deribit_basis_rolling_change_long_v69 · strategy

155

closed trades

45%

win rate

-382.36

total pnl ($)

0.693

weight

7d window — n=32 wr=47% pnl=-79.92 · 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 05:58	BTC	Buy	60038→59607	-3.99	timeout
06-30 04:40	BTC	Buy	59782→59551	-2.31	timeout
06-30 03:36	BTC	Buy	59939→59750	-1.96	timeout
06-30 02:23	BTC	Buy	59271→59877	+4.73	timeout
06-30 01:11	BTC	Buy	59482→59775	+2.09	timeout
06-29 02:51	BTC	Buy	60125→59697	-4.04	timeout
06-29 01:49	BTC	Buy	60215→59468	-6.70	timeout
06-29 00:39	BTC	Buy	60105→59066	-9.13	timeout
06-28 23:33	BTC	Buy	59968→59588	-3.68	timeout
06-28 22:26	BTC	Buy	60048→59349	-6.35	timeout
06-27 21:08	BTC	Buy	59682→60335	+5.09	timeout
06-27 20:04	BTC	Buy	59839→60206	+2.68	timeout
06-27 19:05	BTC	Buy	59659→60558	+7.12	timeout
06-27 18:05	BTC	Buy	60088→60470	+2.75	timeout
06-27 17:01	BTC	Buy	60053→60677	+4.73	timeout
06-26 19:35	BTC	Buy	59326→59949	+4.68	timeout
06-26 18:34	BTC	Buy	59396→59814	+2.95	timeout
06-26 17:32	BTC	Buy	59524→60160	+4.80	timeout
06-26 16:26	BTC	Buy	59728→59972	+1.48	timeout
06-26 15:19	BTC	Buy	59268→59923	+4.98	timeout
06-25 13:57	BTC	Buy	59768→58295.9	-12.69	stop_loss
06-25 13:55	BTC	Buy	59936→58459.8	-12.68	stop_loss
06-25 13:48	BTC	Buy	60789→59294.4	-12.68	stop_loss
06-25 13:48	BTC	Buy	60916→59417.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	60947→59446.3	-12.71	stop_loss
06-24 15:58	BTC	Buy	61719.1→60200.9	-12.74	stop_loss
06-24 14:17	BTC	Buy	62597.1→61057.4	-12.75	stop_loss
06-24 13:42	BTC	Buy	62264.1→61581.9	-5.92	timeout
06-24 12:39	BTC	Buy	62304.1→62861.9	+4.02	timeout
06-24 11:30	BTC	Buy	62536.1→62385.9	-1.67	timeout
06-24 10:16	BTC	Buy	62394.1→62547.9	+0.73	timeout
06-24 09:13	BTC	Buy	62414.1→62722.9	+1.95	timeout
06-23 08:20	BTC	Buy	63889.2→62313.7	-12.77	stop_loss
06-23 02:11	BTC	Buy	64520.2→64021.8	-4.31	timeout
06-22 23:04	BTC	Buy	63658.2→63962.8	+1.94	timeout
06-22 22:04	BTC	Buy	63773.2→64348.8	+4.06	timeout
06-22 21:01	BTC	Buy	63809.2→64447.8	+4.55	timeout
06-22 19:01	BTC	Buy	64200.2→64337.8	+0.57	timeout
06-22 01:54	BTC	Buy	64253.2→64614.8	+2.28	timeout
06-21 22:31	BTC	Buy	64296.2→63584.8	-5.96	timeout
06-21 21:24	BTC	Buy	63920.2→63667.8	-2.43	timeout
06-21 20:25	BTC	Buy	63919.2→64080.8	+0.81	timeout
06-21 18:29	BTC	Buy	63832.2→64001.8	+0.93	timeout
06-21 01:11	BTC	Buy	63416.2→64219.8	+5.84	timeout
06-20 21:59	BTC	Buy	63043.2→63989.8	+7.06	timeout
06-20 20:58	BTC	Buy	63228.2→63893.8	+4.83	timeout
06-20 19:43	BTC	Buy	62993.1→63934.8	+7.05	timeout
06-20 17:29	BTC	Buy	62888.1→63891.8	+7.52	timeout
06-20 00:19	BTC	Buy	62965.1→63474.8	+3.58	timeout
06-19 21:35	BTC	Buy	62952.1→63093.8	+0.63	timeout
06-19 20:28	BTC	Buy	63127.2→63044.8	-1.14	timeout
06-19 19:23	BTC	Buy	62761.1→62975.9	+1.23	timeout
