deribit_basis_compression_long_v3 · strategy

closed trades

43%

win rate

-259.39

total pnl ($)

0.382

weight

7d window — n=23 wr=30% pnl=-145.81 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 98 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 01:49	BTC	Buy	60214→59444	-6.87	timeout
06-28 20:46	BTC	Buy	60252→59619	-5.70	timeout
06-28 18:40	BTC	Buy	60525→59580	-8.23	timeout
06-28 00:06	BTC	Buy	60077→60039	-0.72	timeout
06-27 21:57	BTC	Buy	59935→60167	+1.55	timeout
06-27 16:10	BTC	Buy	60185→60761	+4.39	timeout
06-26 20:31	BTC	Buy	59547→59596	-0.14	timeout
06-26 18:29	BTC	Buy	59698→59811	+0.38	timeout
06-26 16:21	BTC	Buy	59713→59969	+1.58	timeout
06-26 14:32	BTC	Buy	59437→59908	+3.46	timeout
06-26 13:19	BTC	Buy	59930→58455.8	-12.76	stop_loss
06-26 02:21	BTC	Buy	59838→58351.9	-12.86	stop_loss
06-25 17:41	BTC	Buy	59400→59577	+1.07	timeout
06-25 13:57	BTC	Buy	59828→58343.9	-12.78	stop_loss
06-25 13:53	BTC	Buy	60354→58867.6	-12.68	stop_loss
06-25 13:48	BTC	Buy	61013.1→59510.3	-12.71	stop_loss
06-25 13:46	BTC	Buy	61057.1→59554.2	-12.71	stop_loss
06-24 14:17	BTC	Buy	62577.1→61033.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62678.1→61136.4	-12.74	stop_loss
06-24 14:05	BTC	Buy	62495.1→61303.9	-9.96	timeout
06-24 13:47	BTC	Buy	62825.1→61279.3	-12.75	stop_loss
06-24 13:46	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-24 08:20	BTC	Buy	62465.1→62638.9	+0.87	timeout
06-18 04:11	BTC	Buy	65370.3→63744.9	-12.89	stop_loss
06-16 22:31	BTC	Buy	66108.3→65733.7	-3.37	timeout
06-16 18:28	BTC	Buy	66822.3→65885.7	-7.53	timeout
06-16 14:24	BTC	Buy	66397.3→65652.7	-6.14	timeout
06-16 14:23	BTC	Buy	67198.4→65544.9	-12.83	stop_loss
06-16 12:21	BTC	Buy	66189.3→66631.7	+2.80	timeout
06-15 21:53	BTC	Buy	65439.3→66391.7	+6.77	timeout
06-15 13:46	BTC	Buy	64361.2→66506.7	+16.24	timeout
06-15 13:20	BTC	Buy	64009.2→66819.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63753.2→66555.7	+21.54	take_profit
06-15 11:42	BTC	Buy	64598.2→66196.7	+11.93	timeout
06-14 21:27	BTC	Buy	64225.2→64766.8	+3.74	timeout
06-14 19:23	BTC	Buy	64153.2→63776.8	-3.45	timeout
06-14 15:14	BTC	Buy	64271.2→64081.8	-1.94	timeout
06-14 13:13	BTC	Buy	64160.2→64312.8	+0.73	timeout
06-14 11:11	BTC	Buy	63894.2→64509.8	+4.36	timeout
06-13 20:26	BTC	Buy	63511.2→64214.8	+5.08	timeout
06-13 18:31	BTC	Buy	63713.2→64180.8	+3.21	timeout
06-13 14:11	BTC	Buy	63389.2→64142.8	+5.45	timeout
06-13 11:51	BTC	Buy	63768.2→63886.8	+0.39	timeout
06-13 09:48	BTC	Buy	63822.2→63756.8	-1.04	timeout
06-12 19:58	BTC	Buy	63643.2→63578.8	-0.96	timeout
06-12 17:54	BTC	Buy	63446.2→63828.8	+2.56	timeout
06-12 13:48	BTC	Buy	63032.2→63152.8	+0.44	timeout
06-12 11:43	BTC	Buy	63110.2→63739.8	+4.46	timeout
06-12 09:31	BTC	Buy	62876.1→63768.8	+6.56	timeout
