deribit_basis_rolling_change_long_v81 · strategy

150

closed trades

44%

win rate

-394.94

total pnl ($)

0.674

weight

7d window — n=35 wr=54% pnl=-89.84 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:21	BTC	Buy	59719→60254	+4.08	timeout
06-27 19:15	BTC	Buy	59947→60565	+4.74	timeout
06-27 18:15	BTC	Buy	60055→60487	+3.17	timeout
06-27 17:09	BTC	Buy	60183→60522	+2.34	timeout
06-27 16:07	BTC	Buy	60308→60782	+3.53	timeout
06-26 18:41	BTC	Buy	59413→59724	+2.05	timeout
06-26 17:41	BTC	Buy	59638→59937	+1.96	timeout
06-26 16:41	BTC	Buy	59308→60143	+6.48	timeout
06-26 15:37	BTC	Buy	59379→60312	+7.32	timeout
06-26 14:31	BTC	Buy	59305→59931	+4.78	timeout
06-25 13:59	BTC	Buy	59518→58053.1	-12.68	stop_loss
06-25 13:59	BTC	Buy	59554→58088	-12.68	stop_loss
06-25 13:53	BTC	Buy	60254→58767.7	-12.72	stop_loss
06-25 13:48	BTC	Buy	60820→59317.4	-12.75	stop_loss
06-25 13:48	BTC	Buy	60889→59382.3	-12.77	stop_loss
06-24 17:48	BTC	Buy	60515→59026.5	-12.74	stop_loss
06-24 15:56	BTC	Buy	61771.1→60251.8	-12.74	stop_loss
06-24 14:19	BTC	Buy	62411.1→60871.5	-12.77	stop_loss
06-24 13:44	BTC	Buy	62927.1→61376.2	-12.77	stop_loss
06-24 12:03	BTC	Buy	62494.1→62891.9	+2.73	timeout
06-24 11:01	BTC	Buy	62322.1→62433.9	+0.41	timeout
06-24 09:59	BTC	Buy	62338.1→62675.9	+2.19	timeout
06-24 08:57	BTC	Buy	62412.1→62771.9	+2.38	timeout
06-23 08:20	BTC	Buy	63882.2→62301.7	-12.81	stop_loss
06-23 08:17	BTC	Buy	63953.2→62369.7	-12.85	stop_loss
06-23 03:54	BTC	Buy	64098.2→64013.8	-1.11	timeout
06-23 01:42	BTC	Buy	64491.2→64071.8	-3.68	timeout
06-22 21:31	BTC	Buy	63739.2→64265.8	+3.67	timeout
06-22 19:28	BTC	Buy	64183.2→64340.8	+0.74	timeout
06-22 18:26	BTC	Buy	64016.2→64576.8	+3.86	timeout
06-22 03:36	BTC	Buy	64291.2→64195.8	-1.27	timeout
06-22 00:41	BTC	Buy	64270.2→63948.8	-2.98	timeout
06-21 20:55	BTC	Buy	63900.2→63804.8	-1.20	timeout
06-21 18:49	BTC	Buy	63803.2→64127.8	+2.14	timeout
06-21 17:45	BTC	Buy	63809.2→64123.8	+2.09	timeout
06-21 03:10	BTC	Buy	63312.2→64234.8	+6.83	timeout
06-20 21:54	BTC	Buy	63052.2→63991.8	+7.01	timeout
06-20 20:46	BTC	Buy	63147.2→63866.8	+5.27	timeout
06-20 18:34	BTC	Buy	63141.2→63824.8	+4.97	timeout
06-20 17:15	BTC	Buy	62962.1→63893.8	+6.91	timeout
06-20 00:12	BTC	Buy	62849.1→63448.8	+4.34	timeout
06-19 21:30	BTC	Buy	62926.1→63120.8	+1.04	timeout
06-19 20:21	BTC	Buy	63118.2→62967.9	-1.68	timeout
06-19 17:27	BTC	Buy	62280.1→62838.9	+4.04	timeout
06-19 16:36	BTC	Buy	62594.1→63259.8	+4.88	timeout
06-18 15:51	BTC	Buy	64121.2→62521.6	-12.65	stop_loss
06-18 15:38	BTC	Buy	64413.2→62829.4	-12.50	stop_loss
06-18 15:36	BTC	Buy	64623.2→63026.3	-12.58	stop_loss
06-18 15:18	BTC	Buy	64686.2→63095.3	-12.73	stop_loss
06-18 14:51	BTC	Buy	65111.3→63757.8	-10.83	timeout
06-17 22:03	BTC	Buy	65498.3→63849.9	-13.02	stop_loss