06-19 17:08	BTC	Buy	62552.1→62976.9	+2.94	timeout
06-18 15:57	BTC	Buy	63904.2→62294.7	-12.89	stop_loss
06-18 15:40	BTC	Buy	64261.2→62668.5	-12.59	stop_loss
06-18 15:39	BTC	Buy	64390.2→62805.4	-12.47	stop_loss
06-18 15:37	BTC	Buy	64586.2→62998.3	-12.51	stop_loss
06-18 15:14	BTC	Buy	65082.3→63482.1	-12.49	stop_loss
06-18 04:11	BTC	Buy	65383.3→63744.9	-12.99	stop_loss
06-17 19:40	BTC	Buy	65798.3→64175.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65801.3→64182.7	-12.76	stop_loss
06-17 18:31	BTC	Buy	65946.3→65476.7	-4.07	timeout
06-17 17:26	BTC	Buy	65733.3→65958.7	+1.16	timeout
06-17 16:22	BTC	Buy	65781.3→65887.7	+0.31	timeout
06-17 15:18	BTC	Buy	65813.3→65222.7	-4.89	timeout
06-16 22:55	BTC	Buy	66197.3→65698.7	-4.31	timeout
06-16 15:35	BTC	Buy	66626.3→65910.7	-5.92	timeout
06-16 14:23	BTC	Buy	67148.4→65497	-12.82	stop_loss
06-16 14:22	BTC	Buy	66459.3→65710.7	-6.16	timeout
06-16 13:24	BTC	Buy	66845.3→66133.7	-5.86	timeout
06-15 22:19	BTC	Buy	65124.3→66335.7	+8.81	timeout
06-15 13:25	BTC	Buy	64074.2→66887.7	+21.52	take_profit
06-15 13:16	BTC	Buy	63928.2→66734.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63795.2→66595.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63708.2→66505.7	+21.52	take_profit
06-14 21:24	BTC	Buy	64219.2→64778.8	+3.88	timeout
06-14 20:17	BTC	Buy	64269.2→63802.8	-4.12	timeout
06-14 19:16	BTC	Buy	64161.2→63801.8	-3.32	timeout
06-14 17:10	BTC	Buy	63944.2→63907.8	-0.81	timeout
06-14 16:09	BTC	Buy	64074.2→64025.8	-0.90	timeout
06-13 21:16	BTC	Buy	63608.2→64237.8	+4.48	timeout
06-13 20:10	BTC	Buy	63548.2→64245.8	+5.04	timeout
06-13 19:04	BTC	Buy	63728.2→64167.8	+3.00	timeout
06-13 17:06	BTC	Buy	64043.2→63962.8	-1.08	timeout
06-13 16:03	BTC	Buy	63539.2→64184.8	+4.65	timeout
06-12 20:34	BTC	Buy	63377.2→63495.8	+0.47	timeout
06-12 19:29	BTC	Buy	63583.2→63699.8	+0.45	timeout
06-12 18:24	BTC	Buy	63359.2→63681.8	+2.09	timeout
06-12 16:53	BTC	Buy	62602.1→63916.8	+10.00	timeout
06-12 15:53	BTC	Buy	62557.1→63784.8	+9.27	timeout
06-11 19:38	BTC	Buy	61993.1→63708.8	+13.26	timeout
06-11 18:36	BTC	Buy	61833.1→63420.8	+12.27	timeout
06-11 17:32	BTC	Buy	61689.1→63238.8	+12.04	timeout
06-11 16:30	BTC	Buy	62275.1→62605.9	+2.09	timeout
06-11 15:06	BTC	Buy	61986.1→62640.9	+4.74	timeout
06-10 18:52	BTC	Buy	61684.1→61694.9	-0.41	timeout
06-10 17:48	BTC	Buy	61616.1→61974.9	+2.42	timeout
06-10 16:47	BTC	Buy	61284.1→62059.9	+5.81	timeout
06-10 15:44	BTC	Buy	61336.1→62372.9	+7.95	timeout
06-10 14:47	BTC	Buy	61260.1→61937.9	+5.05	timeout

Paper vs Live

Paper (trades.jsonl)

155

closed

45%

win rate

-382.36

total pnl ($)

-49.2 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	155	45%	-49.2	-382.36

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…