deribit_basis_rolling_change_long_v22 · strategy

158

closed trades

43%

win rate

-497.89

total pnl ($)

0.358

weight

7d window — n=31 wr=39% pnl=-141.15 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 01:12	BTC	Buy	59377→57915.1	-12.83	stop_loss
07-01 01:11	BTC	Buy	59505→58041.1	-12.81	stop_loss
06-30 13:34	BTC	Buy	59635→58162	-12.80	stop_loss
06-30 12:58	BTC	Buy	59876→58401.9	-12.75	stop_loss
06-30 02:51	BTC	Buy	59711→59994	+1.99	timeout
06-30 01:41	BTC	Buy	59513→59790	+1.95	timeout
06-30 00:35	BTC	Buy	59183→59853	+5.26	timeout
06-29 23:23	BTC	Buy	59373→60231	+6.80	timeout
06-29 00:03	BTC	Buy	60027→59407	-5.69	timeout
06-28 23:01	BTC	Buy	60193→59144	-9.31	timeout
06-28 21:58	BTC	Buy	60167→59382	-6.99	timeout
06-28 20:56	BTC	Buy	60255→59635	-5.60	timeout
06-27 20:36	BTC	Buy	59617→60236	+4.80	timeout
06-27 18:27	BTC	Buy	59870→60452	+4.43	timeout
06-27 17:15	BTC	Buy	60133→60540	+2.91	timeout
06-27 16:13	BTC	Buy	60129→60731	+4.59	timeout
06-26 19:36	BTC	Buy	59340→59961	+4.67	timeout
06-26 16:35	BTC	Buy	59370→60330	+7.52	timeout
06-26 15:29	BTC	Buy	59232→60141	+7.14	timeout
06-26 14:41	BTC	Buy	59564→59596	-0.23	timeout
06-25 18:49	BTC	Buy	59455→59463	-0.35	timeout
06-25 13:58	BTC	Buy	59651→58182	-12.68	stop_loss
06-25 13:53	BTC	Buy	60239→58755.7	-12.69	stop_loss
06-25 13:48	BTC	Buy	60827→59331.4	-12.68	stop_loss
06-24 17:48	BTC	Buy	60529→59040.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61078.1→59575.2	-12.73	stop_loss
06-24 15:08	BTC	Buy	62338.1→60798.5	-12.79	stop_loss
06-24 14:02	BTC	Buy	62680.1→61138.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62749.1→61205.3	-12.75	stop_loss
06-24 13:47	BTC	Buy	62821.1→61276.3	-12.75	stop_loss
06-24 11:00	BTC	Buy	62302.1→62446.9	+0.69	timeout
06-24 09:52	BTC	Buy	62376.1→62666.9	+1.82	timeout
06-24 08:53	BTC	Buy	62403.1→62777.9	+2.48	timeout
06-24 07:16	BTC	Buy	62979.1→62757.9	-2.25	timeout
06-23 08:17	BTC	Buy	63936.2→62360.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	63951.2→62377.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64351.2→62768.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64410.2→62826.4	-12.76	stop_loss
06-22 21:45	BTC	Buy	63806.2→64157.8	+2.30	timeout
06-22 20:44	BTC	Buy	63946.2→64471.8	+3.64	timeout
06-22 19:44	BTC	Buy	64195.2→64397.8	+1.09	timeout
06-22 18:35	BTC	Buy	64146.2→64561.8	+2.73	timeout
06-21 21:24	BTC	Buy	63927.2→63650.8	-2.61	timeout
06-21 20:23	BTC	Buy	63920.2→64083.8	+0.83	timeout
06-21 19:25	BTC	Buy	63895.2→64185.8	+1.86	timeout
06-21 18:24	BTC	Buy	63826.2→63981.8	+0.83	timeout
06-20 20:19	BTC	Buy	63004.2→63929.8	+6.93	timeout
06-20 19:14	BTC	Buy	63033.2→63864.8	+6.16	timeout
06-20 18:10	BTC	Buy	63097.2→63846.8	+5.48	timeout
06-20 17:12	BTC	Buy	62984.1→63888.8	+6.71	timeout
06-19 20:00	BTC	Buy	63054.2→63015.8	-0.78	timeout
