deribit_basis_rolling_change_long_v42 · strategy

114

closed trades

42%

win rate

-418.99

total pnl ($)

0.498

weight

7d window — n=25 wr=44% pnl=-120.48 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 16:36	BTC	Buy	60667→59627	-9.04	timeout
06-27 19:53	BTC	Buy	59874→60167	+2.05	timeout
06-27 17:48	BTC	Buy	60031→60543	+3.81	timeout
06-27 15:55	BTC	Buy	60233→60745	+3.81	timeout
06-26 18:29	BTC	Buy	59699→59801	+0.31	timeout
06-26 16:27	BTC	Buy	59718→60001	+1.82	timeout
06-26 14:24	BTC	Buy	59282→59973	+5.33	timeout
06-25 13:58	BTC	Buy	59608→58142	-12.69	stop_loss
06-25 13:57	BTC	Buy	59753→58275.9	-12.75	stop_loss
06-25 13:48	BTC	Buy	60795→59298.4	-12.73	stop_loss
06-24 16:51	BTC	Buy	61133.1→59626.2	-12.76	stop_loss
06-24 14:13	BTC	Buy	62667.1→61126.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62691.1→61149.4	-12.74	stop_loss
06-24 13:48	BTC	Buy	62784.1→61239.3	-12.75	stop_loss
06-24 11:42	BTC	Buy	62564.1→62632.9	+0.08	timeout
06-24 09:42	BTC	Buy	62329.1→62616.9	+1.78	timeout
06-24 07:22	BTC	Buy	63045.2→62685.9	-3.35	timeout
06-23 08:17	BTC	Buy	63920.2→62345.7	-12.78	stop_loss
06-23 06:21	BTC	Buy	64160.2→62565.6	-12.88	stop_loss
06-23 06:20	BTC	Buy	64413.2→62828.4	-12.77	stop_loss
06-22 23:55	BTC	Buy	63270.2→64004.8	+5.48	timeout
06-22 21:53	BTC	Buy	63818.2→64220.8	+2.70	timeout
06-22 19:51	BTC	Buy	64193.2→64383.8	+0.99	timeout
06-21 23:19	BTC	Buy	64281.2→63677.8	-5.12	timeout
06-21 21:13	BTC	Buy	64008.2→63613.8	-3.53	timeout
06-21 19:09	BTC	Buy	63824.2→64128.8	+1.98	timeout
06-20 21:32	BTC	Buy	63153.2→63906.8	+5.53	timeout
06-20 19:31	BTC	Buy	62971.1→63860.8	+6.63	timeout
06-20 17:30	BTC	Buy	62920.1→63930.8	+7.57	timeout
06-19 19:45	BTC	Buy	62938.1→62976.9	-0.17	timeout
06-19 17:43	BTC	Buy	62568.1→63054.8	+3.43	timeout
06-19 16:14	BTC	Buy	62637.1→63344.8	+5.19	timeout
06-18 15:40	BTC	Buy	64345.2→62760.5	-12.44	stop_loss
06-18 15:40	BTC	Buy	64351.2→62767.5	-12.47	stop_loss
06-18 15:37	BTC	Buy	64547.2→62959.4	-12.50	stop_loss
06-17 19:42	BTC	Buy	65703.3→64087.7	-12.76	stop_loss
06-17 19:39	BTC	Buy	65837.3→64217.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65858.3→64235.7	-12.77	stop_loss
06-17 16:01	BTC	Buy	65909.3→65791.7	-1.25	timeout
06-17 00:25	BTC	Buy	66221.3→65684.7	-4.58	timeout
06-16 22:21	BTC	Buy	66361.3→65760.7	-5.07	timeout
06-16 13:55	BTC	Buy	66458.3→66004.7	-3.94	timeout
06-16 00:07	BTC	Buy	65690.3→66316.7	+4.36	timeout
06-15 22:00	BTC	Buy	65341.3→66334.7	+7.10	timeout
06-15 12:54	BTC	Buy	63771.2→66571.7	+21.52	take_profit
06-14 22:50	BTC	Buy	64477.2→65443.7	+7.00	timeout
06-14 20:31	BTC	Buy	64232.2→63902.8	-3.06	timeout
06-14 18:22	BTC	Buy	64084.2→63672.8	-3.76	timeout
06-13 21:52	BTC	Buy	63453.2→64434.8	+7.26	timeout
06-13 19:50	BTC	Buy	63594.2→64291.8	+5.03	timeout
06-13 17:48	BTC	Buy	63836.2→64062.8	+1.31	timeout
