deribit_basis_rolling_change_long_v1 · strategy

closed trades

45%

win rate

-235.50

total pnl ($)

0.887

weight

7d window — n=12 wr=50% pnl=-49.73 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 94 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 14:05	BTC	Buy	60719→59225.4	-12.76	stop_loss
06-27 16:40	BTC	Buy	60230→60745	+3.82	timeout
06-26 19:52	BTC	Buy	59259→59868	+4.59	timeout
06-26 18:22	BTC	Buy	59530→60048	+3.78	timeout
06-26 17:19	BTC	Buy	59388→60081	+5.29	timeout
06-26 16:06	BTC	Buy	59563→60385	+6.34	timeout
06-26 15:05	BTC	Buy	59227→59598	+2.60	timeout
06-25 13:59	BTC	Buy	59502→58039.1	-12.66	stop_loss
06-25 13:58	BTC	Buy	59631→58164	-12.66	stop_loss
06-25 13:51	BTC	Buy	60688→59195.4	-12.67	stop_loss
06-25 13:48	BTC	Buy	60824→59328.4	-12.70	stop_loss
06-25 13:44	BTC	Buy	61666.1→60148.9	-12.72	stop_loss
06-18 04:11	BTC	Buy	65382.3→63743.9	-12.99	stop_loss
06-17 00:31	BTC	Buy	66246.3→65659.7	-4.95	timeout
06-16 15:10	BTC	Buy	66624.3→65800.7	-6.72	timeout
06-16 14:23	BTC	Buy	67201.4→65548.9	-12.82	stop_loss
06-16 14:08	BTC	Buy	66337.3→66048.7	-2.71	timeout
06-16 13:08	BTC	Buy	66669.3→66162.7	-4.33	timeout
06-15 22:43	BTC	Buy	65373.3→66247.7	+6.19	timeout
06-15 13:19	BTC	Buy	63999.2→66810.7	+21.53	take_profit
06-15 13:08	BTC	Buy	63861.2→66666.7	+21.53	take_profit
06-15 12:50	BTC	Buy	63758.2→66561.7	+21.55	take_profit
06-15 12:41	BTC	Buy	64320.2→66364.7	+15.45	timeout
06-14 21:06	BTC	Buy	64293.2→63993.8	-2.80	timeout
06-14 19:54	BTC	Buy	64291.2→63751.8	-4.69	timeout
06-14 17:23	BTC	Buy	64019.2→63925.8	-1.25	timeout
06-14 14:12	BTC	Buy	64150.2→64233.8	+0.20	timeout
06-14 12:31	BTC	Buy	63960.2→64438.8	+3.30	timeout
06-13 20:18	BTC	Buy	63507.2→64256.8	+5.45	timeout
06-13 17:23	BTC	Buy	63752.2→64013.8	+1.60	timeout
06-13 16:21	BTC	Buy	63803.2→64007.8	+1.20	timeout
06-13 13:11	BTC	Buy	63424.2→64114.8	+4.92	timeout
06-13 12:07	BTC	Buy	63624.2→63882.8	+1.50	timeout
06-12 18:21	BTC	Buy	63550.2→63666.8	+0.46	timeout
06-12 16:51	BTC	Buy	62609.1→63915.8	+9.95	timeout
06-12 15:48	BTC	Buy	62586.1→63699.8	+8.37	timeout
06-12 12:40	BTC	Buy	62743.1→63390.8	+4.64	timeout
06-12 11:34	BTC	Buy	63157.2→63718.8	+3.92	timeout
06-11 17:08	BTC	Buy	62141.1→62481.9	+2.23	timeout
06-11 16:05	BTC	Buy	62478.1→62658.9	+0.85	timeout
06-11 14:53	BTC	Buy	61856.1→62920.9	+8.06	timeout
06-11 11:12	BTC	Buy	61070.1→63149.8	+16.43	timeout
06-11 08:46	BTC	Buy	61165.1→62863.9	+13.30	timeout
06-10 16:56	BTC	Buy	61322.1→62082.9	+5.68	timeout
06-10 15:35	BTC	Buy	61354.1→62273.9	+6.99	timeout
06-10 14:34	BTC	Buy	61609.1→61971.9	+2.46	timeout
06-09 16:39	BTC	Buy	62326.1→60782.6	-12.85	stop_loss
06-09 15:56	BTC	Buy	62556.1→61015.4	-12.77	stop_loss
