deribit_basis_rolling_change_long_v83 · strategy

123

closed trades

43%

win rate

-431.09

total pnl ($)

0.250

weight

7d window — n=31 wr=39% pnl=-169.47 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 07:52	BTC	Buy	59921→60182	+1.72	timeout
06-28 06:43	BTC	Buy	59906→59964	+0.06	timeout
06-28 05:40	BTC	Buy	60008→59887	-1.45	timeout
06-28 04:37	BTC	Buy	59859→60089	+1.46	timeout
06-28 03:36	BTC	Buy	59886→60179	+1.99	timeout
06-27 00:32	BTC	Buy	59563→59899	+2.36	timeout
06-26 23:35	BTC	Buy	59509→59954	+3.27	timeout
06-26 22:32	BTC	Buy	59470→59860	+2.78	timeout
06-26 21:28	BTC	Buy	59277→59792	+3.81	timeout
06-26 20:37	BTC	Buy	59603→59574	-0.80	timeout
06-25 13:58	BTC	Buy	59674→58201	-12.72	stop_loss
06-25 13:57	BTC	Buy	59686→58218	-12.67	stop_loss
06-25 13:48	BTC	Buy	60753→59259.4	-12.68	stop_loss
06-25 13:48	BTC	Buy	60865→59368.3	-12.69	stop_loss
06-25 13:48	BTC	Buy	60915→59417.3	-12.69	stop_loss
06-24 16:51	BTC	Buy	61076.1→59560.2	-12.85	stop_loss
06-24 15:43	BTC	Buy	62052.1→60524.7	-12.67	stop_loss
06-24 15:28	BTC	Buy	62314.1→60775.6	-12.71	stop_loss
06-24 14:19	BTC	Buy	62378.1→60841.5	-12.74	stop_loss
06-24 14:19	BTC	Buy	62402.1→60866.5	-12.72	stop_loss
06-24 14:19	BTC	Buy	62515.1→60966.5	-12.81	stop_loss
06-23 06:08	BTC	Buy	64668.2→63077.3	-12.77	stop_loss
06-23 06:08	BTC	Buy	64731.2→63136.3	-12.79	stop_loss
06-23 05:23	BTC	Buy	64980.2→63379.1	-12.79	stop_loss
06-23 05:22	BTC	Buy	65084.3→63481.1	-12.79	stop_loss
06-23 04:50	BTC	Buy	65267.3→63662	-12.77	stop_loss
06-22 14:51	BTC	Buy	63913.2→64956.8	+7.60	timeout
06-22 13:46	BTC	Buy	64215.2→65424.7	+8.78	timeout
06-22 12:44	BTC	Buy	64286.2→65055.7	+5.35	timeout
06-22 11:39	BTC	Buy	64341.2→64596.8	+1.35	timeout
06-22 10:40	BTC	Buy	64499.2→64069.8	-3.90	timeout
06-21 07:54	BTC	Buy	63549.2→64168.8	+4.43	timeout
06-21 06:50	BTC	Buy	63539.2→64258.8	+5.21	timeout
06-21 05:45	BTC	Buy	63291.2→64253.8	+7.15	timeout
06-21 04:47	BTC	Buy	63279.2→64445.8	+8.79	timeout
06-21 03:44	BTC	Buy	63093.2→64380.8	+9.76	timeout
06-20 01:28	BTC	Buy	62781.1→63424.8	+4.67	timeout
06-20 00:30	BTC	Buy	62784.1→63556.8	+5.67	timeout
06-19 23:26	BTC	Buy	62334.1→63276.8	+7.07	timeout
06-19 22:24	BTC	Buy	62704.1→63256.8	+3.90	timeout
06-19 21:22	BTC	Buy	63408.2→63191.8	-2.22	timeout
06-18 15:38	BTC	Buy	64420.2→62831.4	-12.76	stop_loss
06-18 15:18	BTC	Buy	64719.2→63122.3	-12.77	stop_loss
06-18 15:17	BTC	Buy	64816.2→63203.2	-12.87	stop_loss
06-18 15:17	BTC	Buy	64934.2→63312.2	-12.92	stop_loss
06-18 14:52	BTC	Buy	65202.3→63595	-12.77	stop_loss
06-17 19:50	BTC	Buy	65623.3→64009.8	-12.78	stop_loss
06-17 11:23	BTC	Buy	66075.3→64644.8	-11.39	timeout
06-17 11:02	BTC	Buy	66309.3→64676.4	-12.86	stop_loss
06-17 10:59	BTC	Buy	66349.3→64717.4	-12.85	stop_loss
06-17 10:15	BTC	Buy	66113.3→64859.8	-10.04	timeout
