deribit_basis_discount_buy_long_v3 · strategy

closed trades

35%

win rate

-212.66

total pnl ($)

0.572

weight

7d window — n=14 wr=21% pnl=-106.64 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 54 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 15:31	BTC	Buy	60168→60022	-1.78	timeout
06-28 14:27	BTC	Buy	60071→60128	-0.04	timeout
06-28 12:02	BTC	Buy	59415→60296	+6.87	timeout
06-28 10:25	BTC	Buy	59714→60076	+2.53	timeout
06-27 20:15	BTC	Buy	59569→60238	+5.28	timeout
06-26 13:19	BTC	Buy	60113→58556.8	-13.40	stop_loss
06-26 13:19	BTC	Buy	60241→58699.7	-13.25	stop_loss
06-26 02:13	BTC	Buy	60158→58618.7	-13.24	stop_loss
06-24 16:51	BTC	Buy	61295.1→59717.1	-13.30	stop_loss
06-24 15:33	BTC	Buy	62275.1→60681.6	-13.15	stop_loss
06-24 15:31	BTC	Buy	62289.1→60694.6	-13.15	stop_loss
06-24 14:19	BTC	Buy	62451.1→60844.5	-13.29	stop_loss
06-24 14:19	BTC	Buy	62596.1→60966.5	-13.44	stop_loss
06-24 13:47	BTC	Buy	62884.1→61271.3	-13.27	stop_loss
06-21 08:59	BTC	Buy	62555.1→63970.8	+10.57	timeout
06-17 11:04	BTC	Buy	66357.3→64658.4	-13.34	stop_loss
06-14 13:47	BTC	Buy	63191.2→64313.8	+8.43	timeout
06-14 12:38	BTC	Buy	63438.2→64311.8	+6.45	timeout
06-13 21:21	BTC	Buy	63491.2→64213.8	+5.20	timeout
06-13 19:56	BTC	Buy	63633.2→64295.8	+4.75	timeout
06-13 18:37	BTC	Buy	63510.2→64218.8	+5.11	timeout
06-12 13:31	BTC	Buy	61678.1→63261.8	+12.23	timeout
06-12 08:50	BTC	Buy	61204.1→63387.8	+17.21	timeout
06-11 19:41	BTC	Buy	61801.1→63738.8	+14.97	timeout
06-11 18:31	BTC	Buy	61749.1→63422.8	+12.85	timeout
06-11 17:30	BTC	Buy	61735.1→63009.8	+9.70	timeout
06-09 15:57	BTC	Buy	62581.1→60978.4	-13.29	stop_loss
06-09 15:55	BTC	Buy	62688.1→61081.4	-13.27	stop_loss
06-09 14:39	BTC	Buy	62922.1→61312.3	-13.27	stop_loss
06-09 14:21	BTC	Buy	63210.2→61591.1	-13.27	stop_loss
06-09 14:16	BTC	Buy	63487.2→61859	-13.27	stop_loss
06-07 22:15	BTC	Buy	61169.1→64222.8	+24.53	take_profit
06-07 22:15	BTC	Buy	61042.1→64088.8	+24.52	take_profit
06-07 22:15	BTC	Buy	60897→63935.8	+24.51	take_profit
06-07 22:14	BTC	Buy	59989→62983.9	+24.53	take_profit
06-07 20:01	BTC	Buy	60371→61247.9	+6.89	timeout
06-06 04:14	BTC	Buy	61654.1→60071.9	-13.29	stop_loss
06-05 13:57	BTC	Buy	62370.1→60773.6	-13.26	stop_loss
06-05 06:21	BTC	Buy	63086.2→61471.2	-13.19	stop_loss
06-05 06:16	BTC	Buy	63531.2→61904.9	-13.21	stop_loss
06-05 06:01	BTC	Buy	63760.2→62124.8	-13.24	stop_loss
06-05 03:11	BTC	Buy	63901.2→62265.7	-13.22	stop_loss
06-04 10:49	BTC	Buy	63899.2→62263.7	-13.21	stop_loss
06-04 10:28	BTC	Buy	64166.2→62521.6	-13.25	stop_loss
06-04 09:30	BTC	Buy	64352.2→62705.5	-13.24	stop_loss
06-04 00:29	BTC	Buy	65018.3→63354.1	-13.25	stop_loss
06-04 00:26	BTC	Buy	65472.3→63796.9	-13.24	stop_loss
06-03 23:51	BTC	Buy	65801.3→64115.7	-13.26	stop_loss
06-03 20:55	BTC	Buy	66395.3→64652.4	-13.63	stop_loss
06-03 16:25	BTC	Buy	67301.4→65578.9	-13.27	stop_loss
06-03 03:50	BTC	Buy	67307.4→65584.9	-13.25	stop_loss
06-03 03:49	BTC	Buy	67330.4→65606.9	-13.25	stop_loss
06-03 03:44	BTC	Buy	67415.4→65688.9	-13.26	stop_loss
06-03 03:43	BTC	Buy	67451.4→65723.8	-13.26	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

35%

win rate

-212.66

total pnl ($)

-78.3 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	54	35%	-78.3	-212.66

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…