deribit_basis_75p_threshold_long_x2189874 · strategy

closed trades

42%

win rate

-330.69

total pnl ($)

0.874

weight

7d window — n=10 wr=40% pnl=-40.69 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 83 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 14:08	BTC	Buy	60657→59163.4	-12.77	stop_loss
06-29 06:54	BTC	Buy	60004→60100	+0.36	timeout
06-29 05:52	BTC	Buy	59918→59917	-0.48	timeout
06-29 04:45	BTC	Buy	60136→59774	-3.47	timeout
06-27 21:19	BTC	Buy	59693→60348	+5.10	timeout
06-27 20:14	BTC	Buy	59672→60234	+4.32	timeout
06-27 19:12	BTC	Buy	59979→60570	+4.50	timeout
06-26 12:43	BTC	Buy	60532→59042.5	-12.76	stop_loss
06-24 14:17	BTC	Buy	62561.1→61017.4	-12.75	stop_loss
06-24 13:44	BTC	Buy	62954.1→61406.2	-12.74	stop_loss
06-23 06:21	BTC	Buy	64329.2→62746.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64374.2→62791.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64522.2→62928.4	-12.82	stop_loss
06-22 21:28	BTC	Buy	63662.2→64275.8	+4.36	timeout
06-22 20:28	BTC	Buy	64074.2→64339.8	+1.60	timeout
06-22 19:26	BTC	Buy	64198.2→64308.8	+0.37	timeout
06-21 20:23	BTC	Buy	63920.2→64083.8	+0.83	timeout
06-21 19:25	BTC	Buy	63895.2→64185.8	+1.86	timeout
06-21 18:24	BTC	Buy	63826.2→63981.8	+0.83	timeout
06-20 19:25	BTC	Buy	62991.1→63889.8	+6.70	timeout
06-20 18:24	BTC	Buy	63106.2→63810.8	+5.14	timeout
06-20 17:25	BTC	Buy	62925.1→63869.8	+7.04	timeout
06-19 18:44	BTC	Buy	62749.1→63027.8	+1.75	timeout
06-19 17:40	BTC	Buy	62526.1→63024.8	+3.53	timeout
06-19 16:56	BTC	Buy	62665.1→62977.9	+2.06	timeout
06-18 15:55	BTC	Buy	63971.2→62396.7	-12.71	stop_loss
06-18 15:51	BTC	Buy	64144.2→62565.6	-12.69	stop_loss
06-18 15:39	BTC	Buy	64384.2→62795.4	-12.75	stop_loss
06-18 11:44	BTC	Buy	64784.2→63892.8	-7.38	timeout
06-18 10:43	BTC	Buy	64886.2→63990.8	-7.42	timeout
06-18 09:40	BTC	Buy	64950.2→64251.8	-5.94	timeout
06-17 10:04	BTC	Buy	66402.3→64767.4	-12.85	stop_loss
06-17 08:39	BTC	Buy	66631.3→64992.2	-12.78	stop_loss
06-17 08:16	BTC	Buy	66465.3→65285.7	-9.34	timeout
06-15 21:18	BTC	Buy	64497.2→66480.7	+14.87	timeout
06-13 22:24	BTC	Buy	63615.2→64415.8	+5.81	timeout
06-12 23:48	BTC	Buy	63591.2→63498.8	-1.22	timeout
06-12 22:06	BTC	Buy	63556.2→63515.8	-0.82	timeout
06-12 21:02	BTC	Buy	63383.2→63460.8	+0.14	timeout
06-11 17:37	BTC	Buy	61803.1→63118.8	+10.10	timeout
06-11 14:51	BTC	Buy	61951.1→62912.9	+7.22	timeout
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.10	timeout
06-10 16:30	BTC	Buy	61001→62262.9	+9.79	timeout
06-10 14:31	BTC	Buy	61492.1→61977.9	+3.47	timeout
06-09 16:40	BTC	Buy	62266.1→60734.6	-12.76	stop_loss
06-09 15:55	BTC	Buy	62645.1→61104.4	-12.75	stop_loss
06-07 05:31	BTC	Buy	60707→61750.9	+8.18	timeout
06-07 04:29	BTC	Buy	59942→61533.9	+12.83	timeout
06-06 20:12	BTC	Buy	60693→60545	-1.60	timeout
06-06 04:27	BTC	Buy	61296.1→59788.1	-12.75	stop_loss
06-06 04:11	BTC	Buy	61792.1→60269.8	-12.77	stop_loss
06-05 06:20	BTC	Buy	63232.2→61677.1	-12.71	stop_loss
06-05 06:03	BTC	Buy	63632.2→62065.8	-12.72	stop_loss
06-05 02:27	BTC	Buy	63026.2→62818.9	-2.08	timeout
06-04 10:27	BTC	Buy	64122.2→62545.6	-12.71	stop_loss
06-04 09:26	BTC	Buy	64445.2→62857.4	-12.76	stop_loss
06-04 00:29	BTC	Buy	65151.3→63549	-12.74	stop_loss
06-03 20:55	BTC	Buy	66386.3→64748.4	-12.83	stop_loss
06-03 16:24	BTC	Buy	67300.4→65643.9	-12.79	stop_loss
06-03 03:34	BTC	Buy	67616.4→65953.7	-12.75	stop_loss
06-03 03:28	BTC	Buy	67747.4→66068.6	-12.84	stop_loss
06-03 03:28	BTC	Buy	67775.4→66097.6	-12.83	stop_loss
06-02 12:56	BTC	Buy	70731.5→68992	-12.81	stop_loss
06-02 12:38	BTC	Buy	70808.5→69067	-12.82	stop_loss
06-02 12:30	BTC	Buy	70919.5→69175.9	-12.80	stop_loss
06-01 15:32	BTC	Buy	73927.7→71299.8	-18.33	stop_loss
06-01 15:32	BTC	Buy	73503.7→71299.8	-15.57	stop_loss
06-01 15:32	BTC	Buy	73625.7→71299.8	-16.38	stop_loss
05-31 17:39	BTC	Buy	73874.7→73691.3	-1.75	timeout
05-31 15:41	BTC	Buy	73841.7→73679.3	-1.59	timeout
05-31 13:48	BTC	Buy	73750.7→73859.3	+0.28	timeout
05-31 11:38	BTC	Buy	73593.7→73922.3	+1.64	timeout
05-31 09:44	BTC	Buy	73529.7→73951.3	+2.27	timeout
05-30 12:13	BTC	Buy	73323.7→73560.3	+1.12	timeout
05-30 11:06	BTC	Buy	73634.7→73607.3	-0.70	timeout
05-30 09:53	BTC	Buy	73712.7→73571.3	-1.44	timeout
05-30 07:51	BTC	Buy	73399.7→73489.3	+0.12	timeout
05-30 06:36	BTC	Buy	73674.7→73673.3	-0.50	timeout
05-29 11:04	BTC	Buy	73404.7→73595.3	+0.80	timeout
05-29 09:54	BTC	Buy	73529.7→73696.3	+0.61	timeout
05-29 08:44	BTC	Buy	73254.7→73731.3	+2.78	timeout
05-29 07:36	BTC	Buy	73394.7→73460.3	-0.07	timeout
05-29 06:33	BTC	Buy	72833.6→73380.3	+3.18	timeout

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

-330.69

total pnl ($)

-79.2 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	83	42%	-79.2	-330.69

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…