deribit_basis_deep_discount_long · strategy

214

closed trades

41%

win rate

-212.79

total pnl ($)

2.009

weight

7d window — n=45 wr=51% pnl=+125.37 · 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 04:18	SOL	Buy	75.6243→73.747	-12.86	stop_loss
06-29 17:15	SOL	Buy	73.361→76.5805	+21.48	take_profit
06-29 17:15	SOL	Buy	72.6889→75.8656	+21.35	take_profit
06-29 17:15	SOL	Buy	72.4069→75.5727	+21.38	take_profit
06-29 17:05	SOL	Buy	71.5697→74.6968	+21.29	take_profit
06-29 07:59	SOL	Buy	71.0056→72.6821	+11.21	timeout
06-29 06:49	SOL	Buy	70.4126→72.3152	+12.91	timeout
06-29 05:50	SOL	Buy	70.3696→71.7192	+8.99	timeout
06-29 04:45	SOL	Buy	70.8696→71.8602	+6.40	timeout
06-28 20:22	SOL	Buy	71.2407→70.9814	-2.12	timeout
06-28 05:53	SOL	Buy	71.7528→70.3624	-10.05	timeout
06-27 22:16	SOL	Buy	72.0988→70.3083	-12.87	stop_loss
06-27 22:15	SOL	Buy	72.2748→70.4172	-13.30	stop_loss
06-27 21:32	SOL	Buy	72.2508→71.5353	-5.37	timeout
06-27 19:25	SOL	Buy	72.8929→71.0808	-12.87	stop_loss
06-27 15:56	SOL	Buy	71.9838→72.7121	+4.62	timeout
06-27 01:55	SOL	Buy	73.191→71.3766	-12.84	stop_loss
06-26 16:00	SOL	Buy	69.6234→72.6711	+21.40	take_profit
06-26 09:51	SOL	Buy	70.7576→69.0021	-12.87	stop_loss
06-26 07:02	SOL	Buy	67.2981→70.2875	+21.73	take_profit
06-26 06:43	SOL	Buy	66.69→69.6176	+21.43	take_profit
06-26 06:22	SOL	Buy	66.2309→69.1446	+21.47	take_profit
06-26 06:22	SOL	Buy	66.1389→69.0366	+21.43	take_profit
06-26 06:22	SOL	Buy	65.9889→68.8797	+21.36	take_profit
06-25 23:30	SOL	Buy	65.7469→68.6397	+21.54	take_profit
06-25 23:30	SOL	Buy	65.7239→68.6067	+21.47	take_profit
06-25 13:46	SOL	Buy	67.6792→66.0011	-12.82	stop_loss
06-25 13:45	SOL	Buy	67.8142→66.131	-12.84	stop_loss
06-25 13:45	SOL	Buy	68.0722→66.3648	-12.96	stop_loss
06-25 13:44	SOL	Buy	68.1132→66.4088	-12.96	stop_loss
06-25 12:28	SOL	Buy	69.4504→67.729	-12.86	stop_loss
06-25 05:08	SOL	Buy	66.0119→68.8997	+21.46	take_profit
06-25 05:07	SOL	Buy	65.9769→68.8607	+21.44	take_profit
06-24 20:49	SOL	Buy	64.8827→67.7238	+21.46	take_profit
06-24 17:47	SOL	Buy	66.411→64.7539	-12.92	stop_loss
06-24 17:19	SOL	Buy	67.4681→65.7952	-12.85	stop_loss
06-24 16:46	SOL	Buy	68.6623→66.9605	-12.85	stop_loss
06-24 15:45	SOL	Buy	69.2144→67.4971	-12.88	stop_loss
06-24 15:45	SOL	Buy	69.2284→67.5111	-12.86	stop_loss
06-24 15:39	SOL	Buy	69.6434→67.9158	-12.86	stop_loss
06-24 15:12	SOL	Buy	69.9615→68.2256	-12.86	stop_loss
06-24 14:00	SOL	Buy	69.1544→68.8187	-2.91	timeout
06-24 10:27	SOL	Buy	68.8713→69.0746	+1.12	timeout
06-24 09:23	SOL	Buy	68.8763→69.4036	+3.50	timeout
06-24 08:24	SOL	Buy	68.2502→69.3156	+7.51	timeout
06-23 08:15	SOL	Buy	70.2675→68.5244	-12.84	stop_loss
06-23 08:15	SOL	Buy	70.2855→68.5404	-12.85	stop_loss
06-23 06:21	SOL	Buy	71.6127→69.8326	-12.82	stop_loss
06-23 06:21	SOL	Buy	71.7278→69.9465	-12.82	stop_loss
06-23 06:20	SOL	Buy	71.9798→70.1694	-12.99	stop_loss
