deribit_basis_rolling_change_long_v76 · strategy

137

closed trades

47%

win rate

-340.98

total pnl ($)

0.375

weight

7d window — n=37 wr=46% pnl=-137.77 · 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 04:28	BTC	Buy	60382→60174	-2.18	timeout
06-27 22:20	BTC	Buy	59948→59965	-0.25	timeout
06-27 20:19	BTC	Buy	59767→60230	+3.48	timeout
06-27 18:14	BTC	Buy	60063→60495	+3.16	timeout
06-27 16:17	BTC	Buy	60233→60697	+3.44	timeout
06-27 03:31	BTC	Buy	59005→60294	+10.46	timeout
06-26 21:17	BTC	Buy	59527→59697	+0.88	timeout
06-26 19:14	BTC	Buy	59217→60005	+6.09	timeout
06-26 17:12	BTC	Buy	59314→60221	+7.08	timeout
06-26 15:11	BTC	Buy	59124→59868	+5.79	timeout
06-26 02:16	BTC	Buy	60061→58583.8	-12.75	stop_loss
06-25 13:55	BTC	Buy	59930→58455.8	-12.70	stop_loss
06-25 13:53	BTC	Buy	60184→58696.7	-12.76	stop_loss
06-25 13:48	BTC	Buy	60804→59300.4	-12.79	stop_loss
06-25 13:48	BTC	Buy	61027.1→59525.2	-12.73	stop_loss
06-25 13:48	BTC	Buy	61041.1→59540.2	-12.72	stop_loss
06-24 15:56	BTC	Buy	61777.1→60256.8	-12.75	stop_loss
06-24 15:29	BTC	Buy	62264.1→60851	-11.73	timeout
06-24 14:17	BTC	Buy	62572.1→61017.4	-12.86	stop_loss
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.75	stop_loss
06-24 13:04	BTC	Buy	62165.1→62363.9	+1.14	timeout
06-24 11:03	BTC	Buy	62372.1→62401.9	-0.25	timeout
06-24 09:02	BTC	Buy	62396.1→62674.9	+1.73	timeout
06-23 08:17	BTC	Buy	63934.2→62361.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63989.2→62415.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64304.2→62722.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64386.2→62802.4	-12.77	stop_loss
06-23 03:05	BTC	Buy	64121.2→63993.8	-1.44	timeout
06-23 01:03	BTC	Buy	64007.2→64165.8	+0.81	timeout
06-22 23:00	BTC	Buy	63752.2→63884.8	+0.58	timeout
06-22 20:57	BTC	Buy	63732.2→64402.8	+4.79	timeout
06-22 18:53	BTC	Buy	64114.2→64380.8	+1.57	timeout
06-22 02:38	BTC	Buy	64237.2→64492.8	+1.45	timeout
06-22 00:35	BTC	Buy	64245.2→63731.8	-4.50	timeout
06-21 22:30	BTC	Buy	64256.2→63574.8	-5.74	timeout
06-21 20:27	BTC	Buy	63903.2→64062.8	+0.80	timeout
06-21 18:23	BTC	Buy	63817.2→63980.8	+0.90	timeout
06-21 02:29	BTC	Buy	63378.2→64199.8	+6.02	timeout
06-21 00:14	BTC	Buy	63493.2→64225.8	+5.25	timeout
06-20 22:14	BTC	Buy	63072.2→64104.8	+7.74	timeout
06-20 20:11	BTC	Buy	63041.2→63934.8	+6.67	timeout
06-20 18:10	BTC	Buy	63085.2→63831.8	+5.46	timeout
06-20 01:18	BTC	Buy	63017.2→63448.8	+2.98	timeout
06-19 23:14	BTC	Buy	62753.1→63248.8	+3.46	timeout
06-19 21:11	BTC	Buy	63040.2→63224.8	+0.96	timeout
06-19 19:11	BTC	Buy	62620.1→62976.9	+2.38	timeout
06-19 17:09	BTC	Buy	62548.1→62963.9	+2.87	timeout
06-18 15:57	BTC	Buy	63935.2→62355.7	-12.78	stop_loss
06-18 15:40	BTC	Buy	64253.2→62668.5	-12.76	stop_loss
06-18 15:39	BTC	Buy	64378.2→62791.4	-12.75	stop_loss
