deribit_basis_rolling_change_long_v82 · strategy

151

closed trades

46%

win rate

-365.28

total pnl ($)

0.773

weight

7d window — n=33 wr=55% pnl=-70.01 · 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 19:02	BTC	Buy	59539→60184	+4.82	timeout
06-29 17:50	BTC	Buy	59508→60527	+7.96	timeout
06-28 23:55	BTC	Buy	60005→59626	-3.68	timeout
06-28 22:52	BTC	Buy	60177→59028	-10.09	timeout
06-28 21:51	BTC	Buy	60159→59328	-7.37	timeout
06-28 17:20	BTC	Buy	60586→59636	-8.26	timeout
06-28 16:14	BTC	Buy	60736→59798	-8.16	timeout
06-27 19:15	BTC	Buy	59948→60564	+4.72	timeout
06-27 18:15	BTC	Buy	60055→60487	+3.17	timeout
06-27 17:13	BTC	Buy	60160→60539	+2.68	timeout
06-27 16:10	BTC	Buy	60177→60748	+4.36	timeout
06-27 15:12	BTC	Buy	59761→60876	+8.88	timeout
06-26 18:51	BTC	Buy	59413→59618	+1.16	timeout
06-26 17:47	BTC	Buy	59443→60020	+4.31	timeout
06-26 16:33	BTC	Buy	59404→60107	+5.38	timeout
06-26 15:31	BTC	Buy	59297→60189	+7.02	timeout
06-26 14:30	BTC	Buy	59248→59973	+5.62	timeout
06-25 13:57	BTC	Buy	59750→58280.9	-12.69	stop_loss
06-25 13:55	BTC	Buy	59930→58455.8	-12.70	stop_loss
06-25 13:48	BTC	Buy	60828→59332.4	-12.71	stop_loss
06-25 13:48	BTC	Buy	60837→59334.3	-12.77	stop_loss
06-25 13:46	BTC	Buy	61070.1→59567.2	-12.73	stop_loss
06-24 15:56	BTC	Buy	61777.1→60256.8	-12.75	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 13:28	BTC	Buy	62046.1→61822.9	-2.25	timeout
06-24 12:25	BTC	Buy	62345.1→62733.9	+2.66	timeout
06-24 11:22	BTC	Buy	62518.1→62316.9	-2.08	timeout
06-24 10:15	BTC	Buy	62422.1→62552.9	+0.53	timeout
06-24 09:12	BTC	Buy	62420.1→62690.9	+1.66	timeout
06-23 08:17	BTC	Buy	63929.2→62340.7	-12.90	stop_loss
06-23 00:06	BTC	Buy	63473.2→63992.8	+3.69	timeout
06-22 23:06	BTC	Buy	63686.2→63938.8	+1.53	timeout
06-22 22:04	BTC	Buy	63798.2→64331.8	+3.72	timeout
06-22 21:03	BTC	Buy	63793.2→64439.8	+4.60	timeout
06-22 19:26	BTC	Buy	64199.2→64293.8	+0.24	timeout
06-21 22:35	BTC	Buy	64274.2→63575.8	-5.87	timeout
06-21 21:21	BTC	Buy	63931.2→63658.8	-2.58	timeout
06-21 20:21	BTC	Buy	63924.2→64056.8	+0.59	timeout
06-21 19:21	BTC	Buy	63888.2→64168.8	+1.78	timeout
06-21 18:17	BTC	Buy	63826.2→63989.8	+0.92	timeout
06-20 21:58	BTC	Buy	63041.2→63977.8	+6.99	timeout
06-20 20:58	BTC	Buy	63229.2→63893.8	+4.82	timeout
06-20 19:43	BTC	Buy	62993.1→63938.8	+7.08	timeout
06-20 18:41	BTC	Buy	63030.2→63808.8	+5.73	timeout
06-20 17:35	BTC	Buy	63002.1→63757.8	+5.53	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 19:21	BTC	Buy	62713.1→62993.9	+1.77	timeout
06-19 18:18	BTC	Buy	62731.1→63121.8	+2.66	timeout
06-19 17:17	BTC	Buy	62509.1→63028.8	+3.70	timeout
06-18 15:55	BTC	Buy	63971.2→62396.7	-12.75	stop_loss
06-18 15:51	BTC	Buy	64161.2→62581.6	-12.73	stop_loss
06-18 15:40	BTC	Buy	64221.2→62639.5	-12.76	stop_loss
