deribit_basis_rolling_change_long_v74 · strategy

closed trades

46%

win rate

-145.05

total pnl ($)

1.154

weight

7d window — n=5 wr=60% pnl=-11.56 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 54 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 20:02	BTC	Buy	59590→59838	+1.50	timeout
06-26 15:27	BTC	Buy	59285→60249	+7.63	timeout
06-26 14:27	BTC	Buy	59413→60056	+4.91	timeout
06-26 13:18	BTC	Buy	60216→58729.7	-12.80	stop_loss
06-26 10:58	BTC	Buy	60700→59201.4	-12.80	stop_loss
06-17 08:40	BTC	Buy	66534.3→64898.3	-12.72	stop_loss
06-17 08:39	BTC	Buy	66556.3→64914.3	-12.76	stop_loss
06-17 07:44	BTC	Buy	66289.3→65521.7	-6.27	timeout
06-17 00:33	BTC	Buy	66334.3→65783.7	-4.66	timeout
06-16 14:23	BTC	Buy	67180.4→65514.9	-12.92	stop_loss
06-16 09:34	BTC	Buy	65548.3→66684.7	+8.22	timeout
06-16 08:33	BTC	Buy	65670.3→66556.7	+6.38	timeout
06-16 06:38	BTC	Buy	65790.3→66500.7	+5.02	timeout
06-15 21:22	BTC	Buy	64688.2→66494.7	+13.45	timeout
06-15 13:18	BTC	Buy	63983.2→66794.7	+21.54	take_profit
06-15 08:43	BTC	Buy	64454.2→65739.7	+9.51	timeout
06-15 05:42	BTC	Buy	64338.2→65717.7	+10.26	timeout
06-15 03:51	BTC	Buy	64499.2→65866.7	+10.12	timeout
06-14 15:00	BTC	Buy	64223.2→64016.8	-2.07	timeout
06-14 13:57	BTC	Buy	64075.2→64294.8	+1.26	timeout
06-14 08:36	BTC	Buy	63863.2→64472.8	+4.29	timeout
06-14 04:02	BTC	Buy	63527.2→64510.8	+7.33	timeout
06-14 02:56	BTC	Buy	63589.2→64466.8	+6.47	timeout
06-13 07:18	BTC	Buy	63050.2→63677.8	+4.52	timeout
06-12 20:09	BTC	Buy	63550.2→63607.8	+0.00	timeout
06-12 19:04	BTC	Buy	63496.2→63722.8	+1.32	timeout
06-12 17:59	BTC	Buy	63499.2→63833.8	+2.18	timeout
06-12 15:22	BTC	Buy	62712.1→64179.8	+11.17	timeout
06-11 17:37	BTC	Buy	61785.1→63172.8	+10.70	timeout
06-11 16:30	BTC	Buy	62275.1→62605.9	+2.10	timeout
06-11 12:55	BTC	Buy	61626.1→62931.9	+10.03	timeout
06-09 14:17	BTC	Buy	63358.2→61800	-12.76	stop_loss
06-09 14:17	BTC	Buy	63378.2→61817	-12.78	stop_loss
06-09 14:16	BTC	Buy	63404.2→61845	-12.76	stop_loss
06-09 14:11	BTC	Buy	63584.2→62018.9	-12.77	stop_loss
06-09 13:19	BTC	Buy	63858.2→62281.7	-12.78	stop_loss
06-06 20:09	BTC	Buy	60763→60537	-2.24	timeout
06-06 04:27	BTC	Buy	61317.1→59809.1	-12.75	stop_loss
06-06 04:11	BTC	Buy	61785.1→60262.8	-12.77	stop_loss
06-05 21:04	BTC	Buy	59330→61934.9	+21.50	take_profit
06-05 18:55	BTC	Buy	60577→59087.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60834→59337.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60919→59421.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61392.1→59882	-12.75	stop_loss
06-05 14:29	BTC	Buy	61799.1→60278.8	-12.75	stop_loss
06-05 13:59	BTC	Buy	62235.1→60704.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62451.1→60913.5	-12.76	stop_loss
06-05 13:52	BTC	Buy	62611.1→61070.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62742.1→61197.3	-12.76	stop_loss
06-05 02:11	BTC	Buy	62160.1→63198.8	+7.91	timeout
06-04 10:30	BTC	Buy	63978.2→62404.7	-12.71	stop_loss
06-04 09:27	BTC	Buy	64377.2→62792.4	-12.75	stop_loss
06-04 02:03	BTC	Buy	63249.2→61694.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65073.3→63473.1	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-145.05

total pnl ($)

-53.5 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	54	46%	-53.5	-145.05

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…