deribit_basis_rolling_change_long_38012 · strategy

122

closed trades

59%

win rate

-20.98

total pnl ($)

1.160

weight

7d window — n=9 wr=44% pnl=-6.44 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-19 23:11	BTC	Buy	62450.1→63250.8	+5.94	timeout
06-19 20:46	BTC	Buy	62627.1→63140.8	+3.63	timeout
06-18 09:13	BTC	Buy	64287.2→64332.8	-0.13	timeout
06-17 22:03	BTC	Buy	65550.3→63928.8	-12.81	stop_loss
06-16 17:04	BTC	Buy	65938.3→65772.7	-1.76	timeout
06-16 15:02	BTC	Buy	65734.3→65679.7	-0.91	timeout
06-16 12:56	BTC	Buy	66267.3→66361.7	+0.22	timeout
06-16 10:23	BTC	Buy	66325.3→66644.7	+1.95	timeout
06-16 07:56	BTC	Buy	66609.3→66325.7	-2.58	timeout
06-16 03:40	BTC	Buy	66784.3→66023.7	-6.13	timeout
06-16 01:38	BTC	Buy	66703.3→66350.7	-3.09	timeout
06-15 23:26	BTC	Buy	66303.3→66178.7	-1.41	timeout
06-15 21:21	BTC	Buy	65695.3→66503.7	+5.67	timeout
06-15 16:42	BTC	Buy	65633.3→67181.6	+11.32	timeout
06-15 14:37	BTC	Buy	65624.3→66468.7	+5.99	timeout
06-15 12:32	BTC	Buy	65633.3→66203.7	+3.90	timeout
06-15 10:27	BTC	Buy	65143.3→65705.7	+3.87	timeout
06-15 08:22	BTC	Buy	63866.2→65617.7	+13.27	timeout
06-15 04:18	BTC	Buy	64073.2→65736.7	+12.51	timeout
06-15 02:17	BTC	Buy	64239.2→65727.7	+11.12	timeout
06-15 00:12	BTC	Buy	64477.2→65735.7	+9.32	timeout
06-14 22:11	BTC	Buy	64543.2→65094.7	+3.80	timeout
06-14 20:06	BTC	Buy	64390.2→63795.8	-5.09	timeout
06-14 16:03	BTC	Buy	64513.2→64014.8	-4.32	timeout
06-14 13:58	BTC	Buy	64570.2→64294.8	-2.58	timeout
06-14 11:54	BTC	Buy	64394.2→64582.8	+1.02	timeout
06-14 09:49	BTC	Buy	64477.2→64540.8	+0.02	timeout
06-14 07:46	BTC	Buy	64282.2→64351.8	+0.09	timeout
06-14 03:37	BTC	Buy	64296.2→64476.8	+0.97	timeout
06-14 01:34	BTC	Buy	64197.2→64564.8	+2.43	timeout
06-13 23:27	BTC	Buy	63943.2→64424.8	+3.31	timeout
06-13 21:25	BTC	Buy	63823.2→64218.8	+2.64	timeout
06-13 19:19	BTC	Buy	63695.2→64149.8	+3.12	timeout
06-13 15:16	BTC	Buy	63659.2→64271.8	+4.34	timeout
06-13 13:20	BTC	Buy	63610.2→64116.8	+3.50	timeout
06-13 11:11	BTC	Buy	63452.2→63905.8	+3.08	timeout
06-13 08:48	BTC	Buy	63425.2→63847.8	+2.83	timeout
06-13 06:50	BTC	Buy	63815.2→63672.8	-1.57	timeout
06-13 02:14	BTC	Buy	63414.2→63773.8	+2.36	timeout
06-12 23:47	BTC	Buy	63793.2→63500.8	-2.76	timeout
06-12 21:46	BTC	Buy	63862.2→63453.8	-3.67	timeout
06-12 19:46	BTC	Buy	63012.2→63596.8	+4.19	timeout
06-12 16:50	BTC	Buy	63710.2→63929.8	+1.25	timeout
06-12 11:22	BTC	Buy	63394.2→63799.8	+2.71	timeout
06-12 09:08	BTC	Buy	63470.2→63454.8	-0.61	timeout
06-12 04:57	BTC	Buy	62565.1→63691.8	+8.52	timeout
06-12 02:52	BTC	Buy	62942.1→63556.8	+4.38	timeout
06-12 00:47	BTC	Buy	62947.1→63658.8	+5.13	timeout
06-11 22:38	BTC	Buy	62925.1→63525.8	+4.26	timeout
06-11 20:40	BTC	Buy	62929.1→63339.8	+2.75	timeout
06-11 16:34	BTC	Buy	62546.1→62661.9	+0.42	timeout