06-18 15:40	BTC	Buy	64320.2→62735.5	-12.75	stop_loss
06-18 15:37	BTC	Buy	64500.2→62911.4	-12.75	stop_loss
06-18 11:50	BTC	Buy	64818.2→63853.8	-7.96	timeout
06-18 09:53	BTC	Buy	64915.2→64216.8	-5.90	timeout
06-17 22:03	BTC	Buy	65501.3→63890.8	-12.74	stop_loss
06-17 22:03	BTC	Buy	65557.3→63942.8	-12.74	stop_loss
06-17 19:50	BTC	Buy	65653.3→64035.8	-12.80	stop_loss
06-17 15:05	BTC	Buy	65678.3→65150.7	-4.47	timeout
06-17 11:05	BTC	Buy	66123.3→64497.5	-12.82	stop_loss
06-17 08:52	BTC	Buy	66420.3→64786.3	-12.76	stop_loss
06-17 01:02	BTC	Buy	66264.3→65721.7	-4.61	timeout
06-16 22:48	BTC	Buy	66196.3→65665.7	-4.55	timeout
06-16 14:59	BTC	Buy	66564.3→65582.7	-7.91	timeout
06-16 13:58	BTC	Buy	66462.3→66073.7	-3.46	timeout
06-16 12:54	BTC	Buy	66545.3→66403.7	-1.59	timeout
06-16 00:02	BTC	Buy	65693.3→66246.7	+3.77	timeout
06-15 21:57	BTC	Buy	65487.3→66353.7	+6.11	timeout
06-15 13:24	BTC	Buy	64058.2→66870.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63732.2→66539.7	+21.59	take_profit
06-15 12:50	BTC	Buy	63740.2→66539.7	+21.52	take_profit
06-14 22:59	BTC	Buy	64434.2→65358.7	+6.68	timeout
06-14 21:56	BTC	Buy	64486.2→65421.7	+6.76	timeout
06-14 20:47	BTC	Buy	64226.2→64020.8	-2.08	timeout
06-14 19:46	BTC	Buy	64281.2→63725.8	-4.82	timeout
06-14 17:41	BTC	Buy	64094.2→63811.8	-2.73	timeout
06-13 22:13	BTC	Buy	63490.2→64364.8	+6.41	timeout
06-13 21:11	BTC	Buy	63591.2→64251.8	+4.72	timeout
06-13 20:07	BTC	Buy	63666.2→64216.8	+3.87	timeout
06-13 19:09	BTC	Buy	63703.2→64137.8	+2.96	timeout
06-13 17:02	BTC	Buy	63920.2→63978.8	+0.01	timeout
06-12 21:13	BTC	Buy	63569.2→63574.8	-0.43	timeout
06-12 20:09	BTC	Buy	63551.2→63606.8	-0.02	timeout
06-12 19:04	BTC	Buy	63485.2→63739.8	+1.54	timeout
06-12 17:59	BTC	Buy	63509.2→63837.8	+2.13	timeout
06-12 16:11	BTC	Buy	62725.1→63707.8	+7.32	timeout
06-11 19:22	BTC	Buy	61721.1→63639.8	+14.96	timeout
06-11 18:18	BTC	Buy	61890.1→63516.8	+12.59	timeout
06-11 17:14	BTC	Buy	62059.1→62436.9	+2.53	timeout
06-11 16:13	BTC	Buy	62352.1→62734.9	+2.47	timeout
06-11 15:07	BTC	Buy	61942.1→62652.9	+5.19	timeout
06-10 18:59	BTC	Buy	61804.1→61838.9	-0.22	timeout
06-10 17:55	BTC	Buy	61740.1→61933.9	+1.08	timeout
06-10 16:54	BTC	Buy	61253.1→62131.9	+6.66	timeout
06-10 15:51	BTC	Buy	61256.1→62311.9	+8.11	timeout
06-10 14:48	BTC	Buy	61177.1→61962.9	+5.94	timeout
06-09 14:39	BTC	Buy	62870.1→61314.3	-12.83	stop_loss
06-09 14:36	BTC	Buy	62910.1→61362.2	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

151

closed

46%

win rate

-365.28

total pnl ($)

-48.0 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	151	46%	-48.0	-365.28

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 21:07	BTC	Buy	circuit_breaker
06-29 20:02	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…