deribit_basis_rolling_change_long_v70 · strategy

166

closed trades

45%

win rate

-518.47

total pnl ($)

0.250

weight

7d window — n=40 wr=42% pnl=-161.63 · 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 12:58	BTC	Buy	59828→58355.9	-12.74	stop_loss
06-30 12:58	BTC	Buy	59886→58412.9	-12.74	stop_loss
06-30 12:56	BTC	Buy	59950→58463.8	-12.84	stop_loss
06-30 12:23	BTC	Buy	60304→58820.6	-12.73	stop_loss
06-30 12:20	BTC	Buy	60402→58916.6	-12.73	stop_loss
06-30 00:58	BTC	Buy	59627→59818	+1.20	timeout
06-29 23:50	BTC	Buy	59733→60242	+3.84	timeout
06-29 22:37	BTC	Buy	59227→60333	+8.96	timeout
06-29 18:26	BTC	Buy	59645→60397	+5.70	timeout
06-29 17:17	BTC	Buy	59639→60479	+6.44	timeout
06-28 23:55	BTC	Buy	60027→59633	-3.79	timeout
06-28 22:52	BTC	Buy	60186→59067	-9.76	timeout
06-28 21:49	BTC	Buy	60254→59381	-7.70	timeout
06-28 17:53	BTC	Buy	60585→59595	-8.59	timeout
06-28 16:46	BTC	Buy	60750→59575	-10.13	timeout
06-27 21:18	BTC	Buy	59685→60339	+5.10	timeout
06-27 19:10	BTC	Buy	59945→60547	+4.60	timeout
06-27 18:07	BTC	Buy	60061→60472	+2.99	timeout
06-27 17:01	BTC	Buy	60043→60648	+4.57	timeout
06-27 15:59	BTC	Buy	60303→60810	+3.75	timeout
06-26 19:24	BTC	Buy	59205→59871	+5.05	timeout
06-26 18:09	BTC	Buy	59630→60078	+3.20	timeout
06-26 17:00	BTC	Buy	59300→59988	+5.26	timeout
06-26 15:52	BTC	Buy	59294→60179	+6.93	timeout
06-26 14:53	BTC	Buy	59611→59642	-0.24	timeout
06-25 13:59	BTC	Buy	59531→58067	-12.66	stop_loss
06-25 13:55	BTC	Buy	59894→58416.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60239→58755.7	-12.69	stop_loss
06-25 13:48	BTC	Buy	60823→59320.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60889→59368.3	-12.88	stop_loss
06-24 17:20	BTC	Buy	60866→59368.3	-12.74	stop_loss
06-24 15:56	BTC	Buy	61804.1→60283.8	-12.74	stop_loss
06-24 14:20	BTC	Buy	62364.1→60825.5	-12.78	stop_loss
06-24 14:17	BTC	Buy	62538.1→61000.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62632.1→61091.4	-12.74	stop_loss
06-24 12:45	BTC	Buy	62293.1→62819.9	+3.77	timeout
06-24 11:33	BTC	Buy	62580.1→62427.9	-1.68	timeout
06-24 10:19	BTC	Buy	62402.1→62524.9	+0.49	timeout
06-24 08:48	BTC	Buy	62301.1→62745.9	+3.05	timeout
06-24 07:20	BTC	Buy	63049.2→62681.9	-3.43	timeout
06-23 08:17	BTC	Buy	63955.2→62382.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	64010.2→62435.6	-12.77	stop_loss
06-23 08:17	BTC	Buy	64029.2→62439.6	-12.89	stop_loss
06-23 08:17	BTC	Buy	64049.2→62465.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64272.2→62691.5	-12.76	stop_loss
06-22 22:30	BTC	Buy	63581.2→63982.8	+2.71	timeout
06-22 21:27	BTC	Buy	63699.2→64286.8	+4.15	timeout
06-22 20:27	BTC	Buy	64070.2→64347.8	+1.69	timeout
06-22 19:25	BTC	Buy	64192.2→64366.8	+0.86	timeout
06-22 18:20	BTC	Buy	63976.2→64632.8	+4.62	timeout
06-21 22:16	BTC	Buy	64077.2→63639.8	-3.85	timeout
