deribit_basis_rolling_change_long_v73 · strategy

139

closed trades

45%

win rate

-350.21

total pnl ($)

0.366

weight

7d window — n=38 wr=42% pnl=-139.24 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 04:43	BTC	Buy	60349→60138	-2.21	timeout
06-27 22:25	BTC	Buy	59899→60014	+0.57	timeout
06-27 20:23	BTC	Buy	59695→60256	+4.31	timeout
06-27 18:19	BTC	Buy	59984→60498	+3.85	timeout
06-27 16:19	BTC	Buy	60122→60686	+4.28	timeout
06-27 03:10	BTC	Buy	58730.9→60174	+11.84	timeout
06-26 20:38	BTC	Buy	59512→59625	+0.41	timeout
06-26 18:33	BTC	Buy	59517→59819	+1.97	timeout
06-26 16:34	BTC	Buy	59361→60147	+6.06	timeout
06-26 14:41	BTC	Buy	59564→59604	-0.17	timeout
06-26 02:24	BTC	Buy	59775→58304.9	-12.74	stop_loss
06-25 13:57	BTC	Buy	59712→58243	-12.67	stop_loss
06-25 13:54	BTC	Buy	59973→58467.8	-12.92	stop_loss
06-25 13:48	BTC	Buy	60932→59423.3	-12.79	stop_loss
06-25 13:48	BTC	Buy	60987→59482.3	-12.73	stop_loss
06-25 13:48	BTC	Buy	61010.1→59506.3	-12.71	stop_loss
06-24 17:20	BTC	Buy	60907→59409.3	-12.73	stop_loss
06-24 14:19	BTC	Buy	62446.1→60881.5	-12.94	stop_loss
06-24 14:19	BTC	Buy	62486.1→60948.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62574.1→61029.4	-12.79	stop_loss
06-24 14:13	BTC	Buy	62637.1→61095.4	-12.75	stop_loss
06-24 12:54	BTC	Buy	62275.1→62640.9	+2.48	timeout
06-24 10:46	BTC	Buy	62223.1→62558.9	+2.22	timeout
06-24 08:38	BTC	Buy	62287.1→62688.9	+2.71	timeout
06-24 06:14	BTC	Buy	63164.2→62803.9	-3.36	timeout
06-23 08:17	BTC	Buy	64002.2→62422.7	-12.80	stop_loss
06-23 08:17	BTC	Buy	64029.2→62453.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64207.2→62627.5	-12.76	stop_loss
06-23 04:27	BTC	Buy	63930.2→63941.8	-0.36	timeout
06-23 02:16	BTC	Buy	64539.2→64142.8	-3.52	timeout
06-23 00:15	BTC	Buy	63492.2→63968.8	+3.33	timeout
06-22 22:12	BTC	Buy	63565.2→64325.8	+5.53	timeout
06-22 20:05	BTC	Buy	64170.2→64616.8	+3.00	timeout
06-22 03:33	BTC	Buy	64309.2→64344.8	-0.25	timeout
06-22 01:27	BTC	Buy	64224.2→64712.8	+3.28	timeout
06-21 23:22	BTC	Buy	64260.2→63687.8	-4.88	timeout
06-21 21:11	BTC	Buy	63921.2→63531.8	-3.50	timeout
06-21 19:12	BTC	Buy	63863.2→64172.8	+2.01	timeout
06-21 01:58	BTC	Buy	63543.2→64227.8	+4.89	timeout
06-20 23:39	BTC	Buy	63313.2→64270.8	+7.10	timeout
06-20 21:37	BTC	Buy	63105.2→63916.8	+5.99	timeout
06-20 19:36	BTC	Buy	62947.1→63847.8	+6.72	timeout
06-20 17:34	BTC	Buy	63044.2→63966.8	+6.86	timeout
06-20 00:44	BTC	Buy	63031.2→63576.8	+3.88	timeout
06-19 22:36	BTC	Buy	62765.1→63232.8	+3.23	timeout
06-19 20:28	BTC	Buy	63132.2→63043.8	-1.19	timeout
06-19 18:26	BTC	Buy	62913.1→63112.8	+1.13	timeout
06-19 16:43	BTC	Buy	62681.1→63249.8	+4.12	timeout
06-18 15:56	BTC	Buy	63962.2→62386.7	-12.63	stop_loss
06-18 15:40	BTC	Buy	64270.2→62658.5	-12.80	stop_loss
06-18 15:40	BTC	Buy	64344.2→62760.5	-12.48	stop_loss
