deribit_basis_rolling_change_long_v15 · strategy

closed trades

47%

win rate

-180.78

total pnl ($)

1.200

weight

7d window — n=6 wr=67% pnl=-4.82 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 62 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 11:51	BTC	Buy	59358→60314	+7.56	timeout
06-27 10:49	BTC	Buy	59358→60375	+8.07	timeout
06-27 09:56	BTC	Buy	59750→60382	+4.80	timeout
06-26 20:10	BTC	Buy	59572→59672	+0.26	timeout
06-26 13:19	BTC	Buy	60197→58714.7	-12.77	stop_loss
06-26 10:58	BTC	Buy	60703→59210.4	-12.75	stop_loss
06-17 14:13	BTC	Buy	66088.3→65305.7	-6.38	timeout
06-17 08:44	BTC	Buy	66495.3→64859.3	-12.83	stop_loss
06-17 07:50	BTC	Buy	66296.3→65433.7	-6.99	timeout
06-17 00:30	BTC	Buy	66217.3→65704.7	-4.37	timeout
06-16 14:19	BTC	Buy	66515.3→65674.7	-6.85	timeout
06-16 12:15	BTC	Buy	66283.3→66569.7	+1.63	timeout
06-16 07:55	BTC	Buy	65716.3→66313.7	+4.12	timeout
06-16 06:37	BTC	Buy	65805.3→66462.7	+4.62	timeout
06-15 23:06	BTC	Buy	65271.3→66242.7	+7.06	timeout
06-15 13:20	BTC	Buy	64031.2→66842.7	+21.52	take_profit
06-15 10:42	BTC	Buy	64592.2→65722.7	+8.30	timeout
06-15 05:44	BTC	Buy	64358.2→65702.7	+9.98	timeout
06-15 04:12	BTC	Buy	64484.2→65714.7	+9.06	timeout
06-14 21:04	BTC	Buy	64292.2→63992.8	-2.81	timeout
06-14 15:02	BTC	Buy	64192.2→64090.8	-1.26	timeout
06-14 09:39	BTC	Buy	63783.2→64467.8	+4.88	timeout
06-14 04:22	BTC	Buy	63543.2→64477.8	+6.95	timeout
06-14 02:58	BTC	Buy	63628.2→64467.8	+6.17	timeout
06-13 16:46	BTC	Buy	63835.2→64105.8	+1.67	timeout
06-13 11:23	BTC	Buy	63811.2→63920.8	+0.32	timeout
06-13 07:18	BTC	Buy	63043.2→63677.8	+4.57	timeout
06-12 19:01	BTC	Buy	63448.2→63678.8	+1.35	timeout
06-12 17:08	BTC	Buy	62484.1→64011.8	+11.73	timeout
06-12 15:43	BTC	Buy	62682.1→63888.8	+9.09	timeout
06-11 16:47	BTC	Buy	62025.1→62599.9	+4.11	timeout
06-11 15:09	BTC	Buy	61960.1→62762.9	+5.93	timeout
06-11 14:05	BTC	Buy	62174.1→62958.9	+5.75	timeout
06-11 12:57	BTC	Buy	61643.1→62992.9	+10.39	timeout
06-09 14:21	BTC	Buy	63141.2→61588.1	-12.75	stop_loss
06-09 14:17	BTC	Buy	63388.2→61828	-12.76	stop_loss
06-09 14:16	BTC	Buy	63470.2→61906.9	-12.77	stop_loss
06-09 14:11	BTC	Buy	63567.2→61999.9	-12.78	stop_loss
06-09 13:23	BTC	Buy	63822.2→62252.7	-12.73	stop_loss
06-08 23:39	BTC	Buy	63203.2→63103.8	-1.26	timeout
06-08 06:31	BTC	Buy	62023.1→63009.8	+7.49	timeout
06-06 20:07	BTC	Buy	60237→60530	+2.05	timeout
06-06 19:05	BTC	Buy	59426→60602	+9.50	timeout
06-06 15:58	BTC	Buy	60488→60771	+1.96	timeout
06-06 04:27	BTC	Buy	61392.1→59873.1	-12.82	stop_loss
06-06 04:10	BTC	Buy	61825.1→60304.8	-12.75	stop_loss
06-05 18:52	BTC	Buy	60820→59324.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60873→59376.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61412.1→59902	-12.75	stop_loss
06-05 14:26	BTC	Buy	61920.1→60394.8	-12.77	stop_loss
06-05 14:26	BTC	Buy	61913.1→60387.8	-12.77	stop_loss
06-05 13:56	BTC	Buy	62466.1→60920.5	-12.82	stop_loss
06-05 13:52	BTC	Buy	62597.1→61049.4	-12.81	stop_loss
06-05 13:49	BTC	Buy	63024.2→61468.2	-12.80	stop_loss
06-05 06:20	BTC	Buy	63231.2→61676.1	-12.71	stop_loss
06-05 06:03	BTC	Buy	63632.2→62065.8	-12.72	stop_loss
06-05 03:05	BTC	Buy	63941.2→62366.7	-12.73	stop_loss
06-04 11:11	BTC	Buy	63696.2→62129.8	-12.71	stop_loss
06-04 09:31	BTC	Buy	64240.2→62659.5	-12.75	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 02:04	BTC	Buy	62898.1→61351.2	-12.75	stop_loss
06-04 00:30	BTC	Buy	64860.2→63265.2	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-180.78

total pnl ($)

-58.1 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	62	47%	-58.1	-180.78

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…