deribit_basis_rolling_drop_long_v8 · strategy

108

closed trades

46%

win rate

-330.43

total pnl ($)

0.652

weight

7d window — n=24 wr=50% pnl=-94.09 · 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 16:37	BTC	Buy	60679→59611	-9.24	timeout
06-27 19:22	BTC	Buy	59923→60410	+3.65	timeout
06-27 17:14	BTC	Buy	60170→60539	+2.60	timeout
06-27 15:13	BTC	Buy	59808→60812	+7.95	timeout
06-26 18:19	BTC	Buy	59628→59973	+2.35	timeout
06-26 16:19	BTC	Buy	59732→60077	+2.35	timeout
06-26 14:15	BTC	Buy	59333→59941	+4.63	timeout
06-25 17:22	BTC	Buy	59332→59479	+0.85	timeout
06-25 13:58	BTC	Buy	59629→58162	-12.69	stop_loss
06-25 13:48	BTC	Buy	60844→59334.3	-12.83	stop_loss
06-24 17:20	BTC	Buy	60999→59499.3	-12.73	stop_loss
06-24 15:45	BTC	Buy	61987.1→60450.7	-12.83	stop_loss
06-24 15:08	BTC	Buy	62341.1→60789.5	-12.89	stop_loss
06-24 13:48	BTC	Buy	62797.1→61251.3	-12.75	stop_loss
06-24 12:09	BTC	Buy	62463.1→62875.9	+2.85	timeout
06-24 10:08	BTC	Buy	62480.1→62601.9	+0.46	timeout
06-23 08:17	BTC	Buy	63958.2→62385.7	-12.75	stop_loss
06-23 08:17	BTC	Buy	64001.2→62422.7	-12.80	stop_loss
06-23 08:15	BTC	Buy	64059.2→62483.6	-12.76	stop_loss
06-23 02:16	BTC	Buy	64496.2→64168.8	-2.97	timeout
06-23 00:13	BTC	Buy	63450.2→63916.8	+3.30	timeout
06-22 21:52	BTC	Buy	63818.2→64206.8	+2.59	timeout
06-22 00:36	BTC	Buy	64260.2→63746.8	-4.50	timeout
06-21 22:31	BTC	Buy	64283.2→63565.8	-6.01	timeout
06-21 20:28	BTC	Buy	63901.2→64068.8	+0.86	timeout
06-20 23:12	BTC	Buy	63258.2→64238.8	+7.29	timeout
06-20 20:53	BTC	Buy	63165.2→63905.8	+5.43	timeout
06-20 18:42	BTC	Buy	63035.2→63808.8	+5.70	timeout
06-19 21:24	BTC	Buy	63009.2→63203.8	+1.04	timeout
06-19 19:19	BTC	Buy	62647.1→62987.9	+2.25	timeout
06-19 17:12	BTC	Buy	62385.1→62984.9	+4.36	timeout
06-18 15:40	BTC	Buy	64237.2→62655.5	-12.74	stop_loss
06-18 15:37	BTC	Buy	64444.2→62843.4	-12.85	stop_loss
06-18 15:37	BTC	Buy	64571.2→62983.3	-12.73	stop_loss
06-17 19:41	BTC	Buy	65771.3→64146.7	-12.83	stop_loss
06-17 19:29	BTC	Buy	65884.3→64263.6	-12.78	stop_loss
06-17 19:29	BTC	Buy	65883.3→64258.6	-12.81	stop_loss
06-17 04:10	BTC	Buy	66155.3→65844.7	-2.85	timeout
06-17 02:03	BTC	Buy	66317.3→65876.7	-3.82	timeout
06-16 23:52	BTC	Buy	66314.3→65627.7	-5.78	timeout
06-16 02:24	BTC	Buy	65664.3→66003.7	+2.13	timeout
06-16 00:03	BTC	Buy	65635.3→66250.7	+4.25	timeout
06-15 21:58	BTC	Buy	65343.3→66332.7	+7.07	timeout
06-15 00:19	BTC	Buy	64365.2→65690.7	+9.83	timeout
06-14 21:56	BTC	Buy	64486.2→65421.7	+6.76	timeout
06-14 19:54	BTC	Buy	64291.2→63750.8	-4.70	timeout
06-13 23:30	BTC	Buy	63434.2→64425.8	+7.35	timeout
06-13 21:25	BTC	Buy	63529.2→64218.8	+4.96	timeout
06-13 19:04	BTC	Buy	63729.2→64168.8	+3.00	timeout
06-12 21:02	BTC	Buy	63403.2→63457.8	-0.06	timeout
06-12 18:45	BTC	Buy	63511.2→63837.8	+2.11	timeout
06-12 16:25	BTC	Buy	62589.1→63803.8	+9.21	timeout
