deribit_basis_rolling_change_long_v75 · strategy

closed trades

44%

win rate

-158.48

total pnl ($)

1.094

weight

7d window — n=6 wr=50% pnl=-4.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 11:54	BTC	Buy	59273→60319	+8.33	timeout
06-27 10:53	BTC	Buy	59352→60349	+7.90	timeout
06-27 10:01	BTC	Buy	59713→60406	+5.31	timeout
06-26 20:09	BTC	Buy	59609→59660	-0.15	timeout
06-26 13:19	BTC	Buy	60183→58699.7	-12.78	stop_loss
06-26 10:58	BTC	Buy	60682→59187.4	-12.77	stop_loss
06-17 14:08	BTC	Buy	66079.3→65298.7	-6.38	timeout
06-17 07:52	BTC	Buy	66329.3→65436.7	-7.21	timeout
06-17 00:27	BTC	Buy	66278.3→65677.7	-5.06	timeout
06-16 22:24	BTC	Buy	66240.3→65696.7	-4.64	timeout
06-16 14:29	BTC	Buy	66516.3→65619.7	-7.27	timeout
06-16 13:23	BTC	Buy	66863.3→66118.7	-6.10	timeout
06-16 06:38	BTC	Buy	65790.3→66500.7	+5.02	timeout
06-15 23:14	BTC	Buy	65513.3→66214.7	+4.86	timeout
06-15 21:23	BTC	Buy	64642.2→66506.7	+13.91	timeout
06-15 14:22	BTC	Buy	64253.2→66439.7	+16.57	timeout
06-15 12:50	BTC	Buy	63703.2→66502.7	+21.53	take_profit
06-15 04:10	BTC	Buy	64483.2→65754.7	+9.38	timeout
06-14 23:00	BTC	Buy	64428.2→65382.7	+6.91	timeout
06-14 20:41	BTC	Buy	64228.2→64022.8	-2.09	timeout
06-14 17:22	BTC	Buy	64025.2→63926.8	-1.28	timeout
06-14 14:10	BTC	Buy	64156.2→64265.8	+0.40	timeout
06-14 02:57	BTC	Buy	63609.2→64467.8	+6.32	timeout
06-13 21:30	BTC	Buy	63497.2→64234.8	+5.34	timeout
06-13 18:35	BTC	Buy	63757.2→64172.8	+2.80	timeout
06-13 16:31	BTC	Buy	63914.2→63998.8	+0.24	timeout
06-13 07:23	BTC	Buy	62968.1→63699.8	+5.35	timeout
06-12 20:58	BTC	Buy	63382.2→63441.8	+0.00	timeout
06-12 19:32	BTC	Buy	63843.2→63640.8	-2.04	timeout
06-12 18:25	BTC	Buy	63390.2→63712.8	+2.09	timeout
06-12 15:47	BTC	Buy	62668.1→63800.8	+8.44	timeout
06-11 16:48	BTC	Buy	62024.1→62632.9	+4.40	timeout
06-11 15:07	BTC	Buy	61958.1→62665.9	+5.17	timeout
06-11 14:04	BTC	Buy	62162.1→62999.8	+6.18	timeout
06-11 12:55	BTC	Buy	61626.1→62947.9	+10.17	timeout
06-11 08:49	BTC	Buy	61171.1→62937.9	+13.88	timeout
06-09 14:17	BTC	Buy	63359.2→61801	-12.76	stop_loss
06-09 14:16	BTC	Buy	63431.2→61868	-12.79	stop_loss
06-09 14:11	BTC	Buy	63487.2→61923.9	-12.78	stop_loss
06-09 14:11	BTC	Buy	63573.2→62005.9	-12.79	stop_loss
06-09 13:23	BTC	Buy	63816.2→62245.7	-12.75	stop_loss
06-06 19:34	BTC	Buy	59616→60564	+7.56	timeout
06-06 18:31	BTC	Buy	60235→60528	+2.03	timeout
06-06 04:32	BTC	Buy	61186.1→59681.2	-12.75	stop_loss
06-06 04:12	BTC	Buy	61735.1→60216.9	-12.75	stop_loss
06-06 04:12	BTC	Buy	61742.1→60223.9	-12.75	stop_loss
06-05 18:53	BTC	Buy	60681→59188.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60793→59298.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60909→59411.3	-12.75	stop_loss
06-05 14:06	BTC	Buy	61936.1→60412.8	-12.75	stop_loss
06-05 13:58	BTC	Buy	62283.1→60751.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62522.1→60981.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	63012.2→61460.2	-12.77	stop_loss
06-05 06:20	BTC	Buy	63247.2→61679.1	-12.81	stop_loss
06-05 06:01	BTC	Buy	63683.2→62116.8	-12.71	stop_loss
06-05 03:06	BTC	Buy	63884.2→62311.7	-12.73	stop_loss
06-05 03:03	BTC	Buy	63466.2→62529.9	-7.77	timeout
06-05 01:31	BTC	Buy	62748.1→63446.8	+5.15	timeout
06-04 10:28	BTC	Buy	64036.2→62461.6	-12.73	stop_loss
06-04 10:27	BTC	Buy	64202.2→62582.6	-13.04	stop_loss
06-04 09:26	BTC	Buy	64485.2→62896.4	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-158.48

total pnl ($)

-51.6 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	61	44%	-51.6	-158.48

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…