deribit_basis_cheap_long_v3 · strategy

101

closed trades

44%

win rate

-254.03

total pnl ($)

0.484

weight

7d window — n=19 wr=26% pnl=-120.60 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 01:12	BTC	Buy	59949→59995	-0.09	timeout
06-27 23:29	BTC	Buy	59952→59945	-0.46	timeout
06-26 18:08	BTC	Buy	59595→60050	+3.27	timeout
06-26 17:07	BTC	Buy	59135→60082	+7.44	timeout
06-26 15:59	BTC	Buy	59564→60265	+5.33	timeout
06-26 14:57	BTC	Buy	59507→59466	-0.85	timeout
06-26 14:11	BTC	Buy	59523→59950	+3.09	timeout
06-25 13:59	BTC	Buy	59539→58068	-12.74	stop_loss
06-25 13:58	BTC	Buy	59673→58201	-12.72	stop_loss
06-25 13:57	BTC	Buy	59830→58355.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60285→58790.6	-12.78	stop_loss
06-25 13:51	BTC	Buy	60654→59159.4	-12.72	stop_loss
06-24 17:20	BTC	Buy	60922→59419.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61260.1→59739.1	-12.84	stop_loss
06-24 14:19	BTC	Buy	62377.1→60842.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62596.1→61052.4	-12.78	stop_loss
06-24 13:48	BTC	Buy	62782.1→61232.3	-12.79	stop_loss
06-24 13:45	BTC	Buy	62887.1→61339.2	-12.76	stop_loss
06-24 08:23	BTC	Buy	62367.1→62680.9	+1.98	timeout
06-17 22:03	BTC	Buy	65473.3→63845.9	-12.88	stop_loss
06-16 15:33	BTC	Buy	66619.3→65809.7	-6.60	timeout
06-16 14:31	BTC	Buy	66502.3→65455.7	-8.40	timeout
06-16 13:40	BTC	Buy	66516.3→66023.7	-4.24	timeout
06-16 12:35	BTC	Buy	66245.3→66717.7	+3.04	timeout
06-16 11:31	BTC	Buy	66291.3→66426.7	+0.48	timeout
06-15 13:37	BTC	Buy	64279.2→66740.7	+18.71	timeout
06-15 12:55	BTC	Buy	63776.2→66579.7	+21.55	take_profit
06-15 12:33	BTC	Buy	64369.2→66223.7	+13.97	timeout
06-15 11:28	BTC	Buy	64553.2→66216.7	+12.44	timeout
06-15 10:25	BTC	Buy	64610.2→65716.7	+8.12	timeout
06-14 19:39	BTC	Buy	64229.2→63781.8	-3.99	timeout
06-14 13:15	BTC	Buy	64146.2→64332.8	+1.00	timeout
06-14 12:11	BTC	Buy	63924.2→64441.8	+3.61	timeout
06-14 11:08	BTC	Buy	63867.2→64470.8	+4.27	timeout
06-14 10:05	BTC	Buy	63727.2→64532.8	+5.83	timeout
06-13 18:34	BTC	Buy	63738.2→64164.8	+2.89	timeout
06-13 12:05	BTC	Buy	63654.2→63930.8	+1.64	timeout
06-13 11:04	BTC	Buy	63832.2→63825.8	-0.60	timeout
06-13 09:57	BTC	Buy	63784.2→63740.8	-0.87	timeout
06-13 08:55	BTC	Buy	63433.2→63778.8	+2.19	timeout
06-12 18:07	BTC	Buy	63386.2→63705.8	+2.06	timeout
06-12 11:44	BTC	Buy	63117.2→63760.8	+4.57	timeout
06-12 10:32	BTC	Buy	62885.1→63619.8	+5.31	timeout
06-12 09:25	BTC	Buy	62780.1→63631.8	+6.24	timeout
06-12 08:25	BTC	Buy	62872.1→63460.8	+4.14	timeout
06-11 17:10	BTC	Buy	62104.1→62517.9	+2.82	timeout
06-11 11:22	BTC	Buy	61165.1→63138.8	+15.55	timeout
06-11 10:20	BTC	Buy	61154.1→62810.9	+12.96	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.41	timeout
06-10 16:40	BTC	Buy	60861→62305.9	+11.33	timeout
06-09 14:46	BTC	Buy	62776.1→61232.3	-12.76	stop_loss
06-09 14:18	BTC	Buy	63324.2→61766	-12.76	stop_loss
06-09 14:15	BTC	Buy	63476.2→61913.9	-12.77	stop_loss
06-09 14:11	BTC	Buy	63527.2→61959.9	-12.80	stop_loss
06-09 13:36	BTC	Buy	63748.2→62173.8	-12.80	stop_loss
06-09 06:49	BTC	Buy	62954.1→63350.8	+2.64	timeout
06-09 00:46	BTC	Buy	64067.2→62491.6	-12.74	stop_loss
06-08 21:19	BTC	Buy	61835.1→63586.8	+13.68	timeout
06-08 18:02	BTC	Buy	62209.1→63595.8	+10.61	timeout
06-08 15:02	BTC	Buy	61812.1→64006.8	+17.25	timeout
06-08 14:00	BTC	Buy	61696.1→63747.8	+16.14	timeout
06-08 06:31	BTC	Buy	62020.1→63016.8	+7.57	timeout
06-07 21:04	BTC	Buy	60693→61708.9	+7.94	timeout
06-07 16:59	BTC	Buy	60736→62045.9	+10.31	timeout
06-07 14:43	BTC	Buy	60895→61932.9	+8.06	timeout
06-07 13:33	BTC	Buy	60712→61810.9	+8.58	timeout
06-07 06:07	BTC	Buy	61028.1→61651.9	+4.71	timeout
06-06 20:09	BTC	Buy	60757→60538	-2.18	timeout
06-06 16:05	BTC	Buy	60188→60820	+4.82	timeout
06-06 04:27	BTC	Buy	61341.1→59832.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59278→61880.9	+21.51	take_profit
06-05 18:54	BTC	Buy	60622→59131.5	-12.75	stop_loss
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60828→59332.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60446.7	-12.79	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:52	BTC	Buy	62596.1→61054.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	62947.1→61398.2	-12.76	stop_loss
06-05 11:50	BTC	Buy	62465.1→62147.9	-3.02	timeout
06-05 10:30	BTC	Buy	62546.1→62596.9	-0.05	timeout
06-05 06:23	BTC	Buy	62746.1→61175.3	-12.96	stop_loss
06-05 06:23	BTC	Buy	62800.1→61249.3	-12.79	stop_loss
06-05 06:03	BTC	Buy	63504.2→61937.9	-12.73	stop_loss
06-05 02:44	BTC	Buy	63385.2→62712.9	-5.72	timeout
06-05 01:23	BTC	Buy	62634.1→63133.8	+3.58	timeout
06-04 11:10	BTC	Buy	63758.2→62189.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62491.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64235.2→62655.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64983.2→63385.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss
06-03 20:46	BTC	Buy	66691.3→65025.2	-12.99	stop_loss
06-03 19:54	BTC	Buy	66955.3→65297.1	-12.86	stop_loss
06-03 19:54	BTC	Buy	67047.4→65397	-12.78	stop_loss
06-03 19:54	BTC	Buy	67049.4→65400	-12.78	stop_loss
06-03 16:24	BTC	Buy	67330.4→65674.9	-12.76	stop_loss
06-03 03:49	BTC	Buy	67292.4→65634.9	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

101

closed

44%

win rate

-254.03

total pnl ($)

-49.9 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	101	44%	-49.9	-254.03

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…