deribit_basis_cheap_threshold_long · strategy

107

closed trades

43%

win rate

-309.72

total pnl ($)

0.365

weight

7d window — n=25 wr=28% pnl=-148.51 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 01:53	BTC	Buy	60236→59448	-7.02	timeout
06-28 19:53	BTC	Buy	60173→59301	-7.68	timeout
06-28 18:50	BTC	Buy	60505→59493	-8.78	timeout
06-28 01:11	BTC	Buy	59952→59981	-0.19	timeout
06-27 23:31	BTC	Buy	59923→59943	-0.23	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-27 14:47	BTC	Buy	59635→60624	+7.84	timeout
06-27 03:03	BTC	Buy	58365.9→60331	+16.38	timeout
06-26 18:23	BTC	Buy	59552→60031	+3.46	timeout
06-26 17:23	BTC	Buy	59455→60128	+5.12	timeout
06-26 15:20	BTC	Buy	59281→59938	+5.04	timeout
06-26 13:19	BTC	Buy	60022→58542.8	-12.79	stop_loss
06-26 02:24	BTC	Buy	59751→58277.9	-12.76	stop_loss
06-26 02:16	BTC	Buy	60025→58542.8	-12.78	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:57	BTC	Buy	59737→58265.9	-12.69	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.67	stop_loss
06-25 13:48	BTC	Buy	60772→59276.4	-12.70	stop_loss
06-24 17:21	BTC	Buy	60846→59343.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61292.1→59751.1	-13.00	stop_loss
06-24 15:43	BTC	Buy	62063.1→60536.7	-12.74	stop_loss
06-24 14:19	BTC	Buy	62443.1→60888.5	-12.90	stop_loss
06-24 13:47	BTC	Buy	62816.1→61266.3	-12.79	stop_loss
06-24 08:23	BTC	Buy	62381.1→62678.9	+1.84	timeout
06-17 22:03	BTC	Buy	65570.3→63956.8	-12.75	stop_loss
06-16 14:43	BTC	Buy	66494.3→65617.7	-7.13	timeout
06-16 14:23	BTC	Buy	67144.4→65493	-12.82	stop_loss
06-16 13:44	BTC	Buy	66534.3→66093.7	-3.84	timeout
06-16 12:40	BTC	Buy	66307.3→66602.7	+1.70	timeout
06-16 11:36	BTC	Buy	66122.3→66333.7	+1.07	timeout
06-15 14:18	BTC	Buy	64242.2→66485.7	+17.02	timeout
06-15 13:12	BTC	Buy	64323.2→66622.7	+17.44	timeout
06-15 13:06	BTC	Buy	63803.2→66604.7	+21.52	take_profit
06-15 12:09	BTC	Buy	64466.2→66175.7	+12.82	timeout
06-15 11:04	BTC	Buy	64457.2→65930.7	+10.98	timeout
06-14 19:10	BTC	Buy	64162.2→63748.8	-3.75	timeout
06-14 13:53	BTC	Buy	64071.2→64275.8	+1.15	timeout
06-14 12:49	BTC	Buy	64091.2→64293.8	+1.14	timeout
06-14 11:45	BTC	Buy	63883.2→64578.8	+5.00	timeout
06-14 10:42	BTC	Buy	63798.2→64585.8	+5.70	timeout
06-13 18:46	BTC	Buy	63839.2→64216.8	+2.51	timeout
06-13 13:12	BTC	Buy	63408.2→64138.8	+5.24	timeout
06-13 12:03	BTC	Buy	63740.2→63925.8	+0.93	timeout
06-13 11:02	BTC	Buy	63737.2→63814.8	+0.06	timeout
06-13 09:54	BTC	Buy	63770.2→63729.8	-0.84	timeout
06-12 17:59	BTC	Buy	63510.2→63838.8	+2.13	timeout
06-12 12:40	BTC	Buy	62759.1→63370.8	+4.35	timeout
06-12 11:23	BTC	Buy	63136.2→63805.8	+4.78	timeout
06-12 10:17	BTC	Buy	62835.1→63723.8	+6.52	timeout
06-12 09:17	BTC	Buy	62777.1→63541.8	+5.57	timeout
06-11 17:13	BTC	Buy	62079.1→62422.9	+2.23	timeout
06-11 11:22	BTC	Buy	61151.1→63116.8	+15.49	timeout
06-11 10:19	BTC	Buy	61152.1→62771.9	+12.65	timeout
06-11 09:17	BTC	Buy	61054.1→62759.9	+13.39	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 16:40	BTC	Buy	60809→62319.9	+11.90	timeout
06-09 14:21	BTC	Buy	63173.2→61618.1	-12.76	stop_loss
06-09 14:18	BTC	Buy	63328.2→61768	-12.77	stop_loss
06-09 14:11	BTC	Buy	63486.2→61923.9	-12.76	stop_loss
06-09 14:10	BTC	Buy	63594.2→62029.9	-12.75	stop_loss
06-09 13:19	BTC	Buy	63917.2→62344.7	-12.73	stop_loss
06-09 06:38	BTC	Buy	62944.1→63382.8	+2.98	timeout
06-08 22:18	BTC	Buy	63435.2→63218.8	-2.19	timeout
06-08 17:58	BTC	Buy	62138.1→63494.8	+10.36	timeout
06-08 16:00	BTC	Buy	62091.1→63747.8	+12.77	timeout
06-08 13:54	BTC	Buy	61745.1→63787.8	+16.05	timeout
06-08 06:30	BTC	Buy	62003.1→63035.8	+7.87	timeout
06-07 21:07	BTC	Buy	60726→61728.9	+7.83	timeout
06-07 16:57	BTC	Buy	60700→61975.9	+10.04	timeout
06-07 15:45	BTC	Buy	60847→62048.9	+9.28	timeout
06-07 13:32	BTC	Buy	60701→61866.9	+9.13	timeout
06-07 06:06	BTC	Buy	61084.1→61631.9	+4.08	timeout
06-06 20:09	BTC	Buy	60882→60548	-3.12	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60497→60523	-0.23	timeout
06-06 04:27	BTC	Buy	61373.1→59855.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59271→61872.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60857→59359.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60449.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62303.1→60766.6	-12.78	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62813.1→61268.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62913.1→61366.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62757.1→61213.3	-12.74	stop_loss
06-05 06:22	BTC	Buy	62867.1→61312.3	-12.76	stop_loss
06-05 06:22	BTC	Buy	62880.1→61328.3	-12.78	stop_loss
06-05 06:21	BTC	Buy	63082.2→61531.1	-12.74	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.72	stop_loss
06-05 03:11	BTC	Buy	63836.2→62265.7	-12.72	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-5.69	timeout
06-05 01:25	BTC	Buy	62772.1→63245.8	+3.36	timeout
06-04 10:49	BTC	Buy	63820.2→62250.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64185.2→62606.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64931.2→63334.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65042.3→63443.1	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

43%

win rate

-309.72

total pnl ($)

-57.5 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	107	43%	-57.5	-309.72

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…