deribit_basis_rolling_change_fade_short_x3485393 · strategy

closed trades

47%

win rate

+103.89

total pnl ($)

1.620

weight

7d window — n=26 wr=42% pnl=+65.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 98 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 14:02	BTC	Sell	59892→60491	-5.45	timeout
06-27 01:45	BTC	Sell	59352→59938	-5.38	timeout
06-26 19:37	BTC	Sell	60598→59875	+5.58	timeout
06-26 13:18	BTC	Sell	59538→58953.9	+4.48	timeout
06-26 07:12	BTC	Sell	59259→60378	-9.89	timeout
06-25 13:58	BTC	Sell	61218.9→58158.9	+24.54	take_profit
06-25 13:54	BTC	Sell	61679.9→58573.9	+24.71	take_profit
06-25 12:52	BTC	Sell	60812→61356.1	-4.93	timeout
06-25 05:02	BTC	Sell	59618→61444.8	-15.78	stop_loss
06-24 16:51	BTC	Sell	62788.9→59654	+24.48	take_profit
06-24 16:51	BTC	Sell	62803.9→59669	+24.41	take_profit
06-24 11:55	BTC	Sell	62688.9→62877.1	-1.95	timeout
06-24 05:48	BTC	Sell	62472.9→62932.1	-4.10	timeout
06-23 23:24	BTC	Sell	62527.9→62597.1	-1.02	timeout
06-23 17:08	BTC	Sell	63636.8→62425.1	+9.06	timeout
06-23 10:51	BTC	Sell	63925.8→62242.1	+12.62	timeout
06-23 04:49	BTC	Sell	64587.8→63791.2	+5.72	timeout
06-22 22:30	BTC	Sell	64139.8→63990.2	+0.72	timeout
06-22 15:40	BTC	Sell	64200.8→65039.3	-6.94	timeout
06-22 09:33	BTC	Sell	63737.8→64154.2	-3.68	timeout
06-22 03:32	BTC	Sell	64180.8→64389.2	-2.03	timeout
06-21 21:11	BTC	Sell	63957.8→63545.2	+2.78	timeout
06-21 15:09	BTC	Sell	64232.8→64209.2	-0.30	timeout
06-21 08:47	BTC	Sell	63866.8→63924.2	-0.83	timeout
06-21 02:28	BTC	Sell	63331.8→64207.2	-7.35	timeout
06-20 20:19	BTC	Sell	63516.8→63928.2	-3.71	timeout
06-20 14:11	BTC	Sell	63470.8→63239.2	+1.40	timeout
06-20 08:04	BTC	Sell	62998.8→63532.2	-4.66	timeout
06-20 01:51	BTC	Sell	63192.8→63544.2	-3.22	timeout
06-19 19:50	BTC	Sell	62506.9→63011.2	-4.47	timeout
06-19 13:28	BTC	Sell	62935.9→62725.1	+1.18	timeout
06-19 07:23	BTC	Sell	62741.9→62731.1	-0.38	timeout
06-19 01:20	BTC	Sell	64348.8→63025.2	+9.78	timeout
06-18 19:11	BTC	Sell	63991.8→62620.1	+10.15	timeout
06-18 13:09	BTC	Sell	64686.8→64392.2	+1.84	timeout
06-18 06:57	BTC	Sell	65640.7→64077.2	+11.46	timeout
06-17 18:50	BTC	Sell	65636.7→65897.3	-2.38	timeout
06-17 12:49	BTC	Sell	65800.7→64993.2	+5.72	timeout
06-17 06:41	BTC	Sell	65802.7→65601.3	+1.09	timeout
06-17 00:35	BTC	Sell	66716.7→65747.3	+6.85	timeout
06-16 18:34	BTC	Sell	66303.7→65899.3	+2.64	timeout
06-16 12:24	BTC	Sell	66257.7→66548.3	-2.60	timeout
06-16 06:13	BTC	Sell	66721.7→66158.3	+3.74	timeout
06-16 00:09	BTC	Sell	66182.7→66350.3	-1.76	timeout
06-15 17:59	BTC	Sell	65831.7→66831.3	-7.98	timeout
06-15 11:46	BTC	Sell	65586.7→66152.3	-4.77	timeout
06-14 23:27	BTC	Sell	63773.8→65731.1	-15.79	stop_loss
06-14 17:33	BTC	Sell	64272.8→63900.2	+2.48	timeout
06-14 11:31	BTC	Sell	64425.8→64560.2	-1.49	timeout
06-14 05:19	BTC	Sell	64004.8→64329.2	-3.00	timeout
