deribit_basis_contrarian_long_v4 · strategy

closed trades

40%

win rate

-241.23

total pnl ($)

0.302

weight

7d window — n=25 wr=28% pnl=-148.24 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 85 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 08:58	BTC	Buy	59700→60341	+4.92	timeout
06-28 03:04	BTC	Buy	59721→60168	+3.29	timeout
06-27 14:54	BTC	Buy	58441.9→60584	+17.88	timeout
06-27 08:48	BTC	Buy	59450→60367	+7.27	timeout
06-27 02:42	BTC	Buy	59437→60268	+6.51	timeout
06-26 13:19	BTC	Buy	60136→58557.8	-13.58	stop_loss
06-25 13:51	BTC	Buy	60736→59181.4	-13.21	stop_loss
06-25 13:48	BTC	Buy	60838→59280.4	-13.22	stop_loss
06-25 13:44	BTC	Buy	61712.1→60129.9	-13.26	stop_loss
06-24 16:51	BTC	Buy	61192.1→59626.2	-13.22	stop_loss
06-24 15:08	BTC	Buy	62402.1→60799.5	-13.22	stop_loss
06-24 14:19	BTC	Buy	62452.1→60846.5	-13.29	stop_loss
06-24 14:13	BTC	Buy	62728.1→61118.4	-13.28	stop_loss
06-24 14:13	BTC	Buy	62737.1→61131.4	-13.24	stop_loss
06-24 14:02	BTC	Buy	62770.1→61161.3	-13.26	stop_loss
06-23 06:21	BTC	Buy	64271.2→62622.5	-13.31	stop_loss
06-23 06:20	BTC	Buy	64483.2→62830.4	-13.28	stop_loss
06-23 06:20	BTC	Buy	64492.2→62836.4	-13.33	stop_loss
06-23 04:59	BTC	Buy	65234.3→63565	-13.26	stop_loss
06-23 04:46	BTC	Buy	64123.2→63806.8	-2.93	timeout
06-22 16:45	BTC	Buy	64447.2→64518.8	+0.11	timeout
06-22 10:40	BTC	Buy	64231.2→64069.8	-1.85	timeout
06-22 04:41	BTC	Buy	63998.2→63952.8	-0.85	timeout
06-21 22:38	BTC	Buy	63598.2→63590.8	-0.48	timeout
06-21 16:37	BTC	Buy	63511.2→64052.8	+3.85	timeout
06-21 04:35	BTC	Buy	63253.2→64526.8	+9.64	timeout
06-20 22:33	BTC	Buy	62425.1→64296.8	+14.54	timeout
06-20 16:30	BTC	Buy	62697.1→63965.8	+9.55	timeout
06-20 10:02	BTC	Buy	62921.1→63709.8	+5.68	timeout
06-20 03:59	BTC	Buy	62349.1→63407.8	+8.07	timeout
06-18 15:51	BTC	Buy	64195.2→62552.6	-13.21	stop_loss
06-18 15:51	BTC	Buy	64230.2→62585.6	-13.24	stop_loss
06-18 15:40	BTC	Buy	64277.2→62631.5	-13.24	stop_loss
06-18 15:17	BTC	Buy	64952.2→63290.2	-13.23	stop_loss
06-18 04:11	BTC	Buy	65482.3→63805.9	-13.26	stop_loss
06-17 22:03	BTC	Buy	65633.3→63949.8	-13.25	stop_loss
06-17 19:42	BTC	Buy	65797.3→64113.7	-13.27	stop_loss
06-17 19:38	BTC	Buy	65915.3→64228.7	-13.29	stop_loss
06-17 15:26	BTC	Buy	65909.3→65369.7	-4.55	timeout
06-17 08:49	BTC	Buy	66515.3→64812.3	-13.26	stop_loss
06-17 03:24	BTC	Buy	66635.3→65697.7	-7.53	timeout
06-16 21:21	BTC	Buy	65694.3→65710.7	-0.46	timeout