06-11 14:31	BTC	Buy	62021.1→62882.9	+6.45	timeout
06-11 12:22	BTC	Buy	61882.1→62747.9	+6.49	timeout
06-11 10:18	BTC	Buy	61122.1→62829.9	+13.45	timeout
06-11 08:14	BTC	Buy	61805.1→62784.9	+7.41	timeout
06-11 04:09	BTC	Buy	62365.1→62597.9	+1.35	timeout
06-11 02:03	BTC	Buy	62124.1→62193.9	+0.09	timeout
06-10 23:56	BTC	Buy	61016.1→61490.9	+3.42	timeout
06-10 21:53	BTC	Buy	61244.1→61230.9	-0.57	timeout
06-10 19:51	BTC	Buy	61658.1→61908.9	+1.55	timeout
06-10 05:56	BTC	Buy	61712.1→62016.9	+2.05	timeout
06-10 03:55	BTC	Buy	61183.1→62016.9	+6.40	timeout
06-09 14:21	BTC	Buy	63153.2→61596.1	-12.78	stop_loss
06-09 06:06	BTC	Buy	63598.2→63393.8	-2.08	timeout
06-09 04:01	BTC	Buy	63672.2→62814.9	-7.18	timeout
06-09 01:59	BTC	Buy	63774.2→62762.9	-8.37	timeout
06-08 23:55	BTC	Buy	63416.2→63000.8	-3.74	timeout
06-08 21:52	BTC	Buy	63438.2→63731.8	+1.85	timeout
06-08 17:43	BTC	Buy	62498.1→63334.8	+6.19	timeout
06-08 15:42	BTC	Buy	63166.2→63810.8	+4.63	timeout
06-08 13:39	BTC	Buy	63044.2→63571.8	+3.71	timeout
06-08 11:37	BTC	Buy	63156.2→63759.8	+4.32	timeout
06-08 09:33	BTC	Buy	61749.1→63275.8	+11.91	timeout
06-08 05:25	BTC	Buy	62227.1→62614.9	+2.66	timeout
06-08 01:20	BTC	Buy	61678.1→62984.9	+10.10	timeout
06-07 23:15	BTC	Buy	62441.1→62980.9	+3.87	timeout
06-07 22:15	BTC	Buy	61465.1→64163.8	+21.50	take_profit
06-07 19:19	BTC	Buy	62753.1→61210.3	-12.72	stop_loss
06-07 19:10	BTC	Buy	62151.1→61586.9	-4.96	timeout
06-07 17:09	BTC	Buy	61808.1→62268.9	+3.27	timeout
06-07 12:55	BTC	Buy	60743→61811.9	+8.34	timeout
06-07 10:50	BTC	Buy	60629→62360.9	+13.84	timeout
06-07 08:45	BTC	Buy	60699→62573.9	+15.00	timeout
06-07 06:45	BTC	Buy	60579→62181.9	+12.80	timeout
06-07 04:41	BTC	Buy	60670→61731.9	+8.31	timeout
06-07 00:35	BTC	Buy	60817→60921	+0.39	timeout
06-06 22:35	BTC	Buy	60338→60511	+1.02	timeout
06-06 20:34	BTC	Buy	61302.1→60624	-5.95	timeout
06-06 18:22	BTC	Buy	61162.1→60498	-5.85	timeout
06-06 16:21	BTC	Buy	59984→60657	+5.16	timeout
06-06 11:42	BTC	Buy	60713→60837	+0.60	timeout
06-06 07:34	BTC	Buy	59672→60982	+10.50	timeout
06-05 18:52	BTC	Buy	60762→59267.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60782→59287.4	-12.75	stop_loss
06-05 15:41	BTC	Buy	61536.1→60023	-12.73	stop_loss
06-05 14:04	BTC	Buy	62095.1→60564.7	-12.77	stop_loss
06-05 13:56	BTC	Buy	62490.1→60935.5	-12.89	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62755.1→61211.3	-12.74	stop_loss
06-05 06:17	BTC	Buy	63393.2→61834	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

122

closed

59%

win rate

-20.98

total pnl ($)

-3.2 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	122	59%	-3.2	-20.98

Recent bounces (last 20 of 3)

time	sym	side	reason
06-23 02:17	BTC	Buy	stale_intent
06-23 02:16	BTC	Buy	stale_intent
06-22 16:44	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…