deribit_basis_rolling_change_carry_long_v5 · strategy

122

closed trades

42%

win rate

-393.08

total pnl ($)

0.470

weight

7d window — n=26 wr=46% pnl=-105.08 · 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 02:41	BTC	Buy	59666→59996	+2.39	timeout
06-30 00:29	BTC	Buy	59247→59930	+5.34	timeout
06-29 22:16	BTC	Buy	59559→60445	+6.84	timeout
06-29 14:08	BTC	Buy	60727→59172.4	-13.26	stop_loss
06-29 07:50	BTC	Buy	60219→60053	-1.83	timeout
06-29 01:31	BTC	Buy	60175→59278	-7.93	timeout
06-28 23:28	BTC	Buy	59981→59429	-5.15	timeout
06-28 21:22	BTC	Buy	60386→59629	-6.72	timeout
06-28 06:05	BTC	Buy	60171→59939	-2.37	timeout
06-27 21:31	BTC	Buy	59871→60447	+4.43	timeout
06-27 19:22	BTC	Buy	59917→60411	+3.71	timeout
06-27 17:18	BTC	Buy	60051→60575	+3.90	timeout
06-27 03:54	BTC	Buy	59778→60259	+3.58	timeout
06-26 20:29	BTC	Buy	59605→59745	+0.64	timeout
06-26 18:27	BTC	Buy	59576→59906	+2.20	timeout
06-26 16:25	BTC	Buy	59745→60016	+1.71	timeout
06-26 02:16	BTC	Buy	59948→58412.9	-13.24	stop_loss
06-25 13:59	BTC	Buy	59539→58013.1	-13.19	stop_loss
06-25 13:53	BTC	Buy	60479→58928.6	-13.19	stop_loss
06-25 13:48	BTC	Buy	60907→59348.3	-13.19	stop_loss
06-25 13:48	BTC	Buy	60993→59417.3	-13.32	stop_loss
06-24 14:19	BTC	Buy	62501.1→60888.5	-13.33	stop_loss
06-24 13:57	BTC	Buy	62835.1→61224.3	-13.26	stop_loss
06-24 13:46	BTC	Buy	62914.1→61304.3	-13.24	stop_loss
06-24 10:59	BTC	Buy	62319.1→62419.9	+0.32	timeout
06-24 08:48	BTC	Buy	62301.1→62745.9	+3.06	timeout
06-23 05:23	BTC	Buy	65056.3→63383.1	-13.33	stop_loss
06-22 21:45	BTC	Buy	63806.2→64156.8	+2.29	timeout
06-22 18:45	BTC	Buy	64149.2→64457.8	+1.91	timeout
06-22 13:07	BTC	Buy	64119.2→65058.7	+6.73	timeout
06-22 08:07	BTC	Buy	64136.2→64121.8	-0.65	timeout
06-21 17:43	BTC	Buy	63842.2→64085.8	+1.54	timeout
06-20 08:31	BTC	Buy	62679.1→63431.8	+5.48	timeout
06-20 01:59	BTC	Buy	63001.1→63529.8	+3.74	timeout
06-18 15:57	BTC	Buy	63914.2→62277.7	-13.11	stop_loss
06-18 15:40	BTC	Buy	64366.2→62718.5	-13.23	stop_loss
06-18 15:40	BTC	Buy	64409.2→62758.5	-13.25	stop_loss
06-18 14:52	BTC	Buy	65253.3→63583	-13.24	stop_loss
06-17 22:03	BTC	Buy	65630.3→63942.8	-13.29	stop_loss
06-17 18:13	BTC	Buy	66100.3→65341.7	-6.29	timeout
06-17 16:08	BTC	Buy	65825.3→65769.7	-0.79	timeout
06-17 14:03	BTC	Buy	66137.3→65176.7	-7.74	timeout
06-17 00:10	BTC	Buy	66380.3→65715.7	-5.55	timeout
06-16 17:59	BTC	Buy	66830.3→65960.7	-7.04	timeout
06-16 14:23	BTC	Buy	67211.4→65490	-13.33	stop_loss
06-16 13:53	BTC	Buy	66514.3→66022.7	-4.23	timeout
06-15 23:02	BTC	Buy	65345.3→66190.7	+5.97	timeout
06-15 14:33	BTC	Buy	64075.2→66509.7	+18.55	timeout
06-15 13:25	BTC	Buy	64021.2→66896.7	+22.02	take_profit
06-15 13:06	BTC	Buy	63750.2→66613.7	+22.02	take_profit
06-14 21:57	BTC	Buy	64486.2→65444.7	+6.94	timeout
