deribit_basis_rolling_change_reversion_long_v2 · strategy

closed trades

38%

win rate

-322.59

total pnl ($)

0.250

weight

7d window — n=21 wr=29% pnl=-163.28 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 04:26	BTC	Buy	59916→60202	+1.92	timeout
06-27 21:06	BTC	Buy	59485→60323	+6.73	timeout
06-27 18:36	BTC	Buy	59480→60536	+8.47	timeout
06-27 16:37	BTC	Buy	59396→60696	+10.46	timeout
06-26 17:22	BTC	Buy	59322→60147	+6.32	timeout
06-26 02:24	BTC	Buy	59840→58305.9	-13.26	stop_loss
06-25 13:58	BTC	Buy	59712→58182	-13.18	stop_loss
06-25 13:48	BTC	Buy	60924→59364.3	-13.20	stop_loss
06-25 13:48	BTC	Buy	61010.1→59446.3	-13.21	stop_loss
06-25 13:48	BTC	Buy	61011.1→59446.3	-13.21	stop_loss
06-24 17:47	BTC	Buy	60620→59067.5	-13.24	stop_loss
06-24 15:30	BTC	Buy	62336.1→60740.6	-13.15	stop_loss
06-24 15:30	BTC	Buy	62355.1→60758.6	-13.16	stop_loss
06-24 15:28	BTC	Buy	62380.1→60778.6	-13.18	stop_loss
06-24 14:19	BTC	Buy	62553.1→60951.5	-13.21	stop_loss
06-24 13:57	BTC	Buy	62834.1→61224.3	-13.24	stop_loss
06-23 08:24	BTC	Buy	63835.2→62196.8	-13.28	stop_loss
06-23 08:17	BTC	Buy	63988.2→62340.7	-13.34	stop_loss
06-23 06:21	BTC	Buy	64195.2→62530.6	-13.42	stop_loss
06-23 04:56	BTC	Buy	65254.3→63577	-13.32	stop_loss
06-22 21:56	BTC	Buy	64003.2→64246.8	+1.44	timeout
06-21 11:55	BTC	Buy	62637.1→64112.8	+11.43	timeout
06-21 09:53	BTC	Buy	62343.1→64144.8	+13.77	timeout
06-21 07:46	BTC	Buy	62489.1→64207.8	+13.31	timeout
06-21 01:34	BTC	Buy	62821.1→64198.8	+10.40	timeout
06-18 15:40	BTC	Buy	64261.2→62599.6	-13.10	stop_loss
06-18 15:37	BTC	Buy	64492.2→62841.4	-13.15	stop_loss
06-18 04:11	BTC	Buy	65415.3→63738.9	-13.27	stop_loss
06-17 19:42	BTC	Buy	65773.3→64085.7	-13.29	stop_loss
06-17 11:05	BTC	Buy	66259.3→64560.5	-13.41	stop_loss
06-17 08:44	BTC	Buy	66575.3→64871.3	-13.30	stop_loss
06-17 08:31	BTC	Buy	66796.3→65086.2	-13.30	stop_loss
06-16 11:22	BTC	Buy	64507.2→66508.7	+14.91	timeout
06-16 02:05	BTC	Buy	64580.2→66290.7	+12.79	timeout
06-15 15:52	BTC	Buy	64319.2→67207.6	+22.00	take_profit
06-15 15:47	BTC	Buy	64274.2→67160.6	+22.01	take_profit
06-15 15:46	BTC	Buy	64085.2→66962.7	+22.01	take_profit
06-14 11:48	BTC	Buy	63811.2→64570.8	+5.52	timeout
06-14 09:47	BTC	Buy	63878.2→64537.8	+4.61	timeout
06-14 00:18	BTC	Buy	63617.2→64412.8	+5.85	timeout
06-13 18:14	BTC	Buy	63450.2→64052.8	+4.25	timeout
06-13 16:13	BTC	Buy	62734.1→64066.8	+10.19	timeout
06-12 09:34	BTC	Buy	61171.1→63920.8	+21.86	take_profit
06-12 08:15	BTC	Buy	61601.1→63260.8	+12.89	timeout
06-11 19:53	BTC	Buy	62025.1→63622.8	+12.18	timeout
06-11 17:52	BTC	Buy	61776.1→63530.8	+13.56	timeout
