batched_deribit_basis_low_long · strategy

125

closed trades

44%

win rate

-347.96

total pnl ($)

0.290

weight

7d window — n=37 wr=49% pnl=-110.66 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 20:36	BTC	Buy	64032.2→64401.8	+2.41	timeout
06-22 19:33	BTC	Buy	64197.2→64414.8	+1.20	timeout
06-22 18:32	BTC	Buy	64139.2→64576.8	+2.89	timeout
06-22 17:27	BTC	Buy	64116.2→64551.8	+2.93	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 20:22	BTC	Buy	63924.2→64068.8	+0.69	timeout
06-21 19:21	BTC	Buy	63888.2→64168.8	+1.78	timeout
06-21 18:17	BTC	Buy	63815.2→63967.8	+0.83	timeout
06-21 17:12	BTC	Buy	63895.2→64180.8	+1.84	timeout
06-20 21:15	BTC	Buy	63242.2→63953.8	+5.19	timeout
06-20 20:12	BTC	Buy	63049.2→63935.8	+6.62	timeout
06-20 19:07	BTC	Buy	63021.2→63804.8	+5.78	timeout
06-20 18:03	BTC	Buy	63123.2→63884.8	+5.57	timeout
06-20 17:01	BTC	Buy	62933.1→63934.8	+7.47	timeout
06-19 20:00	BTC	Buy	62970.1→63014.8	-0.13	timeout
06-19 18:59	BTC	Buy	62679.1→63079.8	+2.72	timeout
06-19 17:59	BTC	Buy	62582.1→63184.8	+4.36	timeout
06-19 16:54	BTC	Buy	62662.1→63057.8	+2.74	timeout
06-19 16:12	BTC	Buy	62638.1→63110.8	+3.33	timeout
06-18 15:57	BTC	Buy	63898.2→62293.7	-12.82	stop_loss
06-18 15:51	BTC	Buy	64139.2→62555.6	-12.52	stop_loss
06-18 15:40	BTC	Buy	64274.2→62679.5	-12.97	stop_loss
06-18 15:40	BTC	Buy	64301.2→62719.5	-12.87	stop_loss
06-18 15:37	BTC	Buy	64424.2→62839.4	-12.85	stop_loss
06-18 04:11	BTC	Buy	65347.3→63738.9	-12.76	stop_loss
06-17 19:50	BTC	Buy	65639.3→64015.8	-12.83	stop_loss
06-17 19:42	BTC	Buy	65724.3→64104.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65808.3→64189.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65872.3→64251.6	-12.75	stop_loss
06-17 16:54	BTC	Buy	65704.3→65862.7	+0.70	timeout
06-17 15:51	BTC	Buy	65842.3→65756.7	-1.04	timeout
06-17 14:48	BTC	Buy	65628.3→64960.8	-5.54	timeout
06-16 23:10	BTC	Buy	66227.3→65735.7	-4.25	timeout
06-16 22:12	BTC	Buy	66424.3→65831.7	-5.00	timeout
06-16 14:44	BTC	Buy	66487.3→65643.7	-6.88	timeout
06-16 14:23	BTC	Buy	67162.4→65511	-12.82	stop_loss
06-16 13:45	BTC	Buy	66525.3→66108.7	-3.66	timeout
06-15 22:43	BTC	Buy	65373.3→66256.7	+6.26	timeout
06-15 21:40	BTC	Buy	65371.3→66402.7	+7.38	timeout
06-15 13:20	BTC	Buy	64015.2→66827.7	+21.53	take_profit
06-15 13:16	BTC	Buy	63932.2→66742.7	+21.55	take_profit
06-15 13:00	BTC	Buy	63788.2→66589.7	+21.52	take_profit
06-14 22:20	BTC	Buy	64413.2→65158.7	+5.29	timeout
06-14 21:16	BTC	Buy	64245.2→64346.8	+0.32	timeout
06-14 20:11	BTC	Buy	64264.2→63795.8	-4.14	timeout
06-14 19:10	BTC	Buy	64173.2→63748.8	-3.83	timeout
06-14 17:03	BTC	Buy	63963.2→63938.8	-0.70	timeout
06-13 21:17	BTC	Buy	63610.2→64238.8	+4.47	timeout
06-13 20:11	BTC	Buy	63549.2→64256.8	+5.12	timeout
06-13 19:11	BTC	Buy	63662.2→64144.8	+3.34	timeout
06-13 18:07	BTC	Buy	63768.2→64046.8	+1.71	timeout
06-13 17:00	BTC	Buy	63943.2→63995.8	-0.04	timeout
06-12 20:37	BTC	Buy	63293.2→63514.8	+1.28	timeout
