deribit_basis_cheap_band_long · strategy

closed trades

49%

win rate

-123.08

total pnl ($)

0.963

weight

7d window — n=14 wr=50% pnl=-46.38 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 57 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 00:09	BTC	Buy	60104→60101	-0.43	timeout
06-27 16:09	BTC	Buy	60218→60776	+4.23	timeout
06-27 14:17	BTC	Buy	59987→60626	+4.87	timeout
06-27 12:25	BTC	Buy	59628→60275	+4.95	timeout
06-27 10:48	BTC	Buy	59353→60365	+8.05	timeout
06-26 20:05	BTC	Buy	59624→59753	+0.56	timeout
06-26 13:18	BTC	Buy	60270→58787.7	-12.76	stop_loss
06-24 17:20	BTC	Buy	60916→59417.3	-12.73	stop_loss
06-24 15:46	BTC	Buy	61894.1→60369.8	-12.75	stop_loss
06-24 14:19	BTC	Buy	62530.1→60966.5	-12.80	stop_loss
06-24 14:17	BTC	Buy	62582.1→61017.4	-12.73	stop_loss
06-24 13:44	BTC	Buy	62409.1→61465.9	-7.92	timeout
06-24 09:40	BTC	Buy	62397.1→62656.9	+1.63	timeout
06-24 08:19	BTC	Buy	62443.1→62683.9	+1.46	timeout
06-18 04:11	BTC	Buy	65348.3→63738.9	-12.77	stop_loss
06-16 21:24	BTC	Buy	66523.3→65710.7	-6.65	timeout
06-14 05:42	BTC	Buy	63565.2→64339.8	+5.66	timeout
06-14 03:32	BTC	Buy	63473.2→64495.8	+7.64	timeout
06-13 22:57	BTC	Buy	63486.2→64438.8	+7.03	timeout
06-13 20:57	BTC	Buy	63460.2→64251.8	+5.76	timeout
06-13 12:44	BTC	Buy	63394.2→63989.8	+4.17	timeout
06-13 00:11	BTC	Buy	63679.2→63550.8	-1.59	timeout
06-12 20:26	BTC	Buy	63432.2→63504.8	+0.11	timeout
06-12 18:15	BTC	Buy	63493.2→63786.8	+1.85	timeout
06-12 16:13	BTC	Buy	62734.1→63842.8	+8.34	timeout
06-12 12:29	BTC	Buy	62644.1→63436.8	+5.80	timeout
06-11 21:16	BTC	Buy	61607.1→63506.8	+14.83	timeout
06-11 18:45	BTC	Buy	61729.1→63489.8	+13.69	timeout
06-11 15:34	BTC	Buy	62334.1→62709.9	+2.47	timeout
06-11 13:25	BTC	Buy	61446.1→62805.9	+10.50	timeout
06-11 08:46	BTC	Buy	61194.1→62890.9	+13.29	timeout
06-10 17:19	BTC	Buy	61835.1→62105.9	+1.69	timeout
06-09 14:43	BTC	Buy	62842.1→61296.3	-12.76	stop_loss
06-09 14:30	BTC	Buy	63000.1→61426.2	-12.95	stop_loss
06-09 14:16	BTC	Buy	63421.2→61859	-12.77	stop_loss
06-09 14:11	BTC	Buy	63499.2→61923.9	-12.85	stop_loss
06-09 13:36	BTC	Buy	63695.2→62117.8	-12.82	stop_loss
06-09 04:10	BTC	Buy	62926.1→62935.9	-0.37	timeout
06-07 21:05	BTC	Buy	60711→61712.9	+7.82	timeout
06-07 16:46	BTC	Buy	60764→62196.9	+11.30	timeout
06-07 14:38	BTC	Buy	60920→62230.9	+10.29	timeout
06-07 12:32	BTC	Buy	60748→61869.9	+8.77	timeout
06-07 05:07	BTC	Buy	59791→61784.9	+16.25	timeout
06-06 19:51	BTC	Buy	60285→60613	+2.34	timeout
06-05 11:59	BTC	Buy	62522.1→61946.9	-5.09	timeout
06-05 06:16	BTC	Buy	63469.2→61906.9	-12.69	stop_loss
06-05 06:01	BTC	Buy	63677.2→62107.8	-12.74	stop_loss
06-05 06:01	BTC	Buy	63689.2→62122.8	-12.71	stop_loss
06-05 02:46	BTC	Buy	63428.2→62800.9	-5.35	timeout
06-04 10:49	BTC	Buy	63855.2→62284.7	-12.72	stop_loss
06-04 01:22	BTC	Buy	64272.2→62691.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65037.3→63438.1	-12.74	stop_loss
06-03 23:54	BTC	Buy	65647.3→64032.8	-12.74	stop_loss
06-03 23:07	BTC	Buy	66051.3→64418.6	-12.81	stop_loss
06-03 19:54	BTC	Buy	67040.4→65384	-12.84	stop_loss
06-03 03:49	BTC	Buy	67286.4→65630.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67498.4→65828.8	-12.82	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-123.08

total pnl ($)

-43.0 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	57	49%	-43.0	-123.08

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 01:52	BTC	Buy	circuit_breaker
06-27 23:48	BTC	Buy	circuit_breaker
06-27 21:32	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…