deribit_basis_rolling_drop_long_v10 · strategy

111

closed trades

43%

win rate

-399.14

total pnl ($)

0.527

weight

7d window — n=24 wr=38% pnl=-121.29 · 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 23:06	BTC	Buy	60272→59202	-9.41	timeout
06-28 20:55	BTC	Buy	60254→59629	-5.65	timeout
06-28 18:44	BTC	Buy	60526→59575	-8.29	timeout
06-27 22:03	BTC	Buy	59830→60061	+1.54	timeout
06-27 19:56	BTC	Buy	59820→60139	+2.27	timeout
06-27 17:38	BTC	Buy	59939→60597	+5.05	timeout
06-26 19:04	BTC	Buy	59380→59643	+1.64	timeout
06-26 17:02	BTC	Buy	59273→60062	+6.11	timeout
06-26 14:58	BTC	Buy	59452→59576	+0.54	timeout
06-25 13:59	BTC	Buy	59483→58019.1	-12.67	stop_loss
06-25 13:57	BTC	Buy	59811→58334.9	-12.71	stop_loss
06-25 13:53	BTC	Buy	60291→58787.7	-12.83	stop_loss
06-24 16:51	BTC	Buy	61325.1→59814.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62606.1→61066.4	-12.74	stop_loss
06-24 13:47	BTC	Buy	62827.1→61280.3	-12.76	stop_loss
06-24 12:32	BTC	Buy	62378.1→62790.9	+2.85	timeout
06-24 10:11	BTC	Buy	62433.1→62562.9	+0.54	timeout
06-24 08:10	BTC	Buy	62816.1→62592.9	-2.28	timeout
06-23 08:20	BTC	Buy	63890.2→62300.7	-12.89	stop_loss
06-23 08:17	BTC	Buy	63973.2→62395.7	-12.79	stop_loss
06-23 06:21	BTC	Buy	64153.2→62565.6	-12.83	stop_loss
06-23 03:46	BTC	Buy	64121.2→63979.8	-1.55	timeout
06-23 01:32	BTC	Buy	64588.2→64206.8	-3.37	timeout
06-22 22:18	BTC	Buy	63718.2→64244.8	+3.68	timeout
06-22 00:37	BTC	Buy	64263.2→63812.8	-3.97	timeout
06-21 22:37	BTC	Buy	64243.2→63586.8	-5.54	timeout
06-21 20:34	BTC	Buy	63831.2→64034.8	+1.14	timeout
06-20 22:42	BTC	Buy	63308.2→64222.8	+6.77	timeout
06-20 20:08	BTC	Buy	63056.2→63938.8	+6.58	timeout
06-20 18:04	BTC	Buy	63111.2→63879.8	+5.63	timeout
06-19 21:41	BTC	Buy	62871.1→63079.8	+1.16	timeout
06-19 19:27	BTC	Buy	62773.1→62911.9	+0.63	timeout
06-19 17:24	BTC	Buy	62344.1→62943.9	+4.36	timeout
06-18 15:51	BTC	Buy	64161.2→62581.6	-12.53	stop_loss
06-18 15:38	BTC	Buy	64423.2→62837.4	-12.47	stop_loss
06-18 15:37	BTC	Buy	64544.2→62955.4	-12.54	stop_loss
06-17 19:41	BTC	Buy	65751.3→64133.7	-12.76	stop_loss
06-17 19:38	BTC	Buy	65854.3→64224.7	-12.83	stop_loss
06-17 19:29	BTC	Buy	66085.3→64459.5	-12.76	stop_loss
06-17 03:01	BTC	Buy	65730.3→65835.7	+0.32	timeout
06-17 01:01	BTC	Buy	66234.3→65697.7	-4.56	timeout
06-16 22:32	BTC	Buy	66101.3→65736.7	-3.30	timeout
06-16 02:17	BTC	Buy	65700.3→66084.7	+2.47	timeout
06-16 00:11	BTC	Buy	65707.3→66360.7	+4.57	timeout
06-15 21:58	BTC	Buy	65303.3→66334.7	+7.40	timeout
06-15 00:16	BTC	Buy	64420.2→65716.7	+9.59	timeout
06-14 22:10	BTC	Buy	64385.2→64978.8	+4.11	timeout
06-14 20:08	BTC	Buy	64232.2→63776.8	-4.04	timeout
06-13 23:10	BTC	Buy	63437.2→64418.8	+7.27	timeout
06-13 20:41	BTC	Buy	63536.2→64221.8	+4.93	timeout
06-13 18:41	BTC	Buy	63893.2→64246.8	+2.31	timeout
