deribit_basis_rolling_change_long_v13 · strategy

144

closed trades

44%

win rate

-430.57

total pnl ($)

0.445

weight

7d window — n=31 wr=42% pnl=-116.74 · 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 12:57	BTC	Buy	59919→58442.8	-12.76	stop_loss
06-30 07:33	BTC	Buy	60075→59504	-5.22	timeout
06-30 02:00	BTC	Buy	59400→59910	+3.92	timeout
06-29 23:52	BTC	Buy	59678→60222	+4.14	timeout
06-29 21:49	BTC	Buy	59460→60491	+8.07	timeout
06-29 05:51	BTC	Buy	59937→59926	-0.57	timeout
06-28 23:35	BTC	Buy	59997→59596	-3.87	timeout
06-28 21:30	BTC	Buy	60432→59676	-6.72	timeout
06-28 19:26	BTC	Buy	60315→59480	-7.35	timeout
06-28 05:26	BTC	Buy	60226→59816	-3.86	timeout
06-27 21:19	BTC	Buy	59682→60330	+5.04	timeout
06-27 19:13	BTC	Buy	59988→60570	+4.43	timeout
06-27 17:16	BTC	Buy	60184→60483	+2.02	timeout
06-27 04:03	BTC	Buy	59882→60320	+3.21	timeout
06-26 19:32	BTC	Buy	59305→59989	+5.19	timeout
06-26 17:33	BTC	Buy	59472→60144	+5.11	timeout
06-26 15:27	BTC	Buy	59272→60230	+7.48	timeout
06-26 02:16	BTC	Buy	59873→58399.9	-12.75	stop_loss
06-25 13:59	BTC	Buy	59546→58080	-12.69	stop_loss
06-25 13:48	BTC	Buy	60788→59292.4	-12.71	stop_loss
06-25 13:48	BTC	Buy	60826→59325.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60814→59315.4	-12.72	stop_loss
06-24 17:47	BTC	Buy	60549→59058.5	-12.75	stop_loss
06-24 16:51	BTC	Buy	61295.1→59745.1	-13.07	stop_loss
06-24 14:13	BTC	Buy	62643.1→61102.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62661.1→61119.4	-12.75	stop_loss
06-24 13:44	BTC	Buy	62910.1→61360.2	-12.77	stop_loss
06-24 12:36	BTC	Buy	62361.1→62777.9	+2.89	timeout
06-24 10:33	BTC	Buy	62308.1→62545.9	+1.40	timeout
06-24 08:32	BTC	Buy	62194.1→62657.9	+3.19	timeout
06-24 06:06	BTC	Buy	63306.2→62762.9	-4.80	timeout
06-23 08:24	BTC	Buy	63858.2→62284.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63993.2→62415.7	-12.78	stop_loss
06-23 06:21	BTC	Buy	64230.2→62647.5	-12.78	stop_loss
06-23 02:28	BTC	Buy	64546.2→64143.8	-3.56	timeout
06-23 00:13	BTC	Buy	63450.2→63915.8	+3.29	timeout
06-22 22:10	BTC	Buy	63590.2→64310.8	+5.21	timeout
06-22 20:08	BTC	Buy	64231.2→64497.8	+1.58	timeout
06-22 01:17	BTC	Buy	64226.2→63969.8	-2.53	timeout
06-21 22:53	BTC	Buy	64285.2→63738.8	-4.68	timeout
06-21 20:51	BTC	Buy	63885.2→63679.8	-2.06	timeout
06-21 18:50	BTC	Buy	63799.2→64136.8	+2.24	timeout
06-20 23:45	BTC	Buy	63291.2→64310.8	+7.59	timeout
06-20 21:43	BTC	Buy	63099.2→63983.8	+6.57	timeout
06-20 19:43	BTC	Buy	62994.1→63932.8	+7.02	timeout
06-20 17:22	BTC	Buy	63018.2→63915.8	+6.64	timeout
06-19 22:33	BTC	Buy	62735.1→63227.8	+3.43	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-19 18:24	BTC	Buy	62874.1→63105.8	+1.38	timeout
06-19 16:25	BTC	Buy	62631.1→63287.8	+4.77	timeout
06-18 15:40	BTC	Buy	64254.2→62670.5	-12.51	stop_loss
