deribit_basis_rolling_rise_long_v1 · strategy

257

closed trades

48%

win rate

-362.74

total pnl ($)

0.366

weight

7d window — n=66 wr=47% pnl=-138.21 · 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 11:27	BTC	Buy	59965→60305	+2.36	timeout
06-28 10:48	BTC	Buy	60133→60120	-0.58	timeout
06-28 10:13	BTC	Buy	60114→60241	+0.59	timeout
06-28 03:57	BTC	Buy	60809→60156	-5.82	timeout
06-28 01:38	BTC	Buy	60542→60189	-3.37	timeout
06-27 18:00	BTC	Buy	60203→60495	+1.98	timeout
06-27 17:24	BTC	Buy	60234→60577	+2.40	timeout
06-27 16:48	BTC	Buy	60338→60780	+3.20	timeout
06-27 15:39	BTC	Buy	60305→60852	+4.09	timeout
06-27 12:01	BTC	Buy	60098→60323	+1.41	timeout
06-27 04:01	BTC	Buy	60427→60318	-1.35	timeout
06-27 03:29	BTC	Buy	60191→60289	+0.37	timeout
06-27 02:59	BTC	Buy	59597→60276	+5.25	timeout
06-27 02:01	BTC	Buy	59935→59904	-0.71	timeout
06-26 22:22	BTC	Buy	59731→59894	+0.90	timeout
06-26 13:19	BTC	Buy	60104→58622.7	-12.78	stop_loss
06-26 13:18	BTC	Buy	60209→58723.7	-12.79	stop_loss
06-26 13:18	BTC	Buy	60279→58796.6	-12.76	stop_loss
06-26 12:42	BTC	Buy	60547→59057.5	-12.76	stop_loss
06-26 05:45	BTC	Buy	59483→59800	+2.21	timeout
06-26 05:11	BTC	Buy	59409→59912	+3.79	timeout
06-26 04:36	BTC	Buy	59473→59905	+3.19	timeout
06-26 04:00	BTC	Buy	59549→59949	+2.92	timeout
06-26 03:25	BTC	Buy	59310→58797.1	-4.75	timeout
06-25 13:45	BTC	Buy	61450.1→59939	-12.73	stop_loss
06-25 13:42	BTC	Buy	61715.1→60193.9	-12.75	stop_loss
06-25 13:42	BTC	Buy	61727.1→60208.9	-12.72	stop_loss
06-25 13:42	BTC	Buy	61731.1→60211.9	-12.74	stop_loss
06-25 13:41	BTC	Buy	61848.1→60323.8	-12.75	stop_loss
06-25 08:25	BTC	Buy	60645→61687.9	+8.13	timeout
06-25 07:49	BTC	Buy	59762→61841.9	+16.94	timeout
06-25 06:19	BTC	Buy	59681→61705.9	+16.53	timeout
06-25 05:31	BTC	Buy	59631→61577.9	+15.89	timeout
06-25 04:57	BTC	Buy	59755→61361.9	+13.01	timeout
06-24 17:20	BTC	Buy	60931→59432.3	-12.73	stop_loss
06-24 15:45	BTC	Buy	61981.1→60456.7	-12.72	stop_loss
06-24 14:20	BTC	Buy	62362.1→60824.5	-12.77	stop_loss
06-24 13:46	BTC	Buy	62867.1→61320.3	-12.75	stop_loss
06-24 13:08	BTC	Buy	62890.1→62184.9	-6.05	timeout
06-24 12:37	BTC	Buy	62894.1→62773.9	-1.41	timeout
06-24 11:59	BTC	Buy	62715.1→62856.9	+0.68	timeout
06-24 09:56	BTC	Buy	62576.1→62681.9	+0.38	timeout
06-24 08:51	BTC	Buy	62432.1→62723.9	+1.85	timeout
06-23 22:49	BTC	Buy	62288.1→62531.9	+1.52	timeout
06-23 22:16	BTC	Buy	62416.1→62749.9	+2.23	timeout
06-23 21:45	BTC	Buy	62326.1→62595.9	+1.72	timeout
06-23 21:07	BTC	Buy	62384.1→62529.9	+0.73	timeout
06-23 19:37	BTC	Buy	62933.1→62376.9	-4.87	timeout
06-23 08:19	BTC	Buy	63903.2→62329.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63978.2→62395.7	-12.84	stop_loss
06-23 08:17	BTC	Buy	63943.2→62369.7	-12.78	stop_loss
