deribit_basis_rolling_change_long_v61 · strategy

117

closed trades

48%

win rate

-180.59

total pnl ($)

0.797

weight

7d window — n=27 wr=41% pnl=-61.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 23:20	BTC	Buy	59886→60275	+2.81	timeout
06-29 17:11	BTC	Buy	59536→60217	+5.19	timeout
06-29 10:54	BTC	Buy	58935.9→60045	+8.88	timeout
06-29 04:37	BTC	Buy	59626→59816	+1.14	timeout
06-28 22:07	BTC	Buy	60160→59832	-3.18	timeout
06-28 13:43	BTC	Buy	60242→60060	-1.98	timeout
06-28 07:43	BTC	Buy	60173→60179	-0.40	timeout
06-28 01:42	BTC	Buy	60556→60223	-3.21	timeout
06-27 19:59	BTC	Buy	60524→60142	-3.58	timeout
06-27 14:04	BTC	Buy	59940→60495	+4.18	timeout
06-27 08:08	BTC	Buy	59757→60477	+5.56	timeout
06-27 01:38	BTC	Buy	59224→59918	+5.39	timeout
06-26 18:45	BTC	Buy	60280→59692	-5.39	timeout
06-26 12:19	BTC	Buy	59767→59537	-2.40	timeout
06-26 06:07	BTC	Buy	59630→59750	+0.56	timeout
06-25 13:48	BTC	Buy	61388.1→59510.3	-15.74	stop_loss
06-25 13:45	BTC	Buy	61686.1→59799.1	-15.72	stop_loss
06-25 11:58	BTC	Buy	61067.1→61225.9	+0.85	timeout
06-25 05:53	BTC	Buy	59337→61583.9	+18.50	timeout
06-24 14:19	BTC	Buy	62823.1→60882.5	-15.89	stop_loss
06-24 14:19	BTC	Buy	62874.1→60939.5	-15.83	stop_loss
06-24 12:10	BTC	Buy	62803.1→62834.9	-0.20	timeout
06-24 06:03	BTC	Buy	62371.1→62774.9	+2.76	timeout
06-23 23:44	BTC	Buy	62555.1→62582.9	-0.23	timeout
06-23 17:49	BTC	Buy	63362.2→62478.9	-7.42	timeout
06-23 08:27	BTC	Buy	64008.2→62049.9	-15.72	stop_loss
06-23 06:03	BTC	Buy	64662.2→63345.8	-10.65	timeout
06-22 23:45	BTC	Buy	64549.2→63971.8	-4.91	timeout
06-22 17:35	BTC	Buy	64188.2→64432.8	+1.43	timeout
06-22 11:09	BTC	Buy	63712.2→64301.8	+4.11	timeout
06-22 04:29	BTC	Buy	64153.2→63930.8	-2.20	timeout
06-21 22:28	BTC	Buy	64297.2→63703.8	-5.06	timeout
06-21 15:54	BTC	Buy	64402.2→64207.8	-1.97	timeout
06-21 09:52	BTC	Buy	64006.2→64147.8	+0.60	timeout
06-21 03:23	BTC	Buy	64189.2→64390.8	+1.12	timeout
06-20 21:20	BTC	Buy	63497.2→63928.8	+2.95	timeout
06-20 15:19	BTC	Buy	63382.2→64209.8	+6.05	timeout
06-20 09:14	BTC	Buy	63243.2→63492.8	+1.47	timeout
06-20 03:14	BTC	Buy	63158.2→63337.8	+0.98	timeout
06-19 21:09	BTC	Buy	62495.1→63178.8	+4.99	timeout
06-19 16:15	BTC	Buy	62841.1→63303.8	+3.22	timeout
06-19 09:26	BTC	Buy	62962.1→62386.9	-4.94	timeout
06-19 03:43	BTC	Buy	62703.1→62633.9	-0.98	timeout
06-18 15:57	BTC	Buy	64323.2→62354.7	-15.67	stop_loss
06-18 14:58	BTC	Buy	64665.2→63835.8	-6.68	timeout
06-18 08:51	BTC	Buy	64292.2→64453.8	+0.75	timeout
06-18 03:05	BTC	Buy	65150.3→64559.8	-4.99	timeout
06-17 20:42	BTC	Buy	64984.2→64227.8	-6.26	timeout
06-17 14:28	BTC	Buy	66037.3→65185.7	-6.85	timeout
06-17 08:17	BTC	Buy	65743.3→65253.7	-4.20	timeout
06-17 01:50	BTC	Buy	66156.3→65862.7	-2.68	timeout
