deribit_basis_rolling_change_long_v53 · strategy

108

closed trades

47%

win rate

-240.23

total pnl ($)

0.596

weight

7d window — n=20 wr=35% pnl=-99.89 · 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 16:25	BTC	Buy	59585→58285.1	-11.51	timeout
06-30 12:06	BTC	Buy	60430→58938.6	-12.77	stop_loss
06-30 08:24	BTC	Buy	59879→59400	-4.41	timeout
06-30 07:04	BTC	Buy	60021→59588	-4.04	timeout
06-30 04:28	BTC	Buy	59940→59505	-4.01	timeout
06-29 11:17	BTC	Buy	60103→59897	-2.31	timeout
06-27 21:55	BTC	Buy	59930→60147	+1.43	timeout
06-27 04:00	BTC	Buy	59899→60278	+2.72	timeout
06-26 19:18	BTC	Buy	59211→59899	+5.25	timeout
06-26 17:55	BTC	Buy	59566→59984	+2.94	timeout
06-26 16:39	BTC	Buy	59265→60176	+7.14	timeout
06-26 15:18	BTC	Buy	58941.9→59898	+7.56	timeout
06-26 02:13	BTC	Buy	60098→58618.7	-12.75	stop_loss
06-25 17:22	BTC	Buy	59326→59496	+1.02	timeout
06-25 13:57	BTC	Buy	59715→58245.9	-12.66	stop_loss
06-25 13:51	BTC	Buy	60585→59095.5	-12.66	stop_loss
06-25 13:48	BTC	Buy	60916→59418.3	-12.68	stop_loss
06-25 13:46	BTC	Buy	61123.1→59620.2	-12.69	stop_loss
06-24 15:46	BTC	Buy	61878.1→60356.8	-12.72	stop_loss
06-24 13:46	BTC	Buy	62862.1→61316.3	-12.74	stop_loss
06-23 05:46	BTC	Buy	64907.2→63305.2	-12.81	stop_loss
06-23 04:54	BTC	Buy	65233.3→63628	-12.77	stop_loss
06-22 12:37	BTC	Buy	63938.2→64939.8	+7.23	timeout
06-20 01:34	BTC	Buy	62833.1→63554.8	+5.28	timeout
06-18 15:18	BTC	Buy	64715.2→63122.3	-12.75	stop_loss
06-18 15:05	BTC	Buy	65120.3→63519	-12.74	stop_loss
06-16 22:38	BTC	Buy	66294.3→65707.7	-4.97	timeout
06-16 15:06	BTC	Buy	66629.3→65774.7	-6.95	timeout
06-16 14:23	BTC	Buy	67103.4→65448	-12.86	stop_loss
06-16 13:54	BTC	Buy	66504.3→66038.7	-4.03	timeout
06-16 10:24	BTC	Buy	65717.3→66660.7	+6.70	timeout
06-15 21:59	BTC	Buy	65306.3→66335.7	+7.38	timeout
06-15 13:51	BTC	Buy	64278.2→66597.7	+17.61	timeout
06-15 13:20	BTC	Buy	64023.2→66841.7	+21.58	take_profit
06-15 13:20	BTC	Buy	64030.2→66841.7	+21.52	take_profit
06-15 10:07	BTC	Buy	64522.2→65655.7	+8.34	timeout
06-14 21:11	BTC	Buy	64258.2→63991.8	-2.55	timeout
06-14 20:01	BTC	Buy	64261.2→63844.8	-3.74	timeout
06-14 13:42	BTC	Buy	64210.2→64280.8	+0.10	timeout
06-14 12:39	BTC	Buy	63998.2→64310.8	+2.00	timeout
06-14 09:44	BTC	Buy	63788.2→64526.8	+5.29	timeout
06-13 20:51	BTC	Buy	63422.2→64260.8	+6.14	timeout
06-13 19:29	BTC	Buy	63724.2→64146.8	+2.86	timeout
06-13 13:06	BTC	Buy	63400.2→64123.8	+5.19	timeout
06-13 11:30	BTC	Buy	63771.2→63927.8	+0.69	timeout
06-13 09:22	BTC	Buy	63618.2→63824.8	+1.08	timeout
06-12 18:44	BTC	Buy	63511.2→63860.8	+2.29	timeout
06-12 17:32	BTC	Buy	63336.2→63754.8	+2.84	timeout
06-12 12:49	BTC	Buy	62848.1→63474.8	+4.46	timeout
06-12 11:04	BTC	Buy	63170.2→63823.8	+4.65	timeout
06-12 09:17	BTC	Buy	62769.1→63526.8	+5.52	timeout
