deribit_basis_rolling_change_long_v79 · strategy

closed trades

36%

win rate

-396.14

total pnl ($)

0.250

weight

7d window — n=28 wr=29% pnl=-197.33 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:53	BTC	Buy	60390→58844.6	-13.26	stop_loss
06-28 22:43	BTC	Buy	60594→59043.5	-13.27	stop_loss
06-28 22:41	BTC	Buy	60663→59110.5	-13.27	stop_loss
06-28 03:51	BTC	Buy	59721→60175	+3.35	timeout
06-27 20:35	BTC	Buy	59538→60236	+5.53	timeout
06-27 18:31	BTC	Buy	59555→60487	+7.41	timeout
06-27 16:28	BTC	Buy	59716→60682	+7.72	timeout
06-27 14:27	BTC	Buy	59419→60602	+9.49	timeout
06-26 02:24	BTC	Buy	59838→58305.9	-13.25	stop_loss
06-25 13:59	BTC	Buy	59538→58011.1	-13.21	stop_loss
06-25 13:53	BTC	Buy	60515→58958.6	-13.26	stop_loss
06-25 13:48	BTC	Buy	60838→59281.4	-13.22	stop_loss
06-25 13:48	BTC	Buy	60869→59310.4	-13.23	stop_loss
06-25 13:48	BTC	Buy	60894→59334.3	-13.23	stop_loss
06-24 15:28	BTC	Buy	62370.1→60773.6	-13.17	stop_loss
06-24 15:08	BTC	Buy	62419.1→60817.5	-13.22	stop_loss
06-24 14:20	BTC	Buy	62424.1→60824.5	-13.25	stop_loss
06-24 14:20	BTC	Buy	62420.1→60822.5	-13.22	stop_loss
06-24 13:46	BTC	Buy	62911.1→61301.3	-13.24	stop_loss
06-23 08:24	BTC	Buy	63929.2→62292.7	-13.24	stop_loss
06-23 08:17	BTC	Buy	64043.2→62395.7	-13.32	stop_loss
06-23 06:21	BTC	Buy	64210.2→62565.6	-13.26	stop_loss
06-23 06:21	BTC	Buy	64393.2→62743.5	-13.28	stop_loss
06-23 03:31	BTC	Buy	64293.2→63996.8	-2.76	timeout
06-23 00:45	BTC	Buy	64265.2→64095.8	-1.72	timeout
06-22 22:10	BTC	Buy	64004.2→64310.8	+1.93	timeout
06-22 20:02	BTC	Buy	63919.2→64581.8	+4.65	timeout
06-22 17:58	BTC	Buy	63826.2→64590.8	+5.46	timeout
06-21 02:07	BTC	Buy	63026.2→64212.8	+8.88	timeout
06-21 00:03	BTC	Buy	62910.1→64212.8	+9.70	timeout
06-20 21:59	BTC	Buy	62954.1→63984.8	+7.75	timeout
06-20 19:57	BTC	Buy	62931.1→63896.8	+7.28	timeout
06-20 17:17	BTC	Buy	62509.1→63892.8	+10.56	timeout
06-18 15:51	BTC	Buy	64179.2→62522.6	-13.33	stop_loss
06-18 15:38	BTC	Buy	64475.2→62825.4	-13.23	stop_loss
06-18 15:17	BTC	Buy	64900.2→63238.2	-13.24	stop_loss
06-18 15:17	BTC	Buy	64922.2→63261.2	-13.23	stop_loss
06-18 15:17	BTC	Buy	65037.3→63356.1	-13.36	stop_loss
06-17 19:46	BTC	Buy	65750.3→64067.7	-13.29	stop_loss
06-17 19:29	BTC	Buy	65996.3→64256.6	-13.69	stop_loss
06-17 11:05	BTC	Buy	66245.3→64544.5	-13.42	stop_loss
06-17 08:52	BTC	Buy	66489.3→64787.3	-13.27	stop_loss
06-17 08:31	BTC	Buy	66847.3→65135.2	-13.25	stop_loss
06-16 14:31	BTC	Buy	67153.4→65435	-13.32	stop_loss
06-16 12:40	BTC	Buy	64320.2→66469.7	+16.10	timeout
06-15 19:46	BTC	Buy	64281.2→66619.7	+17.59	timeout
06-15 17:42	BTC	Buy	64091.2→66823.7	+20.64	timeout
06-15 15:47	BTC	Buy	63898.2→67087.6	+24.53	take_profit