06-12 19:32	BTC	Buy	63810.2→63626.8	-1.89	timeout
06-12 18:24	BTC	Buy	63371.2→63693.8	+2.08	timeout
06-12 17:18	BTC	Buy	62424.1→63831.8	+10.81	timeout
06-12 16:17	BTC	Buy	62781.1→63887.8	+8.32	timeout
06-11 19:49	BTC	Buy	61913.1→63681.8	+13.71	timeout
06-11 18:42	BTC	Buy	61780.1→63473.8	+13.13	timeout
06-11 17:37	BTC	Buy	61796.1→63107.8	+10.07	timeout
06-11 16:39	BTC	Buy	62289.1→62695.9	+2.71	timeout
06-11 15:38	BTC	Buy	62310.1→62823.9	+3.58	timeout
06-10 18:59	BTC	Buy	61805.1→61844.9	-0.18	timeout
06-10 17:55	BTC	Buy	61740.1→61933.9	+1.08	timeout
06-10 16:53	BTC	Buy	61185.1→62092.9	+6.90	timeout
06-10 15:50	BTC	Buy	61244.1→62254.9	+7.75	timeout
06-10 14:48	BTC	Buy	61177.1→61962.9	+5.94	timeout
06-09 14:36	BTC	Buy	62909.1→61362.2	-12.75	stop_loss
06-09 14:29	BTC	Buy	63135.2→61582.1	-12.75	stop_loss
06-09 14:17	BTC	Buy	63390.2→61830	-12.76	stop_loss
06-09 14:17	BTC	Buy	63397.2→61837	-12.75	stop_loss
06-09 14:16	BTC	Buy	63468.2→61905.9	-12.76	stop_loss
06-09 08:26	BTC	Buy	63092.2→62920.9	-1.83	timeout
06-09 07:24	BTC	Buy	63155.2→63268.8	+0.39	timeout
06-09 06:22	BTC	Buy	63067.2→63442.8	+2.48	timeout
06-08 22:16	BTC	Buy	63432.2→63302.8	-1.51	timeout
06-08 16:58	BTC	Buy	62030.1→63466.8	+11.04	timeout
06-08 07:24	BTC	Buy	62143.1→63136.8	+7.51	timeout
06-08 06:24	BTC	Buy	61855.1→62964.9	+8.51	timeout
06-08 05:23	BTC	Buy	61863.1→62604.9	+5.54	timeout
06-07 20:57	BTC	Buy	60672→61853.9	+9.31	timeout
06-07 16:42	BTC	Buy	60665→62182.9	+12.03	timeout
06-07 07:14	BTC	Buy	61007.1→62105.9	+8.60	timeout
06-07 06:12	BTC	Buy	61097.1→61676.9	+4.34	timeout
06-07 05:10	BTC	Buy	60095→61770.9	+13.52	timeout
06-06 20:09	BTC	Buy	60760→60538	-2.21	timeout
06-06 16:05	BTC	Buy	60165→60896	+5.69	timeout
06-06 04:27	BTC	Buy	61311.1→59801.1	-12.77	stop_loss
06-06 04:21	BTC	Buy	61413.1→59899	-12.78	stop_loss
06-06 04:11	BTC	Buy	61802.1→60278.8	-12.78	stop_loss
06-05 21:04	BTC	Buy	59311→61914.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60716→59222.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60765→59270.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60831→59335.3	-12.75	stop_loss
06-05 18:44	BTC	Buy	61258.1→59751.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 14:04	BTC	Buy	62054.1→60526.7	-12.76	stop_loss
06-05 13:56	BTC	Buy	62500.1→60962.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62858.1→61310.3	-12.77	stop_loss
06-05 13:49	BTC	Buy	62947.1→61398.2	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

125

closed

44%

win rate

-347.96

total pnl ($)

-55.4 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	125	44%	-55.4	-347.96

Recent bounces (last 20 of 5)

time	sym	side	reason
06-22 22:27	BTC	Buy	stale_intent
06-22 22:27	BTC	Buy	stale_intent
06-22 21:19	BTC	Buy	stale_intent
06-22 21:18	BTC	Buy	stale_intent
06-22 18:46	BTC	Buy	trigger_already_opened

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…