deribit_basis_cheap_long · strategy

102

closed trades

42%

win rate

-278.45

total pnl ($)

0.276

weight

7d window — n=20 wr=30% pnl=-128.58 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 07:05	BTC	Buy	59987→59540	-4.16	timeout
06-28 21:18	BTC	Buy	60338→59638	-6.27	timeout
06-28 20:14	BTC	Buy	60259→59637	-5.61	timeout
06-28 19:08	BTC	Buy	60549→59493	-9.15	timeout
06-26 19:25	BTC	Buy	59220→59910	+5.28	timeout
06-26 18:25	BTC	Buy	59532→59996	+3.32	timeout
06-26 17:23	BTC	Buy	59461→60100	+4.81	timeout
06-26 16:12	BTC	Buy	59661→60140	+3.47	timeout
06-26 15:21	BTC	Buy	59178→59926	+5.77	timeout
06-25 18:00	BTC	Buy	59423→59642	+1.42	timeout
06-25 13:59	BTC	Buy	59499→58036.1	-12.65	stop_loss
06-25 13:54	BTC	Buy	60060→58582.8	-12.66	stop_loss
06-25 13:51	BTC	Buy	60670→59177.4	-12.67	stop_loss
06-25 13:48	BTC	Buy	60889→59391.3	-12.67	stop_loss
06-24 17:47	BTC	Buy	60624→59132.5	-12.74	stop_loss
06-24 17:44	BTC	Buy	60726→59232.4	-12.73	stop_loss
06-24 17:19	BTC	Buy	61030.1→59529.2	-12.72	stop_loss
06-24 16:51	BTC	Buy	61292.1→59736.1	-13.12	stop_loss
06-24 15:56	BTC	Buy	61788.1→60266.8	-12.74	stop_loss
06-24 13:48	BTC	Buy	62784.1→61240.3	-12.74	stop_loss
06-18 05:04	BTC	Buy	65291.3→63685	-12.76	stop_loss
06-16 14:47	BTC	Buy	66590.3→65669.7	-7.45	timeout
06-16 14:23	BTC	Buy	67155.4→65502	-12.84	stop_loss
06-16 13:55	BTC	Buy	66456.3→66053.7	-3.56	timeout
06-16 12:50	BTC	Buy	66528.3→66391.7	-1.55	timeout
06-16 11:44	BTC	Buy	66138.3→66370.7	+1.22	timeout
06-15 13:53	BTC	Buy	64282.2→66510.7	+16.89	timeout
06-15 13:16	BTC	Buy	63939.2→66751.7	+21.56	take_profit
06-15 12:50	BTC	Buy	63755.2→66556.7	+21.54	take_profit
06-15 11:44	BTC	Buy	64588.2→66133.7	+11.52	timeout
06-15 10:42	BTC	Buy	64592.2→65722.7	+8.29	timeout
06-14 18:58	BTC	Buy	64118.2→63782.8	-3.15	timeout
06-14 14:41	BTC	Buy	64197.2→63932.8	-2.51	timeout
06-14 13:34	BTC	Buy	64173.2→64222.8	-0.06	timeout
06-14 11:26	BTC	Buy	63925.2→64524.8	+4.24	timeout
06-14 10:23	BTC	Buy	63748.2→64593.8	+6.15	timeout
06-13 18:35	BTC	Buy	63757.2→64173.8	+2.81	timeout
06-13 14:11	BTC	Buy	63364.2→64134.8	+5.58	timeout
06-13 13:07	BTC	Buy	63425.2→64122.8	+4.98	timeout
06-13 10:58	BTC	Buy	63698.2→63806.8	+0.30	timeout
06-13 09:51	BTC	Buy	63817.2→63711.8	-1.35	timeout
06-12 18:12	BTC	Buy	63484.2→63868.8	+2.57	timeout
06-12 13:01	BTC	Buy	62930.1→63394.8	+3.17	timeout
06-12 11:55	BTC	Buy	63108.2→63803.8	+4.99	timeout
06-12 10:43	BTC	Buy	62903.1→63647.8	+5.39	timeout
06-12 09:38	BTC	Buy	62905.1→63824.8	+6.77	timeout
06-11 17:23	BTC	Buy	62036.1→62365.9	+2.12	timeout
06-11 11:22	BTC	Buy	61218.1→63128.8	+15.03	timeout
06-11 10:20	BTC	Buy	61143.1→62808.9	+13.02	timeout
06-11 09:18	BTC	Buy	61103.1→62804.9	+13.34	timeout
06-11 08:16	BTC	Buy	61661.1→62768.9	+8.40	timeout
06-10 16:40	BTC	Buy	60861→62305.9	+11.36	timeout
