deribit_basis_rolling_drop_long_v12 · strategy

158

closed trades

42%

win rate

-565.07

total pnl ($)

0.250

weight

7d window — n=40 wr=38% pnl=-205.49 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 10:22	BTC	Buy	60154→60241	+0.12	timeout
06-28 22:10	BTC	Buy	60104→59630	-4.41	timeout
06-28 21:08	BTC	Buy	60341→59670	-5.99	timeout
06-28 18:00	BTC	Buy	60501→59556	-8.23	timeout
06-28 16:55	BTC	Buy	60788→59641	-9.88	timeout
06-28 05:42	BTC	Buy	60188→59886	-2.96	timeout
06-27 21:07	BTC	Buy	59683→60327	+5.01	timeout
06-27 20:07	BTC	Buy	59763→60237	+3.57	timeout
06-27 17:51	BTC	Buy	59968→60557	+4.46	timeout
06-27 16:12	BTC	Buy	60160→60728	+4.32	timeout
06-27 03:17	BTC	Buy	58808.9→60216	+11.50	timeout
06-26 18:41	BTC	Buy	59413→59739	+2.18	timeout
06-26 17:33	BTC	Buy	59472→60144	+5.11	timeout
06-26 16:30	BTC	Buy	59583→60044	+3.33	timeout
06-26 15:27	BTC	Buy	59272→60230	+7.48	timeout
06-26 02:13	BTC	Buy	60241→58752.7	-12.79	stop_loss
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59519→58055.1	-12.67	stop_loss
06-25 13:57	BTC	Buy	59824→58334.9	-12.83	stop_loss
06-25 13:53	BTC	Buy	60249→58767.7	-12.67	stop_loss
06-25 13:48	BTC	Buy	60893→59395.3	-12.69	stop_loss
06-24 17:47	BTC	Buy	60591→59099.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61125.1→59582.2	-13.05	stop_loss
06-24 14:20	BTC	Buy	62363.1→60828.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62560.1→61021.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62615.1→61075.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62713.1→61167.3	-12.77	stop_loss
06-24 13:57	BTC	Buy	62757.1→61211.3	-12.77	stop_loss
06-24 10:37	BTC	Buy	62275.1→62542.9	+1.65	timeout
06-24 09:37	BTC	Buy	62451.1→62636.9	+0.96	timeout
06-24 08:35	BTC	Buy	62289.1→62738.9	+3.07	timeout
06-24 07:34	BTC	Buy	62922.1→62691.9	-2.33	timeout
06-24 06:37	BTC	Buy	62890.1→62823.9	-1.03	timeout
06-23 08:20	BTC	Buy	63889.2→62314.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64143.2→62565.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64320.2→62722.5	-12.88	stop_loss
06-23 06:08	BTC	Buy	64788.2→63195.2	-12.77	stop_loss
06-23 05:46	BTC	Buy	64909.2→63312.2	-12.77	stop_loss
06-22 22:28	BTC	Buy	65463.3→63852.9	-12.75	stop_loss
06-22 21:09	BTC	Buy	63637.2→64373.8	+5.32	timeout
06-22 12:23	BTC	Buy	63953.2→64833.8	+6.28	timeout
06-22 11:16	BTC	Buy	64312.2→64267.8	-0.90	timeout
06-22 10:08	BTC	Buy	64223.2→64226.8	-0.51	timeout
06-22 08:51	BTC	Buy	63914.2→64121.8	+1.12	timeout
06-21 19:27	BTC	Buy	63850.2→64190.8	+2.25	timeout
06-21 03:55	BTC	Buy	63422.2→64401.8	+7.28	timeout
06-21 02:54	BTC	Buy	63322.2→64224.8	+6.67	timeout
06-21 01:52	BTC	Buy	63556.2→64259.8	+5.03	timeout
06-21 00:48	BTC	Buy	63528.2→64231.8	+5.03	timeout
06-20 17:01	BTC	Buy	62933.1→63934.8	+7.47	timeout
06-20 03:12	BTC	Buy	62833.1→63330.8	+3.52	timeout
