deribit_basis_rolling_change_long_v59 · strategy

101

closed trades

44%

win rate

-229.68

total pnl ($)

0.804

weight

7d window — n=21 wr=43% pnl=-52.03 · 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 12:29	BTC	Buy	59931→58848.1	-9.47	timeout
06-30 04:31	BTC	Buy	59654→59565	-1.16	timeout
06-29 20:23	BTC	Buy	59919→60399	+3.48	timeout
06-29 12:37	BTC	Buy	59155→60248	+8.72	timeout
06-29 05:24	BTC	Buy	59643→59618	-0.67	timeout
06-28 22:29	BTC	Buy	60092→59319	-6.89	timeout
06-28 08:44	BTC	Buy	60228→60410	+1.06	timeout
06-28 02:43	BTC	Buy	60599→60080	-4.74	timeout
06-27 20:23	BTC	Buy	60442→60247	-2.03	timeout
06-27 12:11	BTC	Buy	60135→60234	+0.36	timeout
06-27 06:13	BTC	Buy	60063→60082	-0.29	timeout
06-26 23:39	BTC	Buy	59457→59991	+4.02	timeout
06-26 16:57	BTC	Buy	59851→60015	+0.86	timeout
06-26 02:40	BTC	Buy	59651→58729.1	-8.15	timeout
06-26 02:16	BTC	Buy	59965→58429.8	-13.25	stop_loss
06-25 13:44	BTC	Buy	61741.1→60159.9	-13.24	stop_loss
06-25 10:09	BTC	Buy	61058.1→61639.9	+4.31	timeout
06-25 04:08	BTC	Buy	60384→60832	+3.27	timeout
06-24 14:17	BTC	Buy	62649.1→61018.4	-13.45	stop_loss
06-24 14:13	BTC	Buy	62674.1→61070.4	-13.24	stop_loss
06-24 04:13	BTC	Buy	62740.1→62639.9	-1.28	timeout
06-23 22:03	BTC	Buy	62531.1→62621.9	+0.29	timeout
06-23 08:17	BTC	Buy	64049.2→62405.7	-13.28	stop_loss
06-23 06:21	BTC	Buy	64320.2→62669.5	-13.29	stop_loss
06-23 03:32	BTC	Buy	65016.3→64010.8	-8.18	timeout
06-22 21:23	BTC	Buy	64116.2→64280.8	+0.83	timeout
06-22 03:21	BTC	Buy	64165.2→64243.8	+0.12	timeout
06-21 20:39	BTC	Buy	63923.2→63978.8	-0.02	timeout
06-21 09:36	BTC	Buy	63932.2→64125.8	+1.00	timeout
06-21 03:03	BTC	Buy	63903.2→64222.8	+2.05	timeout
06-20 16:46	BTC	Buy	63543.2→63931.8	+2.58	timeout
06-20 08:56	BTC	Buy	63191.2→63396.8	+1.12	timeout
06-20 02:53	BTC	Buy	63253.2→63350.8	+0.33	timeout
06-19 20:51	BTC	Buy	62626.1→63165.8	+3.84	timeout
06-19 11:57	BTC	Buy	62954.1→62594.9	-3.26	timeout
06-19 05:55	BTC	Buy	62583.1→62716.9	+0.64	timeout
06-18 15:57	BTC	Buy	63900.2→62264.7	-13.12	stop_loss
06-18 15:40	BTC	Buy	64288.2→62640.5	-13.23	stop_loss
06-18 10:34	BTC	Buy	64361.2→63991.8	-3.35	timeout
06-17 22:37	BTC	Buy	64897.2→64313.8	-4.94	timeout
06-17 19:41	BTC	Buy	65839.3→64151.7	-13.26	stop_loss
06-17 15:41	BTC	Buy	65792.3→65451.7	-3.06	timeout
06-17 07:31	BTC	Buy	65698.3→65528.7	-1.75	timeout
06-17 01:07	BTC	Buy	66321.3→65760.7	-4.68	timeout
06-16 15:55	BTC	Buy	66062.3→65918.7	-1.59	timeout
06-16 04:23	BTC	Buy	67168.4→66012.7	-9.03	timeout
06-15 22:08	BTC	Buy	65661.3→66425.7	+5.35	timeout
06-15 15:42	BTC	Buy	65791.3→66817.7	+7.32	timeout
06-15 09:13	BTC	Buy	64000.2→65657.7	+12.51	timeout
06-15 03:09	BTC	Buy	64090.2→65553.7	+10.95	timeout
06-14 19:22	BTC	Buy	64318.2→63787.8	-4.60	timeout