06-09 14:46	BTC	Buy	62786.1→61242.3	-12.76	stop_loss
06-09 14:44	BTC	Buy	62812.1→61266.3	-12.77	stop_loss
06-09 14:19	BTC	Buy	63277.2→61718	-12.78	stop_loss
06-09 14:17	BTC	Buy	63390.2→61828	-12.79	stop_loss
06-09 14:16	BTC	Buy	63409.2→61849	-12.77	stop_loss
06-09 06:50	BTC	Buy	62943.1→63272.8	+2.11	timeout
06-09 00:48	BTC	Buy	64013.2→62438.6	-12.74	stop_loss
06-09 00:46	BTC	Buy	64040.2→62465.6	-12.74	stop_loss
06-08 18:03	BTC	Buy	62191.1→63589.8	+10.71	timeout
06-08 17:04	BTC	Buy	62163.1→63369.8	+9.16	timeout
06-08 16:04	BTC	Buy	62009.1→63794.8	+13.84	timeout
06-08 15:02	BTC	Buy	61812.1→64006.8	+17.25	timeout
06-08 06:32	BTC	Buy	62025.1→63039.8	+7.72	timeout
06-07 17:16	BTC	Buy	60735→62234.9	+11.89	timeout
06-07 16:08	BTC	Buy	60809→61984.9	+9.08	timeout
06-07 14:57	BTC	Buy	60848→61903.9	+8.21	timeout
06-07 13:56	BTC	Buy	60746→61771.9	+7.97	timeout
06-07 06:07	BTC	Buy	61018.1→61658.9	+4.85	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:15	BTC	Buy	61492.1→59980	-12.75	stop_loss
06-05 21:04	BTC	Buy	59297→61899.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60591→59100.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60799→59303.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60821→59325.4	-12.75	stop_loss
06-05 18:44	BTC	Buy	61226.1→59720.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61975.1→60450.7	-12.75	stop_loss
06-05 13:58	BTC	Buy	62264.1→60731.6	-12.76	stop_loss
06-05 13:57	BTC	Buy	62314.1→60781.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62486.1→60937.5	-12.84	stop_loss
06-05 13:49	BTC	Buy	62959.1→61411.2	-12.75	stop_loss
06-05 11:51	BTC	Buy	62368.1→62167.9	-2.08	timeout
06-05 10:29	BTC	Buy	62516.1→62523.9	-0.40	timeout
06-05 06:24	BTC	Buy	62700.1→61151.3	-12.79	stop_loss
06-05 06:22	BTC	Buy	62856.1→61309.3	-12.74	stop_loss
06-05 06:20	BTC	Buy	63161.2→61607.1	-12.70	stop_loss
06-05 02:43	BTC	Buy	63403.2→62629.9	-6.51	timeout
06-05 01:29	BTC	Buy	62606.1→63303.8	+5.15	timeout
06-04 10:30	BTC	Buy	63975.2→62398.7	-12.75	stop_loss
06-04 10:28	BTC	Buy	64107.2→62516.6	-12.83	stop_loss
06-04 09:25	BTC	Buy	64488.2→62902.4	-12.74	stop_loss
06-04 01:23	BTC	Buy	64124.2→62547.6	-12.74	stop_loss
06-04 00:29	BTC	Buy	64987.2→63389.1	-12.74	stop_loss
06-04 00:26	BTC	Buy	65205.3→63602	-12.74	stop_loss
06-03 20:45	BTC	Buy	66728.3→65087.2	-12.80	stop_loss
06-03 19:55	BTC	Buy	66886.3→65241.1	-12.77	stop_loss
06-03 19:55	BTC	Buy	66913.3→65268.1	-12.77	stop_loss
06-03 16:25	BTC	Buy	67237.4→65580.9	-12.79	stop_loss
06-03 16:24	BTC	Buy	67305.4→65649.9	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

102

closed

42%

win rate

-278.45

total pnl ($)

-54.1 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	102	42%	-54.1	-278.45

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…