deribit_basis_rolling_change_long_v18 · strategy

122

closed trades

43%

win rate

-384.29

total pnl ($)

0.500

weight

7d window — n=25 wr=36% pnl=-109.21 · 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 12:25	BTC	Buy	60241→58757.7	-12.75	stop_loss
06-30 12:22	BTC	Buy	60353→58868.6	-12.73	stop_loss
06-30 12:03	BTC	Buy	60492→59004.5	-12.73	stop_loss
06-29 21:54	BTC	Buy	59350→60540	+9.43	timeout
06-29 20:10	BTC	Buy	59515→60433	+7.11	timeout
06-29 16:00	BTC	Buy	59866→59755	-1.52	timeout
06-28 21:22	BTC	Buy	60391→59641	-6.65	timeout
06-28 16:47	BTC	Buy	60754→59635	-9.67	timeout
06-28 15:43	BTC	Buy	60772→59936	-7.48	timeout
06-27 17:03	BTC	Buy	60096→60487	+2.78	timeout
06-27 16:05	BTC	Buy	60360→60785	+3.13	timeout
06-27 15:05	BTC	Buy	59620→60555	+7.39	timeout
06-26 16:47	BTC	Buy	59213→60062	+6.62	timeout
06-26 15:40	BTC	Buy	59255→60464	+9.70	timeout
06-26 14:38	BTC	Buy	59613→59681	+0.07	timeout
06-25 13:59	BTC	Buy	59539→58068	-12.74	stop_loss
06-25 13:59	BTC	Buy	59554→58088	-12.69	stop_loss
06-25 13:53	BTC	Buy	60472→58967.6	-12.82	stop_loss
06-24 16:51	BTC	Buy	61295.1→59739.1	-13.12	stop_loss
06-24 14:13	BTC	Buy	62609.1→61067.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62668.1→61127.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62729.1→61183.3	-12.77	stop_loss
06-24 08:57	BTC	Buy	62419.1→62770.9	+2.32	timeout
06-24 07:39	BTC	Buy	62964.1→62607.9	-3.33	timeout
06-24 06:34	BTC	Buy	62892.1→62795.9	-1.27	timeout
06-23 08:20	BTC	Buy	63879.2→62296.7	-12.84	stop_loss
06-23 06:20	BTC	Buy	64395.2→62811.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64411.2→62824.4	-12.78	stop_loss
06-22 20:36	BTC	Buy	64032.2→64394.8	+2.35	timeout
06-22 19:33	BTC	Buy	64198.2→64414.8	+1.19	timeout
06-22 18:27	BTC	Buy	64029.2→64567.8	+3.69	timeout
06-21 19:28	BTC	Buy	63834.2→64169.8	+2.21	timeout
06-21 18:25	BTC	Buy	63845.2→63986.8	+0.72	timeout
06-21 17:20	BTC	Buy	63892.2→64136.8	+1.53	timeout
06-20 19:13	BTC	Buy	63028.2→63868.8	+6.23	timeout
06-20 18:11	BTC	Buy	63106.2→63847.8	+5.42	timeout
06-20 17:08	BTC	Buy	62982.1→63911.8	+6.89	timeout
06-19 18:34	BTC	Buy	62765.1→63126.8	+2.42	timeout
06-19 17:26	BTC	Buy	62333.1→62898.9	+4.09	timeout
06-19 16:24	BTC	Buy	62704.1→63262.8	+3.98	timeout
06-18 15:51	BTC	Buy	64142.2→62549.6	-12.89	stop_loss
06-18 15:40	BTC	Buy	64191.2→62602.6	-12.80	stop_loss
06-18 15:40	BTC	Buy	64359.2→62776.5	-12.72	stop_loss
06-18 11:35	BTC	Buy	64714.2→64011.8	-5.95	timeout
06-17 19:42	BTC	Buy	65736.3→64108.7	-12.83	stop_loss
06-17 19:29	BTC	Buy	65881.3→64250.6	-12.83	stop_loss
06-17 16:07	BTC	Buy	65804.3→65796.7	-0.42	timeout
06-17 15:07	BTC	Buy	65804.3→65123.7	-5.63	timeout
06-17 11:05	BTC	Buy	66153.3→64525.5	-12.83	stop_loss
06-16 15:24	BTC	Buy	66635.3→65760.7	-7.09	timeout
06-16 14:18	BTC	Buy	66496.3→65752.7	-6.12	timeout