06-21 21:11	BTC	Buy	63921.2→63531.8	-3.50	timeout
06-21 20:09	BTC	Buy	63938.2→64193.8	+1.56	timeout
06-21 19:12	BTC	Buy	63863.2→64172.8	+2.01	timeout
06-21 18:11	BTC	Buy	63854.2→63973.8	+0.57	timeout
06-20 21:43	BTC	Buy	63099.2→63979.8	+6.54	timeout
06-20 20:42	BTC	Buy	63040.2→63863.8	+6.11	timeout
06-20 19:36	BTC	Buy	62947.1→63847.8	+6.72	timeout
06-20 18:34	BTC	Buy	63141.2→63824.8	+4.97	timeout
06-20 17:29	BTC	Buy	62888.1→63891.8	+7.51	timeout
06-19 20:55	BTC	Buy	63100.2→63162.8	+0.00	timeout
06-19 19:52	BTC	Buy	62936.1→63068.8	+0.57	timeout
06-19 18:26	BTC	Buy	62913.1→63112.8	+1.13	timeout
06-19 17:24	BTC	Buy	62344.1→62943.9	+4.37	timeout
06-19 16:46	BTC	Buy	62755.1→63199.8	+3.13	timeout
06-18 15:51	BTC	Buy	64162.2→62584.6	-12.50	stop_loss
06-18 15:40	BTC	Buy	64228.2→62647.5	-12.50	stop_loss
06-18 15:40	BTC	Buy	64285.2→62702.5	-12.47	stop_loss
06-18 15:37	BTC	Buy	64603.2→63014.3	-12.51	stop_loss
06-18 15:18	BTC	Buy	64733.2→63122.3	-12.67	stop_loss
06-17 19:50	BTC	Buy	65647.3→64031.8	-12.75	stop_loss
06-17 19:41	BTC	Buy	65748.3→64130.7	-12.76	stop_loss
06-17 19:41	BTC	Buy	65788.3→64170.7	-12.75	stop_loss
06-17 19:39	BTC	Buy	65836.3→64214.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	66003.3→64380.6	-12.74	stop_loss
06-17 17:20	BTC	Buy	65771.3→65855.7	+0.10	timeout
06-17 16:17	BTC	Buy	65767.3→65971.7	+1.06	timeout
06-17 15:14	BTC	Buy	65841.3→65145.7	-5.65	timeout
06-17 00:07	BTC	Buy	66342.3→65685.7	-5.47	timeout
06-16 23:05	BTC	Buy	66230.3→65792.7	-3.84	timeout
06-16 14:49	BTC	Buy	66612.3→65643.7	-7.81	timeout
06-16 14:23	BTC	Buy	67126.4→65473	-12.84	stop_loss
06-16 13:51	BTC	Buy	66601.3→66104.7	-4.26	timeout
06-15 23:20	BTC	Buy	65563.3→66150.7	+3.98	timeout
06-15 22:11	BTC	Buy	65102.3→66438.7	+9.77	timeout
06-15 13:19	BTC	Buy	64000.2→66812.7	+21.54	take_profit
06-15 13:06	BTC	Buy	63807.2→66608.7	+21.52	take_profit
06-15 12:46	BTC	Buy	63664.2→66461.7	+21.54	take_profit
06-14 22:25	BTC	Buy	64443.2→65112.7	+4.70	timeout
06-14 21:20	BTC	Buy	64219.2→64780.8	+3.90	timeout
06-14 20:12	BTC	Buy	64254.2→63787.8	-4.13	timeout
06-14 18:09	BTC	Buy	64053.2→63668.8	-3.55	timeout
06-14 17:05	BTC	Buy	63969.2→63976.8	-0.46	timeout
06-13 21:30	BTC	Buy	63496.2→64239.8	+5.38	timeout
06-13 20:25	BTC	Buy	63515.2→64215.8	+5.06	timeout
06-13 19:19	BTC	Buy	63687.2→64147.8	+3.16	timeout
06-13 17:18	BTC	Buy	63852.2→63992.8	+0.66	timeout
06-13 16:17	BTC	Buy	63879.2→64023.8	+0.73	timeout
06-12 20:38	BTC	Buy	63307.2→63512.8	+1.16	timeout
06-12 19:33	BTC	Buy	63852.2→63628.8	-2.21	timeout

Paper vs Live

Paper (trades.jsonl)

166

closed

45%

win rate

-518.47

total pnl ($)

-62.3 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	166	45%	-62.3	-518.47

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 03:03	BTC	Buy	circuit_breaker
06-30 01:57	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…