06-23 01:17	BTC	Buy	65071.3→64194.8	-7.17	timeout
06-23 00:13	BTC	Buy	64752.2→63915.8	-6.89	timeout
06-22 23:24	BTC	Buy	64321.2→63973.8	-3.12	timeout
06-22 22:40	BTC	Buy	64076.2→63886.8	-1.93	timeout
06-22 21:29	BTC	Buy	64096.2→64274.8	+0.94	timeout
06-22 12:41	BTC	Buy	63944.2→65083.7	+8.39	timeout
06-22 11:04	BTC	Buy	63652.2→64097.8	+2.98	timeout
06-22 10:30	BTC	Buy	63577.2→64132.8	+3.87	timeout
06-22 09:42	BTC	Buy	63853.2→64060.8	+1.13	timeout
06-22 08:36	BTC	Buy	64032.2→64080.8	-0.11	timeout
06-21 23:46	BTC	Buy	64231.2→63262.8	-7.99	timeout
06-21 21:58	BTC	Buy	64201.2→63746.8	-3.98	timeout
06-21 21:24	BTC	Buy	63988.2→63655.8	-3.05	timeout
06-21 20:48	BTC	Buy	63922.2→63749.8	-1.80	timeout
06-21 19:37	BTC	Buy	64198.2→64166.8	-0.69	timeout
06-21 11:23	BTC	Buy	64247.2→64300.8	-0.01	timeout
06-21 09:23	BTC	Buy	63918.2→63982.8	-0.01	timeout
06-21 08:50	BTC	Buy	63873.2→63902.8	-0.29	timeout
06-21 08:16	BTC	Buy	63941.2→64064.8	+0.45	timeout
06-21 07:13	BTC	Buy	63874.2→64221.8	+2.28	timeout
06-20 23:16	BTC	Buy	63649.2→64246.8	+4.24	timeout
06-20 21:00	BTC	Buy	63410.2→63896.8	+3.39	timeout
06-20 20:25	BTC	Buy	63489.2→63911.8	+2.89	timeout
06-20 19:53	BTC	Buy	63704.2→63901.8	+1.12	timeout
06-20 18:38	BTC	Buy	63712.2→63823.8	+0.43	timeout
06-20 10:47	BTC	Buy	63279.2→63588.8	+1.96	timeout
06-20 07:32	BTC	Buy	62975.1→63746.8	+5.67	timeout
06-20 06:25	BTC	Buy	63106.2→63683.8	+4.12	timeout
06-20 05:53	BTC	Buy	63183.2→63608.8	+2.92	timeout
06-20 05:20	BTC	Buy	63063.2→63713.8	+4.71	timeout
06-19 22:16	BTC	Buy	62476.1→63086.8	+4.42	timeout
06-19 19:20	BTC	Buy	62700.1→62970.9	+1.70	timeout
06-19 18:07	BTC	Buy	62766.1→63094.8	+2.17	timeout
06-19 17:21	BTC	Buy	62571.1→63057.8	+3.44	timeout
06-19 16:50	BTC	Buy	62620.1→63146.8	+3.77	timeout
06-19 07:46	BTC	Buy	62953.1→62504.9	-3.99	timeout
06-19 07:11	BTC	Buy	62626.1→62822.9	+1.14	timeout
06-19 05:32	BTC	Buy	62663.1→62625.9	-0.72	timeout
06-19 04:49	BTC	Buy	62683.1→62593.9	-1.14	timeout
06-19 04:07	BTC	Buy	62626.1→62728.9	+0.39	timeout
06-18 15:57	BTC	Buy	63903.2→62326.7	-12.72	stop_loss
06-18 15:57	BTC	Buy	63940.2→62367.7	-12.66	stop_loss
06-18 15:53	BTC	Buy	64029.2→62454.6	-12.68	stop_loss
06-18 15:40	BTC	Buy	64222.2→62639.5	-12.77	stop_loss
06-18 15:40	BTC	Buy	64316.2→62733.5	-12.75	stop_loss
06-18 12:34	BTC	Buy	64575.2→64173.8	-3.58	timeout
06-18 12:04	BTC	Buy	64552.2→63964.8	-5.03	timeout
06-18 11:34	BTC	Buy	64423.2→64018.8	-3.62	timeout
06-18 10:58	BTC	Buy	64307.2→64064.8	-2.38	timeout

Paper vs Live

Paper (trades.jsonl)

257

closed

48%

win rate

-362.74

total pnl ($)

-28.1 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	257	48%	-28.1	-362.74

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…