deribit_basis_rolling_momentum_long_v2 · strategy

154

closed trades

46%

win rate

-461.05

total pnl ($)

0.329

weight

7d window — n=40 wr=52% pnl=-146.23 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:45	BTC	Buy	59626→60231	+4.68	timeout
06-27 19:38	BTC	Buy	59892→60098	+1.32	timeout
06-27 18:37	BTC	Buy	59761→60528	+5.98	timeout
06-27 17:31	BTC	Buy	60174→60484	+2.12	timeout
06-27 16:30	BTC	Buy	60129→60684	+4.19	timeout
06-26 18:48	BTC	Buy	59423→59615	+1.05	timeout
06-26 17:52	BTC	Buy	59430→59959	+3.89	timeout
06-26 16:51	BTC	Buy	59322→60049	+5.58	timeout
06-26 15:43	BTC	Buy	59085→60442	+10.94	timeout
06-26 14:46	BTC	Buy	59344→59614	+1.77	timeout
06-25 13:59	BTC	Buy	59536→58069	-12.69	stop_loss
06-25 13:58	BTC	Buy	59628→58161	-12.67	stop_loss
06-25 13:55	BTC	Buy	59869→58391.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60424→58937.6	-12.66	stop_loss
06-25 13:48	BTC	Buy	60991→59482.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61038.1→59536.2	-12.74	stop_loss
06-24 15:45	BTC	Buy	61981.1→60454.7	-12.76	stop_loss
06-24 14:19	BTC	Buy	62516.1→60965.5	-12.85	stop_loss
06-24 14:13	BTC	Buy	62639.1→61095.4	-12.77	stop_loss
06-24 14:13	BTC	Buy	62674.1→61129.4	-12.77	stop_loss
06-24 13:57	BTC	Buy	62762.1→61217.3	-12.75	stop_loss
06-24 11:57	BTC	Buy	62492.1→62873.9	+2.60	timeout
06-24 10:48	BTC	Buy	62254.1→62536.9	+1.79	timeout
06-24 09:42	BTC	Buy	62329.1→62616.9	+1.80	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.40	timeout
06-24 07:16	BTC	Buy	62979.1→62757.9	-2.24	timeout
06-23 08:17	BTC	Buy	64010.2→62435.6	-12.77	stop_loss
06-23 08:17	BTC	Buy	64029.2→62439.6	-12.89	stop_loss
06-23 06:21	BTC	Buy	64207.2→62627.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64359.2→62776.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64405.2→62813.4	-12.82	stop_loss
06-22 23:10	BTC	Buy	63719.2→63981.8	+1.61	timeout
06-22 22:06	BTC	Buy	63730.2→64328.8	+4.24	timeout
06-22 21:04	BTC	Buy	63791.2→64406.8	+4.36	timeout
06-22 20:05	BTC	Buy	64170.2→64616.8	+3.00	timeout
06-22 19:02	BTC	Buy	64236.2→64361.8	+0.48	timeout
06-21 22:20	BTC	Buy	64067.2→63624.8	-3.89	timeout
06-21 21:17	BTC	Buy	63930.2→63557.8	-3.36	timeout
06-21 20:09	BTC	Buy	63938.2→64193.8	+1.56	timeout
06-21 19:12	BTC	Buy	63863.2→64172.8	+2.01	timeout
06-21 18:11	BTC	Buy	63854.2→63973.8	+0.57	timeout
06-20 22:19	BTC	Buy	63163.2→64074.8	+6.77	timeout
06-20 21:15	BTC	Buy	63237.2→63953.8	+5.22	timeout
06-20 19:48	BTC	Buy	63026.2→63893.8	+6.46	timeout
06-20 18:47	BTC	Buy	63038.2→63798.8	+5.59	timeout
06-20 17:42	BTC	Buy	63052.2→63850.8	+5.87	timeout
06-19 20:36	BTC	Buy	63104.2→63031.8	-1.06	timeout
06-19 19:35	BTC	Buy	62777.1→62948.9	+0.89	timeout
06-19 18:34	BTC	Buy	62766.1→63135.8	+2.48	timeout
06-19 17:24	BTC	Buy	62344.1→62943.9	+4.37	timeout
