deribit_basis_rolling_change_x2036931 · strategy

137

closed trades

39%

win rate

-461.24

total pnl ($)

0.250

weight

7d window — n=34 wr=32% pnl=-169.94 · 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 06:47	BTC	Buy	60430→59947	-4.43	timeout
06-28 04:42	BTC	Buy	60358→60113	-2.49	timeout
06-28 00:42	BTC	Buy	59945→60113	+0.99	timeout
06-27 22:41	BTC	Buy	59915→60170	+1.73	timeout
06-27 20:34	BTC	Buy	59615→60234	+4.80	timeout
06-27 03:54	BTC	Buy	59778→60260	+3.59	timeout
06-27 01:40	BTC	Buy	59322→59931	+4.67	timeout
06-26 21:15	BTC	Buy	59589→59724	+0.64	timeout
06-26 18:46	BTC	Buy	59413→59698	+1.83	timeout
06-26 16:39	BTC	Buy	59304→60171	+6.76	timeout
06-26 02:14	BTC	Buy	60071→58593.8	-12.74	stop_loss
06-25 13:58	BTC	Buy	59622→58156	-12.65	stop_loss
06-25 13:53	BTC	Buy	60356→58871.6	-12.64	stop_loss
06-25 13:51	BTC	Buy	60673→59180.4	-12.67	stop_loss
06-25 13:48	BTC	Buy	60828→59332.4	-12.67	stop_loss
06-25 13:48	BTC	Buy	60838→59341.3	-12.69	stop_loss
06-24 17:20	BTC	Buy	60887→59370.3	-12.89	stop_loss
06-24 16:51	BTC	Buy	61430.1→59859.1	-13.21	stop_loss
06-24 14:13	BTC	Buy	62620.1→61080.4	-12.70	stop_loss
06-24 14:13	BTC	Buy	62645.1→61101.4	-12.53	stop_loss
06-24 12:36	BTC	Buy	62362.1→62786.9	+3.01	timeout
06-24 10:30	BTC	Buy	62336.1→62515.9	+1.00	timeout
06-24 09:07	BTC	Buy	62359.1→62728.9	+2.51	timeout
06-24 06:15	BTC	Buy	63191.2→62797.9	-3.64	timeout
06-23 06:21	BTC	Buy	64109.2→62531.6	-12.60	stop_loss
06-23 06:21	BTC	Buy	64245.2→62664.5	-12.58	stop_loss
06-23 06:12	BTC	Buy	64208.2→63167.8	-8.40	timeout
06-23 05:23	BTC	Buy	65015.3→63415.1	-12.79	stop_loss
06-23 02:09	BTC	Buy	64511.2→64070.8	-3.89	timeout
06-22 10:39	BTC	Buy	64358.2→64092.8	-2.66	timeout
06-22 05:20	BTC	Buy	64199.2→64230.8	-0.28	timeout
06-22 03:15	BTC	Buy	64299.2→64070.8	-2.24	timeout
06-22 01:07	BTC	Buy	64255.2→63930.8	-3.02	timeout
06-21 22:47	BTC	Buy	64238.2→63656.8	-5.06	timeout
06-21 06:46	BTC	Buy	63723.2→64283.8	+3.80	timeout
06-21 02:32	BTC	Buy	63433.2→64200.8	+5.61	timeout
06-21 00:26	BTC	Buy	63534.2→64220.8	+4.95	timeout
06-20 21:56	BTC	Buy	63033.2→64000.8	+7.19	timeout
06-20 19:43	BTC	Buy	62994.1→63936.8	+7.04	timeout
06-20 03:11	BTC	Buy	62842.1→63321.8	+3.38	timeout
06-20 00:30	BTC	Buy	62968.1→63584.8	+4.44	timeout
06-19 22:08	BTC	Buy	62897.1→63026.8	+0.55	timeout
06-19 20:02	BTC	Buy	63090.2→63016.8	-1.08	timeout
06-19 17:58	BTC	Buy	62550.1→63195.8	+4.69	timeout
06-18 15:40	BTC	Buy	64249.2→62665.5	-12.57	stop_loss
06-18 15:40	BTC	Buy	64325.2→62742.5	-12.52	stop_loss
06-18 15:40	BTC	Buy	64341.2→62758.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64546.2→62941.4	-12.79	stop_loss
06-18 15:17	BTC	Buy	64919.2→63305.2	-12.61	stop_loss
06-18 10:49	BTC	Buy	64828.2→64001.8	-6.89	timeout
06-18 05:04	BTC	Buy	65291.3→63686	-12.76	stop_loss
