deribit_basis_cheap_long_v5 · strategy

112

closed trades

42%

win rate

-357.75

total pnl ($)

0.631

weight

7d window — n=24 wr=46% pnl=-103.88 · 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 20:00	BTC	Buy	60157→59456	-6.26	timeout
06-28 18:58	BTC	Buy	60517→59570	-8.25	timeout
06-28 16:49	BTC	Buy	60792→59664	-9.74	timeout
06-27 19:53	BTC	Buy	59874→60167	+2.05	timeout
06-27 18:49	BTC	Buy	59632→60499	+6.84	timeout
06-27 15:42	BTC	Buy	60431→60770	+2.37	timeout
06-26 18:19	BTC	Buy	59628→59973	+2.35	timeout
06-26 15:58	BTC	Buy	59536→60293	+5.83	timeout
06-26 14:12	BTC	Buy	59416→59962	+4.10	timeout
06-25 17:55	BTC	Buy	59433→59549	+0.56	timeout
06-25 13:55	BTC	Buy	59903→58429.8	-12.69	stop_loss
06-25 13:53	BTC	Buy	60434→58946.6	-12.70	stop_loss
06-24 16:51	BTC	Buy	61367.1→59855.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62626.1→61083.4	-12.77	stop_loss
06-24 14:13	BTC	Buy	62656.1→61111.4	-12.77	stop_loss
06-24 13:44	BTC	Buy	62902.1→61355.2	-12.75	stop_loss
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.93	timeout
06-24 08:35	BTC	Buy	62283.1→62737.9	+3.11	timeout
06-24 07:35	BTC	Buy	62884.1→62647.9	-2.38	timeout
06-23 08:17	BTC	Buy	63988.2→62407.7	-12.81	stop_loss
06-23 08:15	BTC	Buy	64067.2→62478.6	-12.86	stop_loss
06-23 06:40	BTC	Buy	64044.2→62886.9	-9.52	timeout
06-22 23:31	BTC	Buy	63580.2→63993.8	+2.80	timeout
06-22 22:21	BTC	Buy	63707.2→64201.8	+3.43	timeout
06-22 03:37	BTC	Buy	64360.2→64180.8	-1.92	timeout
06-21 23:13	BTC	Buy	64246.2→63720.8	-4.52	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-20 23:02	BTC	Buy	63275.2→64254.8	+7.28	timeout
06-20 21:59	BTC	Buy	63041.2→63985.8	+7.05	timeout
06-20 20:59	BTC	Buy	63235.2→63879.8	+4.66	timeout
06-19 21:03	BTC	Buy	63081.2→63132.8	-0.09	timeout
06-19 19:58	BTC	Buy	62952.1→62998.8	-0.11	timeout
06-19 17:18	BTC	Buy	62510.1→63059.8	+3.94	timeout
06-18 15:55	BTC	Buy	63994.2→62420.7	-12.69	stop_loss
06-18 15:38	BTC	Buy	64423.2→62837.4	-12.46	stop_loss
06-18 15:37	BTC	Buy	64545.2→62954.4	-12.53	stop_loss
06-18 08:44	BTC	Buy	64892.2→64485.8	-3.62	timeout
06-17 22:03	BTC	Buy	65489.3→63849.9	-12.95	stop_loss
06-17 19:40	BTC	Buy	65824.3→64205.7	-12.76	stop_loss
06-17 08:04	BTC	Buy	66347.3→65465.7	-7.04	timeout
06-17 06:58	BTC	Buy	66434.3→65588.7	-6.84	timeout
06-17 02:34	BTC	Buy	65815.3→65900.7	+0.19	timeout
06-16 07:03	BTC	Buy	65736.3→66333.7	+4.18	timeout
06-16 05:49	BTC	Buy	65753.3→66035.7	+1.75	timeout
06-16 00:49	BTC	Buy	65549.3→66368.7	+5.84	timeout
06-15 04:51	BTC	Buy	64337.2→65647.7	+9.70	timeout
06-15 02:59	BTC	Buy	64473.2→65426.7	+6.91	timeout
06-14 21:51	BTC	Buy	64442.2→65435.7	+7.21	timeout
06-14 03:25	BTC	Buy	63541.2→64506.8	+7.17	timeout
06-13 21:10	BTC	Buy	63551.2→64247.8	+5.01	timeout
06-13 19:38	BTC	Buy	63738.2→64228.8	+3.40	timeout
