deribit_basis_rolling_change_long_v49 · strategy

131

closed trades

50%

win rate

-146.15

total pnl ($)

0.895

weight

7d window — n=29 wr=41% pnl=-50.33 · 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 17:05	BTC	Buy	59487→58506.1	-7.02	timeout
06-30 16:14	BTC	Buy	59525→58393.1	-8.03	timeout
06-30 03:46	BTC	Buy	59793→59606	-1.58	timeout
06-30 01:24	BTC	Buy	60051→59930	-1.14	timeout
06-29 14:08	BTC	Buy	60698→59205.4	-10.20	stop_loss
06-29 11:52	BTC	Buy	59654→59792	+0.51	timeout
06-29 06:29	BTC	Buy	59591→60148	+3.37	timeout
06-28 22:55	BTC	Buy	60146→59069	-7.53	timeout
06-28 17:21	BTC	Buy	59973→59596	-2.86	timeout
06-28 09:50	BTC	Buy	60179→60243	+0.05	timeout
06-28 05:11	BTC	Buy	60545→60013	-3.88	timeout
06-27 17:26	BTC	Buy	60225→60541	+1.74	timeout
06-27 16:24	BTC	Buy	60401→60683	+1.52	timeout
06-27 05:04	BTC	Buy	60119→60188	+0.10	timeout
06-27 04:06	BTC	Buy	60391→60386	-0.39	timeout
06-26 16:38	BTC	Buy	59878→60192	+1.70	timeout
06-26 15:30	BTC	Buy	59040→60234	+7.71	timeout
06-26 03:27	BTC	Buy	59285→59157	-1.19	timeout
06-26 02:27	BTC	Buy	59413→58680.1	-5.28	timeout
06-25 13:45	BTC	Buy	61483.1→59967	-10.21	stop_loss
06-25 13:44	BTC	Buy	61643.1→60126.9	-10.19	stop_loss
06-25 06:16	BTC	Buy	59624→61750.9	+13.92	timeout
06-25 05:01	BTC	Buy	59930→61324.9	+8.95	timeout
06-24 14:19	BTC	Buy	62491.1→60953.5	-10.20	stop_loss
06-24 13:43	BTC	Buy	63050.2→61495.2	-10.22	stop_loss
06-24 12:12	BTC	Buy	62878.1→62832.9	-0.65	timeout
06-24 10:05	BTC	Buy	62635.1→62590.9	-0.67	timeout
06-23 22:09	BTC	Buy	62414.1→62676.9	+1.33	timeout
06-23 21:02	BTC	Buy	62408.1→62464.9	+0.00	timeout
06-23 08:20	BTC	Buy	63872.2→62301.7	-10.19	stop_loss
06-23 08:17	BTC	Buy	64010.2→62435.6	-10.21	stop_loss
06-22 23:25	BTC	Buy	64318.2→63978.8	-2.47	timeout
06-22 22:24	BTC	Buy	64143.2→64222.8	+0.14	timeout
06-22 10:27	BTC	Buy	63743.2→64144.8	+2.12	timeout
06-22 09:22	BTC	Buy	63678.2→64105.8	+2.29	timeout
06-21 21:50	BTC	Buy	64133.2→63829.8	-2.25	timeout
06-21 20:47	BTC	Buy	63923.2→63770.8	-1.32	timeout
06-21 09:18	BTC	Buy	63943.2→63940.8	-0.43	timeout
06-21 08:18	BTC	Buy	63929.2→64060.8	+0.42	timeout
06-20 20:44	BTC	Buy	63423.2→63844.8	+2.31	timeout
06-20 19:40	BTC	Buy	63733.2→63872.8	+0.53	timeout
06-20 06:24	BTC	Buy	63107.2→63690.8	+3.34	timeout
06-20 05:24	BTC	Buy	62980.1→63696.8	+4.19	timeout
06-19 18:03	BTC	Buy	62768.1→63120.8	+1.89	timeout
06-19 17:00	BTC	Buy	62473.1→62931.9	+2.58	timeout
06-19 05:31	BTC	Buy	62677.1→62636.9	-0.59	timeout
06-19 04:28	BTC	Buy	62636.1→62724.9	+0.22	timeout
06-18 15:51	BTC	Buy	64159.2→62580.6	-10.23	stop_loss
06-18 15:37	BTC	Buy	64486.2→62892.4	-10.24	stop_loss
06-18 08:59	BTC	Buy	64389.2→64341.8	-0.67	timeout
06-18 07:51	BTC	Buy	64086.2→64416.8	+1.71	timeout
