deribit_basis_bottom_decile_long · strategy

closed trades

48%

win rate

-158.53

total pnl ($)

0.823

weight

7d window — n=13 wr=46% pnl=-68.70 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 19:02	BTC	Buy	59400→59666	+1.67	timeout
06-26 18:05	BTC	Buy	59572→60083	+3.73	timeout
06-26 17:03	BTC	Buy	59194→60109	+7.19	timeout
06-26 15:55	BTC	Buy	59453→60260	+6.26	timeout
06-26 14:58	BTC	Buy	59452→59576	+0.54	timeout
06-25 17:58	BTC	Buy	59383→59566	+1.13	timeout
06-25 13:58	BTC	Buy	59589→58110	-12.78	stop_loss
06-25 13:55	BTC	Buy	59869→58393.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60468→58967.6	-12.77	stop_loss
06-25 13:51	BTC	Buy	60583→59090.5	-12.70	stop_loss
06-24 17:20	BTC	Buy	60904→59406.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61169.1→59657.2	-12.78	stop_loss
06-24 13:57	BTC	Buy	62754.1→61208.3	-12.77	stop_loss
06-16 14:45	BTC	Buy	66551.3→65726.7	-6.73	timeout
06-16 14:23	BTC	Buy	67124.4→65473	-12.83	stop_loss
06-16 13:47	BTC	Buy	66504.3→66099.7	-3.57	timeout
06-16 12:42	BTC	Buy	66446.3→66465.7	-0.38	timeout
06-16 11:37	BTC	Buy	66187.3→66337.7	+0.61	timeout
06-15 14:19	BTC	Buy	64244.2→66501.7	+17.13	timeout
06-15 13:20	BTC	Buy	64020.2→66830.7	+21.51	take_profit
06-15 13:19	BTC	Buy	63994.2→66803.7	+21.52	take_profit
06-15 12:10	BTC	Buy	64455.2→66182.7	+12.96	timeout
06-15 11:05	BTC	Buy	64452.2→65934.7	+11.05	timeout
06-14 20:14	BTC	Buy	64246.2→63796.8	-3.99	timeout
06-14 14:57	BTC	Buy	64207.2→63931.8	-2.61	timeout
06-14 13:56	BTC	Buy	64062.2→64296.8	+1.38	timeout
06-14 11:47	BTC	Buy	63880.2→64578.8	+5.03	timeout
06-14 10:44	BTC	Buy	63847.2→64586.8	+5.32	timeout
06-13 19:55	BTC	Buy	63587.2→64295.8	+5.12	timeout
06-13 14:21	BTC	Buy	63440.2→64115.8	+4.83	timeout
06-13 13:11	BTC	Buy	63413.2→64113.8	+5.01	timeout
06-13 11:24	BTC	Buy	63812.2→63908.8	+0.22	timeout
06-13 10:06	BTC	Buy	63668.2→63734.8	-0.01	timeout
06-12 17:55	BTC	Buy	63468.2→63813.8	+2.25	timeout
06-12 12:03	BTC	Buy	63019.2→63724.8	+5.07	timeout
06-12 10:58	BTC	Buy	63092.2→63669.8	+4.05	timeout
06-12 09:52	BTC	Buy	62942.1→63762.8	+5.97	timeout
06-12 08:51	BTC	Buy	62953.1→63387.8	+2.93	timeout
06-11 16:52	BTC	Buy	62091.1→62591.9	+3.51	timeout
06-11 11:27	BTC	Buy	60894→63111.8	+17.63	timeout
06-11 10:26	BTC	Buy	61200.1→62801.9	+12.49	timeout
06-11 09:22	BTC	Buy	60854→62766.9	+15.15	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 16:39	BTC	Buy	60868→62271.9	+10.99	timeout
06-09 14:21	BTC	Buy	63169.2→61615.1	-12.76	stop_loss
06-09 14:17	BTC	Buy	63351.2→61793	-12.76	stop_loss
06-09 14:16	BTC	Buy	63443.2→61882.9	-12.76	stop_loss
06-09 14:16	BTC	Buy	63458.2→61897.9	-12.76	stop_loss
06-09 14:04	BTC	Buy	63641.2→62072.8	-12.78	stop_loss
06-09 07:17	BTC	Buy	63123.2→63317.8	+1.04	timeout
06-08 19:03	BTC	Buy	61728.1→63521.8	+14.02	timeout
06-08 17:58	BTC	Buy	62147.1→63485.8	+10.23	timeout
06-08 17:00	BTC	Buy	62044.1→63508.8	+11.26	timeout
06-08 16:01	BTC	Buy	62054.1→63671.8	+12.46	timeout
06-08 06:32	BTC	Buy	62025.1→63039.8	+7.71	timeout
06-07 18:38	BTC	Buy	60620→62136.9	+12.11	timeout
06-07 17:29	BTC	Buy	60655→62229.9	+12.54	timeout
06-07 16:12	BTC	Buy	60742→61990.9	+9.71	timeout
06-07 15:08	BTC	Buy	60655→61731.9	+8.42	timeout
06-07 06:07	BTC	Buy	61024.1→61649.9	+4.73	timeout
06-06 16:05	BTC	Buy	60197→60820	+4.74	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:15	BTC	Buy	61489.1→59976	-12.76	stop_loss
06-05 21:04	BTC	Buy	59263→61864.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60841→59344.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 18:44	BTC	Buy	61218.1→59712.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 14:04	BTC	Buy	62099.1→60571.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62418.1→60883.5	-12.74	stop_loss
06-05 13:56	BTC	Buy	62528.1→60988.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62920.1→61372.2	-12.75	stop_loss
06-05 11:08	BTC	Buy	62424.1→62339.9	-1.16	timeout
06-05 06:21	BTC	Buy	63116.2→61562.1	-12.76	stop_loss
06-05 06:20	BTC	Buy	63172.2→61609.1	-12.76	stop_loss
06-05 06:01	BTC	Buy	63682.2→62114.8	-12.71	stop_loss
06-05 03:01	BTC	Buy	64005.2→62430.6	-12.72	stop_loss
06-05 02:51	BTC	Buy	63496.2→62733.9	-6.41	timeout
06-04 11:10	BTC	Buy	63758.2→62189.8	-12.73	stop_loss
06-04 10:30	BTC	Buy	63985.2→62410.7	-12.73	stop_loss
06-04 09:22	BTC	Buy	64594.2→63004.3	-12.75	stop_loss
06-04 02:02	BTC	Buy	63328.2→61771	-12.74	stop_loss
06-04 01:16	BTC	Buy	64470.2→62883.4	-12.76	stop_loss
06-04 00:25	BTC	Buy	65430.3→63820.9	-12.75	stop_loss
06-03 20:44	BTC	Buy	66770.3→65125.2	-12.79	stop_loss
06-03 19:55	BTC	Buy	66821.3→65168.1	-12.85	stop_loss
06-03 19:54	BTC	Buy	67033.4→65381	-12.79	stop_loss
06-03 16:27	BTC	Buy	67159.4→65505	-12.79	stop_loss
06-03 16:26	BTC	Buy	67220.4→65566.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67402.4→65740.8	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-158.53

total pnl ($)

-34.7 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	90	48%	-34.7	-158.53

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 21:39	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…