06-18 15:38	BTC	Buy	64402.2→62818.4	-12.50	stop_loss
06-18 15:36	BTC	Buy	64651.2→63061.3	-12.53	stop_loss
06-17 19:39	BTC	Buy	65836.3→64214.7	-12.78	stop_loss
06-17 19:38	BTC	Buy	65853.3→64230.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65896.3→64258.6	-12.88	stop_loss
06-17 19:29	BTC	Buy	65978.3→64355.6	-12.76	stop_loss
06-17 18:49	BTC	Buy	65881.3→65801.7	-1.10	timeout
06-17 16:36	BTC	Buy	65744.3→65988.7	+1.35	timeout
06-17 03:24	BTC	Buy	65790.3→65695.7	-1.21	timeout
06-16 23:22	BTC	Buy	66147.3→65642.7	-4.33	timeout
06-16 19:14	BTC	Buy	66822.3→65644.7	-9.35	timeout
06-16 17:15	BTC	Buy	66847.3→65765.7	-8.62	timeout
06-16 15:09	BTC	Buy	66645.3→65785.7	-6.98	timeout
06-16 01:16	BTC	Buy	65432.3→66234.7	+5.68	timeout
06-15 22:59	BTC	Buy	65364.3→66184.7	+5.78	timeout
06-15 13:25	BTC	Buy	64111.2→66925.7	+21.52	take_profit
06-15 13:20	BTC	Buy	64016.2→66827.7	+21.52	take_profit
06-15 12:42	BTC	Buy	64319.2→66357.7	+15.42	timeout
06-14 23:41	BTC	Buy	64450.2→65587.7	+8.34	timeout
06-14 21:42	BTC	Buy	64666.2→65209.7	+3.72	timeout
06-14 19:38	BTC	Buy	64234.2→63791.8	-3.95	timeout
06-14 15:28	BTC	Buy	64275.2→64024.8	-2.41	timeout
06-14 10:48	BTC	Buy	63857.2→64531.8	+4.81	timeout
06-13 22:41	BTC	Buy	63494.2→64476.8	+7.26	timeout
06-13 20:40	BTC	Buy	63522.2→64215.8	+4.99	timeout
06-13 18:41	BTC	Buy	63878.2→64254.8	+2.49	timeout
06-13 14:37	BTC	Buy	63690.2→64165.8	+3.24	timeout
06-13 10:28	BTC	Buy	63578.2→63750.8	+0.83	timeout
06-12 21:14	BTC	Buy	63558.2→63577.8	-0.32	timeout
06-12 19:14	BTC	Buy	63546.2→63694.8	+0.71	timeout
06-12 17:10	BTC	Buy	62526.1→63952.8	+10.91	timeout
06-12 13:06	BTC	Buy	62875.1→63394.8	+3.61	timeout
06-12 08:48	BTC	Buy	62995.1→63400.8	+2.69	timeout
06-11 19:17	BTC	Buy	61673.1→63636.8	+15.33	timeout
06-11 17:14	BTC	Buy	62067.1→62433.9	+2.44	timeout
06-11 15:17	BTC	Buy	61944.1→62666.9	+5.29	timeout
06-11 11:11	BTC	Buy	61065.1→63135.8	+16.36	timeout
06-11 08:41	BTC	Buy	61293.1→62916.9	+12.65	timeout
06-10 18:51	BTC	Buy	61715.1→61673.9	-0.83	timeout
06-10 16:51	BTC	Buy	61321.1→61945.9	+4.58	timeout
06-10 15:02	BTC	Buy	61367.1→62306.9	+7.17	timeout
06-09 15:56	BTC	Buy	62572.1→61029.4	-12.80	stop_loss
06-09 14:46	BTC	Buy	62741.1→61193.3	-12.79	stop_loss
06-09 14:30	BTC	Buy	63008.2→61457.2	-12.77	stop_loss
06-09 14:17	BTC	Buy	63369.2→61808	-12.78	stop_loss
06-09 14:16	BTC	Buy	63451.2→61890.9	-12.75	stop_loss
06-09 09:37	BTC	Buy	63339.2→62602.9	-6.24	timeout
06-09 07:31	BTC	Buy	63236.2→63094.8	-1.62	timeout
06-08 23:14	BTC	Buy	62974.1→63550.8	+4.10	timeout

Paper vs Live

Paper (trades.jsonl)

139

closed

45%

win rate

-350.21

total pnl ($)

-50.2 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	139	45%	-50.2	-350.21

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…