deribit_basis_rolling_momentum_long · strategy

131

closed trades

44%

win rate

-351.63

total pnl ($)

0.498

weight

7d window — n=27 wr=41% pnl=-100.29 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 01:52	BTC	Buy	59423→59864	+3.33	timeout
06-30 00:44	BTC	Buy	59305→59720	+3.11	timeout
06-29 23:32	BTC	Buy	59602→60224	+4.79	timeout
06-29 14:08	BTC	Buy	60657→59163.4	-12.77	stop_loss
06-29 05:27	BTC	Buy	59812→59667	-1.68	timeout
06-28 23:57	BTC	Buy	59998→59637	-3.54	timeout
06-28 22:53	BTC	Buy	60174→58948.1	-10.76	timeout
06-28 21:51	BTC	Buy	60181→59360	-7.29	timeout
06-28 05:14	BTC	Buy	60286→59975	-3.04	timeout
06-27 18:08	BTC	Buy	60083→60492	+2.97	timeout
06-27 17:03	BTC	Buy	60081→60555	+3.47	timeout
06-27 16:01	BTC	Buy	60535→60783	+1.59	timeout
06-27 03:33	BTC	Buy	59179→60279	+8.85	timeout
06-26 17:00	BTC	Buy	59300→59988	+5.26	timeout
06-26 15:53	BTC	Buy	59328→60178	+6.63	timeout
06-26 14:56	BTC	Buy	59669→59367	-3.03	timeout
06-26 02:24	BTC	Buy	59745→58275.9	-12.73	stop_loss
06-25 13:55	BTC	Buy	59869→58388.9	-12.73	stop_loss
06-25 13:53	BTC	Buy	60239→58755.7	-12.69	stop_loss
06-25 13:48	BTC	Buy	60867→59368.3	-12.72	stop_loss
06-25 13:48	BTC	Buy	60988→59488.3	-12.69	stop_loss
06-24 16:51	BTC	Buy	61348.1→59838.1	-12.74	stop_loss
06-24 13:47	BTC	Buy	62834.1→61289.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 11:09	BTC	Buy	62316.1→62321.9	-0.42	timeout
06-24 10:00	BTC	Buy	62362.1→62637.9	+1.71	timeout
06-24 08:57	BTC	Buy	62417.1→62771.9	+2.31	timeout
06-23 04:59	BTC	Buy	65167.3→63565	-12.76	stop_loss
06-23 03:26	BTC	Buy	64359.2→64037.8	-2.95	timeout
06-22 08:22	BTC	Buy	64036.2→64274.8	+1.36	timeout
06-21 18:55	BTC	Buy	63763.2→64142.8	+2.57	timeout
06-21 17:47	BTC	Buy	63792.2→64146.8	+2.41	timeout
06-21 14:49	BTC	Buy	63861.2→63996.8	+0.67	timeout
06-21 08:17	BTC	Buy	63529.2→64060.8	+3.63	timeout
06-20 02:16	BTC	Buy	63009.2→63422.8	+2.84	timeout
06-18 15:40	BTC	Buy	64182.2→62599.6	-12.52	stop_loss
06-18 15:38	BTC	Buy	64423.2→62837.4	-12.47	stop_loss
06-18 05:04	BTC	Buy	65276.3→63671	-12.76	stop_loss
06-17 22:03	BTC	Buy	65562.3→63928.8	-12.90	stop_loss
06-17 17:35	BTC	Buy	65757.3→65883.7	+0.40	timeout
06-17 16:31	BTC	Buy	65703.3→66060.7	+2.21	timeout
06-17 15:29	BTC	Buy	65712.3→65327.7	-3.34	timeout
06-16 23:01	BTC	Buy	66171.3→65793.7	-3.39	timeout
06-16 15:33	BTC	Buy	66619.3→65809.7	-6.60	timeout
06-16 14:23	BTC	Buy	67207.4→65549.9	-12.86	stop_loss
06-16 14:13	BTC	Buy	66421.3→66057.7	-3.27	timeout
06-15 21:41	BTC	Buy	65242.3→66401.7	+8.38	timeout
06-15 13:20	BTC	Buy	64024.2→66841.7	+21.57	take_profit
06-15 13:00	BTC	Buy	63790.2→66592.7	+21.53	take_profit
06-15 12:46	BTC	Buy	63692.2→66490.7	+21.53	take_profit
06-14 21:21	BTC	Buy	64220.2→64629.8	+2.71	timeout