06-16 14:23	BTC	Buy	67098.4→65444	-12.85	stop_loss
06-16 07:02	BTC	Buy	65503.3→66370.7	+6.27	timeout
06-16 05:55	BTC	Buy	65761.3→66049.7	+1.81	timeout
06-16 04:55	BTC	Buy	65404.3→65818.7	+2.78	timeout
06-16 03:52	BTC	Buy	65477.3→66094.7	+4.31	timeout
06-15 15:47	BTC	Buy	64111.2→66990.7	+22.03	take_profit
06-15 00:14	BTC	Buy	64059.2→65736.7	+12.66	timeout
06-14 23:09	BTC	Buy	63993.2→65432.7	+10.74	timeout
06-14 22:02	BTC	Buy	64255.2→65423.7	+8.58	timeout
06-14 21:00	BTC	Buy	64221.2→63991.8	-2.27	timeout
06-14 16:12	BTC	Buy	63744.2→64098.8	+2.26	timeout
06-13 16:48	BTC	Buy	63698.2→64007.8	+1.98	timeout
06-13 12:57	BTC	Buy	62966.1→64190.8	+9.18	timeout
06-13 11:54	BTC	Buy	63331.2→63886.8	+3.83	timeout
06-13 10:51	BTC	Buy	63690.2→63852.8	+0.71	timeout
06-13 09:49	BTC	Buy	63445.2→63757.8	+1.91	timeout
06-12 07:37	BTC	Buy	62085.1→62951.9	+6.47	timeout
06-12 06:28	BTC	Buy	61794.1→63127.8	+10.28	timeout
06-12 05:26	BTC	Buy	61456.1→63457.8	+15.75	timeout
06-12 04:22	BTC	Buy	61246.1→63637.8	+18.97	timeout
06-12 03:20	BTC	Buy	61548.1→63452.8	+14.91	timeout
06-11 00:23	BTC	Buy	61762.1→61824.9	+0.07	timeout
06-10 23:22	BTC	Buy	61768.1→61459.9	-2.93	timeout
06-10 22:19	BTC	Buy	60920→61166.9	+1.56	timeout
06-10 21:18	BTC	Buy	61583.1→61581.9	-0.49	timeout
06-10 20:18	BTC	Buy	61797.1→61825.9	-0.29	timeout
06-09 14:20	BTC	Buy	63224.2→61666.1	-12.78	stop_loss
06-09 14:18	BTC	Buy	63309.2→61751	-12.76	stop_loss
06-09 14:11	BTC	Buy	63500.2→61938.9	-12.74	stop_loss
06-09 14:11	BTC	Buy	63521.2→61944.9	-12.86	stop_loss
06-09 14:10	BTC	Buy	63610.2→62045.9	-12.74	stop_loss
06-09 05:31	BTC	Buy	63197.2→63300.8	+0.35	timeout
06-08 18:27	BTC	Buy	61933.1→63529.8	+12.34	timeout
06-08 15:57	BTC	Buy	62543.1→63763.8	+9.25	timeout
06-08 13:30	BTC	Buy	62234.1→63599.8	+10.47	timeout
06-08 12:11	BTC	Buy	61669.1→63039.8	+10.65	timeout
06-07 22:14	BTC	Buy	60683→63407.8	+22.01	take_profit
06-07 12:15	BTC	Buy	61159.1→62193.9	+8.01	timeout
06-07 08:46	BTC	Buy	60002→62696.9	+22.03	take_profit
06-07 01:50	BTC	Buy	60212→61411.9	+9.43	timeout
06-07 00:48	BTC	Buy	59710→60755	+8.27	timeout
06-06 21:39	BTC	Buy	60285→60780	+3.75	timeout
06-06 04:15	BTC	Buy	61518.1→60005	-12.75	stop_loss
06-06 04:12	BTC	Buy	61729.1→60202.9	-12.82	stop_loss
06-05 18:53	BTC	Buy	60668→59174.4	-12.77	stop_loss
06-05 18:53	BTC	Buy	60689→59196.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60809→59313.4	-12.75	stop_loss
06-05 13:59	BTC	Buy	62188.1→60653.6	-12.79	stop_loss
06-05 13:57	BTC	Buy	62338.1→60804.5	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

123

closed

43%

win rate

-431.09

total pnl ($)

-69.7 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	123	43%	-69.7	-431.09

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…