06-17 19:38	BTC	Buy	65852.3→64227.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65964.3→64338.6	-12.77	stop_loss
06-17 16:00	BTC	Buy	65884.3→65776.7	-1.33	timeout
06-17 08:00	BTC	Buy	66331.3→65482.7	-6.88	timeout
06-17 05:59	BTC	Buy	66046.3→65809.7	-2.27	timeout
06-17 01:45	BTC	Buy	66336.3→65752.7	-4.88	timeout
06-16 23:39	BTC	Buy	66208.3→65733.7	-4.08	timeout
06-16 14:24	BTC	Buy	66460.3→65532.7	-7.51	timeout
06-16 03:59	BTC	Buy	65879.3→66123.7	+1.45	timeout
06-16 03:21	BTC	Buy	67223.4→65568.9	-12.73	stop_loss
06-15 23:58	BTC	Buy	65731.3→66299.7	+3.90	timeout
06-15 21:48	BTC	Buy	65301.3→66380.7	+7.77	timeout
06-15 13:16	BTC	Buy	63932.2→66738.7	+21.51	take_profit
06-15 12:35	BTC	Buy	64368.2→66217.7	+13.94	timeout
06-15 01:36	BTC	Buy	64587.2→65438.7	+6.11	timeout
06-14 21:27	BTC	Buy	64225.2→64748.8	+3.58	timeout
06-14 19:22	BTC	Buy	64170.2→63788.8	-3.47	timeout
06-14 15:06	BTC	Buy	64243.2→64090.8	-1.65	timeout
06-14 11:05	BTC	Buy	63834.2→64445.8	+4.34	timeout
06-13 23:28	BTC	Buy	63447.2→64442.8	+7.39	timeout
06-13 20:58	BTC	Buy	63443.2→64259.8	+5.96	timeout
06-13 19:00	BTC	Buy	63673.2→64133.8	+3.17	timeout
06-13 14:41	BTC	Buy	63565.2→64190.8	+4.43	timeout
06-13 10:02	BTC	Buy	63709.2→63721.8	-0.43	timeout
06-12 22:14	BTC	Buy	63610.2→63483.8	-1.49	timeout
06-12 19:23	BTC	Buy	63668.2→63667.8	-0.46	timeout
06-12 17:20	BTC	Buy	62374.1→63825.8	+11.18	timeout
06-12 11:54	BTC	Buy	63143.2→63798.8	+4.67	timeout
06-12 09:36	BTC	Buy	62905.1→63828.8	+6.80	timeout
06-11 20:44	BTC	Buy	61800.1→63247.8	+11.12	timeout
06-11 18:37	BTC	Buy	61790.1→63492.8	+13.20	timeout
06-11 16:32	BTC	Buy	62145.1→62546.9	+2.68	timeout
06-11 10:19	BTC	Buy	61180.1→62771.9	+12.42	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 19:40	BTC	Buy	61792.1→61982.9	+1.02	timeout
06-10 17:36	BTC	Buy	61732.1→61697.9	-0.77	timeout
06-10 15:35	BTC	Buy	61320.1→62285.9	+7.37	timeout
06-09 15:55	BTC	Buy	62636.1→61095.4	-12.76	stop_loss
06-09 14:47	BTC	Buy	62650.1→61109.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63161.2→61606.1	-12.76	stop_loss
06-09 12:29	BTC	Buy	63077.2→62628.9	-3.95	timeout
06-09 10:25	BTC	Buy	63164.2→62705.9	-4.04	timeout
06-09 08:21	BTC	Buy	63023.2→62910.9	-1.35	timeout
06-09 06:16	BTC	Buy	62878.1→63337.8	+3.16	timeout
06-08 23:15	BTC	Buy	62910.1→63537.8	+4.51	timeout
06-08 10:24	BTC	Buy	62540.1→63196.8	+4.81	timeout
06-08 08:12	BTC	Buy	62303.1→63147.8	+6.26	timeout
06-08 06:11	BTC	Buy	61670.1→62922.9	+9.70	timeout
06-08 04:04	BTC	Buy	61566.1→62947.9	+10.76	timeout

Paper vs Live

Paper (trades.jsonl)

137

closed

39%

win rate

-461.24

total pnl ($)

-67.3 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	137	39%	-67.3	-461.24

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…