deribit_basis_rolling_change_long_v80 · strategy

145

closed trades

45%

win rate

-405.48

total pnl ($)

0.250

weight

7d window — n=37 wr=32% pnl=-181.37 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 22:42	BTC	Buy	59138→60347	+9.83	timeout
06-29 20:34	BTC	Buy	59650→60431	+5.95	timeout
06-29 08:18	BTC	Buy	60170→59987	-2.02	timeout
06-29 01:38	BTC	Buy	60209→59370	-7.45	timeout
06-28 23:33	BTC	Buy	59956→59595	-3.56	timeout
06-28 21:28	BTC	Buy	60413→59709	-6.29	timeout
06-28 19:17	BTC	Buy	60565→59453	-9.61	timeout
06-28 06:07	BTC	Buy	60161→59933	-2.34	timeout
06-27 23:53	BTC	Buy	60038→60033	-0.43	timeout
06-27 21:44	BTC	Buy	59995→60200	+1.33	timeout
06-27 19:21	BTC	Buy	59938→60417	+3.58	timeout
06-27 17:25	BTC	Buy	60076→60542	+3.42	timeout
06-27 04:05	BTC	Buy	59870→60426	+4.20	timeout
06-26 21:19	BTC	Buy	59558→59683	+0.52	timeout
06-26 19:12	BTC	Buy	59279→59959	+5.16	timeout
06-26 17:05	BTC	Buy	59159→60127	+7.64	timeout
06-26 14:52	BTC	Buy	59700→59716	-0.37	timeout
06-26 02:13	BTC	Buy	60112→58621.7	-12.84	stop_loss
06-25 13:57	BTC	Buy	59789→58300.9	-12.82	stop_loss
06-25 13:57	BTC	Buy	59818→58337.9	-12.74	stop_loss
06-25 13:48	BTC	Buy	60871→59374.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	61000→59499.3	-12.69	stop_loss
06-25 13:46	BTC	Buy	61058.1→59556.2	-12.70	stop_loss
06-24 17:20	BTC	Buy	60959→59460.3	-12.73	stop_loss
06-24 15:43	BTC	Buy	62070.1→60543.7	-12.74	stop_loss
06-24 15:08	BTC	Buy	62327.1→60790.5	-12.77	stop_loss
06-24 14:19	BTC	Buy	62419.1→60884.5	-12.72	stop_loss
06-24 13:48	BTC	Buy	62784.1→61240.3	-12.74	stop_loss
06-24 12:48	BTC	Buy	62305.1→62779.9	+3.36	timeout
06-24 10:36	BTC	Buy	62290.1→62522.9	+1.38	timeout
06-24 08:33	BTC	Buy	62195.1→62756.9	+4.02	timeout
06-24 06:40	BTC	Buy	62947.1→62824.9	-1.47	timeout
06-23 08:20	BTC	Buy	63882.2→62307.7	-12.76	stop_loss
06-23 06:21	BTC	Buy	64163.2→62565.6	-12.90	stop_loss
06-23 06:21	BTC	Buy	64148.2→62565.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64228.2→62648.5	-12.76	stop_loss
06-23 05:45	BTC	Buy	64232.2→63421.8	-6.79	timeout
06-23 00:56	BTC	Buy	63788.2→64094.8	+1.97	timeout
06-22 22:58	BTC	Buy	63766.2→63946.8	+0.96	timeout
06-22 21:01	BTC	Buy	63809.2→64447.8	+4.55	timeout
06-22 05:59	BTC	Buy	64224.2→64197.8	-0.67	timeout
06-22 03:52	BTC	Buy	64394.2→64101.8	-2.78	timeout
06-21 23:43	BTC	Buy	64287.2→63341.8	-7.78	timeout
06-21 21:17	BTC	Buy	63928.2→63552.8	-3.39	timeout
06-21 19:22	BTC	Buy	63899.2→64168.8	+1.68	timeout
06-21 04:23	BTC	Buy	63469.2→64444.8	+7.25	timeout
06-21 02:14	BTC	Buy	63451.2→64221.8	+5.59	timeout
06-20 21:54	BTC	Buy	63052.2→63991.8	+7.01	timeout
06-20 19:49	BTC	Buy	63011.2→63898.8	+6.62	timeout
06-20 17:42	BTC	Buy	63031.2→63822.8	+5.82	timeout
06-20 02:04	BTC	Buy	63067.2→63488.8	+2.90	timeout