06-13 02:16	BTC	Buy	63620.2→63757.8	+0.62	timeout
06-12 20:56	BTC	Buy	63367.2→63406.8	-0.16	timeout
06-12 17:41	BTC	Buy	63316.2→63808.8	+3.42	timeout
06-12 01:31	BTC	Buy	62107.1→63334.8	+9.32	timeout
06-11 19:30	BTC	Buy	61177.1→63866.8	+21.42	take_profit
06-11 14:22	BTC	Buy	61995.1→62865.9	+6.47	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 17:08	BTC	Buy	61429.1→62136.9	+5.26	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-10 14:14	BTC	Buy	62025.1→62021.9	-0.50	timeout
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 14:11	BTC	Buy	63582.2→62018.9	-12.74	stop_loss
06-09 06:12	BTC	Buy	62906.1→63377.8	+3.25	timeout
06-08 22:07	BTC	Buy	61769.1→63467.8	+13.26	timeout
06-08 17:20	BTC	Buy	62268.1→63459.8	+9.03	timeout
06-08 05:23	BTC	Buy	61830.1→62607.9	+5.84	timeout
06-07 21:50	BTC	Buy	60832→61629.9	+6.13	timeout
06-07 15:22	BTC	Buy	60549→61800.9	+9.88	timeout
06-07 05:10	BTC	Buy	60203→61776.9	+12.65	timeout
06-06 20:11	BTC	Buy	60703→60544	-1.69	timeout
06-06 14:26	BTC	Buy	60411→60804	+2.81	timeout
06-06 04:27	BTC	Buy	61305.1→59797.1	-12.75	stop_loss
06-05 21:15	BTC	Buy	59383→61989.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60781→59285.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60910→59412.3	-12.75	stop_loss
06-05 13:56	BTC	Buy	62436.1→60899.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62795.1→61246.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62901.1→61352.2	-12.77	stop_loss
06-05 06:22	BTC	Buy	62903.1→61347.2	-12.76	stop_loss
06-05 06:21	BTC	Buy	63102.2→61549.1	-12.71	stop_loss
06-05 06:21	BTC	Buy	63123.2→61571.1	-12.74	stop_loss
06-05 03:06	BTC	Buy	63919.2→62344.7	-12.73	stop_loss
06-04 10:48	BTC	Buy	63883.2→62311.7	-12.72	stop_loss
06-04 01:23	BTC	Buy	64151.2→62573.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	65155.3→63553	-12.74	stop_loss
06-04 00:27	BTC	Buy	65168.3→63566	-12.74	stop_loss
06-03 20:45	BTC	Buy	66699.3→65059.2	-12.77	stop_loss
06-03 16:27	BTC	Buy	67201.4→65547.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67273.4→65618.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67442.4→65783.8	-12.75	stop_loss
06-03 03:35	BTC	Buy	67589.4→65925.7	-12.76	stop_loss
06-03 03:33	BTC	Buy	67671.4→66006.7	-12.76	stop_loss
06-02 14:27	BTC	Buy	69468.5→67758.7	-12.77	stop_loss
06-02 12:52	BTC	Buy	70745.5→69004	-12.82	stop_loss
06-02 12:17	BTC	Buy	70966.5→69219.9	-12.81	stop_loss
06-01 22:26	BTC	Buy	73876.7→71240.8	-18.43	stop_loss
06-01 03:39	BTC	Buy	74118.7→73864.3	-2.24	timeout
05-31 16:55	BTC	Buy	73896.7→73521.3	-3.05	timeout

Paper vs Live

Paper (trades.jsonl)

112

closed

42%

win rate

-357.75

total pnl ($)

-63.6 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	112	42%	-63.6	-357.75

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…