deribit_basis_contrarian_long_v2 · strategy

102

closed trades

44%

win rate

-278.89

total pnl ($)

0.250

weight

7d window — n=21 wr=24% pnl=-147.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 07:03	BTC	Buy	59910→59588	-3.12	timeout
06-28 22:11	BTC	Buy	60118→59620	-4.61	timeout
06-28 21:09	BTC	Buy	60332→59661	-6.00	timeout
06-28 20:06	BTC	Buy	60229→59503	-6.46	timeout
06-28 19:05	BTC	Buy	60569→59457	-9.61	timeout
06-26 18:18	BTC	Buy	59448→59979	+3.91	timeout
06-26 17:17	BTC	Buy	59473→60078	+4.55	timeout
06-26 16:15	BTC	Buy	59733→60145	+2.90	timeout
06-26 15:11	BTC	Buy	59154→59863	+5.49	timeout
06-26 14:31	BTC	Buy	59228→59954	+5.63	timeout
06-25 13:59	BTC	Buy	59516→58052.1	-12.67	stop_loss
06-25 13:57	BTC	Buy	59774→58300.9	-12.70	stop_loss
06-25 13:55	BTC	Buy	59868→58392.9	-12.70	stop_loss
06-25 13:48	BTC	Buy	60861→59362.3	-12.70	stop_loss
06-25 13:48	BTC	Buy	60876→59376.3	-12.71	stop_loss
06-24 17:47	BTC	Buy	60600→59109.5	-12.74	stop_loss
06-24 17:44	BTC	Buy	60750→59252.4	-12.76	stop_loss
06-24 16:51	BTC	Buy	61313.1→59805.1	-12.73	stop_loss
06-24 15:56	BTC	Buy	61771.1→60250.8	-12.75	stop_loss
06-24 13:57	BTC	Buy	62762.1→61218.3	-12.75	stop_loss
06-24 13:47	BTC	Buy	62819.1→61266.3	-12.81	stop_loss
06-17 22:03	BTC	Buy	65564.3→63942.8	-12.81	stop_loss
06-16 14:24	BTC	Buy	66462.3→65556.7	-7.34	timeout
06-16 13:25	BTC	Buy	66905.3→66090.7	-6.62	timeout
06-16 12:20	BTC	Buy	66245.3→66632.7	+2.39	timeout
06-16 11:14	BTC	Buy	65948.3→66481.7	+3.53	timeout
06-16 10:09	BTC	Buy	65701.3→66555.7	+6.04	timeout
06-15 12:50	BTC	Buy	63754.2→66562.7	+21.59	take_profit
06-15 12:46	BTC	Buy	64328.2→66432.7	+15.92	timeout
06-15 11:42	BTC	Buy	64598.2→66195.7	+11.92	timeout
06-15 10:41	BTC	Buy	64593.2→65722.7	+8.30	timeout
06-15 09:37	BTC	Buy	64441.2→65539.7	+8.09	timeout
06-14 18:51	BTC	Buy	64068.2→63769.8	-2.86	timeout
06-14 12:37	BTC	Buy	64003.2→64328.8	+2.10	timeout
06-14 11:33	BTC	Buy	63906.2→64585.8	+4.86	timeout
06-14 10:31	BTC	Buy	63758.2→64571.8	+5.90	timeout
06-14 09:26	BTC	Buy	63790.2→64307.8	+3.55	timeout
06-13 18:42	BTC	Buy	63881.2→64246.8	+2.40	timeout
06-13 12:01	BTC	Buy	63629.2→63938.8	+1.90	timeout
06-13 11:00	BTC	Buy	63673.2→63818.8	+0.59	timeout
06-13 09:54	BTC	Buy	63772.2→63729.8	-0.86	timeout
06-13 08:53	BTC	Buy	63438.2→63775.8	+2.13	timeout
06-12 18:20	BTC	Buy	63557.2→63674.8	+0.47	timeout
06-12 11:51	BTC	Buy	63109.2→63774.8	+4.75	timeout
06-12 10:43	BTC	Buy	62910.1→63643.8	+5.30	timeout
06-12 09:37	BTC	Buy	62905.1→63837.8	+6.88	timeout
06-12 08:35	BTC	Buy	62916.1→63414.8	+3.43	timeout
06-11 17:21	BTC	Buy	62111.1→62349.9	+1.41	timeout
06-11 11:21	BTC	Buy	61165.1→63105.8	+15.28	timeout
