deribit_basis_discount_band_long · strategy

closed trades

47%

win rate

-69.74

total pnl ($)

1.007

weight

7d window — n=8 wr=25% pnl=-35.88 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 53 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 20:04	BTC	Buy	59631→59853	+0.65	timeout
06-26 13:19	BTC	Buy	60223→58681.7	-6.63	stop_loss
06-24 14:19	BTC	Buy	62506.1→60878.5	-6.73	stop_loss
06-24 14:17	BTC	Buy	62603.1→61001.4	-6.61	stop_loss
06-24 14:13	BTC	Buy	62698.1→61093.4	-6.62	stop_loss
06-24 13:48	BTC	Buy	62856.1→61243.3	-6.64	stop_loss
06-24 13:44	BTC	Buy	62409.1→61488.9	-3.91	timeout
06-24 08:20	BTC	Buy	62408.1→62625.9	+0.61	timeout
06-17 22:03	BTC	Buy	65570.3→63890.8	-6.63	stop_loss
06-16 21:22	BTC	Buy	66501.3→65713.7	-3.23	timeout
06-15 21:53	BTC	Buy	65494.3→66389.7	+3.17	timeout
06-14 05:51	BTC	Buy	63520.2→64351.8	+3.06	timeout
06-14 03:35	BTC	Buy	63476.2→64511.8	+3.87	timeout
06-13 23:10	BTC	Buy	63452.2→64418.8	+3.57	timeout
06-13 20:59	BTC	Buy	63441.2→64260.8	+2.99	timeout
06-13 14:56	BTC	Buy	63837.2→64202.8	+1.19	timeout
06-13 02:17	BTC	Buy	63587.2→63764.8	+0.47	timeout
06-13 00:16	BTC	Buy	63623.2→63575.8	-0.46	timeout
06-12 18:31	BTC	Buy	63439.2→63736.8	+0.94	timeout
06-12 16:31	BTC	Buy	62580.1→63867.8	+4.90	timeout
06-12 12:37	BTC	Buy	62774.1→63468.8	+2.50	timeout
06-11 20:06	BTC	Buy	61766.1→63579.8	+7.05	timeout
06-11 17:44	BTC	Buy	61744.1→63291.8	+5.99	timeout
06-11 15:33	BTC	Buy	62338.1→62657.9	+0.98	timeout
06-11 13:24	BTC	Buy	61511.1→62872.9	+5.26	timeout
06-11 08:46	BTC	Buy	61164.1→62863.9	+6.67	timeout
06-10 17:19	BTC	Buy	61836.1→62107.9	+0.85	timeout
06-09 14:47	BTC	Buy	62774.1→61167.3	-6.63	stop_loss
06-09 14:30	BTC	Buy	63074.2→61460.2	-6.63	stop_loss
06-09 14:18	BTC	Buy	63407.2→61784	-6.63	stop_loss
06-09 14:16	BTC	Buy	63496.2→61868	-6.64	stop_loss
06-09 14:10	BTC	Buy	63660.2→62029.9	-6.63	stop_loss
06-09 04:10	BTC	Buy	62957.1→62947.9	-0.26	timeout
06-08 13:37	BTC	Buy	61717.1→63633.8	+7.52	timeout
06-07 20:50	BTC	Buy	60675→61852.9	+4.64	timeout
06-07 16:44	BTC	Buy	60723→62146.9	+5.61	timeout
06-07 14:37	BTC	Buy	60966→62230.9	+4.95	timeout
06-07 12:32	BTC	Buy	60711→61906.9	+4.69	timeout
06-07 05:07	BTC	Buy	59925→61777.9	+7.52	timeout
06-06 19:51	BTC	Buy	60397→60600	+0.65	timeout
06-05 12:02	BTC	Buy	62482.1→61710.9	-3.33	timeout
06-05 06:17	BTC	Buy	63478.2→61851	-6.61	stop_loss
06-05 06:03	BTC	Buy	63590.2→61945.9	-6.66	stop_loss
06-05 03:06	BTC	Buy	63972.2→62315.7	-6.68	stop_loss
06-05 02:44	BTC	Buy	63384.2→62714.9	-2.84	timeout
06-04 11:10	BTC	Buy	63855.2→62220.8	-6.61	stop_loss
06-04 01:22	BTC	Buy	64247.2→62602.6	-6.62	stop_loss
06-04 00:29	BTC	Buy	65071.3→63406.1	-6.62	stop_loss
06-04 00:24	BTC	Buy	65647.3→63966.8	-6.62	stop_loss
06-03 23:03	BTC	Buy	66241.3→64533.5	-6.67	stop_loss
06-03 19:55	BTC	Buy	66991.3→65277.1	-6.64	stop_loss
06-03 03:50	BTC	Buy	67275.4→65551.9	-6.63	stop_loss
06-03 03:43	BTC	Buy	67561.4→65832.8	-6.62	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-69.74

total pnl ($)

-52.2 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	53	47%	-52.2	-69.74

Recent bounces (last 20 of 4)

time	sym	side	reason
06-26 22:14	BTC	Buy	stale_intent
06-26 08:24	BTC	Buy	stale_intent
06-25 20:07	BTC	Buy	below_min_notional_skip
06-24 09:40	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…