deribit_basis_rolling_uptrend_long · strategy

125

closed trades

49%

win rate

-257.91

total pnl ($)

0.748

weight

7d window — n=25 wr=48% pnl=-80.65 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 01:26	BTC	Buy	60192→59348	-7.49	timeout
06-29 00:19	BTC	Buy	60120→59362	-6.81	timeout
06-28 23:14	BTC	Buy	60010→59266	-6.78	timeout
06-28 22:13	BTC	Buy	60114→59614	-4.62	timeout
06-27 19:12	BTC	Buy	59979→60570	+4.50	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 16:02	BTC	Buy	60367→60773	+2.94	timeout
06-26 18:01	BTC	Buy	59745→60029	+1.81	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 14:53	BTC	Buy	59611→59642	-0.24	timeout
06-25 13:54	BTC	Buy	60004→58467.8	-13.17	stop_loss
06-25 13:53	BTC	Buy	60239→58696.7	-13.18	stop_loss
06-25 13:51	BTC	Buy	60752→59197.4	-13.18	stop_loss
06-25 13:48	BTC	Buy	60939→59376.3	-13.22	stop_loss
06-24 13:46	BTC	Buy	62908.1→61295.3	-13.27	stop_loss
06-24 12:29	BTC	Buy	62369.1→62790.9	+2.93	timeout
06-24 11:12	BTC	Buy	62349.1→62374.9	-0.26	timeout
06-24 10:02	BTC	Buy	62490.1→62581.9	+0.23	timeout
06-24 09:00	BTC	Buy	62427.1→62727.9	+1.88	timeout
06-23 08:17	BTC	Buy	64010.2→62369.7	-13.28	stop_loss
06-23 05:46	BTC	Buy	64983.2→63318.2	-13.29	stop_loss
06-22 22:20	BTC	Buy	63656.2→64243.8	+4.17	timeout
06-22 19:21	BTC	Buy	64175.2→64411.8	+1.35	timeout
06-22 09:26	BTC	Buy	64048.2→64108.8	-0.05	timeout
06-21 18:37	BTC	Buy	63830.2→64123.8	+1.90	timeout
06-21 15:59	BTC	Buy	64103.2→64177.8	+0.15	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 14:59	BTC	Buy	63177.2→63913.8	+5.31	timeout
06-20 12:54	BTC	Buy	62729.1→63549.8	+6.05	timeout
06-20 10:24	BTC	Buy	62459.1→63620.8	+8.77	timeout
06-20 02:24	BTC	Buy	63003.2→63360.8	+2.40	timeout
06-18 15:51	BTC	Buy	64181.2→62528.6	-13.06	stop_loss
06-18 15:40	BTC	Buy	64330.2→62668.5	-13.11	stop_loss
06-17 18:44	BTC	Buy	65843.3→65916.7	+0.05	timeout
06-17 17:36	BTC	Buy	65774.3→65907.7	+0.46	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 17:38	BTC	Buy	66838.3→65716.7	-8.92	timeout
06-16 15:21	BTC	Buy	66669.3→65733.7	-7.54	timeout
06-16 14:23	BTC	Buy	67207.4→65485	-13.34	stop_loss
06-16 14:22	BTC	Buy	66430.3→65711.7	-5.94	timeout
06-15 13:25	BTC	Buy	64020.2→66895.7	+22.02	take_profit
06-15 13:16	BTC	Buy	63835.2→66702.7	+22.03	take_profit
06-15 13:06	BTC	Buy	63764.2→66628.7	+22.03	take_profit
06-15 13:06	BTC	Buy	63752.2→66617.7	+22.04	take_profit
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
06-14 17:07	BTC	Buy	63990.2→63920.8	-1.06	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 17:25	BTC	Buy	63796.2→64012.8	+1.24	timeout
06-13 16:22	BTC	Buy	63791.2→64008.8	+1.28	timeout
06-12 19:05	BTC	Buy	63473.2→63727.8	+1.54	timeout
06-12 18:00	BTC	Buy	63603.2→63858.8	+1.55	timeout
06-12 16:53	BTC	Buy	62602.1→63906.8	+9.93	timeout
06-12 15:48	BTC	Buy	62585.1→63702.8	+8.38	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 16:19	BTC	Buy	62308.1→62781.9	+3.26	timeout
06-11 15:03	BTC	Buy	62333.1→62693.9	+2.35	timeout
06-10 17:37	BTC	Buy	61729.1→61786.9	-0.02	timeout
06-10 16:37	BTC	Buy	61262.1→62357.9	+8.42	timeout
06-10 15:35	BTC	Buy	61355.1→62273.9	+6.98	timeout
06-10 14:35	BTC	Buy	61502.1→61971.9	+3.34	timeout
06-09 14:30	BTC	Buy	63047.2→61425.2	-13.32	stop_loss
06-09 14:18	BTC	Buy	63407.2→61784	-13.25	stop_loss
06-09 14:17	BTC	Buy	63420.2→61791	-13.29	stop_loss
06-09 14:16	BTC	Buy	63480.2→61854	-13.26	stop_loss
06-09 06:55	BTC	Buy	62963.1→63249.8	+1.77	timeout
06-08 23:33	BTC	Buy	63209.2→63023.8	-1.94	timeout
06-08 19:12	BTC	Buy	61691.1→63402.8	+13.37	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 21:00	BTC	Buy	60684→61857.9	+9.24	timeout
06-07 18:24	BTC	Buy	60497→62174.9	+13.46	timeout
06-07 16:31	BTC	Buy	60631→62214.9	+12.55	timeout
06-07 04:29	BTC	Buy	59942→61533.9	+12.83	timeout
06-06 20:17	BTC	Buy	60722→60541	-1.87	timeout
06-06 18:14	BTC	Buy	60597→60466	-1.48	timeout
06-06 16:12	BTC	Buy	59768→60747	+7.78	timeout
06-06 04:12	BTC	Buy	61796.1→60202.9	-13.35	stop_loss
06-05 21:04	BTC	Buy	59285→61946.9	+22.00	take_profit
06-05 18:52	BTC	Buy	60814→59257.4	-13.26	stop_loss
06-05 18:52	BTC	Buy	61017.1→59455.3	-13.25	stop_loss
06-05 14:26	BTC	Buy	61907.1→60321.8	-13.25	stop_loss
06-05 14:26	BTC	Buy	61912.1→60327.8	-13.24	stop_loss
06-05 13:59	BTC	Buy	62284.1→60689.6	-13.25	stop_loss
06-05 13:56	BTC	Buy	62611.1→61006.4	-13.27	stop_loss
06-05 11:57	BTC	Buy	62445.1→62047.9	-3.66	timeout
06-05 06:23	BTC	Buy	62872.1→61263.3	-13.23	stop_loss
06-05 03:06	BTC	Buy	63989.2→62350.7	-13.22	stop_loss
06-05 02:50	BTC	Buy	63541.2→62708.9	-6.96	timeout
06-05 01:32	BTC	Buy	62916.1→63453.8	+3.85	timeout
06-04 10:30	BTC	Buy	64052.2→62412.7	-13.22	stop_loss
06-04 09:27	BTC	Buy	64428.2→62776.5	-13.26	stop_loss
06-04 01:22	BTC	Buy	64248.2→62603.6	-13.25	stop_loss

Paper vs Live

Paper (trades.jsonl)

125

closed

49%

win rate

-257.91

total pnl ($)

-40.7 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	125	49%	-40.7	-257.91

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…