06-18 15:37	BTC	Buy	64432.2→62847.4	-12.52	stop_loss
06-18 15:37	BTC	Buy	64471.2→62882.4	-12.60	stop_loss
06-18 15:36	BTC	Buy	64658.2→63068.3	-12.54	stop_loss
06-17 19:50	BTC	Buy	65605.3→63964.8	-12.96	stop_loss
06-17 19:42	BTC	Buy	65725.3→64108.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	65872.3→64246.6	-12.79	stop_loss
06-17 19:29	BTC	Buy	65965.3→64338.6	-12.80	stop_loss
06-17 15:27	BTC	Buy	65762.3→65315.7	-3.86	timeout
06-17 04:56	BTC	Buy	65804.3→65913.7	+0.34	timeout
06-17 02:39	BTC	Buy	65841.3→65811.7	-0.69	timeout
06-16 22:30	BTC	Buy	66150.3→65743.7	-3.61	timeout
06-16 14:03	BTC	Buy	66334.3→66130.7	-2.07	timeout
06-16 02:39	BTC	Buy	65633.3→65837.7	+1.09	timeout
06-16 00:33	BTC	Buy	65631.3→66307.7	+4.74	timeout
06-15 21:53	BTC	Buy	65430.3→66384.7	+6.79	timeout
06-15 13:20	BTC	Buy	64031.2→66843.7	+21.53	take_profit
06-15 00:44	BTC	Buy	64552.2→65481.7	+6.73	timeout
06-14 22:38	BTC	Buy	64485.2→65355.7	+6.25	timeout
06-14 20:00	BTC	Buy	64262.2→63799.8	-4.09	timeout
06-14 13:49	BTC	Buy	64146.2→64289.8	+0.67	timeout
06-13 22:25	BTC	Buy	63602.2→64425.8	+5.99	timeout
06-13 20:20	BTC	Buy	63515.2→64231.8	+5.19	timeout
06-13 18:21	BTC	Buy	63666.2→64063.8	+2.65	timeout
06-13 12:10	BTC	Buy	63668.2→63894.8	+1.25	timeout
06-12 20:49	BTC	Buy	63248.2→63390.8	+0.66	timeout
06-12 18:45	BTC	Buy	63511.2→63837.8	+2.11	timeout
06-12 16:38	BTC	Buy	62724.1→63925.8	+9.08	timeout
06-12 10:23	BTC	Buy	62817.1→63741.8	+6.81	timeout
06-11 19:12	BTC	Buy	61734.1→63527.8	+13.94	timeout
06-11 17:09	BTC	Buy	62151.1→62482.9	+2.16	timeout
06-11 15:11	BTC	Buy	61849.1→62704.9	+6.37	timeout
06-11 08:33	BTC	Buy	61459.1→62920.9	+11.30	timeout
06-10 18:16	BTC	Buy	61729.1→61953.9	+1.33	timeout
06-10 16:12	BTC	Buy	61061.1→62367.9	+10.20	timeout
06-10 14:12	BTC	Buy	61992.1→62159.9	+0.88	timeout
06-09 14:46	BTC	Buy	62756.1→61212.3	-12.76	stop_loss
06-09 14:46	BTC	Buy	62783.1→61239.3	-12.75	stop_loss
06-09 14:29	BTC	Buy	63086.2→61535.1	-12.75	stop_loss
06-09 12:16	BTC	Buy	62877.1→62761.9	-1.31	timeout
06-09 10:12	BTC	Buy	63384.2→62647.9	-6.23	timeout
06-09 00:29	BTC	Buy	63414.2→62714.9	-6.02	timeout
06-08 22:24	BTC	Buy	62959.1→63304.8	+2.26	timeout
06-08 09:24	BTC	Buy	62603.1→63443.8	+6.24	timeout
06-08 07:18	BTC	Buy	62064.1→63023.8	+7.25	timeout
06-07 22:15	BTC	Buy	61211.1→63898.8	+21.51	take_profit
06-07 20:01	BTC	Buy	60558→61266.9	+5.45	timeout
06-07 18:05	BTC	Buy	60550→62157.9	+12.86	timeout
06-07 08:17	BTC	Buy	61132.1→62293.9	+9.14	timeout
06-07 06:15	BTC	Buy	61169.1→61666.9	+3.67	timeout

Paper vs Live

Paper (trades.jsonl)

144

closed

44%

win rate

-430.57

total pnl ($)

-59.5 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	144	44%	-59.5	-430.57

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…