deribit_basis_rolling_drop_long_v6 · strategy

150

closed trades

43%

win rate

-463.85

total pnl ($)

0.250

weight

7d window — n=35 wr=43% pnl=-160.14 · 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 06:26	BTC	Buy	60175→59893	-2.79	timeout
06-28 01:34	BTC	Buy	59948→60198	+1.60	timeout
06-27 23:57	BTC	Buy	60051→59969	-1.11	timeout
06-27 22:00	BTC	Buy	59881→60110	+1.53	timeout
06-27 20:59	BTC	Buy	59710→60241	+4.06	timeout
06-26 20:48	BTC	Buy	59459→59679	+1.33	timeout
06-26 19:18	BTC	Buy	59211→59899	+5.25	timeout
06-26 17:55	BTC	Buy	59566→59984	+2.94	timeout
06-26 16:29	BTC	Buy	59725→60051	+2.18	timeout
06-26 15:18	BTC	Buy	58941.9→59898	+7.56	timeout
06-25 17:22	BTC	Buy	59326→59496	+1.02	timeout
06-25 13:58	BTC	Buy	59715→58187	-13.16	stop_loss
06-25 13:57	BTC	Buy	59864→58331.9	-13.16	stop_loss
06-25 13:53	BTC	Buy	60480→58932.6	-13.15	stop_loss
06-25 13:51	BTC	Buy	60779→59223.4	-13.17	stop_loss
06-24 17:22	BTC	Buy	60845→59285.4	-13.25	stop_loss
06-24 16:46	BTC	Buy	61675.1→60093.9	-13.24	stop_loss
06-24 14:19	BTC	Buy	62556.1→60954.5	-13.21	stop_loss
06-24 14:19	BTC	Buy	62576.1→60966.5	-13.26	stop_loss
06-24 14:13	BTC	Buy	62683.1→61078.4	-13.24	stop_loss
06-24 13:48	BTC	Buy	62862.1→61248.3	-13.28	stop_loss
06-24 12:08	BTC	Buy	62455.1→62815.9	+2.43	timeout
06-24 09:18	BTC	Buy	62437.1→62705.9	+1.64	timeout
06-24 07:43	BTC	Buy	62924.1→62644.9	-2.72	timeout
06-23 08:20	BTC	Buy	63953.2→62296.7	-13.39	stop_loss
06-23 08:17	BTC	Buy	64008.2→62369.7	-13.26	stop_loss
06-23 06:18	BTC	Buy	64603.2→62944.4	-13.31	stop_loss
06-23 05:22	BTC	Buy	65131.3→63457.1	-13.33	stop_loss
06-23 04:50	BTC	Buy	65361.3→63685	-13.29	stop_loss
06-22 23:38	BTC	Buy	63369.2→63976.8	+4.41	timeout
06-22 18:12	BTC	Buy	63970.2→64656.8	+4.85	timeout
06-22 12:36	BTC	Buy	63916.2→64924.8	+7.29	timeout
06-22 10:05	BTC	Buy	64194.2→64168.8	-0.74	timeout
06-22 08:39	BTC	Buy	63924.2→64045.8	+0.42	timeout
06-21 21:55	BTC	Buy	64011.2→63736.8	-2.58	timeout
06-21 11:23	BTC	Buy	63703.2→64290.8	+4.21	timeout
06-21 08:00	BTC	Buy	63626.2→64156.8	+3.65	timeout
06-21 03:48	BTC	Buy	63434.2→64371.8	+6.95	timeout
06-20 21:34	BTC	Buy	63123.2→63905.8	+5.76	timeout
06-20 19:58	BTC	Buy	63005.2→63897.8	+6.67	timeout
06-20 08:21	BTC	Buy	62631.1→63516.8	+6.55	timeout
06-20 07:05	BTC	Buy	62808.1→63620.8	+6.01	timeout
06-20 00:44	BTC	Buy	63030.2→63575.8	+3.89	timeout
06-18 15:56	BTC	Buy	64024.2→62385.7	-13.22	stop_loss
06-18 15:40	BTC	Buy	64308.2→62662.5	-13.06	stop_loss
06-18 15:39	BTC	Buy	64440.2→62790.4	-12.97	stop_loss
06-18 15:17	BTC	Buy	64883.2→63203.2	-13.06	stop_loss
06-18 13:41	BTC	Buy	65232.3→63969.8	-10.12	timeout
06-17 03:15	BTC	Buy	65761.3→65712.7	-0.86	timeout
06-16 23:33	BTC	Buy	66189.3→65715.7	-4.08	timeout