06-20 01:33	BTC	Buy	62884.1→63557.8	+4.90	timeout
06-19 23:46	BTC	Buy	62852.1→63275.8	+2.90	timeout
06-19 22:23	BTC	Buy	62831.1→63237.8	+2.74	timeout
06-19 16:21	BTC	Buy	62650.1→63274.8	+4.50	timeout
06-18 15:51	BTC	Buy	64142.2→62563.6	-12.62	stop_loss
06-18 15:51	BTC	Buy	64139.2→62555.6	-12.52	stop_loss
06-18 15:40	BTC	Buy	64274.2→62679.5	-12.97	stop_loss
06-18 15:40	BTC	Buy	64301.2→62719.5	-12.87	stop_loss
06-18 15:38	BTC	Buy	64412.2→62828.4	-12.76	stop_loss
06-18 11:51	BTC	Buy	64826.2→63883.8	-7.79	timeout
06-18 05:05	BTC	Buy	65267.3→63662	-12.76	stop_loss
06-17 19:41	BTC	Buy	65778.3→64158.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65802.3→64183.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65946.3→64324.6	-12.75	stop_loss
06-17 11:05	BTC	Buy	66184.3→64546.5	-12.90	stop_loss
06-17 04:37	BTC	Buy	65828.3→65854.7	-0.29	timeout
06-17 02:10	BTC	Buy	66261.3→65813.7	-3.86	timeout
06-17 01:07	BTC	Buy	66328.3→65730.7	-4.99	timeout
06-16 22:59	BTC	Buy	66186.3→65744.7	-3.87	timeout
06-16 13:32	BTC	Buy	66838.3→66124.7	-5.87	timeout
06-16 03:37	BTC	Buy	65724.3→66007.7	+1.74	timeout
06-16 01:46	BTC	Buy	65662.3→66326.7	+4.62	timeout
06-16 00:17	BTC	Buy	65719.3→66351.7	+4.41	timeout
06-15 22:10	BTC	Buy	65022.3→66417.7	+10.23	timeout
06-15 13:00	BTC	Buy	63788.2→66589.7	+21.52	take_profit
06-15 01:43	BTC	Buy	64592.2→65632.7	+7.58	timeout
06-15 00:38	BTC	Buy	64530.2→65527.7	+7.26	timeout
06-14 23:36	BTC	Buy	64429.2→65623.7	+8.78	timeout
06-14 21:28	BTC	Buy	64234.2→64734.8	+3.42	timeout
06-14 19:15	BTC	Buy	64160.2→63766.8	-3.59	timeout
06-14 01:13	BTC	Buy	63633.2→64645.8	+7.55	timeout
06-14 00:04	BTC	Buy	63583.2→64380.8	+5.83	timeout
06-13 22:54	BTC	Buy	63479.2→64432.8	+7.03	timeout
06-13 20:41	BTC	Buy	63524.2→64219.8	+5.01	timeout
06-13 18:32	BTC	Buy	63780.2→64155.8	+2.48	timeout
06-13 00:17	BTC	Buy	63602.2→63558.8	-0.88	timeout
06-12 22:31	BTC	Buy	63607.2→63590.8	-0.63	timeout
06-12 21:28	BTC	Buy	63428.2→63492.8	+0.01	timeout
06-12 19:13	BTC	Buy	63506.2→63677.8	+0.90	timeout
06-12 17:35	BTC	Buy	63192.2→63807.8	+4.41	timeout
06-11 21:14	BTC	Buy	61512.1→63551.8	+15.99	timeout
06-11 20:12	BTC	Buy	61797.1→63499.8	+13.20	timeout
06-11 18:32	BTC	Buy	61941.1→63379.8	+11.03	timeout
06-11 17:28	BTC	Buy	61997.1→62364.9	+2.43	timeout
06-11 16:30	BTC	Buy	62275.1→62605.9	+2.11	timeout
06-10 19:40	BTC	Buy	61832.1→61975.9	+0.64	timeout
06-10 18:39	BTC	Buy	61771.1→61808.9	-0.19	timeout
06-10 17:36	BTC	Buy	61732.1→61696.9	-0.78	timeout
06-10 16:33	BTC	Buy	61154.1→62219.9	+8.16	timeout

Paper vs Live

Paper (trades.jsonl)

158

closed

42%

win rate

-565.07

total pnl ($)

-71.2 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	158	42%	-71.2	-565.07

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 13:21	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…