06-13 23:02	BTC	Sell	63813.8→64444.2	-5.38	timeout
06-13 16:56	BTC	Sell	63520.8→64005.2	-4.26	timeout
06-13 04:46	BTC	Sell	63828.8→63600.2	+1.34	timeout
06-12 22:07	BTC	Sell	63677.8→63511.2	+0.88	timeout
06-12 09:43	BTC	Sell	63489.8→63850.2	-3.24	timeout
06-12 03:37	BTC	Sell	62818.9→63453.2	-5.46	timeout
06-11 21:14	BTC	Sell	62793.9→63564.2	-6.51	timeout
06-11 15:05	BTC	Sell	62142.9→62647.1	-4.46	timeout
06-11 08:53	BTC	Sell	61691.9→62920.1	-10.35	timeout
06-11 02:34	BTC	Sell	61928.9→61930.1	-0.43	timeout
06-10 20:28	BTC	Sell	61470.9→61875.1	-3.71	timeout
06-10 01:52	BTC	Sell	62439.9→62023.1	+2.83	timeout
06-09 19:50	BTC	Sell	63158.8→61966.1	+8.94	timeout
06-09 09:20	BTC	Sell	63644.8→62906.1	+5.35	timeout
06-09 03:13	BTC	Sell	64156.8→62894.1	+9.38	timeout
06-08 18:57	BTC	Sell	62929.9→63499.2	-4.94	timeout
06-08 12:50	BTC	Sell	63706.8→63552.2	+0.77	timeout
06-07 22:15	BTC	Sell	62211.9→64117.2	-15.77	stop_loss
06-07 22:15	BTC	Sell	61950.9→63848.1	-15.77	stop_loss
06-07 18:25	BTC	Sell	61812.9→62176.1	-3.41	timeout
06-07 08:38	BTC	Sell	60813→62675.5	-15.77	stop_loss
06-07 06:03	BTC	Sell	60557→61644.1	-9.45	timeout
06-06 23:28	BTC	Sell	60758→60676	+0.19	timeout
06-06 17:22	BTC	Sell	60807→60656	+0.78	timeout
06-06 11:22	BTC	Sell	61114.9→60681	+3.07	timeout
06-06 05:19	BTC	Sell	60784→60116	+5.03	timeout
06-05 15:37	BTC	Sell	63458.8→60290	+24.50	take_profit
06-05 11:08	BTC	Sell	63781.8→62326.1	+10.98	timeout
06-04 22:12	BTC	Sell	62905.9→63329.2	-3.84	timeout
06-04 16:59	BTC	Sell	64356.8→63532.2	+6.00	timeout
06-04 02:01	BTC	Sell	65228.7→61973.1	+24.50	take_profit
06-03 16:41	BTC	Sell	66366.7→65934.3	+2.84	timeout
06-03 12:07	BTC	Sell	66721.7→67071.4	-3.03	timeout
06-03 04:14	BTC	Sell	67926.6→66313.3	+11.43	timeout
06-02 15:31	BTC	Sell	70713.5→67160.4	+24.69	take_profit
06-02 09:55	BTC	Sell	70980.5→69442.5	+10.46	timeout
06-02 02:28	BTC	Sell	71490.4→70694.5	+5.19	timeout
06-01 02:01	BTC	Sell	73806.3→73266.7	+3.25	timeout
05-31 17:48	BTC	Sell	74046.3→73695.7	+1.95	timeout
05-31 11:53	BTC	Sell	73805.3→73889.7	-0.95	timeout
05-30 22:20	BTC	Sell	73620.3→73870.7	-2.09	timeout
05-30 13:42	BTC	Sell	73575.3→73717.7	-1.39	timeout
05-30 02:21	BTC	Sell	72794.4→73611.7	-6.04	timeout
05-29 19:33	BTC	Sell	73529.3→73532.7	-0.44	timeout
05-29 14:17	BTC	Sell	73571.3→72903.6	+4.15	timeout
05-29 08:02	BTC	Sell	73358.3→73669.7	-2.55	timeout
05-29 01:12	BTC	Sell	73314.3→73788.7	-3.61	timeout
05-28 19:00	BTC	Sell	73192.3→73629.7	-3.36	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

+103.89

total pnl ($)

+21.0 bps

avg bps net

Live (dry_run=0)

closed

33%

win rate

-12.59

total pnl ($)

-67.5 bps

avg bps net

Live WR is 71% of paper WR (33% vs 47%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	98	47%	+21.0	+103.89

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 14:21	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…