deribit_basis_rolling_change_long_x2032874_2 · strategy

158

closed trades

44%

win rate

-472.27

total pnl ($)

0.328

weight

7d window — n=40 wr=45% pnl=-154.57 · 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 23:41	BTC	Buy	60018→59778	-2.51	timeout
06-28 22:32	BTC	Buy	60141→59338	-7.27	timeout
06-28 21:32	BTC	Buy	60446→59696	-6.67	timeout
06-28 20:26	BTC	Buy	60236→59664	-5.21	timeout
06-28 18:35	BTC	Buy	60531→59585	-8.25	timeout
06-27 21:48	BTC	Buy	59928→60227	+2.11	timeout
06-27 20:41	BTC	Buy	59647→60233	+4.52	timeout
06-27 19:36	BTC	Buy	59946→60128	+1.12	timeout
06-27 18:31	BTC	Buy	59769→60478	+5.50	timeout
06-27 17:24	BTC	Buy	60107→60577	+3.46	timeout
06-26 19:52	BTC	Buy	59259→59867	+4.58	timeout
06-26 18:48	BTC	Buy	59385→59641	+1.58	timeout
06-26 17:45	BTC	Buy	59483→60059	+4.28	timeout
06-26 16:36	BTC	Buy	59473→60249	+5.98	timeout
06-26 15:25	BTC	Buy	59310→60107	+6.18	timeout
06-25 18:00	BTC	Buy	59441→59643	+1.28	timeout
06-25 13:59	BTC	Buy	59551→58084	-12.68	stop_loss
06-25 13:54	BTC	Buy	59953→58478.8	-12.65	stop_loss
06-25 13:53	BTC	Buy	60385→58899.6	-12.65	stop_loss
06-25 13:51	BTC	Buy	60664→59172.4	-12.67	stop_loss
06-24 15:45	BTC	Buy	61981.1→60456.7	-12.72	stop_loss
06-24 14:19	BTC	Buy	62494.1→60951.5	-12.78	stop_loss
06-24 14:13	BTC	Buy	62639.1→61095.4	-12.77	stop_loss
06-24 14:13	BTC	Buy	62674.1→61132.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62752.1→61199.3	-12.81	stop_loss
06-24 11:12	BTC	Buy	62348.1→62360.9	-0.35	timeout
06-24 10:05	BTC	Buy	62514.1→62590.9	+0.13	timeout
06-24 09:05	BTC	Buy	62388.1→62722.9	+2.17	timeout
06-24 08:05	BTC	Buy	62800.1→62647.9	-1.73	timeout
06-24 07:10	BTC	Buy	63000.1→62676.9	-3.10	timeout
06-23 08:17	BTC	Buy	63998.2→62422.7	-12.78	stop_loss
06-23 08:15	BTC	Buy	64067.2→62487.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64240.2→62650.5	-12.83	stop_loss
06-23 06:21	BTC	Buy	64338.2→62754.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64423.2→62837.4	-12.77	stop_loss
06-23 01:11	BTC	Buy	63891.2→64234.8	+2.27	timeout
06-23 00:11	BTC	Buy	63481.2→63917.8	+3.02	timeout
06-22 22:09	BTC	Buy	63581.2→64309.8	+5.27	timeout
06-22 21:09	BTC	Buy	63712.2→64371.8	+4.72	timeout
06-22 19:03	BTC	Buy	64211.2→64371.8	+0.75	timeout
06-22 00:10	BTC	Buy	64236.2→63488.8	-6.31	timeout
06-21 22:51	BTC	Buy	64275.2→63692.8	-4.96	timeout
06-21 21:23	BTC	Buy	63918.2→63733.8	-1.89	timeout
06-21 20:22	BTC	Buy	63924.2→64062.8	+0.63	timeout
06-21 18:18	BTC	Buy	63843.2→63983.8	+0.70	timeout
06-20 22:52	BTC	Buy	63310.2→64265.8	+7.09	timeout
06-20 21:48	BTC	Buy	63099.2→64028.8	+6.93	timeout
06-20 20:49	BTC	Buy	63145.2→63867.8	+5.29	timeout
06-20 19:45	BTC	Buy	62994.1→63916.8	+6.90	timeout
06-20 17:27	BTC	Buy	62838.1→63870.8	+7.76	timeout
06-19 20:36	BTC	Buy	63104.2→63028.8	-1.08	timeout
