deribit_basis_rolling_change_fade_long · strategy

139

closed trades

39%

win rate

-511.92

total pnl ($)

0.250

weight

7d window — n=29 wr=31% pnl=-152.68 · 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 12:56	BTC	Buy	59993→58517.8	-12.73	stop_loss
06-30 08:13	BTC	Buy	59959→59442	-4.71	timeout
06-30 07:04	BTC	Buy	59991→59587	-3.80	timeout
06-30 05:44	BTC	Buy	59804→59541	-2.59	timeout
06-30 04:37	BTC	Buy	59857→59611	-2.43	timeout
06-29 10:12	BTC	Buy	60181→60191	-0.52	timeout
06-28 22:09	BTC	Buy	60109→59685	-3.99	timeout
06-28 17:57	BTC	Buy	60539→59587	-8.29	timeout
06-28 16:52	BTC	Buy	60786→59642	-9.84	timeout
06-28 00:08	BTC	Buy	60105→60070	-0.68	timeout
06-27 22:57	BTC	Buy	60037→60203	+0.98	timeout
06-27 21:58	BTC	Buy	59908→60170	+1.80	timeout
06-26 20:39	BTC	Buy	59433→59677	+1.54	timeout
06-26 19:18	BTC	Buy	59202→59960	+5.85	timeout
06-26 18:06	BTC	Buy	59593→60102	+3.70	timeout
06-26 16:14	BTC	Buy	59723→60130	+2.87	timeout
06-26 15:21	BTC	Buy	59178→59926	+5.77	timeout
06-25 17:22	BTC	Buy	59407→59464	+0.06	timeout
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:58	BTC	Buy	59628→58162	-12.65	stop_loss
06-25 13:48	BTC	Buy	60884→59386.3	-12.67	stop_loss
06-25 13:46	BTC	Buy	61123.1→59620.2	-12.68	stop_loss
06-24 17:48	BTC	Buy	60535→59043.5	-12.76	stop_loss
06-24 17:47	BTC	Buy	60587→59096.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61261.1→59736.1	-12.87	stop_loss
06-24 14:17	BTC	Buy	62558.1→61017.4	-12.65	stop_loss
06-24 14:02	BTC	Buy	62687.1→61145.4	-12.71	stop_loss
06-24 13:57	BTC	Buy	62739.1→61195.3	-12.75	stop_loss
06-24 08:19	BTC	Buy	62443.1→62683.9	+1.46	timeout
06-23 08:17	BTC	Buy	63954.2→62379.7	-12.70	stop_loss
06-23 08:17	BTC	Buy	63994.2→62418.7	-12.69	stop_loss
06-23 06:22	BTC	Buy	64100.2→62518.6	-12.76	stop_loss
06-23 06:18	BTC	Buy	64595.2→62993.3	-12.71	stop_loss
06-23 05:23	BTC	Buy	64979.2→63379.1	-12.80	stop_loss
06-22 22:44	BTC	Buy	65409.3→63799.9	-12.75	stop_loss
06-21 16:34	BTC	Buy	63908.2→64021.8	+0.48	timeout
06-20 11:19	BTC	Buy	62487.1→63644.8	+8.77	timeout
06-20 10:12	BTC	Buy	62490.1→63662.8	+8.90	timeout
06-20 09:00	BTC	Buy	62599.1→63407.8	+5.94	timeout
06-20 07:46	BTC	Buy	62523.1→63707.8	+8.92	timeout
06-20 01:34	BTC	Buy	62834.1→63571.8	+5.43	timeout
06-18 15:40	BTC	Buy	64356.2→62773.5	-12.51	stop_loss
06-18 15:37	BTC	Buy	64473.2→62876.4	-12.75	stop_loss
06-17 19:44	BTC	Buy	65698.3→64080.7	-12.76	stop_loss
06-17 04:16	BTC	Buy	66133.3→65813.7	-2.90	timeout
06-17 02:10	BTC	Buy	66262.3→65819.7	-3.82	timeout
06-16 23:15	BTC	Buy	66244.3→65728.7	-4.41	timeout
06-16 14:39	BTC	Buy	66460.3→65635.7	-6.73	timeout
06-16 14:23	BTC	Buy	67109.4→65457	-12.84	stop_loss
06-16 02:25	BTC	Buy	65671.3→65991.7	+2.01	timeout