06-14 19:47	BTC	Buy	64277.2→63725.8	-4.79	timeout
06-14 17:44	BTC	Buy	64091.2→63806.8	-2.75	timeout
06-14 13:35	BTC	Buy	64199.2→64253.8	-0.02	timeout
06-13 21:24	BTC	Buy	63548.2→64213.8	+4.77	timeout
06-13 19:20	BTC	Buy	63735.2→64145.8	+2.77	timeout
06-13 17:16	BTC	Buy	63858.2→63918.8	+0.03	timeout
06-13 11:00	BTC	Buy	63673.2→63818.8	+0.59	timeout
06-12 20:56	BTC	Buy	63373.2→63405.8	-0.21	timeout
06-12 18:49	BTC	Buy	63500.2→63798.8	+1.88	timeout
06-12 16:51	BTC	Buy	62609.1→63915.8	+9.94	timeout
06-12 10:17	BTC	Buy	62860.1→63719.8	+6.29	timeout
06-11 19:18	BTC	Buy	61730.1→63628.8	+14.79	timeout
06-11 17:15	BTC	Buy	62087.1→62394.9	+1.97	timeout
06-11 15:18	BTC	Buy	61939.1→62654.9	+5.23	timeout
06-11 08:42	BTC	Buy	61296.1→62898.9	+12.49	timeout
06-10 19:04	BTC	Buy	61805.1→61833.9	-0.28	timeout
06-10 17:01	BTC	Buy	61443.1→62174.9	+5.44	timeout
06-10 15:00	BTC	Buy	61465.1→62144.9	+5.04	timeout
06-09 14:47	BTC	Buy	62768.1→61160.3	-13.26	stop_loss
06-09 14:46	BTC	Buy	62812.1→61204.3	-13.25	stop_loss
06-09 14:35	BTC	Buy	63004.2→61390.2	-13.27	stop_loss
06-09 14:18	BTC	Buy	63403.2→61772	-13.32	stop_loss
06-09 09:40	BTC	Buy	63266.2→62592.9	-5.75	timeout
06-09 07:37	BTC	Buy	63194.2→63061.8	-1.55	timeout
06-08 23:26	BTC	Buy	63166.2→63094.8	-1.04	timeout
06-08 18:32	BTC	Buy	62259.1→63531.8	+9.69	timeout
06-08 08:40	BTC	Buy	62495.1→63113.8	+4.41	timeout
06-08 06:37	BTC	Buy	62187.1→62961.9	+5.77	timeout
06-07 22:14	BTC	Buy	60585→63305.8	+22.01	take_profit
06-07 16:44	BTC	Buy	60733→62143.9	+11.11	timeout
06-07 08:20	BTC	Buy	61100.1→62341.9	+9.78	timeout
06-07 06:18	BTC	Buy	60985→61736.9	+5.76	timeout
06-06 20:07	BTC	Buy	60242→60531	+2.02	timeout
06-06 16:06	BTC	Buy	60156→60832	+5.19	timeout
06-06 04:30	BTC	Buy	61322.1→59750.1	-13.27	stop_loss
06-06 04:27	BTC	Buy	61408.1→59830.1	-13.30	stop_loss
06-05 18:52	BTC	Buy	60763→59208.4	-13.25	stop_loss
06-05 18:52	BTC	Buy	60813→59256.4	-13.25	stop_loss
06-05 14:04	BTC	Buy	62159.1→60563.7	-13.28	stop_loss
06-05 13:57	BTC	Buy	62418.1→60820.5	-13.25	stop_loss
06-05 13:52	BTC	Buy	62661.1→61057.4	-13.25	stop_loss
06-05 13:49	BTC	Buy	62809.1→61201.3	-13.25	stop_loss
06-05 06:24	BTC	Buy	62731.1→61121.4	-13.22	stop_loss
06-05 06:22	BTC	Buy	62956.1→61344.2	-13.25	stop_loss
06-05 06:01	BTC	Buy	63719.2→62088.8	-13.21	stop_loss
06-05 03:06	BTC	Buy	63965.2→62315.7	-13.31	stop_loss
06-05 02:31	BTC	Buy	63095.2→62725.9	-3.36	timeout
06-04 11:10	BTC	Buy	63841.2→62207.8	-13.23	stop_loss
06-04 09:30	BTC	Buy	64354.2→62707.5	-13.24	stop_loss

Paper vs Live

Paper (trades.jsonl)

122

closed

42%

win rate

-393.08

total pnl ($)

-64.0 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	122	42%	-64.0	-393.08

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:51	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…