deribit_basis_rolling_change_long_v78 · strategy

closed trades

33%

win rate

-351.85

total pnl ($)

0.250

weight

7d window — n=22 wr=23% pnl=-155.65 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:47	BTC	Buy	60196→58655.7	-13.23	stop_loss
06-30 02:42	BTC	Buy	60081→59997	-1.01	timeout
06-29 20:26	BTC	Buy	60235→60393	+0.56	timeout
06-28 19:47	BTC	Buy	60754→59196.4	-13.24	stop_loss
06-28 18:56	BTC	Buy	59623→59562	-0.93	timeout
06-28 15:52	BTC	Buy	60240→59943	-2.95	timeout
06-28 02:14	BTC	Buy	58675.9→60256	+12.99	timeout
06-27 19:45	BTC	Buy	59248→60162	+7.36	timeout
06-27 15:56	BTC	Buy	59589→60771	+9.46	timeout
06-26 18:07	BTC	Buy	59518→60097	+4.19	timeout
06-26 13:18	BTC	Buy	60380→58834.6	-13.26	stop_loss
06-26 02:24	BTC	Buy	59826→58294.9	-13.24	stop_loss
06-25 13:51	BTC	Buy	60726→59170.4	-13.20	stop_loss
06-25 13:48	BTC	Buy	60867→59300.4	-13.29	stop_loss
06-25 13:48	BTC	Buy	60914→59352.3	-13.23	stop_loss
06-25 13:44	BTC	Buy	61652.1→60066.9	-13.29	stop_loss
06-24 16:51	BTC	Buy	61161.1→59582.2	-13.34	stop_loss
06-24 15:30	BTC	Buy	62315.1→60716.6	-13.22	stop_loss
06-24 15:30	BTC	Buy	62321.1→60724.6	-13.17	stop_loss
06-24 15:30	BTC	Buy	62337.1→60741.6	-13.18	stop_loss
06-24 14:20	BTC	Buy	62420.1→60822.5	-13.22	stop_loss
06-24 14:02	BTC	Buy	62758.1→61151.3	-13.24	stop_loss
06-23 08:24	BTC	Buy	63926.2→62289.7	-13.23	stop_loss
06-23 08:20	BTC	Buy	63937.2→62300.7	-13.24	stop_loss
06-23 08:17	BTC	Buy	64084.2→62443.6	-13.31	stop_loss
06-23 06:21	BTC	Buy	64213.2→62565.6	-13.33	stop_loss
06-23 03:46	BTC	Buy	64400.2→63984.8	-3.67	timeout
06-23 00:47	BTC	Buy	64238.2→64047.8	-1.92	timeout
06-22 20:32	BTC	Buy	63878.2→64432.8	+3.85	timeout
06-22 08:16	BTC	Buy	63516.2→64263.8	+5.29	timeout
06-21 08:26	BTC	Buy	62648.1→64028.8	+10.30	timeout
06-21 03:40	BTC	Buy	62614.1→64388.8	+13.73	timeout
06-21 00:34	BTC	Buy	62999.1→64239.8	+9.37	timeout
06-20 20:25	BTC	Buy	63103.2→63913.8	+6.04	timeout
06-20 04:50	BTC	Buy	63808.2→63559.8	-2.38	timeout
06-18 15:40	BTC	Buy	64355.2→62707.5	-12.99	stop_loss
06-18 15:37	BTC	Buy	64510.2→62840.4	-13.18	stop_loss
06-18 15:17	BTC	Buy	64953.2→63291.2	-12.81	stop_loss
06-18 15:17	BTC	Buy	64947.2→63283.2	-12.78	stop_loss
06-17 19:44	BTC	Buy	65758.3→64074.7	-13.26	stop_loss
06-17 19:42	BTC	Buy	65797.3→64108.7	-13.28	stop_loss
06-17 19:29	BTC	Buy	66095.3→64389.6	-13.37	stop_loss
06-17 11:05	BTC	Buy	66252.3→64552.5	-13.40	stop_loss
06-17 11:04	BTC	Buy	66362.3→64664.4	-13.36	stop_loss
06-17 08:44	BTC	Buy	66570.3→64864.3	-13.32	stop_loss
06-16 14:31	BTC	Buy	67130.4→65412	-13.33	stop_loss