06-12 20:46	BTC	Buy	63250.2→63502.8	+1.53	timeout
06-12 18:42	BTC	Buy	63482.2→63869.8	+2.59	timeout
06-12 16:42	BTC	Buy	62645.1→63804.8	+8.76	timeout
06-11 19:15	BTC	Buy	61731.1→63517.8	+13.89	timeout
06-11 17:14	BTC	Buy	62072.1→62424.9	+2.32	timeout
06-11 15:16	BTC	Buy	61854.1→62723.9	+6.49	timeout
06-10 18:48	BTC	Buy	61662.1→61775.9	+0.42	timeout
06-10 16:44	BTC	Buy	61103.1→62228.9	+8.70	timeout
06-10 14:43	BTC	Buy	61334.1→62019.9	+5.11	timeout
06-09 15:56	BTC	Buy	62544.1→61006.4	-12.76	stop_loss
06-09 14:47	BTC	Buy	62663.1→61122.4	-12.75	stop_loss
06-09 13:36	BTC	Buy	63756.2→62187.8	-12.74	stop_loss
06-09 11:31	BTC	Buy	63595.2→62597.9	-8.24	timeout
06-09 09:30	BTC	Buy	63336.2→62783.9	-4.80	timeout
06-08 20:42	BTC	Buy	61748.1→63354.8	+12.52	timeout
06-08 10:33	BTC	Buy	62440.1→63113.8	+4.95	timeout
06-08 08:14	BTC	Buy	62338.1→63126.8	+5.80	timeout
06-07 20:14	BTC	Buy	60552→61555.9	+7.88	timeout
06-07 08:28	BTC	Buy	61198.1→62488.9	+10.16	timeout
06-07 06:26	BTC	Buy	61053.1→61798.9	+5.71	timeout
06-06 19:59	BTC	Buy	60354→60571	+1.41	timeout
06-06 04:31	BTC	Buy	61242.1→59732.1	-12.78	stop_loss
06-06 04:13	BTC	Buy	61620.1→60100.9	-12.78	stop_loss
06-05 18:55	BTC	Buy	60566→59076.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60800→59304.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60943→59444.3	-12.76	stop_loss
06-05 13:59	BTC	Buy	62233.1→60702.6	-12.75	stop_loss
06-05 13:52	BTC	Buy	62585.1→61046.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62927.1→61378.2	-12.76	stop_loss
06-05 06:23	BTC	Buy	62738.1→61179.3	-12.82	stop_loss
06-05 06:21	BTC	Buy	63079.2→61519.1	-12.81	stop_loss
06-05 03:01	BTC	Buy	64069.2→62490.6	-12.74	stop_loss
06-05 02:29	BTC	Buy	62980.1→62680.9	-2.81	timeout
06-04 10:48	BTC	Buy	63891.2→62319.7	-12.73	stop_loss
06-04 09:27	BTC	Buy	64405.2→62808.4	-12.84	stop_loss
06-04 00:39	BTC	Buy	64596.2→63007.3	-12.75	stop_loss
06-04 00:29	BTC	Buy	65148.3→63546	-12.74	stop_loss
06-03 20:55	BTC	Buy	66375.3→64739.4	-12.81	stop_loss
06-03 19:55	BTC	Buy	66885.3→65239.1	-12.81	stop_loss
06-03 19:53	BTC	Buy	67080.4→65409	-12.94	stop_loss
06-03 03:50	BTC	Buy	67021.4→65364	-12.82	stop_loss
06-03 03:28	BTC	Buy	67751.4→66085.6	-12.75	stop_loss
06-02 20:28	BTC	Buy	68550.4→66863.2	-12.75	stop_loss
06-02 14:23	BTC	Buy	69666.5→67952.6	-12.76	stop_loss
06-02 14:10	BTC	Buy	69987.5→68264.4	-12.77	stop_loss
06-02 02:07	BTC	Buy	71982.6→70211.4	-12.83	stop_loss
06-01 22:26	BTC	Buy	73119.7→71240.8	-13.39	stop_loss
06-01 22:26	BTC	Buy	73673.7→71240.8	-17.10	stop_loss
06-01 04:24	BTC	Buy	74159.7→73385.3	-5.71	timeout

Paper vs Live

Paper (trades.jsonl)

114

closed

42%

win rate

-418.99

total pnl ($)

-73.3 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	114	42%	-73.3	-418.99

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…