06-19 23:59	BTC	Buy	62940.1→63514.8	+4.10	timeout
06-19 21:45	BTC	Buy	62898.1→63102.8	+1.13	timeout
06-19 19:35	BTC	Buy	62774.1→62948.9	+0.91	timeout
06-19 17:24	BTC	Buy	62407.1→62934.9	+3.78	timeout
06-18 15:57	BTC	Buy	63935.2→62344.7	-12.73	stop_loss
06-18 15:40	BTC	Buy	64201.2→62622.5	-12.46	stop_loss
06-18 15:40	BTC	Buy	64319.2→62737.5	-12.49	stop_loss
06-18 15:37	BTC	Buy	64565.2→62973.3	-12.56	stop_loss
06-18 15:36	BTC	Buy	64668.2→63070.3	-12.62	stop_loss
06-17 19:50	BTC	Buy	65580.3→63964.8	-12.77	stop_loss
06-17 19:44	BTC	Buy	65692.3→64076.7	-12.75	stop_loss
06-17 19:42	BTC	Buy	65739.3→64121.7	-12.76	stop_loss
06-17 19:41	BTC	Buy	65761.3→64139.7	-12.79	stop_loss
06-17 17:34	BTC	Buy	65724.3→65955.7	+1.21	timeout
06-17 01:48	BTC	Buy	66349.3→65792.7	-4.66	timeout
06-16 21:18	BTC	Buy	66491.3→65713.7	-6.39	timeout
06-16 19:11	BTC	Buy	66863.3→65680.7	-9.40	timeout
06-16 17:04	BTC	Buy	66875.3→65772.7	-8.78	timeout
06-16 14:57	BTC	Buy	66636.3→65666.7	-7.80	timeout
06-15 23:25	BTC	Buy	65537.3→66111.7	+3.88	timeout
06-15 13:25	BTC	Buy	64074.2→66887.7	+21.52	take_profit
06-15 13:16	BTC	Buy	63928.2→66734.7	+21.52	take_profit
06-15 12:55	BTC	Buy	63780.2→66581.7	+21.53	take_profit
06-15 12:41	BTC	Buy	64319.2→66330.7	+15.21	timeout
06-14 21:42	BTC	Buy	64684.2→65232.7	+3.75	timeout
06-14 19:35	BTC	Buy	64129.2→63801.8	-3.06	timeout
06-14 17:10	BTC	Buy	63944.2→63907.8	-0.81	timeout
06-14 15:00	BTC	Buy	64215.2→64031.8	-1.89	timeout
06-14 10:29	BTC	Buy	63754.2→64567.8	+5.90	timeout
06-13 21:23	BTC	Buy	63556.2→64212.8	+4.70	timeout
06-13 19:19	BTC	Buy	63700.2→64148.8	+3.07	timeout
06-13 14:46	BTC	Buy	63533.2→64176.8	+4.57	timeout
06-13 12:31	BTC	Buy	63483.2→63957.8	+3.21	timeout
06-13 10:27	BTC	Buy	63572.2→63750.8	+0.87	timeout
06-12 19:29	BTC	Buy	63583.2→63699.8	+0.46	timeout
06-12 17:26	BTC	Buy	62331.1→63776.8	+11.12	timeout
06-12 13:05	BTC	Buy	62868.1→63396.8	+3.68	timeout
06-12 10:54	BTC	Buy	63057.2→63686.8	+4.47	timeout
06-12 08:48	BTC	Buy	62980.1→63416.8	+2.93	timeout
06-11 19:06	BTC	Buy	61807.1→63463.8	+12.82	timeout
06-11 17:01	BTC	Buy	62208.1→62564.9	+2.35	timeout
06-11 12:44	BTC	Buy	61644.1→62870.9	+9.38	timeout
06-11 10:42	BTC	Buy	61308.1→62883.9	+12.25	timeout
06-11 08:29	BTC	Buy	61483.1→62914.9	+11.05	timeout
06-10 18:15	BTC	Buy	61713.1→61959.9	+1.51	timeout
06-10 15:58	BTC	Buy	61059.1→62687.9	+12.74	timeout
06-09 14:47	BTC	Buy	62698.1→61155.3	-12.76	stop_loss
06-09 14:46	BTC	Buy	62759.1→61215.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63184.2→61622.1	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

145

closed

45%

win rate

-405.48

total pnl ($)

-55.8 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	145	45%	-55.8	-405.48

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…