06-19 19:33	BTC	Buy	62809.1→62955.9	+0.69	timeout
06-19 18:33	BTC	Buy	62793.1→63085.8	+1.87	timeout
06-19 17:28	BTC	Buy	62321.1→62859.9	+3.87	timeout
06-19 16:26	BTC	Buy	62672.1→63304.8	+4.58	timeout
06-18 15:57	BTC	Buy	63913.2→62341.7	-12.57	stop_loss
06-18 15:54	BTC	Buy	64001.2→62427.6	-12.59	stop_loss
06-18 15:51	BTC	Buy	64162.2→62584.6	-12.48	stop_loss
06-18 15:40	BTC	Buy	64243.2→62659.5	-12.75	stop_loss
06-18 15:40	BTC	Buy	64325.2→62737.5	-12.76	stop_loss
06-18 05:04	BTC	Buy	65287.3→63682	-12.76	stop_loss
06-18 05:03	BTC	Buy	65334.3→63727.9	-12.76	stop_loss
06-17 19:50	BTC	Buy	65678.3→64053.8	-12.83	stop_loss
06-17 19:42	BTC	Buy	65704.3→64086.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65906.3→64259.6	-12.97	stop_loss
06-17 14:47	BTC	Buy	65633.3→64833.8	-6.55	timeout
06-17 13:43	BTC	Buy	66075.3→65186.7	-7.21	timeout
06-17 00:24	BTC	Buy	66258.3→65684.7	-4.87	timeout
06-16 22:49	BTC	Buy	66237.3→65665.7	-4.86	timeout
06-16 21:43	BTC	Buy	66422.3→65676.7	-6.16	timeout
06-16 14:17	BTC	Buy	66492.3→65840.7	-5.43	timeout
06-16 13:16	BTC	Buy	66663.3→66215.7	-3.88	timeout
06-15 23:41	BTC	Buy	65614.3→66169.7	+3.74	timeout
06-15 22:42	BTC	Buy	65372.3→66246.7	+6.19	timeout
06-15 21:22	BTC	Buy	64668.2→66508.7	+13.72	timeout
06-15 13:06	BTC	Buy	63807.2→66608.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63760.2→66560.7	+21.52	take_profit
06-14 23:39	BTC	Buy	64471.2→65579.7	+8.11	timeout
06-14 22:14	BTC	Buy	64374.2→65180.7	+5.77	timeout
06-14 20:59	BTC	Buy	64267.2→63978.8	-2.72	timeout
06-14 18:50	BTC	Buy	64067.2→63769.8	-2.86	timeout
06-14 17:48	BTC	Buy	64069.2→63798.8	-2.64	timeout
06-13 22:29	BTC	Buy	63599.2→64498.8	+6.59	timeout
06-13 21:23	BTC	Buy	63551.2→64213.8	+4.74	timeout
06-13 20:18	BTC	Buy	63507.2→64256.8	+5.45	timeout
06-13 18:39	BTC	Buy	63816.2→64229.8	+2.78	timeout
06-13 17:06	BTC	Buy	64058.2→63974.8	-1.10	timeout
06-12 21:10	BTC	Buy	63458.2→63544.8	+0.21	timeout
06-12 20:08	BTC	Buy	63556.2→63664.8	+0.40	timeout
06-12 19:02	BTC	Buy	63541.2→63687.8	+0.68	timeout
06-12 17:57	BTC	Buy	63422.2→63802.8	+2.53	timeout
06-12 16:43	BTC	Buy	62644.1→63744.8	+8.29	timeout
06-11 19:35	BTC	Buy	61903.1→63690.8	+13.86	timeout
06-11 18:29	BTC	Buy	61941.1→63382.8	+11.06	timeout
06-11 17:20	BTC	Buy	62091.1→62359.9	+1.63	timeout
06-11 16:20	BTC	Buy	62274.1→62734.9	+3.15	timeout
06-11 15:18	BTC	Buy	61916.1→62633.9	+5.25	timeout
06-10 19:03	BTC	Buy	61767.1→61813.9	-0.13	timeout
06-10 17:59	BTC	Buy	61713.1→61971.9	+1.61	timeout
06-10 16:36	BTC	Buy	61249.1→62305.9	+8.08	timeout

Paper vs Live

Paper (trades.jsonl)

158

closed

44%

win rate

-472.27

total pnl ($)

-59.5 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	158	44%	-59.5	-472.27

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…