06-16 13:15	BTC	Buy	66647.3→66215.7	-3.77	timeout
06-15 13:20	BTC	Buy	64023.2→66837.7	+21.54	take_profit
06-15 13:00	BTC	Buy	63796.2→66596.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63709.2→66506.7	+21.52	take_profit
06-14 19:35	BTC	Buy	64139.2→63804.8	-3.12	timeout
06-14 18:32	BTC	Buy	64156.2→63701.8	-4.09	timeout
06-14 17:29	BTC	Buy	64061.2→63875.8	-1.97	timeout
06-13 19:27	BTC	Buy	63757.2→64117.8	+2.37	timeout
06-13 18:25	BTC	Buy	63716.2→64107.8	+2.60	timeout
06-13 17:24	BTC	Buy	63761.2→64013.8	+1.53	timeout
06-12 19:11	BTC	Buy	63404.2→63648.8	+1.46	timeout
06-12 18:06	BTC	Buy	63387.2→63823.8	+2.99	timeout
06-12 16:38	BTC	Buy	62724.1→63930.8	+9.12	timeout
06-11 18:13	BTC	Buy	61899.1→63418.8	+11.72	timeout
06-11 17:09	BTC	Buy	62170.1→62482.9	+2.01	timeout
06-11 16:05	BTC	Buy	62430.1→62682.9	+1.42	timeout
06-10 17:01	BTC	Buy	61443.1→62174.9	+5.44	timeout
06-10 15:59	BTC	Buy	61130.1→62591.9	+11.52	timeout
06-10 14:56	BTC	Buy	61388.1→61832.9	+3.13	timeout
06-09 16:39	BTC	Buy	62311.1→60778.6	-12.76	stop_loss
06-09 14:18	BTC	Buy	63334.2→61772	-12.78	stop_loss
06-09 14:04	BTC	Buy	63659.2→62092.8	-12.75	stop_loss
06-09 13:36	BTC	Buy	63763.2→62190.8	-12.77	stop_loss
06-09 05:13	BTC	Buy	62554.1→63177.8	+4.53	timeout
06-08 20:57	BTC	Buy	61904.1→63439.8	+11.91	timeout
06-08 17:45	BTC	Buy	62219.1→63359.8	+8.61	timeout
06-08 04:38	BTC	Buy	61662.1→62786.9	+8.66	timeout
06-07 20:14	BTC	Buy	60552→61532.9	+7.69	timeout
06-07 17:11	BTC	Buy	60661→62218.9	+12.37	timeout
06-07 04:29	BTC	Buy	59927→61512.9	+12.78	timeout
06-06 20:11	BTC	Buy	60703→60544	-1.69	timeout
06-06 16:08	BTC	Buy	60285→60799	+3.84	timeout
06-06 04:27	BTC	Buy	61332.1→59818.1	-12.80	stop_loss
06-05 21:15	BTC	Buy	59372→61978.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60716→59222.4	-12.76	stop_loss
06-05 18:44	BTC	Buy	61272.1→59765.1	-12.75	stop_loss
06-05 14:04	BTC	Buy	62049.1→60522.7	-12.75	stop_loss
06-05 13:58	BTC	Buy	62270.1→60737.6	-12.76	stop_loss
06-05 13:49	BTC	Buy	62799.1→61249.3	-12.79	stop_loss
06-05 11:16	BTC	Buy	62370.1→62262.9	-1.35	timeout
06-05 06:19	BTC	Buy	63329.2→61770	-12.76	stop_loss
06-05 06:03	BTC	Buy	63618.2→62051.9	-12.71	stop_loss
06-05 02:48	BTC	Buy	63427.2→62681.9	-6.29	timeout
06-04 10:49	BTC	Buy	63875.2→62304.7	-12.72	stop_loss
06-04 09:29	BTC	Buy	64326.2→62732.5	-12.83	stop_loss
06-04 01:22	BTC	Buy	64298.2→62716.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65045.3→63445.1	-12.75	stop_loss
06-04 00:26	BTC	Buy	65351.3→63743.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66392.3→64739.4	-12.94	stop_loss

Paper vs Live

Paper (trades.jsonl)

122

closed

43%

win rate

-384.29

total pnl ($)

-62.5 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	122	43%	-62.5	-384.29

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…