deribit_basis_rolling_change_long_v36 · strategy

closed trades

50%

win rate

-141.20

total pnl ($)

1.495

weight

7d window — n=10 wr=100% pnl=+38.29 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 03:57:04 (32.2d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x2189872_32589

n: 12 · wr: 75.0% · total_bps: +1064.8 · mean_bps: +88.74 · sharpe: +0.43 · max_dd_bps: -561.2

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 21:19	BTC	Buy	59688→60332	+5.01	timeout
06-27 20:21	BTC	Buy	59757→60270	+3.90	timeout
06-27 19:16	BTC	Buy	59935→60560	+4.80	timeout
06-27 18:17	BTC	Buy	60000→60513	+3.84	timeout
06-27 16:15	BTC	Buy	60224→60700	+3.54	timeout
06-26 20:13	BTC	Buy	59530→59685	+0.74	timeout
06-26 18:44	BTC	Buy	59404→59731	+2.18	timeout
06-26 17:44	BTC	Buy	59527→60042	+3.78	timeout
06-26 16:36	BTC	Buy	59446→60275	+6.41	timeout
06-26 15:08	BTC	Buy	59247→59791	+4.09	timeout
06-17 19:38	BTC	Buy	65846.3→64224.7	-12.77	stop_loss
06-17 16:35	BTC	Buy	65726.3→65999.7	+1.56	timeout
06-17 15:33	BTC	Buy	65793.3→65353.7	-3.75	timeout
06-17 08:39	BTC	Buy	66586.3→64945.3	-12.81	stop_loss
06-17 08:01	BTC	Buy	66347.3→65531.7	-6.61	timeout
06-17 02:31	BTC	Buy	65775.3→66005.7	+1.27	timeout
06-16 14:29	BTC	Buy	66517.3→65615.7	-7.31	timeout
06-16 14:23	BTC	Buy	67211.4→65552.9	-12.86	stop_loss
06-16 09:08	BTC	Buy	65670.3→66765.7	+7.89	timeout
06-16 04:54	BTC	Buy	65662.3→65828.7	+0.87	timeout
06-16 01:13	BTC	Buy	65462.3→66256.7	+5.62	timeout
06-15 13:08	BTC	Buy	63844.2→66649.7	+21.54	take_profit
06-15 13:00	BTC	Buy	63792.2→66592.7	+21.52	take_profit
06-15 03:19	BTC	Buy	64508.2→65669.7	+8.52	timeout
06-15 01:40	BTC	Buy	64561.2→65648.7	+7.95	timeout
06-15 00:35	BTC	Buy	64527.2→65575.7	+7.66	timeout
06-14 19:30	BTC	Buy	64168.2→63776.8	-3.55	timeout
06-14 18:15	BTC	Buy	64058.2→63706.8	-3.29	timeout
06-13 23:14	BTC	Buy	63453.2→64427.8	+7.21	timeout
06-13 22:07	BTC	Buy	63512.2→64373.8	+6.30	timeout
06-13 21:06	BTC	Buy	63459.2→64280.8	+6.00	timeout
06-13 19:03	BTC	Buy	63749.2→64164.8	+2.81	timeout
06-13 18:02	BTC	Buy	63870.2→63994.8	+0.51	timeout
06-12 22:05	BTC	Buy	63573.2→63513.8	-0.97	timeout
06-12 21:02	BTC	Buy	63403.2→63461.8	-0.01	timeout
06-12 19:56	BTC	Buy	63633.2→63587.8	-0.81	timeout
06-12 18:39	BTC	Buy	63507.2→63801.8	+1.85	timeout
06-12 16:46	BTC	Buy	62616.1→63872.8	+9.54	timeout
06-11 20:24	BTC	Buy	61877.1→63464.8	+12.25	timeout
06-11 19:23	BTC	Buy	61663.1→63657.8	+15.59	timeout
06-11 18:19	BTC	Buy	61896.1→63484.8	+12.28	timeout
06-11 16:51	BTC	Buy	61920.1→62588.9	+4.88	timeout
06-11 15:06	BTC	Buy	62020.1→62621.9	+4.31	timeout
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.11	timeout
06-10 17:56	BTC	Buy	61712.1→61894.9	+0.99	timeout
