deribit_basis_rolling_reversal_long_wide · strategy

closed trades

43%

win rate

-221.66

total pnl ($)

0.682

weight

7d window — n=13 wr=23% pnl=-82.07 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 60 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:58	BTC	Buy	59933→58397.9	-13.24	stop_loss
06-30 12:06	BTC	Buy	60517→58967.6	-13.24	stop_loss
06-30 04:03	BTC	Buy	59903→59523	-3.51	timeout
06-29 14:58	BTC	Buy	60149→59398	-6.80	timeout
06-28 22:43	BTC	Buy	60590→59038.5	-13.28	stop_loss
06-28 14:25	BTC	Buy	60265→60101	-1.86	timeout
06-28 02:23	BTC	Buy	60026→60086	+0.04	timeout
06-27 14:09	BTC	Buy	59324→60559	+9.95	timeout
06-27 01:57	BTC	Buy	58318.9→59911	+13.17	timeout
06-25 13:49	BTC	Buy	60798→59242.4	-13.22	stop_loss
06-24 16:51	BTC	Buy	61365.1→59739.1	-13.67	stop_loss
06-24 15:45	BTC	Buy	62043.1→60452.7	-13.18	stop_loss
06-24 13:44	BTC	Buy	62997.1→61385.2	-13.24	stop_loss
06-23 06:22	BTC	Buy	64163.2→62515.6	-13.30	stop_loss
06-23 06:21	BTC	Buy	64392.2→62743.5	-13.29	stop_loss
06-23 05:23	BTC	Buy	65064.3→63394.1	-13.30	stop_loss
06-23 01:09	BTC	Buy	64129.2→64208.8	+0.18	timeout
06-22 12:57	BTC	Buy	64258.2→65101.7	+5.89	timeout
06-22 00:48	BTC	Buy	63583.2→63908.8	+2.09	timeout
06-21 12:43	BTC	Buy	63571.2→64039.8	+3.33	timeout
06-21 00:15	BTC	Buy	62535.1→64217.8	+12.91	timeout
06-20 12:45	BTC	Buy	63036.2→63589.8	+3.87	timeout
06-18 15:40	BTC	Buy	64320.2→62668.5	-13.25	stop_loss
06-18 15:37	BTC	Buy	64549.2→62891.4	-13.07	stop_loss
06-18 15:36	BTC	Buy	64743.2→63085.3	-12.86	stop_loss
06-17 19:42	BTC	Buy	65778.3→64085.7	-13.32	stop_loss
06-17 11:04	BTC	Buy	66366.3→64665.4	-13.35	stop_loss
06-17 11:01	BTC	Buy	66171.3→64757.8	-11.26	timeout
06-16 22:59	BTC	Buy	65892.3→65744.7	-1.69	timeout
06-16 10:27	BTC	Buy	65130.3→66605.7	+10.80	timeout
06-15 22:07	BTC	Buy	64521.2→66398.7	+14.03	timeout
06-15 09:48	BTC	Buy	64496.2→65493.7	+7.29	timeout
06-14 21:24	BTC	Buy	63793.2→64775.8	+7.21	timeout
06-14 09:27	BTC	Buy	63513.2→64318.8	+5.80	timeout
06-13 21:02	BTC	Buy	63482.2→64283.8	+5.83	timeout
06-13 09:05	BTC	Buy	63459.2→63788.8	+2.03	timeout
06-12 20:39	BTC	Buy	62949.1→63486.8	+3.79	timeout
06-12 08:34	BTC	Buy	61880.1→63466.8	+12.24	timeout
06-11 20:17	BTC	Buy	61659.1→63494.8	+14.24	timeout
06-09 14:29	BTC	Buy	63165.2→61542.1	-13.30	stop_loss
06-09 14:17	BTC	Buy	63462.2→61837	-13.27	stop_loss
06-09 09:39	BTC	Buy	61780.1→62613.9	+6.34	timeout
06-08 21:34	BTC	Buy	62528.1→63643.8	+8.42	timeout
06-07 22:14	BTC	Buy	60920→63656.8	+22.02	take_profit
06-07 21:16	BTC	Buy	61234.1→61897.9	+5.00	timeout
06-06 04:12	BTC	Buy	61822.1→60238.9	-13.26	stop_loss
06-05 13:49	BTC	Buy	62963.1→61351.2	-13.25	stop_loss
06-05 06:22	BTC	Buy	62926.1→61314.3	-13.20	stop_loss
06-05 06:16	BTC	Buy	63527.2→61899.9	-13.23	stop_loss
06-04 00:29	BTC	Buy	64991.2→63328.2	-13.24	stop_loss
06-03 20:45	BTC	Buy	66825.3→65115.2	-13.27	stop_loss
06-03 19:55	BTC	Buy	66957.3→65244.1	-13.30	stop_loss
06-02 14:10	BTC	Buy	70109.5→68305.4	-13.33	stop_loss
06-02 09:02	BTC	Buy	71417.6→69587.7	-13.32	stop_loss
06-01 22:37	BTC	Buy	73004.7→71135.9	-13.34	stop_loss
06-01 22:26	BTC	Buy	73659.7→71239.8	-17.07	stop_loss
05-31 21:45	BTC	Buy	73539.7→73734.3	+0.87	timeout
05-30 20:12	BTC	Buy	73671.7→73939.3	+1.20	timeout
05-30 08:36	BTC	Buy	73619.7→73517.3	-1.21	timeout
05-29 19:41	BTC	Buy	73383.7→73653.3	+1.32	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-221.66

total pnl ($)

-73.4 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	60	43%	-73.4	-221.66

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…