deribit_basis_rolling_change_long_v10 · strategy

172

closed trades

42%

win rate

-481.13

total pnl ($)

0.609

weight

7d window — n=36 wr=47% pnl=-107.53 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 03:53	BTC	Buy	60131→60019	-1.41	timeout
06-29 00:31	BTC	Buy	60136→58984.1	-10.10	timeout
06-28 23:27	BTC	Buy	59982→59429	-5.08	timeout
06-28 22:27	BTC	Buy	60057→59307	-6.71	timeout
06-28 17:18	BTC	Buy	60589→59583	-8.72	timeout
06-28 03:42	BTC	Buy	60300→60173	-1.50	timeout
06-27 20:33	BTC	Buy	59626→60235	+4.72	timeout
06-27 19:28	BTC	Buy	59906→60261	+2.55	timeout
06-27 18:27	BTC	Buy	59904→60455	+4.17	timeout
06-27 16:22	BTC	Buy	60020→60700	+5.27	timeout
06-27 02:48	BTC	Buy	58651.9→60273	+13.36	timeout
06-26 19:15	BTC	Buy	59228→59943	+5.46	timeout
06-26 18:13	BTC	Buy	59389→60073	+5.19	timeout
06-26 17:12	BTC	Buy	59313→60203	+6.96	timeout
06-26 15:07	BTC	Buy	59269→59740	+3.47	timeout
06-26 02:16	BTC	Buy	59975→58497.8	-12.75	stop_loss
06-25 13:57	BTC	Buy	59737→58267.9	-12.67	stop_loss
06-25 13:55	BTC	Buy	59930→58453.8	-12.69	stop_loss
06-25 13:48	BTC	Buy	60866→59368.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	60933→59422.3	-12.79	stop_loss
06-25 13:46	BTC	Buy	61167.1→59663.2	-12.69	stop_loss
06-24 15:56	BTC	Buy	61764.1→60244.8	-12.74	stop_loss
06-24 14:02	BTC	Buy	62688.1→61146.4	-12.75	stop_loss
06-24 13:44	BTC	Buy	62917.1→61370.2	-12.74	stop_loss
06-24 13:29	BTC	Buy	62045.1→61843.9	-2.08	timeout
06-24 12:26	BTC	Buy	62329.1→62752.9	+2.95	timeout
06-24 11:23	BTC	Buy	62519.1→62322.9	-2.04	timeout
06-24 10:16	BTC	Buy	62409.1→62551.9	+0.64	timeout
06-24 09:12	BTC	Buy	62420.1→62690.9	+1.65	timeout
06-23 08:17	BTC	Buy	63940.2→62367.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63966.2→62392.7	-12.77	stop_loss
06-22 23:49	BTC	Buy	63302.2→63955.8	+4.77	timeout
06-22 22:38	BTC	Buy	63600.2→63837.8	+1.41	timeout
06-22 21:37	BTC	Buy	63697.2→64297.8	+4.26	timeout
06-22 20:36	BTC	Buy	64033.2→64400.8	+2.40	timeout
06-22 18:57	BTC	Buy	64149.2→64334.8	+0.95	timeout
06-21 22:11	BTC	Buy	63986.2→63552.8	-3.83	timeout
06-21 21:07	BTC	Buy	63909.2→63755.8	-1.65	timeout
06-21 20:05	BTC	Buy	63908.2→64173.8	+1.64	timeout
06-21 19:03	BTC	Buy	63826.2→64187.8	+2.43	timeout
06-21 18:00	BTC	Buy	63834.2→64119.8	+1.87	timeout
06-20 21:33	BTC	Buy	63137.2→63898.8	+5.59	timeout
06-20 20:32	BTC	Buy	63032.2→63870.8	+6.23	timeout
06-20 19:31	BTC	Buy	62971.1→63860.8	+6.63	timeout
06-20 18:30	BTC	Buy	63059.2→63833.8	+5.70	timeout
06-20 17:17	BTC	Buy	63035.2→63888.8	+6.29	timeout
06-19 20:40	BTC	Buy	63114.2→63006.8	-1.34	timeout
06-19 19:36	BTC	Buy	62811.1→62941.9	+0.56	timeout
06-19 18:36	BTC	Buy	62792.1→63095.8	+1.95	timeout
06-19 17:28	BTC	Buy	62339.1→62877.9	+3.87	timeout
06-19 16:14	BTC	Buy	62637.1→63344.8	+5.19	timeout