06-16 15:21	BTC	Buy	65703.3→65736.7	-0.32	timeout
06-15 21:08	BTC	Buy	64437.2→66406.7	+14.74	timeout
06-15 15:46	BTC	Buy	64072.2→66952.7	+22.05	take_profit
06-15 15:04	BTC	Buy	64466.2→66592.7	+16.06	timeout
06-15 08:58	BTC	Buy	64265.2→65663.7	+10.45	timeout
06-15 02:53	BTC	Buy	64218.2→65443.7	+9.03	timeout
06-14 14:43	BTC	Buy	63641.2→63899.8	+1.58	timeout
06-14 08:40	BTC	Buy	63523.2→64448.8	+6.79	timeout
06-14 02:40	BTC	Buy	63627.2→64497.8	+6.42	timeout
06-13 14:47	BTC	Buy	63593.2→64184.8	+4.14	timeout
06-13 08:57	BTC	Buy	63374.2→63787.8	+2.70	timeout
06-12 20:48	BTC	Buy	62936.1→63425.8	+3.42	timeout
06-12 14:43	BTC	Buy	62054.1→63496.8	+11.07	timeout
06-12 08:40	BTC	Buy	61833.1→63400.8	+12.11	timeout
06-12 02:27	BTC	Buy	62095.1→63542.8	+11.05	timeout
06-11 20:15	BTC	Buy	61601.1→63478.8	+14.59	timeout
06-11 04:40	BTC	Buy	60780→62624.9	+14.50	timeout
06-09 15:56	BTC	Buy	62658.1→61048.4	-13.30	stop_loss
06-09 14:46	BTC	Buy	62842.1→61234.3	-13.27	stop_loss
06-09 14:29	BTC	Buy	63182.2→61564.1	-13.27	stop_loss
06-09 14:21	BTC	Buy	63262.2→61643.1	-13.25	stop_loss
06-09 13:36	BTC	Buy	63809.2→62175.8	-13.23	stop_loss
06-09 10:19	BTC	Buy	63202.2→62704.9	-4.34	timeout
06-09 04:18	BTC	Buy	62164.1→62851.9	+5.09	timeout
06-08 16:17	BTC	Buy	61558.1→63885.8	+18.29	timeout
06-07 22:14	BTC	Buy	60768→63496.8	+22.02	take_profit
06-07 22:14	BTC	Buy	60603→63323.8	+22.01	take_profit
06-07 22:09	BTC	Buy	60738→61828.9	+8.56	timeout
06-07 16:07	BTC	Buy	60491→61949.9	+11.52	timeout
06-06 04:14	BTC	Buy	61595.1→60019	-13.25	stop_loss
06-05 18:52	BTC	Buy	60861→59303.4	-13.26	stop_loss
06-05 13:56	BTC	Buy	62520.1→60920.5	-13.25	stop_loss
06-05 13:56	BTC	Buy	62593.1→60991.4	-13.25	stop_loss
06-05 06:21	BTC	Buy	63157.2→61540.1	-13.19	stop_loss
06-05 06:16	BTC	Buy	63530.2→61900.9	-13.25	stop_loss
06-05 06:00	BTC	Buy	63810.2→62176.8	-13.21	stop_loss
06-04 09:29	BTC	Buy	64420.2→62771.5	-13.24	stop_loss
06-04 00:29	BTC	Buy	65077.3→63412.1	-13.24	stop_loss
06-03 20:55	BTC	Buy	66384.3→64649.4	-13.56	stop_loss
06-03 20:50	BTC	Buy	66710.3→64999.2	-13.32	stop_loss
06-03 20:45	BTC	Buy	66800.3→65091.2	-13.26	stop_loss
06-03 03:43	BTC	Buy	67558.4→65828.8	-13.26	stop_loss
06-02 14:27	BTC	Buy	69460.5→67670.8	-13.34	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-241.23

total pnl ($)

-56.3 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	85	40%	-56.3	-241.23

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…