06-11 19:01	BTC	Buy	61850.1→63446.8	+12.33	timeout
06-11 16:45	BTC	Buy	62163.1→62628.9	+3.20	timeout
06-11 14:40	BTC	Buy	61945.1→62865.9	+6.88	timeout
06-10 18:31	BTC	Buy	61727.1→61935.9	+1.19	timeout
06-10 16:30	BTC	Buy	61001→62262.9	+9.80	timeout
06-10 14:19	BTC	Buy	61775.1→61867.9	+0.28	timeout
06-09 14:46	BTC	Buy	62744.1→61197.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63487.2→61923.9	-12.76	stop_loss
06-09 05:38	BTC	Buy	62474.1→63404.8	+6.98	timeout
06-08 21:21	BTC	Buy	61746.1→63671.8	+15.11	timeout
06-08 18:26	BTC	Buy	62194.1→63541.8	+10.31	timeout
06-08 05:22	BTC	Buy	61817.1→62638.9	+6.19	timeout
06-07 21:04	BTC	Buy	60711→61756.9	+8.19	timeout
06-07 16:58	BTC	Buy	60725→61985.9	+9.91	timeout
06-07 04:29	BTC	Buy	59891→61513.9	+13.10	timeout
06-06 20:05	BTC	Buy	59962→60499	+4.10	timeout
06-06 15:43	BTC	Buy	60423→60812	+2.77	timeout
06-06 04:27	BTC	Buy	61305.1→59796.1	-12.76	stop_loss
06-05 18:52	BTC	Buy	60725→59231.4	-12.75	stop_loss
06-05 15:39	BTC	Buy	61595.1→60069.9	-12.82	stop_loss
06-05 13:56	BTC	Buy	62518.1→60978.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62742.1→61196.3	-12.77	stop_loss
06-05 06:21	BTC	Buy	63085.2→61534.1	-12.74	stop_loss
06-05 06:21	BTC	Buy	63102.2→61550.1	-12.70	stop_loss
06-05 06:01	BTC	Buy	63669.2→62097.8	-12.73	stop_loss
06-05 02:55	BTC	Buy	63246.2→62616.9	-5.38	timeout
06-04 10:27	BTC	Buy	64212.2→62629.5	-12.75	stop_loss
06-04 01:49	BTC	Buy	64071.2→62495.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	64932.2→63335.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66423.3→64778.4	-12.87	stop_loss
06-03 20:45	BTC	Buy	66745.3→65101.2	-12.82	stop_loss
06-03 16:27	BTC	Buy	67198.4→65545.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67273.4→65617.9	-12.76	stop_loss
06-03 03:39	BTC	Buy	67586.4→65923.7	-12.75	stop_loss
06-02 15:26	BTC	Buy	69034.5→67334.9	-12.76	stop_loss
06-02 14:23	BTC	Buy	69681.5→67962.6	-12.79	stop_loss
06-02 14:09	BTC	Buy	70177.5→68448.3	-12.78	stop_loss
06-02 06:47	BTC	Buy	71823.6→70052.5	-12.89	stop_loss
06-01 22:34	BTC	Buy	72985.6→71183.8	-12.89	stop_loss
06-01 22:25	BTC	Buy	73502.7→71201.8	-16.23	stop_loss
06-01 04:13	BTC	Buy	74103.7→73570.3	-4.09	timeout
05-31 23:45	BTC	Buy	73780.7→73555.3	-1.95	timeout
05-31 18:24	BTC	Buy	74003.7→73614.3	-3.15	timeout
05-31 14:04	BTC	Buy	73878.7→73753.3	-1.34	timeout
05-31 09:56	BTC	Buy	73575.7→73850.3	+1.27	timeout
05-30 19:40	BTC	Buy	73700.7→74000.3	+1.47	timeout
05-30 16:09	BTC	Buy	73850.7→73877.3	-0.38	timeout

Paper vs Live

Paper (trades.jsonl)

108

closed

46%

win rate

-330.43

total pnl ($)

-60.7 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	108	46%	-60.7	-330.43

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:28	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…