06-12 22:26	BTC	Buy	63532.2→63602.8	+0.05	timeout
06-12 19:21	BTC	Buy	63632.2→63670.8	-0.16	timeout
06-12 17:02	BTC	Buy	62539.1→63907.8	+10.45	timeout
06-11 19:08	BTC	Buy	61923.1→63374.8	+11.14	timeout
06-11 17:06	BTC	Buy	62255.1→62446.9	+1.03	timeout
06-11 15:08	BTC	Buy	61933.1→62729.9	+5.89	timeout
06-10 19:00	BTC	Buy	61726.1→61860.9	+0.58	timeout
06-10 16:57	BTC	Buy	61308.1→62107.9	+6.01	timeout
06-10 14:52	BTC	Buy	61303.1→61861.9	+4.07	timeout
06-09 15:55	BTC	Buy	62641.1→61099.4	-12.76	stop_loss
06-09 14:47	BTC	Buy	62647.1→61106.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 08:28	BTC	Buy	63017.2→62898.9	-1.41	timeout
06-09 06:23	BTC	Buy	63025.2→63468.8	+3.02	timeout
06-08 23:21	BTC	Buy	62938.1→63100.8	+0.82	timeout
06-08 07:52	BTC	Buy	62197.1→63234.8	+7.86	timeout
06-08 05:50	BTC	Buy	61744.1→62487.9	+5.57	timeout
06-07 21:38	BTC	Buy	60830→61766.9	+7.27	timeout
06-07 07:10	BTC	Buy	61035.1→62145.9	+8.69	timeout
06-07 05:10	BTC	Buy	60193→61773.9	+12.71	timeout
06-06 20:07	BTC	Buy	60256→60531	+1.90	timeout
06-06 04:27	BTC	Buy	61306.1→59796.1	-12.77	stop_loss
06-06 04:27	BTC	Buy	61385.1→59874.1	-12.76	stop_loss
06-05 18:52	BTC	Buy	60751→59257.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60814→59317.4	-12.76	stop_loss
06-05 16:09	BTC	Buy	61477.1→59963	-12.78	stop_loss
06-05 13:59	BTC	Buy	62218.1→60683.6	-12.78	stop_loss
06-05 13:52	BTC	Buy	62597.1→61049.4	-12.82	stop_loss
06-05 06:17	BTC	Buy	63425.2→61865	-12.75	stop_loss
06-05 06:03	BTC	Buy	63612.2→62043.9	-12.73	stop_loss
06-05 06:01	BTC	Buy	63688.2→62120.8	-12.69	stop_loss
06-05 02:50	BTC	Buy	63543.2→62741.9	-6.71	timeout
06-04 10:48	BTC	Buy	63907.2→62335.7	-12.72	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64932.2→63335.1	-12.75	stop_loss
06-03 19:55	BTC	Buy	66937.3→65270.1	-12.95	stop_loss
06-03 16:27	BTC	Buy	67200.4→65547.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67310.4→65653.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67240.4→65579.9	-12.80	stop_loss
06-03 03:28	BTC	Buy	67789.4→66120.6	-12.76	stop_loss
06-02 22:59	BTC	Buy	67880.4→66202.6	-12.81	stop_loss
06-02 14:23	BTC	Buy	69574.5→67862.7	-12.76	stop_loss
06-02 14:09	BTC	Buy	70159.5→68434.3	-12.76	stop_loss
06-02 12:31	BTC	Buy	70867.5→69118	-12.86	stop_loss
06-02 09:29	BTC	Buy	71009.6→69262.9	-12.78	stop_loss
06-01 03:46	BTC	Buy	74111.7→73824.3	-2.45	timeout
05-31 23:46	BTC	Buy	73788.7→73589.3	-1.78	timeout
05-31 19:41	BTC	Buy	73996.7→73499.3	-3.82	timeout
05-31 14:39	BTC	Buy	73997.7→73634.3	-2.92	timeout

Paper vs Live

Paper (trades.jsonl)

111

closed

43%

win rate

-399.14

total pnl ($)

-71.7 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	111	43%	-71.7	-399.14

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…