deribit_basis_rolling_change_momentum · strategy

closed trades

46%

win rate

-234.01

total pnl ($)

0.993

weight

7d window — n=10 wr=50% pnl=-43.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 03:53	BTC	Buy	59805→60253	+3.30	timeout
06-26 20:00	BTC	Buy	59424→59836	+2.89	timeout
06-26 16:29	BTC	Buy	59705→60005	+1.97	timeout
06-26 15:28	BTC	Buy	59227→60125	+7.08	timeout
06-26 14:27	BTC	Buy	59419→60055	+4.85	timeout
06-25 13:59	BTC	Buy	59528→58061.1	-12.71	stop_loss
06-25 13:58	BTC	Buy	59638→58168	-12.71	stop_loss
06-25 13:48	BTC	Buy	60827→59331.4	-12.71	stop_loss
06-25 13:48	BTC	Buy	60869→59371.3	-12.73	stop_loss
06-25 13:46	BTC	Buy	61276.1→59767.1	-12.76	stop_loss
06-17 19:29	BTC	Buy	65880.3→64250.6	-12.82	stop_loss
06-17 02:34	BTC	Buy	65776.3→65902.7	+0.49	timeout
06-17 01:33	BTC	Buy	66366.3→65552.7	-6.64	timeout
06-17 00:28	BTC	Buy	66251.3→65687.7	-4.79	timeout
06-16 15:05	BTC	Buy	66632.3→65702.7	-7.51	timeout
06-16 14:03	BTC	Buy	66342.3→66127.7	-2.15	timeout
06-16 01:11	BTC	Buy	65413.3→66273.7	+6.15	timeout
06-15 23:16	BTC	Buy	65607.3→66203.7	+4.05	timeout
06-15 21:53	BTC	Buy	65429.3→66384.7	+6.80	timeout
06-15 13:21	BTC	Buy	64038.2→66850.7	+21.53	take_profit
06-15 13:20	BTC	Buy	64018.2→66828.7	+21.52	take_profit
06-15 00:07	BTC	Buy	64430.2→65729.7	+9.64	timeout
06-14 22:50	BTC	Buy	64477.2→65406.7	+6.71	timeout
06-14 21:06	BTC	Buy	64292.2→63993.8	-2.79	timeout
06-14 14:36	BTC	Buy	64173.2→63921.8	-2.41	timeout
06-14 13:36	BTC	Buy	64196.2→64274.8	+0.16	timeout
06-13 22:20	BTC	Buy	63514.2→64405.8	+6.54	timeout
06-13 21:12	BTC	Buy	63550.2→64250.8	+5.04	timeout
06-13 20:05	BTC	Buy	63614.2→64235.8	+4.44	timeout
06-13 13:05	BTC	Buy	63402.2→64123.8	+5.17	timeout
06-13 12:04	BTC	Buy	63701.2→63939.8	+1.34	timeout
06-12 20:09	BTC	Buy	63547.2→63632.8	+0.22	timeout
06-12 17:58	BTC	Buy	63516.2→63797.8	+1.76	timeout
06-12 15:55	BTC	Buy	62567.1→63746.8	+8.89	timeout
06-12 12:37	BTC	Buy	62774.1→63468.8	+5.01	timeout
06-12 11:24	BTC	Buy	63139.2→63823.8	+4.89	timeout
06-11 19:37	BTC	Buy	61957.1→63767.8	+14.04	timeout
06-11 17:27	BTC	Buy	62049.1→62333.9	+1.75	timeout
06-11 15:08	BTC	Buy	61999.1→62785.9	+5.80	timeout
06-11 11:08	BTC	Buy	61021.1→63050.8	+16.05	timeout
06-11 08:46	BTC	Buy	61155.1→62859.9	+13.38	timeout
06-10 19:03	BTC	Buy	61773.1→61835.9	-0.00	timeout
06-10 16:51	BTC	Buy	61345.1→61948.9	+4.41	timeout
06-10 14:30	BTC	Buy	61543.1→61983.9	+3.10	timeout
06-09 16:40	BTC	Buy	62262.1→60730.6	-12.76	stop_loss
06-09 14:47	BTC	Buy	62688.1→61144.4	-12.77	stop_loss
06-09 14:39	BTC	Buy	62878.1→61332.3	-12.75	stop_loss
06-09 14:36	BTC	Buy	62904.1→61351.2	-12.80	stop_loss
06-09 14:16	BTC	Buy	63410.2→61851	-12.74	stop_loss
06-09 13:19	BTC	Buy	63842.2→62271.7	-12.72	stop_loss