06-10 16:54	BTC	Buy	61238.1→62162.9	+7.04	timeout
06-10 15:52	BTC	Buy	61346.1→62288.9	+7.08	timeout
06-10 14:49	BTC	Buy	61207.1→61907.9	+5.24	timeout
06-09 14:47	BTC	Buy	62700.1→61157.3	-12.76	stop_loss
06-09 14:46	BTC	Buy	62783.1→61239.3	-12.76	stop_loss
06-09 14:18	BTC	Buy	63308.2→61750	-12.76	stop_loss
06-09 14:11	BTC	Buy	63497.2→61933.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63555.2→61990.9	-12.76	stop_loss
06-09 02:22	BTC	Buy	63067.2→62595.9	-4.17	timeout
06-09 01:22	BTC	Buy	63087.2→62801.9	-2.71	timeout
06-08 13:36	BTC	Buy	61776.1→63636.8	+14.57	timeout
06-08 12:35	BTC	Buy	61852.1→63177.8	+10.26	timeout
06-08 06:58	BTC	Buy	62099.1→62968.9	+6.53	timeout
06-07 19:22	BTC	Buy	60615→61431.9	+6.34	timeout
06-07 07:36	BTC	Buy	60976→62228.9	+9.86	timeout
06-07 06:35	BTC	Buy	60971→62099.9	+8.86	timeout
06-07 05:33	BTC	Buy	60642→61637.9	+7.80	timeout
06-07 04:32	BTC	Buy	59707→61525.9	+14.79	timeout
06-06 18:17	BTC	Buy	60532→60424	-1.29	timeout
06-06 04:34	BTC	Buy	60950→59450.3	-12.76	stop_loss
06-06 04:34	BTC	Buy	61015.1→59510.3	-12.78	stop_loss
06-06 04:14	BTC	Buy	61580.1→60063.9	-12.76	stop_loss
06-06 04:12	BTC	Buy	61719.1→60195.9	-12.80	stop_loss
06-05 20:50	BTC	Buy	59169→61766.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60776→59280.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60912→59414.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	60995→59495.3	-12.75	stop_loss
06-05 16:10	BTC	Buy	61402.1→59892	-12.71	stop_loss
06-05 14:04	BTC	Buy	62079.1→60552.7	-12.74	stop_loss
06-05 14:01	BTC	Buy	62154.1→60621.6	-12.78	stop_loss
06-05 13:56	BTC	Buy	62557.1→61018.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	63014.2→61460.2	-12.78	stop_loss
06-05 10:53	BTC	Buy	62399.1→62447.9	-0.09	timeout
06-05 06:20	BTC	Buy	63163.2→61607.1	-12.72	stop_loss
06-05 06:19	BTC	Buy	63345.2→61787	-12.69	stop_loss
06-05 06:03	BTC	Buy	63502.2→61937.9	-12.70	stop_loss
06-05 05:59	BTC	Buy	63784.2→62214.8	-12.71	stop_loss
06-04 10:30	BTC	Buy	63974.2→62397.7	-12.75	stop_loss
06-04 10:29	BTC	Buy	64009.2→62433.6	-12.72	stop_loss
06-04 09:30	BTC	Buy	64281.2→62700.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65045.3→63445.1	-12.75	stop_loss
06-04 00:27	BTC	Buy	65187.3→63584	-12.75	stop_loss
06-04 00:25	BTC	Buy	65424.3→63814.9	-12.75	stop_loss
06-03 23:48	BTC	Buy	65807.3→64187.7	-12.75	stop_loss
06-03 23:10	BTC	Buy	66005.3→64381.6	-12.75	stop_loss
06-03 20:55	BTC	Buy	66428.3→64778.4	-12.88	stop_loss
06-02 14:01	BTC	Buy	70350.5→68617.2	-12.79	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

-141.20

total pnl ($)

-30.4 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	92	50%	-30.4	-141.20

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…