06-17 19:50	BTC	Buy	65652.3→64033.8	-12.79	stop_loss
06-17 19:42	BTC	Buy	65701.3→64085.7	-12.75	stop_loss
06-17 19:42	BTC	Buy	65714.3→64090.7	-12.83	stop_loss
06-17 15:23	BTC	Buy	65733.3→65278.7	-3.92	timeout
06-17 14:20	BTC	Buy	65702.3→65221.7	-4.12	timeout
06-17 04:23	BTC	Buy	66020.3→65814.7	-2.06	timeout
06-17 02:20	BTC	Buy	66012.3→65896.7	-1.35	timeout
06-16 22:03	BTC	Buy	66408.3→65712.7	-5.78	timeout
06-16 14:33	BTC	Buy	66524.3→65330.7	-9.51	timeout
06-16 13:37	BTC	Buy	66754.3→65963.7	-6.45	timeout
06-16 03:21	BTC	Buy	67222.4→65568.9	-12.74	stop_loss
06-16 01:53	BTC	Buy	65531.3→66332.7	+5.67	timeout
06-15 21:39	BTC	Buy	64944.2→66403.7	+10.73	timeout
06-15 13:25	BTC	Buy	64076.2→66892.7	+21.55	take_profit
06-15 13:22	BTC	Buy	64051.2→66863.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63803.2→66604.7	+21.52	take_profit
06-15 01:46	BTC	Buy	64589.2→65630.7	+7.59	timeout
06-14 21:32	BTC	Buy	64252.2→64698.8	+3.00	timeout
06-14 20:29	BTC	Buy	64232.2→63899.8	-3.08	timeout
06-14 18:25	BTC	Buy	64122.2→63692.8	-3.90	timeout
06-14 16:15	BTC	Buy	64044.2→64079.8	-0.23	timeout
06-14 00:46	BTC	Buy	63574.2→64548.8	+7.22	timeout
06-13 21:22	BTC	Buy	63570.2→64218.8	+4.63	timeout
06-13 20:19	BTC	Buy	63511.2→64250.8	+5.37	timeout
06-13 18:15	BTC	Buy	63792.2→64050.8	+1.55	timeout
06-13 16:04	BTC	Buy	63679.2→64031.8	+2.34	timeout
06-13 00:30	BTC	Buy	63611.2→63509.8	-1.32	timeout
06-12 20:12	BTC	Buy	63506.2→63553.8	-0.08	timeout
06-12 19:05	BTC	Buy	63480.2→63721.8	+1.44	timeout
06-12 17:58	BTC	Buy	63450.2→63826.8	+2.51	timeout
06-12 15:46	BTC	Buy	62611.1→63903.8	+9.80	timeout
06-11 23:22	BTC	Buy	61438.1→63359.8	+15.06	timeout
06-11 19:06	BTC	Buy	61798.1→63446.8	+12.75	timeout
06-11 18:01	BTC	Buy	61933.1→63712.8	+13.81	timeout
06-11 17:00	BTC	Buy	62230.1→62525.9	+1.86	timeout
06-11 14:48	BTC	Buy	61940.1→62882.9	+7.06	timeout
06-10 22:15	BTC	Buy	62637.1→61094.4	-12.77	stop_loss
06-10 18:34	BTC	Buy	61743.1→61918.9	+0.93	timeout
06-10 17:33	BTC	Buy	61782.1→61773.9	-0.56	timeout
06-10 16:30	BTC	Buy	61016.1→62250.9	+9.57	timeout
06-10 15:28	BTC	Buy	61389.1→62273.9	+6.71	timeout
06-10 14:35	BTC	Buy	61438.1→61937.9	+3.59	timeout
06-09 15:56	BTC	Buy	62590.1→61048.4	-12.77	stop_loss
06-09 14:47	BTC	Buy	62653.1→61109.4	-12.77	stop_loss
06-09 14:46	BTC	Buy	62737.1→61194.3	-12.75	stop_loss
06-09 14:17	BTC	Buy	63396.2→61835	-12.76	stop_loss
06-09 14:17	BTC	Buy	63394.2→61835	-12.75	stop_loss
06-09 10:33	BTC	Buy	63151.2→62646.9	-4.40	timeout
06-09 08:59	BTC	Buy	63103.2→62819.9	-2.71	timeout

Paper vs Live

Paper (trades.jsonl)

150

closed

44%

win rate

-394.94

total pnl ($)

-52.5 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	150	44%	-52.5	-394.94

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…