06-18 15:37	BTC	Buy	64500.2→62911.4	-12.75	stop_loss
06-18 15:36	BTC	Buy	64649.2→63059.3	-12.73	stop_loss
06-17 19:41	BTC	Buy	65773.3→64148.7	-12.84	stop_loss
06-17 19:40	BTC	Buy	65793.3→64175.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	65926.3→64256.6	-13.11	stop_loss
06-17 19:29	BTC	Buy	65902.3→64256.6	-12.94	stop_loss
06-17 19:29	BTC	Buy	66066.3→64441.5	-12.78	stop_loss
06-17 18:16	BTC	Buy	66034.3→65375.7	-5.53	timeout
06-17 16:13	BTC	Buy	65776.3→65805.7	-0.17	timeout
06-17 01:50	BTC	Buy	66374.3→65862.7	-4.36	timeout
06-16 21:09	BTC	Buy	66426.3→65901.7	-4.49	timeout
06-16 18:43	BTC	Buy	66777.3→65811.7	-7.75	timeout
06-16 14:33	BTC	Buy	66524.3→65343.7	-9.41	timeout
06-16 14:23	BTC	Buy	67153.4→65500	-12.83	stop_loss
06-16 01:24	BTC	Buy	65409.3→66315.7	+6.49	timeout
06-15 15:47	BTC	Buy	64349.2→67182.6	+21.58	take_profit
06-15 13:25	BTC	Buy	64110.2→66925.7	+21.53	take_profit
06-15 13:01	BTC	Buy	64365.2→66496.7	+16.13	timeout
06-15 13:00	BTC	Buy	63794.2→66595.7	+21.52	take_profit
06-15 00:06	BTC	Buy	64453.2→65636.7	+8.73	timeout
06-14 20:18	BTC	Buy	64273.2→63803.8	-4.15	timeout
06-14 18:13	BTC	Buy	64052.2→63696.8	-3.32	timeout
06-14 14:03	BTC	Buy	64151.2→64239.8	+0.24	timeout
06-14 12:01	BTC	Buy	63945.2→64527.8	+4.12	timeout
06-13 21:58	BTC	Buy	63482.2→64466.8	+7.28	timeout
06-13 20:00	BTC	Buy	63586.2→64252.8	+4.79	timeout
06-13 18:01	BTC	Buy	63874.2→63972.8	+0.30	timeout
06-13 13:38	BTC	Buy	63317.2→64204.8	+6.50	timeout
06-13 11:35	BTC	Buy	63722.2→63898.8	+0.85	timeout
06-12 20:35	BTC	Buy	63363.2→63495.8	+0.58	timeout
06-12 18:30	BTC	Buy	63414.2→63732.8	+2.05	timeout
06-12 16:17	BTC	Buy	62771.1→63877.8	+8.32	timeout
06-12 12:06	BTC	Buy	63044.2→63615.8	+4.01	timeout
06-12 09:15	BTC	Buy	62817.1→63521.8	+5.09	timeout
06-11 20:09	BTC	Buy	61692.1→63543.8	+14.43	timeout
06-11 18:06	BTC	Buy	62003.1→63389.8	+10.63	timeout
06-11 16:07	BTC	Buy	62535.1→62775.9	+1.32	timeout
06-11 09:53	BTC	Buy	61236.1→62927.9	+13.23	timeout
06-11 07:51	BTC	Buy	61658.1→62688.9	+7.77	timeout
06-10 18:26	BTC	Buy	61648.1→61885.9	+1.43	timeout
06-10 16:23	BTC	Buy	60998→62271.9	+9.95	timeout
06-10 14:24	BTC	Buy	61772.1→62112.9	+2.28	timeout
06-09 14:46	BTC	Buy	62733.1→61189.3	-12.76	stop_loss
06-09 14:46	BTC	Buy	62742.1→61189.3	-12.83	stop_loss
06-09 14:39	BTC	Buy	62868.1→61314.3	-12.81	stop_loss
06-09 14:30	BTC	Buy	63034.2→61481.2	-12.77	stop_loss
06-09 14:17	BTC	Buy	63382.2→61822	-12.76	stop_loss
06-09 10:12	BTC	Buy	63384.2→62665.9	-6.09	timeout
06-09 07:55	BTC	Buy	63226.2→63176.8	-0.90	timeout
06-09 05:44	BTC	Buy	62447.1→63358.8	+6.82	timeout

Paper vs Live

Paper (trades.jsonl)

137

closed

47%

win rate

-340.98

total pnl ($)

-49.5 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	137	47%	-49.5	-340.98

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…