06-23 05:34	SOL	Buy	72.7009→70.8889	-12.84	stop_loss
06-23 05:25	SOL	Buy	72.7649→70.9559	-12.79	stop_loss
06-22 22:28	SOL	Buy	73.7281→71.8952	-12.78	stop_loss
06-22 22:28	SOL	Buy	73.7421→71.8952	-12.85	stop_loss
06-22 22:27	SOL	Buy	73.8631→72.0042	-12.92	stop_loss
06-22 19:25	SOL	Buy	74.2181→72.3779	-12.81	stop_loss
06-22 16:16	SOL	Buy	74.4212→72.5748	-12.86	stop_loss
06-22 08:21	SOL	Buy	73.0089→74.1629	+7.33	timeout
06-22 07:17	SOL	Buy	73.413→74.1199	+4.29	timeout
06-22 06:10	SOL	Buy	73.119→74.0989	+6.21	timeout
06-22 04:36	SOL	Buy	73.8031→73.592	-1.89	timeout
06-22 03:32	SOL	Buy	73.617→73.9459	+1.74	timeout
06-21 08:02	SOL	Buy	71.3807→73.226	+12.42	timeout
06-21 06:59	SOL	Buy	72.1148→73.228	+7.25	timeout
06-21 05:51	SOL	Buy	71.6357→73.092	+9.68	timeout
06-20 22:13	SOL	Buy	70.0195→73.091	+21.37	take_profit
06-20 22:12	SOL	Buy	69.7835→72.8431	+21.35	take_profit
06-20 05:13	SOL	Buy	69.3304→72.3631	+21.41	take_profit
06-20 05:10	SOL	Buy	68.9443→71.9792	+21.54	take_profit
06-20 05:06	SOL	Buy	68.1562→71.1473	+21.45	take_profit
06-19 23:22	SOL	Buy	69.3734→69.2666	-1.14	timeout
06-19 22:04	SOL	Buy	69.5184→68.9667	-4.30	timeout
06-19 19:57	SOL	Buy	69.4434→68.9047	-4.27	timeout
06-19 17:18	SOL	Buy	68.9073→69.0396	+0.57	timeout
06-19 07:37	SOL	Buy	69.7925→68.0617	-12.88	stop_loss
06-18 15:40	SOL	Buy	70.9566→69.197	-12.84	stop_loss
06-18 15:30	SOL	Buy	71.5017→69.7297	-12.80	stop_loss
06-18 15:17	SOL	Buy	71.9808→70.1544	-13.08	stop_loss
06-18 15:17	SOL	Buy	72.0308→70.2393	-12.85	stop_loss
06-18 15:16	SOL	Buy	72.2508→70.4592	-12.80	stop_loss
06-18 11:08	SOL	Buy	71.9768→71.2693	-5.36	timeout
06-17 22:03	SOL	Buy	72.9849→71.1537	-13.00	stop_loss
06-17 19:29	SOL	Buy	73.8091→71.9722	-12.91	stop_loss
06-17 17:29	SOL	Buy	73.242→73.7929	+3.16	timeout
06-17 16:28	SOL	Buy	73.26→74.5828	+8.43	timeout
06-17 15:24	SOL	Buy	73.033→72.9231	-1.04	timeout
06-17 11:05	SOL	Buy	73.597→71.7403	-13.03	stop_loss
06-17 11:02	SOL	Buy	73.7481→71.9172	-12.84	stop_loss
06-17 05:42	SOL	Buy	73.7011→73.7919	+0.20	timeout
06-17 04:40	SOL	Buy	73.28→73.7909	+3.07	timeout
06-16 14:33	SOL	Buy	74.1651→72.325	-12.90	stop_loss
06-16 14:33	SOL	Buy	74.1751→72.337	-12.86	stop_loss
06-16 14:31	SOL	Buy	74.4022→72.5478	-12.93	stop_loss
06-16 02:28	SOL	Buy	74.6192→72.7677	-12.85	stop_loss
06-16 02:27	SOL	Buy	74.8162→72.9586	-12.86	stop_loss
06-16 02:27	SOL	Buy	74.8722→72.9875	-13.03	stop_loss
06-16 02:14	SOL	Buy	75.2133→73.3413	-12.88	stop_loss
06-15 15:42	SOL	Buy	71.5697→74.6978	+21.38	take_profit
06-15 15:38	SOL	Buy	71.2607→74.3738	+21.37	take_profit
06-15 15:38	SOL	Buy	71.2037→74.3388	+21.55	take_profit

Paper vs Live

Paper (trades.jsonl)

214

closed

41%

win rate

-212.79

total pnl ($)

-20.3 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 ($)
SOL	214	41%	-20.3	-212.79

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…