06-14 10:42	BTC	Buy	64497.2→64586.8	+0.24	timeout
06-14 04:07	BTC	Buy	64015.2→64498.8	+3.35	timeout
06-13 22:04	BTC	Buy	63735.2→64416.8	+4.88	timeout
06-13 14:14	BTC	Buy	63780.2→64155.8	+2.47	timeout
06-13 07:24	BTC	Buy	63683.2→63704.8	-0.29	timeout
06-13 01:22	BTC	Buy	63412.2→63614.8	+1.10	timeout
06-12 16:08	BTC	Buy	63459.2→63715.8	+1.52	timeout
06-12 07:41	BTC	Buy	63745.2→63036.8	-6.03	timeout
06-12 01:26	BTC	Buy	62811.1→63348.8	+3.77	timeout
06-11 16:08	BTC	Buy	62598.1→62766.9	+0.85	timeout
06-11 09:30	BTC	Buy	61625.1→62803.9	+9.04	timeout
06-11 03:29	BTC	Buy	62255.1→62072.9	-1.96	timeout
06-10 20:32	BTC	Buy	61512.1→61838.9	+2.18	timeout
06-10 03:02	BTC	Buy	61367.1→62016.9	+4.89	timeout
06-09 14:29	BTC	Buy	63167.2→61550.1	-13.25	stop_loss
06-09 08:08	BTC	Buy	63347.2→62883.9	-4.13	timeout
06-09 00:27	BTC	Buy	62986.1→62837.9	-1.65	timeout
06-08 17:49	BTC	Buy	62533.1→63404.8	+6.47	timeout
06-08 10:29	BTC	Buy	62950.1→63102.8	+0.77	timeout
06-08 04:09	BTC	Buy	61984.1→62906.9	+6.98	timeout
06-07 21:54	BTC	Buy	62581.1→61627.9	-8.06	timeout
06-07 15:22	BTC	Buy	61731.1→61805.9	+0.15	timeout
06-07 09:13	BTC	Buy	60820→62717.9	+15.17	timeout
06-07 02:49	BTC	Buy	60958→61476.9	+3.77	timeout
06-06 20:46	BTC	Buy	61294.1→60722	-5.08	timeout
06-06 14:45	BTC	Buy	60902→60911	-0.38	timeout
06-06 06:51	BTC	Buy	59631→60660	+8.16	timeout
06-05 16:11	BTC	Buy	61398.1→59827.1	-13.21	stop_loss
06-05 14:27	BTC	Buy	61897.1→60311.8	-13.25	stop_loss
06-05 06:00	BTC	Buy	63806.2→62165.8	-13.29	stop_loss
06-05 05:44	BTC	Buy	62970.1→62874.9	-1.18	timeout
06-04 22:32	BTC	Buy	62507.1→63325.8	+6.12	timeout
06-04 11:11	BTC	Buy	63790.2→62157.8	-13.22	stop_loss
06-04 00:26	BTC	Buy	65434.3→63759.9	-13.24	stop_loss
06-03 20:46	BTC	Buy	66736.3→65025.2	-13.29	stop_loss
06-03 16:42	BTC	Buy	66353.3→65894.7	-3.94	timeout
06-03 12:37	BTC	Buy	67049.4→67040.6	-0.49	timeout
06-03 03:43	BTC	Buy	67561.4→65828.8	-13.28	stop_loss
06-02 14:21	BTC	Buy	69965.5→68174.5	-13.26	stop_loss
06-02 12:34	BTC	Buy	70914.5→69099	-13.32	stop_loss
06-02 06:32	BTC	Buy	71626.6→70384.5	-9.20	timeout
06-01 22:48	BTC	Buy	72723.6→71357.4	-9.92	timeout
06-01 05:30	BTC	Buy	73603.7→73333.3	-2.31	timeout
05-31 20:00	BTC	Buy	73856.7→73604.3	-2.15	timeout
05-30 22:21	BTC	Buy	73617.7→73826.3	+0.91	timeout
05-30 08:03	BTC	Buy	73512.7→73506.3	-0.51	timeout
05-29 22:57	BTC	Buy	73638.7→73458.3	-1.69	timeout
05-29 16:09	BTC	Buy	73203.7→73859.3	+4.01	timeout
05-29 05:52	BTC	Buy	73544.7→73380.3	-1.63	timeout

Paper vs Live

Paper (trades.jsonl)

101

closed

44%

win rate

-229.68

total pnl ($)

-45.3 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	101	44%	-45.3	-229.68

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…