06-11 17:39	BTC	Buy	61715.1→63207.8	+11.55	timeout
06-11 16:07	BTC	Buy	62550.1→62760.9	+1.11	timeout
06-11 10:25	BTC	Buy	61250.1→62811.9	+12.15	timeout
06-11 09:21	BTC	Buy	60909→62776.9	+14.77	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 16:40	BTC	Buy	60819→62317.9	+11.78	timeout
06-10 15:15	BTC	Buy	61650.1→61846.9	+1.10	timeout
06-09 15:55	BTC	Buy	62619.1→61078.4	-12.76	stop_loss
06-09 14:36	BTC	Buy	62906.1→61352.2	-12.80	stop_loss
06-09 14:21	BTC	Buy	63163.2→61609.1	-12.75	stop_loss
06-09 10:01	BTC	Buy	63504.2→62726.9	-6.54	timeout
06-09 07:19	BTC	Buy	63085.2→63318.8	+1.34	timeout
06-09 06:18	BTC	Buy	62960.1→63364.8	+2.71	timeout
06-09 00:13	BTC	Buy	63225.2→63018.8	-2.11	timeout
06-08 22:26	BTC	Buy	63022.2→63297.8	+1.70	timeout
06-08 07:06	BTC	Buy	62129.1→62797.9	+4.91	timeout
06-08 05:49	BTC	Buy	61738.1→62484.9	+5.60	timeout
06-08 03:39	BTC	Buy	61562.1→63049.8	+11.61	timeout
06-07 22:14	BTC	Buy	60684→63347.8	+21.51	take_profit
06-07 22:00	BTC	Buy	60683→61842.9	+9.13	timeout
06-07 06:10	BTC	Buy	61027.1→61653.9	+4.73	timeout
06-07 05:07	BTC	Buy	59791→61784.9	+16.25	timeout
06-06 20:16	BTC	Buy	60744→60503	-2.36	timeout
06-06 15:40	BTC	Buy	60149→60766	+4.68	timeout
06-06 14:26	BTC	Buy	60440→60802	+2.55	timeout
06-06 04:12	BTC	Buy	61719.1→60200.9	-12.75	stop_loss
06-05 21:04	BTC	Buy	59353→61958.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60737→59243.4	-12.75	stop_loss
06-05 16:09	BTC	Buy	61471.1→59959	-12.77	stop_loss
06-05 14:26	BTC	Buy	61855.1→60332.8	-12.75	stop_loss
06-05 13:59	BTC	Buy	62196.1→60666.6	-12.75	stop_loss
06-05 13:49	BTC	Buy	62749.1→61204.3	-12.76	stop_loss
06-05 13:49	BTC	Buy	63000.1→61451.2	-12.75	stop_loss
06-05 11:34	BTC	Buy	62492.1→62326.9	-1.81	timeout
06-05 06:21	BTC	Buy	63084.2→61533.1	-12.74	stop_loss
06-05 06:16	BTC	Buy	63443.2→61880.9	-12.72	stop_loss
06-05 06:01	BTC	Buy	63719.2→62150.8	-12.71	stop_loss
06-05 05:22	BTC	Buy	63628.2→63341.8	-2.64	timeout
06-05 02:42	BTC	Buy	63457.2→62670.9	-6.61	timeout
06-04 11:10	BTC	Buy	63782.2→62213.8	-12.73	stop_loss
06-04 10:27	BTC	Buy	64215.2→62634.5	-12.74	stop_loss
06-04 09:29	BTC	Buy	64346.2→62762.5	-12.75	stop_loss
06-04 02:03	BTC	Buy	63092.2→61540.1	-12.75	stop_loss
06-04 01:16	BTC	Buy	64408.2→62824.4	-12.75	stop_loss
06-04 00:25	BTC	Buy	65487.3→63876.8	-12.74	stop_loss
06-04 00:25	BTC	Buy	65494.3→63883.8	-12.72	stop_loss
06-03 20:55	BTC	Buy	66565.3→64927.3	-12.80	stop_loss
06-03 19:55	BTC	Buy	66918.3→65273.1	-12.77	stop_loss
06-03 19:54	BTC	Buy	67045.4→65396	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

108

closed

47%

win rate

-240.23

total pnl ($)

-44.0 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	108	47%	-44.0	-240.23

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…