06-09 10:19	BTC	Buy	63240.2→62705.9	-4.64	timeout
06-09 00:24	BTC	Buy	63238.2→62927.9	-2.92	timeout
06-08 23:22	BTC	Buy	62920.1→63157.8	+1.41	timeout
06-08 21:54	BTC	Buy	61633.1→63711.8	+16.38	timeout
06-08 12:23	BTC	Buy	61993.1→62937.9	+7.16	timeout
06-08 06:13	BTC	Buy	61711.1→62925.9	+9.38	timeout
06-07 22:15	BTC	Buy	61458.1→64156.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60528→63185.8	+21.51	take_profit
06-07 16:35	BTC	Buy	60484→62222.9	+13.84	timeout
06-07 05:16	BTC	Buy	59948→61775.9	+14.82	timeout
06-06 20:07	BTC	Buy	60229→60556	+2.34	timeout
06-06 19:05	BTC	Buy	59391→60584	+9.65	timeout
06-06 15:51	BTC	Buy	60513→60791	+1.85	timeout
06-06 04:27	BTC	Buy	61395.1→59870.1	-12.87	stop_loss
06-06 04:11	BTC	Buy	61787.1→60267.8	-12.75	stop_loss
06-05 18:52	BTC	Buy	60742→59247.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60826→59329.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61284.1→59777.1	-12.75	stop_loss
06-05 14:28	BTC	Buy	61831.1→60294.8	-12.87	stop_loss
06-05 13:59	BTC	Buy	62233.1→60702.6	-12.75	stop_loss
06-05 13:57	BTC	Buy	62304.1→60771.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62511.1→60973.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62761.1→61216.3	-12.76	stop_loss
06-05 06:20	BTC	Buy	63226.2→61671.1	-12.71	stop_loss
06-05 06:03	BTC	Buy	63582.2→62017.9	-12.75	stop_loss
06-05 06:03	BTC	Buy	63636.2→62070.8	-12.71	stop_loss
06-05 03:01	BTC	Buy	64021.2→62446.6	-12.73	stop_loss
06-05 02:22	BTC	Buy	64288.2→62707.5	-12.74	stop_loss
06-05 02:06	BTC	Buy	62100.1→63248.8	+8.80	timeout
06-04 11:10	BTC	Buy	63777.2→62208.8	-12.73	stop_loss
06-04 11:10	BTC	Buy	63796.2→62226.8	-12.71	stop_loss
06-04 10:27	BTC	Buy	64195.2→62582.6	-12.99	stop_loss
06-04 09:23	BTC	Buy	64580.2→62987.3	-12.78	stop_loss
06-04 01:22	BTC	Buy	64274.2→62693.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65148.3→63546	-12.75	stop_loss
06-03 20:55	BTC	Buy	66600.3→64944.3	-12.90	stop_loss
06-03 20:54	BTC	Buy	66632.3→64993.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	66983.3→65324.1	-12.85	stop_loss
06-03 19:54	BTC	Buy	67010.4→65360	-12.81	stop_loss
06-03 19:53	BTC	Buy	67080.4→65409	-12.94	stop_loss
06-02 14:09	BTC	Buy	70221.5→68441.3	-13.14	stop_loss
06-02 12:31	BTC	Buy	70885.5→69142	-12.80	stop_loss
06-02 12:17	BTC	Buy	70966.5→69219.9	-12.81	stop_loss
05-30 09:54	BTC	Buy	73703.7→73573.3	-1.36	timeout
05-30 08:42	BTC	Buy	73772.7→73494.3	-2.38	timeout
05-30 07:46	BTC	Buy	73367.7→73456.3	+0.11	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-234.01

total pnl ($)

-48.3 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	96	46%	-48.3	-234.01

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…