06-14 20:14	BTC	Buy	64247.2→63791.8	-4.04	timeout
06-14 19:15	BTC	Buy	64159.2→63766.8	-3.58	timeout
06-14 18:11	BTC	Buy	64038.2→63676.8	-3.37	timeout
06-13 20:27	BTC	Buy	63496.2→64219.8	+5.24	timeout
06-13 19:21	BTC	Buy	63671.2→64149.8	+3.31	timeout
06-13 18:24	BTC	Buy	63704.2→64107.8	+2.70	timeout
06-13 17:24	BTC	Buy	63765.2→64013.8	+1.49	timeout
06-12 20:17	BTC	Buy	63509.2→63506.8	-0.48	timeout
06-12 19:12	BTC	Buy	63495.2→63649.8	+0.75	timeout
06-12 18:06	BTC	Buy	63363.2→63800.8	+2.99	timeout
06-12 16:53	BTC	Buy	62602.1→63906.8	+9.93	timeout
06-11 19:28	BTC	Buy	61771.1→63576.8	+14.04	timeout
06-11 18:23	BTC	Buy	61926.1→63383.8	+11.19	timeout
06-11 17:19	BTC	Buy	62122.1→62388.9	+1.61	timeout
06-11 16:18	BTC	Buy	62299.1→62790.9	+3.40	timeout
06-10 18:04	BTC	Buy	61632.1→62031.9	+2.75	timeout
06-10 17:00	BTC	Buy	61401.1→62204.9	+6.03	timeout
06-10 15:59	BTC	Buy	61133.1→62591.9	+11.43	timeout
06-10 14:56	BTC	Buy	61395.1→61844.9	+3.17	timeout
06-09 16:04	BTC	Buy	62506.1→60967.5	-12.84	stop_loss
06-09 14:36	BTC	Buy	62929.1→61381.2	-12.75	stop_loss
06-09 14:29	BTC	Buy	63040.2→61490.2	-12.75	stop_loss
06-09 14:11	BTC	Buy	63524.2→61961.9	-12.75	stop_loss
06-09 06:55	BTC	Buy	62963.1→63249.8	+1.77	timeout
06-09 00:35	BTC	Buy	63502.2→62629.9	-7.35	timeout
06-08 23:32	BTC	Buy	63304.2→63022.8	-2.70	timeout
06-08 16:55	BTC	Buy	62163.1→63512.8	+10.31	timeout
06-08 06:13	BTC	Buy	61712.1→62925.9	+9.38	timeout
06-07 22:15	BTC	Buy	61534.1→64235.8	+21.50	take_profit
06-07 22:14	BTC	Buy	60809→63479.8	+21.52	take_profit
06-07 18:48	BTC	Buy	60547→62201.9	+13.26	timeout
06-07 16:35	BTC	Buy	60488→62213.9	+13.76	timeout
06-07 04:29	BTC	Buy	59942→61533.9	+12.83	timeout
06-06 20:12	BTC	Buy	60693→60545	-1.60	timeout
06-06 16:07	BTC	Buy	60286→60798	+3.82	timeout
06-06 15:16	BTC	Buy	60492→60514	-0.27	timeout
06-06 04:27	BTC	Buy	61296.1→59788.1	-12.75	stop_loss
06-05 21:15	BTC	Buy	59374→61980.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60717→59223.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61383.1→59873.1	-12.75	stop_loss
06-05 14:26	BTC	Buy	61907.1→60383.8	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 13:56	BTC	Buy	62543.1→61005.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62779.1→61235.3	-12.75	stop_loss
06-05 11:57	BTC	Buy	62445.1→62047.9	-3.66	timeout
06-05 06:24	BTC	Buy	62680.1→61138.4	-12.69	stop_loss
06-05 03:05	BTC	Buy	63663.2→62506.9	-9.47	timeout
06-05 02:43	BTC	Buy	64099.2→62522.6	-12.73	stop_loss
06-04 10:49	BTC	Buy	63840.2→62268.7	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

131

closed

44%

win rate

-351.63

total pnl ($)

-53.3 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	131	44%	-53.3	-351.63

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…