06-11 15:52	BTC	Buy	61369.1→62611.9	+9.42	timeout
06-09 14:43	BTC	Buy	62910.1→61299.3	-13.28	stop_loss
06-09 14:39	BTC	Buy	62938.1→61327.3	-13.27	stop_loss
06-09 14:35	BTC	Buy	63023.2→61410.2	-13.26	stop_loss
06-09 14:29	BTC	Buy	63204.2→61586.1	-13.26	stop_loss
06-09 08:13	BTC	Buy	62305.1→62898.9	+4.27	timeout
06-07 22:15	BTC	Buy	61233.1→63982.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60890→63623.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60747→63475.8	+22.03	take_profit
06-07 22:14	BTC	Buy	60737→63466.8	+22.04	take_profit
06-07 06:36	BTC	Buy	59484→62157.9	+22.10	take_profit
06-06 04:13	BTC	Buy	61673.1→60094.9	-13.25	stop_loss
06-05 18:52	BTC	Buy	60919→59359.3	-13.26	stop_loss
06-05 18:43	BTC	Buy	61426.1→59854.1	-13.25	stop_loss
06-05 14:26	BTC	Buy	61909.1→60321.8	-13.27	stop_loss
06-05 14:26	BTC	Buy	61936.1→60349.8	-13.25	stop_loss
06-05 13:57	BTC	Buy	62379.1→60778.6	-13.28	stop_loss
06-05 13:57	BTC	Buy	62408.1→60807.5	-13.27	stop_loss
06-05 06:24	BTC	Buy	62680.1→61074.4	-13.20	stop_loss
06-05 06:21	BTC	Buy	63099.2→61479.2	-13.24	stop_loss
06-05 06:16	BTC	Buy	63527.2→61900.9	-13.21	stop_loss
06-05 06:03	BTC	Buy	63688.2→62057.9	-13.19	stop_loss
06-05 06:00	BTC	Buy	63813.2→62179.8	-13.20	stop_loss
06-04 10:30	BTC	Buy	64002.2→62361.7	-13.25	stop_loss
06-04 09:26	BTC	Buy	64524.2→62871.4	-13.25	stop_loss
06-04 02:00	BTC	Buy	63665.2→62035.9	-13.25	stop_loss
06-04 00:25	BTC	Buy	65520.3→63843.9	-13.24	stop_loss
06-03 20:55	BTC	Buy	66421.3→64652.4	-13.81	stop_loss
06-03 20:55	BTC	Buy	66417.3→64652.4	-13.79	stop_loss
06-03 20:45	BTC	Buy	66820.3→65110.2	-13.29	stop_loss
06-03 19:52	BTC	Buy	67177.4→65456	-13.30	stop_loss
06-03 19:52	BTC	Buy	67197.4→65478	-13.27	stop_loss
06-03 03:50	BTC	Buy	67263.4→65539.9	-13.27	stop_loss
06-03 03:43	BTC	Buy	67592.4→65851.8	-13.33	stop_loss
06-03 03:43	BTC	Buy	67616.4→65885.7	-13.25	stop_loss
06-02 15:30	BTC	Buy	69042.5→67274	-13.26	stop_loss
06-02 14:23	BTC	Buy	69692.5→67906.6	-13.27	stop_loss
06-02 14:09	BTC	Buy	70179.5→68383.4	-13.26	stop_loss
06-02 12:34	BTC	Buy	70913.5→69099	-13.30	stop_loss
05-31 18:35	BTC	Buy	73807.7→73638.3	-1.68	timeout
05-31 15:15	BTC	Buy	73715.7→73648.3	-0.97	timeout
05-30 21:28	BTC	Buy	73735.7→73956.3	+0.82	timeout
05-30 20:17	BTC	Buy	73453.7→73923.3	+2.52	timeout
05-30 10:56	BTC	Buy	73417.7→73606.3	+0.71	timeout

Paper vs Live

Paper (trades.jsonl)

closed

38%

win rate

-322.59

total pnl ($)

-71.3 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	90	38%	-71.3	-322.59

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…