06-19 19:01	BTC	Buy	62688.1→63053.8	+2.44	timeout
06-19 17:59	BTC	Buy	62584.1→63183.8	+4.34	timeout
06-19 17:06	BTC	Buy	62548.1→62956.9	+2.82	timeout
06-18 15:40	BTC	Buy	64309.2→62725.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64330.2→62748.5	-12.49	stop_loss
06-18 15:37	BTC	Buy	64476.2→62874.4	-12.63	stop_loss
06-18 15:37	BTC	Buy	64523.2→62936.4	-12.53	stop_loss
06-17 19:42	BTC	Buy	65742.3→64122.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65821.3→64202.7	-12.75	stop_loss
06-17 19:38	BTC	Buy	65844.3→64224.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	65915.3→64264.6	-12.97	stop_loss
06-17 16:19	BTC	Buy	65745.3→65900.7	+0.69	timeout
06-17 15:16	BTC	Buy	65854.3→65277.7	-4.76	timeout
06-16 23:53	BTC	Buy	66323.3→65627.7	-5.76	timeout
06-16 22:49	BTC	Buy	66173.3→65655.7	-4.45	timeout
06-16 14:23	BTC	Buy	67183.4→65514.9	-12.95	stop_loss
06-16 14:22	BTC	Buy	66430.3→65711.7	-5.94	timeout
06-15 22:40	BTC	Buy	65303.3→66278.7	+6.97	timeout
06-15 21:29	BTC	Buy	64646.2→66356.7	+12.72	timeout
06-15 13:16	BTC	Buy	63909.2→66716.7	+21.53	take_profit
06-15 13:00	BTC	Buy	63787.2→66589.7	+21.53	take_profit
06-14 21:38	BTC	Buy	64294.2→64867.8	+3.97	timeout
06-14 20:33	BTC	Buy	64229.2→63920.8	-2.89	timeout
06-14 19:33	BTC	Buy	64150.2→63782.8	-3.37	timeout
06-14 18:31	BTC	Buy	64187.2→63732.8	-4.09	timeout
06-13 21:18	BTC	Buy	63610.2→64232.8	+4.43	timeout
06-13 20:13	BTC	Buy	63557.2→64240.8	+4.93	timeout
06-13 19:06	BTC	Buy	63682.2→64132.8	+3.09	timeout
06-13 18:11	BTC	Buy	63857.2→64045.8	+1.00	timeout
06-12 20:23	BTC	Buy	63459.2→63512.8	-0.04	timeout
06-12 19:18	BTC	Buy	63663.2→63675.8	-0.36	timeout
06-12 18:12	BTC	Buy	63471.2→63898.8	+2.91	timeout
06-12 17:13	BTC	Buy	62429.1→63843.8	+10.84	timeout
06-11 19:28	BTC	Buy	61771.1→63576.8	+14.04	timeout
06-11 18:23	BTC	Buy	61926.1→63383.8	+11.19	timeout
06-11 17:19	BTC	Buy	62122.1→62388.9	+1.61	timeout
06-11 16:18	BTC	Buy	62299.1→62790.9	+3.40	timeout
06-10 18:04	BTC	Buy	61632.1→62031.9	+2.75	timeout
06-10 17:01	BTC	Buy	61461.1→62200.9	+5.52	timeout
06-10 15:59	BTC	Buy	61133.1→62591.9	+11.43	timeout
06-10 14:56	BTC	Buy	61395.1→61844.9	+3.17	timeout
06-09 16:39	BTC	Buy	62318.1→60779.6	-12.81	stop_loss
06-09 14:18	BTC	Buy	63332.2→61772	-12.77	stop_loss
06-09 14:04	BTC	Buy	63659.2→62092.8	-12.75	stop_loss
06-09 13:36	BTC	Buy	63761.2→62190.8	-12.75	stop_loss
06-09 13:19	BTC	Buy	63889.2→62313.7	-12.75	stop_loss
06-09 05:07	BTC	Buy	62569.1→63128.8	+4.02	timeout
06-08 20:56	BTC	Buy	61849.1→63401.8	+12.06	timeout
06-08 17:33	BTC	Buy	62237.1→63402.8	+8.83	timeout

Paper vs Live

Paper (trades.jsonl)

158

closed

43%

win rate

-497.89

total pnl ($)

-62.7 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	158	43%	-62.7	-497.89

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:15	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…