06-19 16:46	BTC	Buy	62755.1→63199.8	+3.13	timeout
06-18 15:40	BTC	Buy	64344.2→62760.5	-12.48	stop_loss
06-18 15:39	BTC	Buy	64380.2→62794.4	-12.52	stop_loss
06-18 15:38	BTC	Buy	64403.2→62818.4	-12.49	stop_loss
06-18 15:37	BTC	Buy	64485.2→62874.4	-12.73	stop_loss
06-18 15:37	BTC	Buy	64517.2→62930.4	-12.52	stop_loss
06-17 22:03	BTC	Buy	65562.3→63931.8	-12.87	stop_loss
06-17 19:42	BTC	Buy	65737.3→64120.7	-12.75	stop_loss
06-17 19:41	BTC	Buy	65791.3→64172.7	-12.76	stop_loss
06-17 19:39	BTC	Buy	65836.3→64214.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65884.3→64258.6	-12.79	stop_loss
06-17 15:58	BTC	Buy	65907.3→65705.7	-1.97	timeout
06-17 14:55	BTC	Buy	65643.3→65240.7	-3.53	timeout
06-17 02:44	BTC	Buy	65837.3→65843.7	-0.43	timeout
06-17 01:39	BTC	Buy	66374.3→65652.7	-5.93	timeout
06-17 00:30	BTC	Buy	66246.3→65668.7	-4.87	timeout
06-16 14:23	BTC	Buy	67104.4→65438	-12.94	stop_loss
06-16 14:02	BTC	Buy	66296.3→66126.7	-1.81	timeout
06-16 02:08	BTC	Buy	65565.3→66320.7	+5.30	timeout
06-16 01:01	BTC	Buy	65511.3→66252.7	+5.23	timeout
06-15 23:48	BTC	Buy	65631.3→66240.7	+4.19	timeout
06-15 15:54	BTC	Buy	64400.2→67246.6	+21.65	take_profit
06-15 12:50	BTC	Buy	63708.2→66515.7	+21.60	take_profit
06-15 01:01	BTC	Buy	64557.2→65505.7	+6.86	timeout
06-14 23:58	BTC	Buy	64432.2→65725.7	+9.57	timeout
06-14 22:54	BTC	Buy	64474.2→65397.7	+6.67	timeout
06-14 21:07	BTC	Buy	64256.2→63993.8	-2.51	timeout
06-14 17:49	BTC	Buy	64058.2→63773.8	-2.75	timeout
06-13 23:22	BTC	Buy	63423.2→64529.8	+8.26	timeout
06-13 22:16	BTC	Buy	63499.2→64361.8	+6.31	timeout
06-13 21:09	BTC	Buy	63535.2→64265.8	+5.28	timeout
06-13 20:03	BTC	Buy	63607.2→64247.8	+4.59	timeout
06-13 17:03	BTC	Buy	63921.2→63963.8	-0.12	timeout
06-12 23:21	BTC	Buy	63376.2→63406.8	-0.26	timeout
06-12 20:12	BTC	Buy	63501.2→63554.8	-0.03	timeout
06-12 19:08	BTC	Buy	63442.2→63682.8	+1.43	timeout
06-12 18:02	BTC	Buy	63707.2→63870.8	+0.82	timeout
06-12 15:55	BTC	Buy	62603.1→63803.8	+9.05	timeout
06-11 22:53	BTC	Buy	61404.1→63493.8	+16.44	timeout
06-11 19:11	BTC	Buy	61824.1→63389.8	+12.08	timeout
06-11 18:07	BTC	Buy	62003.1→63390.8	+10.64	timeout
06-11 17:01	BTC	Buy	62219.1→62552.9	+2.17	timeout
06-11 14:52	BTC	Buy	61863.1→62897.9	+7.82	timeout
06-10 22:17	BTC	Buy	62620.1→61080.4	-12.75	stop_loss
06-10 18:47	BTC	Buy	61645.1→61724.9	+0.16	timeout
06-10 17:44	BTC	Buy	61704.1→61758.9	-0.04	timeout
06-10 16:23	BTC	Buy	61038.1→62264.9	+9.57	timeout
06-10 15:26	BTC	Buy	61441.1→62254.9	+6.12	timeout
06-10 14:38	BTC	Buy	61449.1→61809.9	+2.46	timeout
06-09 15:55	BTC	Buy	62636.1→61095.4	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

154

closed

46%

win rate

-461.05

total pnl ($)

-59.8 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	154	46%	-59.8	-461.05

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…