06-11 19:07	BTC	Buy	61889.1→63438.8	+11.94	timeout
06-11 17:04	BTC	Buy	62322.1→62391.9	+0.04	timeout
06-11 12:24	BTC	Buy	61058.1→62763.9	+13.40	timeout
06-11 10:21	BTC	Buy	61141.1→62807.9	+13.04	timeout
06-11 08:17	BTC	Buy	61657.1→62773.9	+8.48	timeout
06-10 18:48	BTC	Buy	61662.1→61775.9	+0.42	timeout
06-10 16:39	BTC	Buy	60868→62271.9	+10.99	timeout
06-09 14:47	BTC	Buy	62662.1→61121.4	-12.76	stop_loss
06-09 14:46	BTC	Buy	62755.1→61207.3	-12.79	stop_loss
06-09 14:17	BTC	Buy	63356.2→61798	-12.76	stop_loss
06-09 14:04	BTC	Buy	63633.2→62066.8	-12.76	stop_loss
06-09 13:19	BTC	Buy	63878.2→62307.7	-12.73	stop_loss
06-09 08:24	BTC	Buy	63027.2→62902.9	-1.43	timeout
06-08 23:57	BTC	Buy	63198.2→63046.8	-1.66	timeout
06-08 17:52	BTC	Buy	62084.1→63467.8	+10.60	timeout
06-08 15:55	BTC	Buy	62071.1→63833.8	+13.60	timeout
06-08 13:51	BTC	Buy	61798.1→63648.8	+14.48	timeout
06-08 07:34	BTC	Buy	62234.1→63183.8	+7.14	timeout
06-07 22:15	BTC	Buy	61340.1→64032.8	+21.50	take_profit
06-07 19:18	BTC	Buy	60665→61279.9	+4.67	timeout
06-07 17:14	BTC	Buy	60695→62246.9	+12.32	timeout
06-07 15:02	BTC	Buy	60665→61817.9	+9.04	timeout
06-07 12:58	BTC	Buy	61001→61941.9	+7.24	timeout
06-07 06:06	BTC	Buy	61053.1→61618.9	+4.23	timeout
06-06 18:57	BTC	Buy	59474→60626	+9.29	timeout
06-06 04:14	BTC	Buy	61595.1→60075.9	-12.79	stop_loss
06-05 18:52	BTC	Buy	60706→59213.4	-12.75	stop_loss
06-05 18:43	BTC	Buy	61370.1→59861.1	-12.75	stop_loss
06-05 14:26	BTC	Buy	61846.1→60321.8	-12.77	stop_loss
06-05 14:06	BTC	Buy	61982.1→60450.7	-12.80	stop_loss
06-05 13:57	BTC	Buy	62410.1→60875.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62436.1→60899.5	-12.76	stop_loss
06-05 10:29	BTC	Buy	62516.1→62523.9	-0.40	timeout
06-05 06:21	BTC	Buy	63116.2→61562.1	-12.76	stop_loss
06-05 06:20	BTC	Buy	63161.2→61607.1	-12.70	stop_loss
06-05 06:16	BTC	Buy	63438.2→61874	-12.74	stop_loss
06-05 03:06	BTC	Buy	63919.2→62345.7	-12.72	stop_loss
06-05 02:44	BTC	Buy	63384.2→62730.9	-5.56	timeout
06-04 11:10	BTC	Buy	63777.2→62208.8	-12.73	stop_loss
06-04 10:49	BTC	Buy	63812.2→62242.7	-12.72	stop_loss
06-04 01:22	BTC	Buy	64248.2→62668.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	64977.2→63379.1	-12.74	stop_loss
06-04 00:24	BTC	Buy	65631.3→64016.8	-12.75	stop_loss
06-03 23:03	BTC	Buy	66104.3→64475.5	-12.77	stop_loss
06-03 19:55	BTC	Buy	66896.3→65242.1	-12.85	stop_loss
06-03 19:52	BTC	Buy	67113.4→65459	-12.79	stop_loss
06-03 16:27	BTC	Buy	67176.4→65513.9	-12.84	stop_loss
06-03 03:49	BTC	Buy	67286.4→65630.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67498.4→65828.8	-12.82	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-259.39

total pnl ($)

-52.6 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	98	43%	-52.6	-259.39

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…