06-16 22:34	BTC	Buy	66232.3→65695.7	-4.59	timeout
06-16 15:22	BTC	Buy	66630.3→65713.7	-7.40	timeout
06-16 14:22	BTC	Buy	66457.3→65649.7	-6.61	timeout
06-16 01:21	BTC	Buy	65419.3→66294.7	+6.26	timeout
06-15 22:56	BTC	Buy	65417.3→66190.7	+5.42	timeout
06-15 21:47	BTC	Buy	65288.3→66359.7	+7.71	timeout
06-15 13:18	BTC	Buy	63905.2→66774.7	+22.01	take_profit
06-15 13:06	BTC	Buy	63773.2→66638.7	+22.03	take_profit
06-15 00:51	BTC	Buy	64531.2→65513.7	+7.14	timeout
06-14 22:17	BTC	Buy	64373.2→65103.7	+5.18	timeout
06-14 21:16	BTC	Buy	64211.2→64449.8	+1.37	timeout
06-14 20:02	BTC	Buy	64250.2→63821.8	-3.83	timeout
06-14 17:57	BTC	Buy	63948.2→63682.8	-2.62	timeout
06-13 23:59	BTC	Buy	63560.2→64417.8	+6.37	timeout
06-13 21:55	BTC	Buy	63471.2→64478.8	+7.46	timeout
06-13 20:35	BTC	Buy	63495.2→64224.8	+5.28	timeout
06-13 19:13	BTC	Buy	63679.2→64153.8	+3.28	timeout
06-13 17:53	BTC	Buy	63834.2→63981.8	+0.69	timeout
06-12 22:34	BTC	Buy	63545.2→63470.8	-1.09	timeout
06-12 21:06	BTC	Buy	63445.2→63453.8	-0.42	timeout
06-12 19:36	BTC	Buy	63722.2→63625.8	-1.21	timeout
06-12 17:58	BTC	Buy	63534.2→63814.8	+1.74	timeout
06-12 16:59	BTC	Buy	62570.1→63943.8	+10.51	timeout
06-11 19:46	BTC	Buy	61914.1→63657.8	+13.50	timeout
06-11 18:26	BTC	Buy	61854.1→63415.8	+12.04	timeout
06-11 17:22	BTC	Buy	62033.1→62346.9	+1.99	timeout
06-11 16:14	BTC	Buy	62328.1→62785.9	+3.13	timeout
06-11 15:09	BTC	Buy	61974.1→62776.9	+5.93	timeout
06-10 19:17	BTC	Buy	61711.1→61755.9	-0.15	timeout
06-10 18:08	BTC	Buy	61798.1→61996.9	+1.12	timeout
06-10 17:05	BTC	Buy	61627.1→62324.9	+5.16	timeout
06-10 15:55	BTC	Buy	61145.1→62804.9	+13.09	timeout
06-10 14:45	BTC	Buy	61342.1→61878.9	+3.89	timeout
06-09 15:55	BTC	Buy	62706.1→61097.4	-13.28	stop_loss
06-09 14:47	BTC	Buy	62761.1→61155.3	-13.25	stop_loss
06-09 14:29	BTC	Buy	63174.2→61554.1	-13.28	stop_loss
06-09 14:18	BTC	Buy	63369.2→61747	-13.25	stop_loss
06-09 14:17	BTC	Buy	63451.2→61827	-13.25	stop_loss
06-09 05:56	BTC	Buy	62725.1→63298.8	+4.08	timeout
06-08 23:39	BTC	Buy	63197.2→63096.8	-1.27	timeout
06-08 22:26	BTC	Buy	63046.2→63296.8	+1.50	timeout
06-08 18:17	BTC	Buy	62126.1→63520.8	+10.69	timeout
06-08 16:20	BTC	Buy	62236.1→63937.8	+13.12	timeout
06-08 05:43	BTC	Buy	61811.1→62494.9	+5.08	timeout
06-07 22:14	BTC	Buy	60684→63408.8	+22.01	take_profit
06-07 22:00	BTC	Buy	60683→61842.9	+9.12	timeout
06-07 17:26	BTC	Buy	60615→62225.9	+12.84	timeout
06-07 16:06	BTC	Buy	60755→61946.9	+9.25	timeout
06-07 05:28	BTC	Buy	60752→61798.9	+8.20	timeout
06-06 20:05	BTC	Buy	59995→60500	+3.83	timeout

Paper vs Live

Paper (trades.jsonl)

150

closed

43%

win rate

-463.85

total pnl ($)

-61.6 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	150	43%	-61.6	-463.85

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…