06-17 20:04	BTC	Buy	65456.3→64378.8	-6.95	timeout
06-17 19:01	BTC	Buy	65570.3→65606.7	-0.17	timeout
06-17 07:27	BTC	Buy	65675.3→65507.7	-1.39	timeout
06-17 06:29	BTC	Buy	65890.3→65621.7	-2.00	timeout
06-16 18:26	BTC	Buy	66236.3→65904.7	-2.39	timeout
06-16 17:25	BTC	Buy	66065.3→65770.7	-2.18	timeout
06-16 05:54	BTC	Buy	66893.3→66026.7	-5.52	timeout
06-16 04:56	BTC	Buy	67163.4→65807.7	-8.42	timeout
06-15 17:42	BTC	Buy	65723.3→66824.7	+6.30	timeout
06-15 16:38	BTC	Buy	65637.3→67173.6	+8.97	timeout
06-15 04:44	BTC	Buy	64136.2→65628.7	+8.94	timeout
06-15 03:42	BTC	Buy	64020.2→65783.7	+10.64	timeout
06-14 16:12	BTC	Buy	64484.2→64098.8	-2.78	timeout
06-14 15:06	BTC	Buy	64476.2→64099.8	-2.70	timeout
06-14 04:04	BTC	Buy	64036.2→64497.8	+2.54	timeout
06-14 03:02	BTC	Buy	64203.2→64466.8	+1.29	timeout
06-13 14:38	BTC	Buy	63697.2→64193.8	+2.74	timeout
06-13 13:37	BTC	Buy	63699.2→64206.8	+2.80	timeout
06-13 01:55	BTC	Buy	63098.2→63781.8	+3.95	timeout
06-13 00:52	BTC	Buy	63451.2→63547.8	+0.21	timeout
06-12 13:06	BTC	Buy	63466.2→63393.8	-0.85	timeout
06-12 11:59	BTC	Buy	63600.2→63754.8	+0.58	timeout
06-11 23:43	BTC	Buy	63114.2→63615.8	+2.77	timeout
06-11 22:33	BTC	Buy	62870.1→63532.8	+3.80	timeout
06-11 10:34	BTC	Buy	61354.1→62864.9	+9.43	timeout
06-11 09:31	BTC	Buy	61625.1→62814.9	+7.31	timeout
06-10 22:07	BTC	Buy	61152.1→61225.9	+0.12	timeout
06-10 20:50	BTC	Buy	61219.1→61725.9	+2.94	timeout
06-10 04:20	BTC	Buy	60851→62016.9	+7.35	timeout
06-10 03:19	BTC	Buy	61567.1→62016.9	+2.61	timeout
06-09 14:47	BTC	Buy	62728.1→61179.3	-10.24	stop_loss
06-09 14:39	BTC	Buy	62876.1→61329.3	-10.20	stop_loss
06-09 09:53	BTC	Buy	63723.2→62652.9	-7.07	timeout
06-09 08:41	BTC	Buy	63377.2→62940.9	-3.11	timeout
06-08 21:30	BTC	Buy	63354.2→63689.8	+1.74	timeout
06-08 20:23	BTC	Buy	63003.2→63275.8	+1.36	timeout
06-08 09:23	BTC	Buy	61770.1→63464.8	+10.61	timeout
06-08 08:14	BTC	Buy	61547.1→63156.8	+10.07	timeout
06-07 19:49	BTC	Buy	62230.1→61354.9	-5.97	timeout
06-07 18:32	BTC	Buy	62043.1→62246.9	+0.98	timeout
06-07 06:01	BTC	Buy	60592→61657.9	+6.70	timeout
06-07 05:00	BTC	Buy	60787→61828.9	+6.51	timeout
06-06 17:31	BTC	Buy	60667→60667	-0.36	timeout
06-06 16:30	BTC	Buy	59977→60542	+3.42	timeout
06-06 04:11	BTC	Buy	61785.1→60262.8	-10.22	stop_loss
06-06 03:58	BTC	Buy	60476→60641	+0.72	timeout
06-05 21:04	BTC	Buy	59330→61934.9	+17.20	take_profit
06-05 18:52	BTC	Buy	60862→59365.3	-10.20	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-10.20	stop_loss

Paper vs Live

Paper (trades.jsonl)

131

closed

50%

win rate

-146.15

total pnl ($)

-27.6 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	131	50%	-27.6	-146.15

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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