deribit_basis_rolling_drop_long · strategy

205

closed trades

50%

win rate

-332.62

total pnl ($)

0.631

weight

7d window — n=42 wr=52% pnl=-89.13 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 08:05	BTC	Buy	60454→59506	-8.27	timeout
06-29 19:06	BTC	Buy	60016→60141	+0.52	timeout
06-29 17:22	BTC	Buy	59616→60453	+6.49	timeout
06-29 16:37	BTC	Buy	59822→59689	-1.64	timeout
06-29 15:08	BTC	Buy	59999→59194	-7.20	timeout
06-29 14:18	BTC	Buy	59152→59092	-1.01	timeout
06-29 04:35	BTC	Buy	59639→59865	+1.44	timeout
06-28 08:40	BTC	Buy	60251→60442	+1.13	timeout
06-28 07:48	BTC	Buy	60165→60220	+0.01	timeout
06-28 07:06	BTC	Buy	60575→60081	-4.52	timeout
06-27 12:05	BTC	Buy	60086→60306	+1.37	timeout
06-27 11:32	BTC	Buy	59959→60237	+1.85	timeout
06-27 09:55	BTC	Buy	59930→60377	+3.26	timeout
06-27 03:04	BTC	Buy	59621→60250	+4.82	timeout
06-27 01:53	BTC	Buy	59703→59914	+1.30	timeout
06-26 17:50	BTC	Buy	59862→59963	+0.34	timeout
06-26 16:35	BTC	Buy	59896→60289	+2.78	timeout
06-26 13:19	BTC	Buy	59982→58505.8	-12.77	stop_loss
06-26 13:18	BTC	Buy	60230→58746.7	-12.78	stop_loss
06-26 12:40	BTC	Buy	60647→59150.5	-12.80	stop_loss
06-26 06:34	BTC	Buy	59396→59934	+4.08	timeout
06-26 06:03	BTC	Buy	59599→59761	+0.91	timeout
06-26 04:56	BTC	Buy	59183→59862	+5.29	timeout
06-26 04:21	BTC	Buy	59713→59939	+1.45	timeout
06-26 03:22	BTC	Buy	59248→58835.1	-3.90	timeout
06-25 15:15	BTC	Buy	60352→58867.6	-12.74	stop_loss
06-25 13:46	BTC	Buy	61206.1→59694.2	-12.80	stop_loss
06-25 13:44	BTC	Buy	61554.1→60040	-12.74	stop_loss
06-25 13:44	BTC	Buy	61621.1→60105.9	-12.73	stop_loss
06-25 13:42	BTC	Buy	61728.1→60209.9	-12.73	stop_loss
06-25 13:41	BTC	Buy	61890.1→60367.8	-12.73	stop_loss
06-25 08:24	BTC	Buy	60669→61693.9	+7.99	timeout
06-25 07:01	BTC	Buy	59627→61721.9	+17.13	timeout
06-25 06:26	BTC	Buy	59781→61626.9	+15.01	timeout
06-25 05:55	BTC	Buy	59417→61580.9	+17.78	timeout
06-25 05:25	BTC	Buy	59414→61644.9	+18.34	timeout
06-24 17:48	BTC	Buy	60518→59029.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61205.1→59695.2	-12.76	stop_loss
06-24 16:06	BTC	Buy	61682.1→60164.9	-12.73	stop_loss
06-24 14:02	BTC	Buy	62683.1→61140.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62824.1→61277.3	-12.76	stop_loss
06-24 05:45	BTC	Buy	62498.1→62889.9	+2.66	timeout
06-23 08:17	BTC	Buy	63955.2→62380.7	-12.78	stop_loss
06-23 02:41	BTC	Buy	64896.2→64168.8	-6.05	timeout
06-22 22:44	BTC	Buy	65359.3→63750.9	-12.76	stop_loss
06-21 09:55	BTC	Buy	64012.2→64173.8	+0.76	timeout
06-19 21:29	BTC	Buy	62360.1→63136.8	+5.75	timeout
06-19 20:53	BTC	Buy	62606.1→63158.8	+3.94	timeout
06-19 20:19	BTC	Buy	62610.1→62999.8	+2.64	timeout
06-19 19:46	BTC	Buy	62492.1→62978.9	+3.43	timeout
06-19 13:33	BTC	Buy	62876.1→62743.9	-1.45	timeout
06-18 09:14	BTC	Buy	64317.2→64339.8	-0.32	timeout