06-09 14:29	BTC	Buy	63040.2→61490.2	-12.75	stop_loss
06-09 14:16	BTC	Buy	63460.2→61899.9	-12.74	stop_loss
06-09 14:11	BTC	Buy	63564.2→61999.9	-12.75	stop_loss
06-09 13:19	BTC	Buy	63905.2→62332.7	-12.73	stop_loss
06-09 10:31	BTC	Buy	63133.2→62707.9	-3.78	timeout
06-08 23:31	BTC	Buy	63183.2→63038.8	-1.62	timeout
06-08 22:03	BTC	Buy	61837.1→63520.8	+13.13	timeout
06-08 12:27	BTC	Buy	61959.1→62976.9	+7.76	timeout
06-08 07:52	BTC	Buy	62204.1→63245.8	+7.89	timeout
06-08 06:17	BTC	Buy	61710.1→62893.9	+9.13	timeout
06-07 22:14	BTC	Buy	60570→63228.8	+21.51	take_profit
06-07 18:27	BTC	Buy	60632→62187.9	+12.43	timeout
06-07 08:03	BTC	Buy	60884→62395.9	+12.07	timeout
06-07 07:00	BTC	Buy	60745→62044.9	+10.29	timeout
06-07 05:22	BTC	Buy	60513→61806.9	+10.27	timeout
06-06 19:23	BTC	Buy	59521→60592	+8.60	timeout
06-06 18:23	BTC	Buy	60368→60506	+0.74	timeout
06-06 04:34	BTC	Buy	61015.1→59507.3	-12.81	stop_loss
06-06 04:14	BTC	Buy	61554.1→60037	-12.78	stop_loss
06-06 04:13	BTC	Buy	61609.1→60093.9	-12.75	stop_loss
06-05 18:54	BTC	Buy	60652→59160.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60745→59250.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:52	BTC	Buy	60887→59389.3	-12.76	stop_loss
06-05 14:26	BTC	Buy	61842.1→60320.8	-12.75	stop_loss
06-05 14:04	BTC	Buy	62029.1→60501.7	-12.76	stop_loss
06-05 13:56	BTC	Buy	62532.1→60993.4	-12.75	stop_loss
06-05 13:52	BTC	Buy	62617.1→61076.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62999.1→61450.2	-12.75	stop_loss
06-05 12:15	BTC	Buy	62584.1→62193.9	-3.61	timeout
06-05 06:21	BTC	Buy	63027.2→61476.2	-12.75	stop_loss
06-05 06:03	BTC	Buy	63622.2→62056.9	-12.69	stop_loss
06-05 06:01	BTC	Buy	63684.2→62117.8	-12.71	stop_loss
06-05 02:31	BTC	Buy	63095.2→62725.9	-3.36	timeout
06-05 02:30	BTC	Buy	64202.2→62621.5	-12.75	stop_loss
06-04 09:30	BTC	Buy	64293.2→62707.5	-12.78	stop_loss
06-04 09:29	BTC	Buy	64350.2→62765.5	-12.76	stop_loss
06-04 09:29	BTC	Buy	64354.2→62771.5	-12.74	stop_loss
06-04 02:03	BTC	Buy	63120.2→61568.1	-12.74	stop_loss
06-04 00:26	BTC	Buy	65344.3→63736.9	-12.75	stop_loss
06-04 00:25	BTC	Buy	65476.3→63865.9	-12.74	stop_loss
06-03 23:07	BTC	Buy	66042.3→64416.6	-12.76	stop_loss
06-03 20:55	BTC	Buy	66312.3→64652.4	-12.98	stop_loss
06-03 20:43	BTC	Buy	66790.3→65148.2	-12.81	stop_loss
06-03 19:55	BTC	Buy	66938.3→65285.1	-12.82	stop_loss
06-02 22:59	BTC	Buy	67961.4→66221.6	-13.25	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-235.50

total pnl ($)

-49.8 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	94	45%	-49.8	-235.50

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 14:59	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…