deribit_basis_cheap_long_v4 · strategy

closed trades

46%

win rate

-184.64

total pnl ($)

0.544

weight

7d window — n=16 wr=25% pnl=-100.90 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 21:17	BTC	Buy	60343→59630	-6.37	timeout
06-28 20:16	BTC	Buy	60260→59660	-5.42	timeout
06-28 19:06	BTC	Buy	60576→59486	-9.43	timeout
06-26 18:06	BTC	Buy	59574→60099	+3.84	timeout
06-26 17:06	BTC	Buy	59117→60123	+7.97	timeout
06-26 16:00	BTC	Buy	59566→60309	+5.70	timeout
06-26 14:57	BTC	Buy	59527→59536	-0.42	timeout
06-26 14:26	BTC	Buy	59402→60086	+5.26	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.67	stop_loss
06-25 13:58	BTC	Buy	59678→58204	-12.72	stop_loss
06-25 13:57	BTC	Buy	59830→58336.9	-12.84	stop_loss
06-25 13:53	BTC	Buy	60457→58967.6	-12.69	stop_loss
06-25 13:48	BTC	Buy	60764→59267.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60921→59421.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61277.1→59749.1	-12.89	stop_loss
06-24 13:48	BTC	Buy	62794.1→61248.3	-12.76	stop_loss
06-16 14:41	BTC	Buy	66509.3→65697.7	-6.64	timeout
06-16 14:23	BTC	Buy	67123.4→65473	-12.82	stop_loss
06-16 13:50	BTC	Buy	66598.3→66161.7	-3.81	timeout
06-16 12:48	BTC	Buy	66480.3→66453.7	-0.73	timeout
06-16 11:44	BTC	Buy	66173.3→66359.7	+0.87	timeout
06-15 13:25	BTC	Buy	64089.2→66902.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63788.2→66588.7	+21.52	take_profit
06-15 12:51	BTC	Buy	64287.2→66531.7	+17.03	timeout
06-15 11:45	BTC	Buy	64585.2→66136.7	+11.57	timeout
06-15 10:43	BTC	Buy	64593.2→65731.7	+8.36	timeout
06-14 18:57	BTC	Buy	64112.2→63772.8	-3.17	timeout
06-14 14:44	BTC	Buy	64189.2→63903.8	-2.68	timeout
06-14 12:40	BTC	Buy	64001.2→64307.8	+1.95	timeout
06-14 11:35	BTC	Buy	63912.2→64613.8	+5.04	timeout
06-14 10:33	BTC	Buy	63793.2→64601.8	+5.86	timeout
06-13 18:38	BTC	Buy	63788.2→64231.8	+3.03	timeout
06-13 14:18	BTC	Buy	63379.2→64144.8	+5.54	timeout
06-13 11:58	BTC	Buy	63772.2→63939.8	+0.78	timeout
06-13 10:58	BTC	Buy	63690.2→63807.8	+0.37	timeout
06-13 09:49	BTC	Buy	63812.2→63759.8	-0.94	timeout
06-12 17:42	BTC	Buy	63294.2→63788.8	+3.44	timeout
06-12 12:03	BTC	Buy	62989.1→63711.8	+5.21	timeout
06-12 10:58	BTC	Buy	63110.2→63672.8	+3.94	timeout
06-12 09:52	BTC	Buy	62962.1→63761.8	+5.81	timeout
06-12 08:52	BTC	Buy	62906.1→63420.8	+3.56	timeout
06-11 16:53	BTC	Buy	62094.1→62595.9	+3.52	timeout
06-11 11:27	BTC	Buy	60899→63109.8	+17.57	timeout
06-11 10:25	BTC	Buy	61250.1→62811.9	+12.15	timeout
06-11 09:22	BTC	Buy	60848→62764.9	+15.18	timeout
06-11 08:18	BTC	Buy	61677.1→62792.9	+8.47	timeout
06-10 16:40	BTC	Buy	60819→62317.9	+11.78	timeout
06-09 14:21	BTC	Buy	63182.2→61626.1	-12.77	stop_loss
06-09 14:21	BTC	Buy	63198.2→61642.1	-12.76	stop_loss
06-09 14:11	BTC	Buy	63486.2→61924.9	-12.75	stop_loss
06-09 14:11	BTC	Buy	63493.2→61924.9	-12.80	stop_loss
06-09 14:10	BTC	Buy	63609.2→62044.9	-12.74	stop_loss
06-09 07:21	BTC	Buy	63135.2→63303.8	+0.83	timeout
06-08 19:06	BTC	Buy	61675.1→63507.8	+14.35	timeout
06-08 18:00	BTC	Buy	62143.1→63554.8	+10.81	timeout
06-08 17:02	BTC	Buy	62121.1→63375.8	+9.56	timeout
06-08 16:02	BTC	Buy	62045.1→63712.8	+12.84	timeout
06-08 06:32	BTC	Buy	62025.1→63039.8	+7.72	timeout
06-07 18:38	BTC	Buy	60556→62157.9	+12.82	timeout
06-07 17:30	BTC	Buy	60655→62233.9	+12.58	timeout
06-07 16:13	BTC	Buy	60786→62054.9	+9.89	timeout
06-07 15:07	BTC	Buy	60619→61671.9	+8.22	timeout
06-07 06:07	BTC	Buy	61034.1→61654.9	+4.68	timeout
06-06 16:06	BTC	Buy	60156→60832	+5.19	timeout
06-06 15:17	BTC	Buy	60533→60642	+0.45	timeout
06-06 04:20	BTC	Buy	61439.1→59928	-12.75	stop_loss
06-05 21:04	BTC	Buy	59290→61892.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60809→59313.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 18:44	BTC	Buy	61217.1→59711.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 14:04	BTC	Buy	62125.1→60596.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62432.1→60892.5	-12.78	stop_loss
06-05 13:49	BTC	Buy	62811.1→61266.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62916.1→61367.2	-12.76	stop_loss
06-05 11:29	BTC	Buy	62562.1→62427.9	-1.56	timeout
06-05 06:23	BTC	Buy	62722.1→61178.3	-12.75	stop_loss
06-05 06:21	BTC	Buy	63112.2→61560.1	-12.74	stop_loss
06-05 06:18	BTC	Buy	63346.2→61788	-12.69	stop_loss
06-05 06:01	BTC	Buy	63687.2→62120.8	-12.70	stop_loss
06-05 03:02	BTC	Buy	63981.2→62405.7	-12.74	stop_loss
06-05 02:17	BTC	Buy	62419.1→63215.8	+5.94	timeout
06-04 10:48	BTC	Buy	63879.2→62307.7	-12.73	stop_loss
06-04 10:27	BTC	Buy	64197.2→62582.6	-13.00	stop_loss
06-04 09:23	BTC	Buy	64577.2→62989.3	-12.74	stop_loss
06-04 02:02	BTC	Buy	63336.2→61777	-12.76	stop_loss
06-04 01:16	BTC	Buy	64471.2→62885.4	-12.75	stop_loss
06-04 00:25	BTC	Buy	65487.3→63876.8	-12.74	stop_loss
06-03 20:43	BTC	Buy	66787.3→65145.2	-12.77	stop_loss
06-03 19:55	BTC	Buy	66891.3→65242.1	-12.79	stop_loss
06-03 19:53	BTC	Buy	67094.4→65441	-12.79	stop_loss
06-03 16:27	BTC	Buy	67202.4→65547.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67263.4→65608.9	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-184.64

total pnl ($)

-39.2 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	93	46%	-39.2	-184.64

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…