deribit_basis_discount_btc_long · strategy

closed trades

51%

win rate

-150.11

total pnl ($)

0.543

weight

7d window — n=14 wr=29% pnl=-107.38 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 65 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 18:22	BTC	Buy	60044→60432	+2.80	timeout
06-27 12:11	BTC	Buy	59392→60231	+6.58	timeout
06-27 05:58	BTC	Buy	59911→60214	+2.09	timeout
06-26 23:38	BTC	Buy	60072→59976	-1.28	timeout
06-26 17:35	BTC	Buy	59516→60050	+3.95	timeout
06-25 17:20	BTC	Buy	59530→59369	-1.74	timeout
06-25 13:53	BTC	Buy	60978→58783.7	-18.39	stop_loss
06-25 13:51	BTC	Buy	61293.1→59105.5	-18.29	stop_loss
06-25 13:48	BTC	Buy	61605.1→59411.3	-18.23	stop_loss
06-24 16:46	BTC	Buy	62323.1→60104.9	-18.20	stop_loss
06-24 15:49	BTC	Buy	62539.1→60311.8	-18.20	stop_loss
06-24 15:38	BTC	Buy	62833.1→60596.7	-18.21	stop_loss
06-24 13:46	BTC	Buy	62272.1→61354.9	-7.81	timeout
06-24 07:46	BTC	Buy	62904.1→62657.9	-2.46	timeout
06-18 15:18	BTC	Buy	65418.3→63090.3	-18.23	stop_loss
06-17 06:22	BTC	Buy	66213.3→65838.7	-3.31	timeout
06-17 00:19	BTC	Buy	66359.3→65744.7	-5.17	timeout
06-16 18:18	BTC	Buy	66785.3→66073.7	-5.85	timeout
06-16 12:16	BTC	Buy	66188.3→66610.7	+2.65	timeout
06-16 06:13	BTC	Buy	65898.3→66151.7	+1.53	timeout
06-16 00:07	BTC	Buy	65735.3→66335.7	+4.16	timeout
06-15 18:01	BTC	Buy	63721.2→66797.7	+23.57	timeout
06-15 11:55	BTC	Buy	64578.2→66196.7	+12.09	timeout
06-15 05:51	BTC	Buy	64355.2→65745.7	+10.34	timeout
06-14 23:47	BTC	Buy	64419.2→65589.7	+8.60	timeout
06-14 17:46	BTC	Buy	64086.2→63824.8	-2.57	timeout
06-14 11:42	BTC	Buy	63892.2→64591.8	+5.03	timeout
06-14 05:42	BTC	Buy	63563.2→64331.8	+5.61	timeout
06-13 23:39	BTC	Buy	63456.2→64463.8	+7.47	timeout
06-13 17:49	BTC	Buy	63820.2→64055.8	+1.38	timeout
06-13 11:32	BTC	Buy	63751.2→63892.8	+0.57	timeout
06-13 05:33	BTC	Buy	63449.2→63545.8	+0.32	timeout
06-12 23:13	BTC	Buy	63372.2→63438.8	+0.02	timeout
06-12 14:50	BTC	Buy	62871.1→63579.8	+5.10	timeout
06-12 08:39	BTC	Buy	62933.1→63430.8	+3.43	timeout
06-12 02:40	BTC	Buy	62042.1→63575.8	+11.81	timeout
06-11 20:34	BTC	Buy	61880.1→63361.8	+11.39	timeout
06-11 14:32	BTC	Buy	61890.1→62921.9	+7.79	timeout
06-11 08:20	BTC	Buy	61601.1→62795.9	+9.11	timeout
06-10 16:39	BTC	Buy	60854→62271.9	+11.12	timeout
06-10 01:06	BTC	Buy	62615.1→62016.9	-5.12	timeout
06-09 14:47	BTC	Buy	63400.2→61142.4	-18.26	stop_loss
06-09 14:46	BTC	Buy	63509.2→61238.3	-18.35	stop_loss
06-09 13:06	BTC	Buy	63709.2→62643.9	-8.78	timeout
06-09 06:58	BTC	Buy	62965.1→63260.8	+1.84	timeout
06-09 00:57	BTC	Buy	63601.2→62496.9	-9.12	timeout
06-08 18:56	BTC	Buy	62077.1→63402.8	+10.16	timeout
06-08 12:52	BTC	Buy	61795.1→63512.8	+13.43	timeout
06-08 06:48	BTC	Buy	62112.1→62953.9	+6.31	timeout
06-08 00:42	BTC	Buy	60794→63697.8	+23.32	timeout
06-07 18:38	BTC	Buy	60621→62156.9	+12.27	timeout
06-07 12:30	BTC	Buy	60622→61879.9	+9.91	timeout
06-07 05:05	BTC	Buy	59843→61785.9	+15.81	timeout
06-05 18:54	BTC	Buy	61319.1→59136.5	-18.25	stop_loss
06-05 15:39	BTC	Buy	62421.1→60194.9	-18.27	stop_loss
06-05 13:56	BTC	Buy	63201.2→60937.5	-18.36	stop_loss
06-05 10:01	BTC	Buy	63115.2→62896.9	-2.16	timeout
06-05 06:23	BTC	Buy	63534.2→61273.3	-18.20	stop_loss
06-05 06:22	BTC	Buy	63652.2→61376.2	-18.31	stop_loss
06-05 05:09	BTC	Buy	63898.2→63386.8	-4.39	timeout
06-04 00:39	BTC	Buy	65362.3→63036.3	-18.24	stop_loss
06-04 00:26	BTC	Buy	66108.3→63755.9	-18.23	stop_loss
06-03 23:24	BTC	Buy	66687.3→64312.6	-18.24	stop_loss
06-03 23:03	BTC	Buy	66944.3→64561.5	-18.32	stop_loss
06-03 17:54	BTC	Buy	67484.4→65780.7	-13.13	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

-150.11

total pnl ($)

-45.8 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	65	51%	-45.8	-150.11

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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