06-11 10:19	BTC	Buy	61156.1→62788.9	+12.77	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.50	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.95	timeout
06-10 16:38	BTC	Buy	60955→62275.9	+10.29	timeout
06-09 14:46	BTC	Buy	62733.1→61188.3	-12.78	stop_loss
06-09 14:39	BTC	Buy	62879.1→61330.3	-12.77	stop_loss
06-09 14:11	BTC	Buy	63516.2→61951.9	-12.78	stop_loss
06-09 14:11	BTC	Buy	63561.2→61997.9	-12.76	stop_loss
06-09 13:19	BTC	Buy	63872.2→62301.7	-12.73	stop_loss
06-09 07:52	BTC	Buy	63240.2→63128.8	-1.35	timeout
06-09 00:31	BTC	Buy	64163.2→62583.6	-12.77	stop_loss
06-08 17:26	BTC	Buy	62212.1→63575.8	+10.42	timeout
06-08 16:20	BTC	Buy	62198.1→63899.8	+13.15	timeout
06-08 15:19	BTC	Buy	61758.1→64056.8	+18.11	timeout
06-08 14:18	BTC	Buy	61936.1→63704.8	+13.79	timeout
06-08 06:52	BTC	Buy	62130.1→62954.9	+6.17	timeout
06-07 17:12	BTC	Buy	60673→62233.9	+12.39	timeout
06-07 16:06	BTC	Buy	60781→61934.9	+8.95	timeout
06-07 14:57	BTC	Buy	60894→61903.9	+7.83	timeout
06-07 13:54	BTC	Buy	60757→61716.9	+7.43	timeout
06-07 06:06	BTC	Buy	61054.1→61619.9	+4.23	timeout
06-06 16:06	BTC	Buy	60156→60832	+5.19	timeout
06-06 15:16	BTC	Buy	60496→60538	-0.10	timeout
06-06 04:20	BTC	Buy	61439.1→59924	-12.78	stop_loss
06-05 21:04	BTC	Buy	59290→61892.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60813→59317.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60875→59378.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61276.1→59769.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 14:01	BTC	Buy	62159.1→60621.6	-12.82	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61352.2	-12.83	stop_loss
06-05 11:44	BTC	Buy	62212.1→62111.9	-1.29	timeout
06-05 06:24	BTC	Buy	62638.1→61096.4	-12.75	stop_loss
06-05 06:22	BTC	Buy	62832.1→61282.3	-12.78	stop_loss
06-05 06:22	BTC	Buy	62856.1→61310.3	-12.69	stop_loss
06-05 06:03	BTC	Buy	63639.2→62065.8	-12.76	stop_loss
06-05 02:43	BTC	Buy	63367.2→62560.9	-6.78	timeout
06-05 01:23	BTC	Buy	62644.1→63148.8	+3.62	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:22	BTC	Buy	64593.2→63004.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64277.2→62696.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66737.3→65090.2	-12.84	stop_loss
06-03 19:54	BTC	Buy	67041.4→65381	-12.85	stop_loss
06-03 19:53	BTC	Buy	67065.4→65408	-12.84	stop_loss
06-03 19:53	BTC	Buy	67098.4→65445	-12.81	stop_loss
06-03 16:26	BTC	Buy	67227.4→65572.9	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

102

closed

44%

win rate

-278.89

total pnl ($)

-54.3 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	102	44%	-54.3	-278.89

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…