06-16 11:09	BTC	Buy	64490.2→66448.7	+14.57	timeout
06-15 22:44	BTC	Buy	64490.2→66245.7	+13.07	timeout
06-15 19:43	BTC	Buy	64252.2→66648.7	+18.07	timeout
06-15 15:59	BTC	Buy	64059.2→67257.6	+24.51	take_profit
06-15 15:47	BTC	Buy	63915.2→67106.6	+24.50	take_profit
06-14 17:53	BTC	Buy	63838.2→63755.8	-1.29	timeout
06-14 14:49	BTC	Buy	63455.2→63873.8	+2.83	timeout
06-14 08:44	BTC	Buy	63358.2→64448.8	+8.08	timeout
06-13 19:43	BTC	Buy	63766.2→64240.8	+3.27	timeout
06-13 16:37	BTC	Buy	62772.1→63983.8	+9.23	timeout
06-12 15:40	BTC	Buy	62240.1→63864.8	+12.44	timeout
06-12 12:33	BTC	Buy	61754.1→63501.8	+13.56	timeout
06-12 08:42	BTC	Buy	61268.1→63368.8	+16.54	timeout
06-11 19:15	BTC	Buy	61728.1→63523.8	+13.83	timeout
06-11 16:12	BTC	Buy	61088.1→62729.9	+12.69	timeout
06-09 15:56	BTC	Buy	62662.1→61057.4	-13.29	stop_loss
06-09 14:30	BTC	Buy	63040.2→61425.2	-13.28	stop_loss
06-09 14:30	BTC	Buy	63086.2→61466.2	-13.30	stop_loss
06-09 14:29	BTC	Buy	63156.2→61540.1	-13.26	stop_loss
06-09 14:11	BTC	Buy	63623.2→61992.9	-13.26	stop_loss
06-07 22:15	BTC	Buy	60970→64012.8	+24.52	take_profit
06-07 22:15	BTC	Buy	60927→63967.8	+24.52	take_profit
06-07 22:14	BTC	Buy	60613→63638.8	+24.53	take_profit
06-07 22:14	BTC	Buy	60038→63033.8	+24.52	take_profit
06-07 19:54	BTC	Buy	60170→61311.9	+9.14	timeout
06-06 04:34	BTC	Buy	61099.1→59535.2	-13.25	stop_loss
06-06 04:12	BTC	Buy	61758.1→60171.9	-13.30	stop_loss
06-05 18:52	BTC	Buy	60817→59260.4	-13.26	stop_loss
06-05 18:44	BTC	Buy	61304.1→59735.1	-13.25	stop_loss
06-05 14:26	BTC	Buy	61912.1→60327.8	-13.24	stop_loss
06-05 14:04	BTC	Buy	62200.1→60605.7	-13.27	stop_loss
06-05 13:56	BTC	Buy	62595.1→60991.4	-13.26	stop_loss
06-05 06:16	BTC	Buy	63521.2→61894.9	-13.21	stop_loss
06-05 06:03	BTC	Buy	63590.2→61956.9	-13.23	stop_loss
06-05 06:03	BTC	Buy	63637.2→62008.9	-13.17	stop_loss
06-05 06:01	BTC	Buy	63785.2→62152.8	-13.20	stop_loss
06-04 02:04	BTC	Buy	63040.2→61427.2	-13.24	stop_loss
06-04 00:29	BTC	Buy	65074.3→63409.1	-13.24	stop_loss
06-03 23:02	BTC	Buy	66314.3→64614.4	-13.26	stop_loss
06-03 20:55	BTC	Buy	66437.3→64735.4	-13.30	stop_loss
06-03 20:48	BTC	Buy	66727.3→65019.2	-13.30	stop_loss
06-03 19:55	BTC	Buy	66907.3→65166.1	-13.53	stop_loss
06-03 16:27	BTC	Buy	67240.4→65516.9	-13.28	stop_loss
06-03 03:49	BTC	Buy	67328.4→65601.9	-13.28	stop_loss
06-02 14:23	BTC	Buy	69673.5→67887.6	-13.27	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

33%

win rate

-351.85

total pnl ($)

-77.1 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	91	33%	-77.1	-351.85

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…