06-15 15:38	BTC	Buy	64297.2→66728.7	+18.50	timeout
06-14 12:51	BTC	Buy	63463.2→64283.8	+6.02	timeout
06-14 10:49	BTC	Buy	63693.2→64528.8	+6.07	timeout
06-13 19:38	BTC	Buy	63715.2→64226.8	+3.56	timeout
06-13 17:35	BTC	Buy	63192.2→64084.8	+6.58	timeout
06-13 15:36	BTC	Buy	62739.1→64278.8	+11.77	timeout
06-12 11:11	BTC	Buy	61016.1→63723.8	+21.59	timeout
06-12 08:42	BTC	Buy	61296.1→63369.8	+16.31	timeout
06-11 19:03	BTC	Buy	61758.1→63471.8	+13.16	timeout
06-11 17:01	BTC	Buy	61460.1→62546.9	+8.27	timeout
06-11 15:00	BTC	Buy	61467.1→62730.9	+9.64	timeout
06-09 20:40	BTC	Buy	61708.1→62016.9	+2.33	timeout
06-09 16:39	BTC	Buy	62220.1→60818	-11.92	timeout
06-09 14:46	BTC	Buy	62838.1→61226.3	-13.30	stop_loss
06-09 14:29	BTC	Buy	63100.2→61485.2	-13.26	stop_loss
06-09 14:29	BTC	Buy	63177.2→61559.1	-13.27	stop_loss
06-07 22:15	BTC	Buy	61136.1→64187.8	+24.53	take_profit
06-07 22:15	BTC	Buy	60985→64028.8	+24.53	take_profit
06-07 22:15	BTC	Buy	60873→63910.8	+24.53	take_profit
06-07 20:07	BTC	Buy	60229→61520.9	+10.36	timeout
06-07 16:05	BTC	Buy	60197→61955.9	+14.03	timeout
06-06 04:32	BTC	Buy	61255.1→59680.2	-13.31	stop_loss
06-06 04:27	BTC	Buy	61431.1→59859.1	-13.25	stop_loss
06-05 18:53	BTC	Buy	60742→59187.4	-13.25	stop_loss
06-05 18:52	BTC	Buy	60763→59208.4	-13.25	stop_loss
06-05 14:04	BTC	Buy	62159.1→60563.7	-13.28	stop_loss
06-05 13:57	BTC	Buy	62456.1→60856.5	-13.27	stop_loss
06-05 13:51	BTC	Buy	62713.1→61108.4	-13.25	stop_loss
06-05 13:49	BTC	Buy	62809.1→61201.3	-13.25	stop_loss
06-05 06:21	BTC	Buy	63095.2→61480.2	-13.17	stop_loss
06-05 06:20	BTC	Buy	63294.2→61672.1	-13.26	stop_loss
06-05 06:16	BTC	Buy	63533.2→61906.9	-13.21	stop_loss
06-05 06:01	BTC	Buy	63723.2→62090.8	-13.23	stop_loss
06-05 03:06	BTC	Buy	63977.2→62329.7	-13.30	stop_loss
06-04 11:10	BTC	Buy	63841.2→62207.8	-13.23	stop_loss
06-04 09:30	BTC	Buy	64354.2→62707.5	-13.24	stop_loss
06-04 01:16	BTC	Buy	64516.2→62865.4	-13.24	stop_loss
06-04 00:29	BTC	Buy	65072.3→63407.1	-13.24	stop_loss
06-03 20:55	BTC	Buy	66403.3→64652.4	-13.68	stop_loss
06-03 20:55	BTC	Buy	66348.3→64648.4	-13.32	stop_loss
06-03 20:45	BTC	Buy	66829.3→65118.2	-13.30	stop_loss
06-03 19:55	BTC	Buy	66970.3→65250.1	-13.33	stop_loss
06-03 19:54	BTC	Buy	67043.4→65324.1	-13.30	stop_loss
06-03 03:44	BTC	Buy	67411.4→65680.9	-13.29	stop_loss
06-03 03:28	BTC	Buy	67782.4→66046.7	-13.26	stop_loss
06-02 15:30	BTC	Buy	68926.4→67156	-13.30	stop_loss
06-02 14:27	BTC	Buy	69528.5→67748.7	-13.26	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

36%

win rate

-396.14

total pnl ($)

-83.1 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	95	36%	-83.1	-396.14

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…