06-16 18:57	BTC	Buy	66465.3→65826.7	-5.30	timeout
06-16 12:55	BTC	Buy	66308.3→66392.7	+0.15	timeout
06-16 06:36	BTC	Buy	66794.3→66356.7	-3.69	timeout
06-15 23:50	BTC	Buy	66162.3→66289.7	+0.54	timeout
06-15 17:40	BTC	Buy	65723.3→66840.7	+7.99	timeout
06-15 11:41	BTC	Buy	65608.3→66177.7	+3.89	timeout
06-15 04:53	BTC	Buy	63974.2→65654.7	+12.67	timeout
06-14 22:49	BTC	Buy	64534.2→65406.7	+6.29	timeout
06-14 16:45	BTC	Buy	64363.2→64138.8	-2.23	timeout
06-14 10:35	BTC	Buy	64542.2→64626.8	+0.20	timeout
06-14 04:20	BTC	Buy	64014.2→64489.8	+3.29	timeout
06-13 22:16	BTC	Buy	63740.2→64355.8	+4.36	timeout
06-13 16:00	BTC	Buy	63523.2→64240.8	+5.19	timeout
06-13 09:53	BTC	Buy	63467.2→63719.8	+1.50	timeout
06-13 03:38	BTC	Buy	63910.2→63462.8	-3.95	timeout
06-12 21:30	BTC	Buy	63749.2→63490.8	-2.49	timeout
06-12 15:27	BTC	Buy	63387.2→64273.8	+6.50	timeout
06-12 09:30	BTC	Buy	63470.2→63748.8	+1.70	timeout
06-12 02:44	BTC	Buy	62860.1→63575.8	+5.19	timeout
06-11 20:34	BTC	Buy	62929.1→63371.8	+3.00	timeout
06-11 14:33	BTC	Buy	61960.1→62901.9	+7.10	timeout
06-11 08:30	BTC	Buy	61830.1→62913.9	+8.24	timeout
06-11 02:28	BTC	Buy	62113.1→62039.9	-1.06	timeout
06-10 20:18	BTC	Buy	61596.1→61812.9	+1.28	timeout
06-10 06:57	BTC	Buy	61763.1→62016.9	+1.66	timeout
06-10 00:56	BTC	Buy	62558.1→62016.9	-4.72	timeout
06-09 14:36	BTC	Buy	63312.2→61372.2	-15.78	stop_loss
06-09 12:01	BTC	Buy	63053.2→62753.9	-2.79	timeout
06-09 05:57	BTC	Buy	63482.2→63310.8	-1.82	timeout
06-08 23:52	BTC	Buy	63478.2→63035.8	-4.01	timeout
06-08 17:49	BTC	Buy	62514.1→63433.8	+6.85	timeout
06-08 10:35	BTC	Buy	63021.2→63276.8	+1.58	timeout
06-08 05:09	BTC	Buy	62253.1→62627.9	+2.56	timeout
06-07 22:52	BTC	Buy	62386.1→63099.8	+5.27	timeout
06-07 16:28	BTC	Buy	61541.1→62162.9	+4.59	timeout
06-07 10:25	BTC	Buy	60508→62504.9	+16.06	timeout
06-07 04:18	BTC	Buy	60752→61592.9	+6.47	timeout
06-06 22:15	BTC	Buy	60660→60588	-1.01	timeout
06-06 16:14	BTC	Buy	60128→60755	+4.77	timeout
06-06 04:21	BTC	Buy	61800.1→59910	-15.75	stop_loss
06-06 03:33	BTC	Buy	60560→60564	-0.42	timeout
06-05 13:58	BTC	Buy	62648.1→60730.6	-15.76	stop_loss
06-05 13:51	BTC	Buy	63048.2→61119.4	-15.75	stop_loss
06-05 06:21	BTC	Buy	63475.2→61533.1	-15.72	stop_loss
06-05 03:58	BTC	Buy	63935.2→62681.9	-10.22	timeout
06-04 21:44	BTC	Buy	62879.1→63435.8	+3.99	timeout
06-04 10:30	BTC	Buy	64357.2→62387.7	-15.72	stop_loss
06-04 00:29	BTC	Buy	65352.3→63353.1	-15.74	stop_loss
06-03 20:55	BTC	Buy	66922.3→64874.3	-15.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

117

closed

48%

win rate

-180.59

total pnl ($)

-30.6 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	117	48%	-30.6	-180.59

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…