06-18 08:39	BTC	Buy	64376.2→64541.8	+0.82	timeout
06-18 04:11	BTC	Buy	65424.3→63814.9	-12.76	stop_loss
06-16 17:14	BTC	Buy	65999.3→65768.7	-2.23	timeout
06-16 16:10	BTC	Buy	66155.3→65808.7	-3.12	timeout
06-16 08:35	BTC	Buy	66639.3→66584.7	-0.86	timeout
06-16 07:41	BTC	Buy	66665.3→66366.7	-2.66	timeout
06-16 06:42	BTC	Buy	66793.3→66411.7	-3.27	timeout
06-16 04:09	BTC	Buy	67090.4→66150.7	-7.43	timeout
06-16 02:33	BTC	Buy	66504.3→65867.7	-5.24	timeout
06-15 19:00	BTC	Buy	65746.3→66735.7	+7.03	timeout
06-15 17:32	BTC	Buy	65802.3→66705.7	+6.36	timeout
06-15 16:53	BTC	Buy	65662.3→67074.6	+10.26	timeout
06-15 15:35	BTC	Buy	65705.3→66620.7	+6.50	timeout
06-15 13:48	BTC	Buy	65636.3→66551.7	+6.53	timeout
06-15 06:34	BTC	Buy	63722.2→65843.7	+16.19	timeout
06-15 04:45	BTC	Buy	64136.2→65639.7	+11.26	timeout
06-15 04:10	BTC	Buy	64023.2→65751.7	+13.03	timeout
06-15 01:50	BTC	Buy	64283.2→65590.7	+9.71	timeout
06-15 01:10	BTC	Buy	64306.2→65418.7	+8.18	timeout
06-14 18:21	BTC	Buy	64416.2→63674.8	-6.25	timeout
06-14 16:28	BTC	Buy	64450.2→64109.8	-3.11	timeout
06-14 15:41	BTC	Buy	64470.2→64022.8	-3.93	timeout
06-14 13:03	BTC	Buy	64491.2→64328.8	-1.71	timeout
06-14 12:05	BTC	Buy	64398.2→64521.8	+0.52	timeout
06-14 06:14	BTC	Buy	64059.2→64435.8	+2.50	timeout
06-14 04:02	BTC	Buy	64257.2→64506.8	+1.51	timeout
06-14 03:30	BTC	Buy	64285.2→64511.8	+1.33	timeout
06-14 00:48	BTC	Buy	64045.2→64549.8	+3.50	timeout
06-13 23:27	BTC	Buy	63943.2→64426.8	+3.32	timeout
06-13 15:55	BTC	Buy	63535.2→64290.8	+5.50	timeout
06-13 15:23	BTC	Buy	63538.2→64272.8	+5.31	timeout
06-13 14:16	BTC	Buy	63744.2→64170.8	+2.87	timeout
06-13 12:35	BTC	Buy	63549.2→63995.8	+3.02	timeout
06-13 10:41	BTC	Buy	63486.2→63802.8	+2.00	timeout
06-13 03:26	BTC	Buy	64270.2→63534.8	-6.17	timeout
06-13 02:49	BTC	Buy	63455.2→63551.8	+0.31	timeout
06-13 02:14	BTC	Buy	63350.2→63772.8	+2.86	timeout
06-13 00:20	BTC	Buy	63567.2→63538.8	-0.73	timeout
06-12 22:39	BTC	Buy	63705.2→63499.8	-2.09	timeout
06-12 15:01	BTC	Buy	63597.2→64135.8	+3.74	timeout
06-12 14:27	BTC	Buy	63538.2→63566.8	-0.26	timeout
06-12 13:33	BTC	Buy	63364.2→63258.8	-1.32	timeout
06-12 12:12	BTC	Buy	63666.2→63601.8	-0.99	timeout
06-12 10:34	BTC	Buy	63512.2→63686.8	+0.88	timeout
06-12 02:16	BTC	Buy	62749.1→63626.8	+6.49	timeout
06-12 01:40	BTC	Buy	62772.1→63318.8	+3.85	timeout
06-11 22:47	BTC	Buy	62929.1→63450.8	+3.63	timeout
06-11 21:41	BTC	Buy	62890.1→63463.8	+4.04	timeout

Paper vs Live

Paper (trades.jsonl)

205

closed

50%

win rate

-332.62

total pnl ($)

-32.2 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	205	50%	-32.2	-332.62

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 11:24	BTC	Buy	circuit_breaker
06-30 07:58	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…