06-18 15:40	BTC	Buy	64266.2→62683.5	-12.46	stop_loss
06-18 15:40	BTC	Buy	64333.2→62749.5	-12.50	stop_loss
06-18 15:37	BTC	Buy	64562.2→62973.3	-12.52	stop_loss
06-18 15:37	BTC	Buy	64600.2→63007.3	-12.56	stop_loss
06-18 14:52	BTC	Buy	65216.3→63608	-12.76	stop_loss
06-17 19:42	BTC	Buy	65711.3→64092.7	-12.77	stop_loss
06-17 19:42	BTC	Buy	65728.3→64108.7	-12.79	stop_loss
06-17 19:41	BTC	Buy	65789.3→64171.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65896.3→64242.6	-13.00	stop_loss
06-17 16:25	BTC	Buy	65771.3→65943.7	+0.89	timeout
06-17 15:25	BTC	Buy	65761.3→65351.7	-3.57	timeout
06-17 14:23	BTC	Buy	65633.3→65177.7	-3.93	timeout
06-16 23:43	BTC	Buy	66198.3→65690.7	-4.37	timeout
06-16 22:28	BTC	Buy	66160.3→65707.7	-3.96	timeout
06-16 15:00	BTC	Buy	66597.3→65624.7	-7.84	timeout
06-16 14:23	BTC	Buy	67118.4→65464	-12.85	stop_loss
06-16 13:50	BTC	Buy	66586.3→66178.7	-3.59	timeout
06-15 23:05	BTC	Buy	65269.3→66184.7	+6.52	timeout
06-15 21:59	BTC	Buy	65301.3→66334.7	+7.41	timeout
06-15 13:20	BTC	Buy	64020.2→66830.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63764.2→66563.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63756.2→66555.7	+21.52	take_profit
06-14 22:20	BTC	Buy	64428.2→65139.7	+5.02	timeout
06-14 21:17	BTC	Buy	64238.2→64396.8	+0.76	timeout
06-14 20:14	BTC	Buy	64247.2→63797.8	-3.99	timeout
06-14 19:11	BTC	Buy	64157.2→63772.8	-3.52	timeout
06-14 18:08	BTC	Buy	64054.2→63690.8	-3.39	timeout
06-13 21:19	BTC	Buy	63611.2→64233.8	+4.42	timeout
06-13 20:18	BTC	Buy	63510.2→64259.8	+5.45	timeout
06-13 19:14	BTC	Buy	63695.2→64152.8	+3.14	timeout
06-13 18:16	BTC	Buy	63799.2→64051.8	+1.50	timeout
06-13 17:13	BTC	Buy	63855.2→63951.8	+0.31	timeout
06-12 20:23	BTC	Buy	63458.2→63505.8	-0.09	timeout
06-12 19:18	BTC	Buy	63653.2→63677.8	-0.27	timeout
06-12 18:14	BTC	Buy	63430.2→63832.8	+2.71	timeout
06-12 17:08	BTC	Buy	62488.1→64010.8	+11.69	timeout
06-12 16:00	BTC	Buy	62720.1→63566.8	+6.22	timeout
06-11 19:41	BTC	Buy	61935.1→63740.8	+14.00	timeout
06-11 18:37	BTC	Buy	61789.1→63493.8	+13.22	timeout
06-11 17:33	BTC	Buy	61765.1→63328.8	+12.12	timeout
06-11 16:32	BTC	Buy	62224.1→62570.9	+2.22	timeout
06-11 15:08	BTC	Buy	61966.1→62761.9	+5.88	timeout
06-10 18:44	BTC	Buy	61659.1→61748.9	+0.24	timeout
06-10 17:41	BTC	Buy	61765.1→61645.9	-1.46	timeout
06-10 16:41	BTC	Buy	60977→62265.9	+10.03	timeout
06-10 15:46	BTC	Buy	61238.1→62446.9	+9.37	timeout
06-10 14:56	BTC	Buy	61368.1→61845.9	+3.40	timeout
06-09 14:47	BTC	Buy	62659.1→61118.4	-12.75	stop_loss
06-09 14:47	BTC	Buy	62721.1→61178.3	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

172

closed

42%

win rate

-481.13

total pnl ($)

-55.7 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	172	42%	-55.7	-481.13

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…