04	BTC	Buy	62122.1→60594.7	-12.74	stop_loss
06-05 13:52	BTC	Buy	62584.1→61045.4	-12.75	stop_loss
06-05 13:51	BTC	Buy	62635.1→61091.4	-12.78	stop_loss
06-05 11:01	BTC	Buy	62422.1→62404.9	-0.62	timeout
06-05 06:22	BTC	Buy	62953.1→61405.2	-12.74	stop_loss
06-05 03:06	BTC	Buy	63901.2→62320.7	-12.79	stop_loss
06-05 02:32	BTC	Buy	63176.2→62731.9	-3.95	timeout
06-04 11:11	BTC	Buy	63717.2→62149.8	-12.73	stop_loss
06-04 09:29	BTC	Buy	64354.2→62771.5	-12.74	stop_loss
06-04 01:16	BTC	Buy	64435.2→62850.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65049.3→63449.1	-12.75	stop_loss
06-03 23:02	BTC	Buy	66253.3→64614.4	-12.81	stop_loss
06-03 20:55	BTC	Buy	66447.3→64802.3	-12.87	stop_loss
06-03 19:54	BTC	Buy	67016.4→65368	-12.78	stop_loss
06-03 03:43	BTC	Buy	67398.4→65729.8	-12.83	stop_loss
06-03 03:28	BTC	Buy	67772.4→66097.6	-12.81	stop_loss
06-02 15:26	BTC	Buy	69043.5→67345.9	-12.75	stop_loss
06-02 14:27	BTC	Buy	69414.5→67690.8	-12.88	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 02:07	BTC	Buy	71959.6→70184.4	-12.86	stop_loss
06-01 22:37	BTC	Buy	72921.6→71127.9	-12.84	stop_loss
06-01 22:25	BTC	Buy	73771.7→71201.8	-18.01	stop_loss
06-01 04:41	BTC	Buy	74143.7→73452.3	-5.14	timeout
06-01 00:34	BTC	Buy	73995.7→73824.3	-1.60	timeout
05-31 17:19	BTC	Buy	73878.7→73514.3	-2.97	timeout
05-31 13:38	BTC	Buy	73670.7→73870.3	+0.89	timeout
05-31 09:44	BTC	Buy	73529.7→73952.3	+2.27	timeout

Paper vs Live

Paper (trades.jsonl)

110

closed

41%

win rate

-310.61

total pnl ($)

-56.2 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	110	41%	-56.2	-310.61

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…