deribit_basis_rolling_change_long_persistence · strategy

101

closed trades

36%

win rate

-386.20

total pnl ($)

0.363

weight

7d window — n=21 wr=33% pnl=-129.84 · 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 13:34	BTC	Buy	59663→58196	-12.73	stop_loss
06-30 12:23	BTC	Buy	60327→58843.6	-12.73	stop_loss
06-29 23:34	BTC	Buy	59994→60243	+1.67	timeout
06-29 19:28	BTC	Buy	60268→60396	+0.31	timeout
06-28 22:53	BTC	Buy	60458→58971.5	-12.76	stop_loss
06-28 19:46	BTC	Buy	60784→59289.4	-12.72	stop_loss
06-28 19:11	BTC	Buy	59956→59489	-4.31	timeout
06-27 21:12	BTC	Buy	59554→60326	+6.16	timeout
06-27 19:05	BTC	Buy	59378→60563	+9.57	timeout
06-27 17:05	BTC	Buy	59159→60479	+10.66	timeout
06-27 14:52	BTC	Buy	59700→60582	+6.94	timeout
06-26 18:00	BTC	Buy	59380→59989	+4.46	timeout
06-25 13:53	BTC	Buy	60274→58767.7	-12.86	stop_loss
06-25 13:51	BTC	Buy	60643→59150.5	-12.69	stop_loss
06-25 13:48	BTC	Buy	60812→59315.4	-12.71	stop_loss
06-25 13:48	BTC	Buy	60857→59359.3	-12.70	stop_loss
06-24 15:43	BTC	Buy	62064.1→60536.7	-12.66	stop_loss
06-24 15:31	BTC	Buy	62228.1→60697.6	-12.67	stop_loss
06-24 15:28	BTC	Buy	62305.1→60771.6	-12.66	stop_loss
06-24 15:08	BTC	Buy	62350.1→60816.5	-12.67	stop_loss
06-24 13:44	BTC	Buy	62914.1→61367.2	-12.74	stop_loss
06-23 08:17	BTC	Buy	63956.2→62380.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	63954.2→62380.7	-12.77	stop_loss
06-23 06:22	BTC	Buy	64106.2→62525.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64281.2→62694.5	-12.80	stop_loss
06-23 06:21	BTC	Buy	64321.2→62724.5	-12.88	stop_loss
06-23 01:22	BTC	Buy	64225.2→64221.8	-0.42	timeout
06-22 22:52	BTC	Buy	64272.2→63958.8	-2.90	timeout
06-22 20:50	BTC	Buy	63873.2→64423.8	+3.84	timeout
06-22 18:58	BTC	Buy	63757.2→64355.8	+4.15	timeout
06-22 16:58	BTC	Buy	63972.2→64711.8	+5.31	timeout
06-21 00:27	BTC	Buy	62925.1→64220.8	+9.77	timeout
06-20 22:20	BTC	Buy	62783.1→64059.8	+9.72	timeout
06-20 20:05	BTC	Buy	63149.2→63901.8	+5.58	timeout
06-20 17:56	BTC	Buy	62567.1→63830.8	+9.63	timeout
06-20 16:20	BTC	Buy	62606.1→63990.8	+10.45	timeout
06-18 15:40	BTC	Buy	64289.2→62708.5	-12.50	stop_loss
06-18 15:40	BTC	Buy	64325.2→62737.5	-12.52	stop_loss
06-18 15:17	BTC	Buy	64821.2→63204.2	-12.51	stop_loss
06-18 15:17	BTC	Buy	64887.2→63282.2	-12.37	stop_loss
06-18 15:16	BTC	Buy	65051.3→63446.1	-12.41	stop_loss
06-17 19:29	BTC	Buy	65977.3→64346.6	-12.81	stop_loss
06-17 19:29	BTC	Buy	66014.3→64381.6	-12.82	stop_loss
06-17 11:02	BTC	Buy	66329.3→64697.4	-12.88	stop_loss
06-17 08:44	BTC	Buy	66506.3→64870.3	-12.82	stop_loss
06-17 08:39	BTC	Buy	66600.3→64950.3	-12.90	stop_loss
06-17 08:38	BTC	Buy	66647.3→65004.2	-12.81	stop_loss
06-17 07:54	BTC	Buy	66855.3→65211.1	-12.77	stop_loss
06-16 10:33	BTC	Buy	64598.2→66608.7	+14.97	timeout
06-15 15:47	BTC	Buy	64264.2→67088.6	+21.53	take_profit
06-15 15:46	BTC	Buy	64153.2→66969.7	+21.51	take_profit