06-16 00:21	BTC	Buy	65739.3→66304.7	+3.85	timeout
06-15 21:55	BTC	Buy	65467.3→66373.7	+6.43	timeout
06-15 12:50	BTC	Buy	63740.2→66547.7	+21.59	take_profit
06-15 11:51	BTC	Buy	64601.2→66193.7	+11.89	timeout
06-15 01:18	BTC	Buy	64658.2→65477.7	+5.86	timeout
06-14 22:56	BTC	Buy	64442.2→65404.7	+6.98	timeout
06-14 20:32	BTC	Buy	64232.2→63898.8	-3.07	timeout
06-14 18:23	BTC	Buy	64089.2→63672.8	-3.78	timeout
06-14 10:25	BTC	Buy	63756.2→64592.8	+6.10	timeout
06-14 00:16	BTC	Buy	63582.2→64408.8	+6.05	timeout
06-13 21:57	BTC	Buy	63464.2→64485.8	+7.57	timeout
06-13 20:04	BTC	Buy	63656.2→64247.8	+4.19	timeout
06-13 18:08	BTC	Buy	63718.2→64047.8	+2.11	timeout
06-13 09:54	BTC	Buy	63776.2→63719.8	-0.98	timeout
06-13 00:14	BTC	Buy	63702.2→63573.8	-1.59	timeout
06-12 21:40	BTC	Buy	63500.2→63540.8	-0.17	timeout
06-12 19:35	BTC	Buy	63693.2→63615.8	-1.06	timeout
06-12 17:37	BTC	Buy	63162.2→63852.8	+5.00	timeout
06-12 08:57	BTC	Buy	62893.1→63447.8	+3.88	timeout
06-11 20:17	BTC	Buy	61751.1→63502.8	+13.60	timeout
06-11 18:24	BTC	Buy	61921.1→63364.8	+11.09	timeout
06-11 17:20	BTC	Buy	62121.1→62384.9	+1.60	timeout
06-11 16:12	BTC	Buy	62369.1→62728.9	+2.29	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 19:11	BTC	Buy	61793.1→61841.9	-0.12	timeout
06-10 18:11	BTC	Buy	61682.1→61950.9	+1.69	timeout
06-10 17:11	BTC	Buy	61445.1→62020.9	+4.18	timeout
06-10 15:51	BTC	Buy	61329.1→62343.9	+7.77	timeout
06-09 14:44	BTC	Buy	62812.1→61266.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 13:23	BTC	Buy	63822.2→62252.7	-12.72	stop_loss
06-09 08:22	BTC	Buy	62987.1→62873.9	-1.36	timeout
06-09 07:18	BTC	Buy	63031.2→63325.8	+1.83	timeout
06-09 06:17	BTC	Buy	62900.1→63347.8	+3.06	timeout
06-08 21:30	BTC	Buy	61809.1→63638.8	+14.31	timeout
06-08 15:31	BTC	Buy	62054.1→63880.8	+14.22	timeout
06-08 06:25	BTC	Buy	61819.1→62974.9	+8.89	timeout
06-08 05:27	BTC	Buy	61823.1→62609.9	+5.91	timeout
06-08 04:19	BTC	Buy	61595.1→62966.9	+10.67	timeout
06-07 20:14	BTC	Buy	60560→61540.9	+7.68	timeout
06-07 15:26	BTC	Buy	60634→61853.9	+9.60	timeout
06-07 05:30	BTC	Buy	60715→61718.9	+7.85	timeout
06-07 04:29	BTC	Buy	59955→61531.9	+12.70	timeout
06-07 03:26	BTC	Buy	60737→61615.9	+6.74	timeout
06-06 18:57	BTC	Buy	59471→60639	+9.43	timeout
06-06 14:29	BTC	Buy	60333→60840	+3.76	timeout
06-06 04:32	BTC	Buy	61192.1→59687.2	-12.75	stop_loss
06-06 04:27	BTC	Buy	61371.1→59860.1	-12.76	stop_loss
06-05 18:52	BTC	Buy	60776→59280.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60794→59299.4	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

139

closed

39%

win rate

-511.92

total pnl ($)

-73.4 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	139	39%	-73.4	-511.92

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…