06-15 13:20	BTC	Buy	64029.2→66840.7	+21.54	take_profit
06-15 13:16	BTC	Buy	63898.2→66704.7	+21.53	take_profit
06-14 12:52	BTC	Buy	63499.2→64283.8	+5.72	timeout
06-14 08:44	BTC	Buy	63350.2→64448.8	+8.14	timeout
06-13 20:02	BTC	Buy	63548.2→64254.8	+5.11	timeout
06-13 17:59	BTC	Buy	63509.2→63971.8	+3.16	timeout
06-13 15:53	BTC	Buy	62557.1→64255.8	+13.09	timeout
06-12 11:01	BTC	Buy	61336.1→63680.8	+18.52	timeout
06-12 08:29	BTC	Buy	61483.1→63476.8	+15.56	timeout
06-11 18:35	BTC	Buy	61727.1→63423.8	+13.05	timeout
06-11 16:08	BTC	Buy	60940→62781.9	+14.36	timeout
06-11 14:11	BTC	Buy	62093.1→62785.9	+4.91	timeout
06-09 20:14	BTC	Buy	61540.1→62016.9	+3.56	timeout
06-09 18:10	BTC	Buy	62195.1→61726.9	-4.37	timeout
06-09 14:44	BTC	Buy	62816.1→61268.3	-12.80	stop_loss
06-09 14:30	BTC	Buy	63027.2→61475.2	-12.78	stop_loss
06-09 13:36	BTC	Buy	63729.2→62156.8	-12.76	stop_loss
06-07 22:15	BTC	Buy	61138.1→63821.8	+21.52	take_profit
06-07 22:15	BTC	Buy	61127.1→63810.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60521→63177.8	+21.52	take_profit
06-07 19:19	BTC	Buy	62782.1→61238.3	-12.72	stop_loss
06-07 15:50	BTC	Buy	60483→62039.9	+12.39	timeout
06-07 08:48	BTC	Buy	60283→62929.9	+21.53	take_profit
06-06 04:34	BTC	Buy	60940→59441.3	-12.75	stop_loss
06-06 04:33	BTC	Buy	61126.1→59623.2	-12.74	stop_loss
06-06 04:12	BTC	Buy	61723.1→60202.9	-12.77	stop_loss
06-05 18:52	BTC	Buy	60728→59234.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60820→59324.4	-12.76	stop_loss
06-05 15:39	BTC	Buy	61672.1→60154.9	-12.74	stop_loss
06-05 14:01	BTC	Buy	62160.1→60621.6	-12.83	stop_loss
06-05 13:56	BTC	Buy	62432.1→60892.5	-12.79	stop_loss
06-05 13:49	BTC	Buy	63005.2→61455.2	-12.75	stop_loss
06-05 06:21	BTC	Buy	63095.2→61537.1	-12.71	stop_loss
06-05 06:17	BTC	Buy	63417.2→61854	-12.77	stop_loss
06-05 06:16	BTC	Buy	63443.2→61880.9	-12.70	stop_loss
06-05 05:59	BTC	Buy	63794.2→62217.8	-12.77	stop_loss
06-05 03:01	BTC	Buy	64041.2→62465.6	-12.72	stop_loss
06-04 09:29	BTC	Buy	64332.2→62750.5	-12.74	stop_loss
06-04 01:16	BTC	Buy	64516.2→62929.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65078.3→63478.1	-12.74	stop_loss
06-03 20:55	BTC	Buy	66387.3→64746.4	-12.85	stop_loss
06-03 20:45	BTC	Buy	66730.3→65086.2	-12.82	stop_loss
06-03 20:45	BTC	Buy	66737.3→65093.2	-12.82	stop_loss
06-03 19:51	BTC	Buy	67146.4→65495	-12.77	stop_loss
06-03 16:27	BTC	Buy	67182.4→65528.9	-12.78	stop_loss
06-03 03:50	BTC	Buy	67187.4→65531.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67385.4→65725.8	-12.77	stop_loss
06-03 03:33	BTC	Buy	67625.4→65956.7	-12.79	stop_loss
06-02 14:27	BTC	Buy	69297.5→67590.8	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

101

closed

36%

win rate

-386.20

total pnl ($)

-76.5 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	101	36%	-76.5	-386.20

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 04:06	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…