deribit_basis_discount_carry_long_v3 · strategy

113

closed trades

41%

win rate

-308.82

total pnl ($)

0.250

weight

7d window — n=29 wr=28% pnl=-154.88 · 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 11:48	BTC	Buy	59838→59243	-5.40	timeout
06-30 07:01	BTC	Buy	59972→59563	-3.84	timeout
06-29 02:59	BTC	Buy	60138→59721	-3.96	timeout
06-29 01:54	BTC	Buy	60230→59454	-6.92	timeout
06-28 20:43	BTC	Buy	60243→59649	-5.36	timeout
06-28 19:44	BTC	Buy	60179→59411	-6.81	timeout
06-28 18:40	BTC	Buy	60530→59567	-8.38	timeout
06-28 01:43	BTC	Buy	59958→60211	+1.63	timeout
06-28 00:09	BTC	Buy	60106→60107	-0.37	timeout
06-27 16:13	BTC	Buy	60169→60730	+4.25	timeout
06-27 14:58	BTC	Buy	59582→60587	+7.99	timeout
06-26 18:03	BTC	Buy	59599→60007	+2.89	timeout
06-26 17:02	BTC	Buy	59248→60042	+6.15	timeout
06-26 15:58	BTC	Buy	59543→60294	+5.83	timeout
06-26 14:57	BTC	Buy	59510→59464	-0.89	timeout
06-26 14:06	BTC	Buy	58973.9→59843	+6.87	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.68	stop_loss
06-25 13:58	BTC	Buy	59658→58191	-12.69	stop_loss
06-25 13:57	BTC	Buy	59831→58344.9	-12.81	stop_loss
06-25 13:53	BTC	Buy	60209→58725.7	-12.71	stop_loss
06-25 13:51	BTC	Buy	60647→59147.5	-12.77	stop_loss
06-24 17:20	BTC	Buy	60927→59426.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61325.1→59817.1	-12.72	stop_loss
06-24 14:17	BTC	Buy	62584.1→61017.4	-12.95	stop_loss
06-24 14:13	BTC	Buy	62677.1→61135.4	-12.75	stop_loss
06-24 14:03	BTC	Buy	62473.1→61305.9	-9.78	timeout
06-24 14:02	BTC	Buy	62691.1→61149.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62770.1→61220.3	-12.79	stop_loss
06-24 08:19	BTC	Buy	62403.1→62667.9	+1.60	timeout
06-18 05:03	BTC	Buy	65316.3→63707.9	-12.77	stop_loss
06-16 23:02	BTC	Buy	66196.3→65761.7	-3.82	timeout
06-16 14:44	BTC	Buy	66495.3→65647.7	-6.91	timeout
06-16 13:44	BTC	Buy	66515.3→66092.7	-3.71	timeout
06-16 12:41	BTC	Buy	66368.3→66450.7	+0.09	timeout
06-16 11:34	BTC	Buy	66216.3→66395.7	+0.84	timeout
06-15 22:42	BTC	Buy	65368.3→66239.7	+6.17	timeout
06-15 13:20	BTC	Buy	64016.2→66827.7	+21.52	take_profit
06-15 12:55	BTC	Buy	63777.2→66580.7	+21.54	take_profit
06-15 12:08	BTC	Buy	64466.2→66192.7	+12.95	timeout
06-15 11:04	BTC	Buy	64444.2→65886.7	+10.74	timeout
06-14 22:20	BTC	Buy	64449.2→65089.7	+4.47	timeout
06-14 20:12	BTC	Buy	64250.2→63794.8	-4.04	timeout
06-14 19:10	BTC	Buy	64173.2→63748.8	-3.83	timeout
06-14 11:46	BTC	Buy	63880.2→64578.8	+5.03	timeout
06-14 10:42	BTC	Buy	63813.2→64586.8	+5.59	timeout
06-13 21:52	BTC	Buy	63454.2→64435.8	+7.26	timeout
06-13 19:31	BTC	Buy	63652.2→64139.8	+3.38	timeout
06-13 18:32	BTC	Buy	63778.2→64147.8	+2.43	timeout
06-13 11:03	BTC	Buy	63847.2→63814.8	-0.80	timeout
06-13 09:55	BTC	Buy	63798.2→63739.8	-0.98	timeout
06-12 21:40	BTC	Buy	63470.2→63534.8	+0.02	timeout
06-12 18:46	BTC	Buy	63520.2→63867.8	+2.27	timeout
06-12 17:41	BTC	Buy	63316.2→63808.8	+3.42	timeout
06-12 10:18	BTC	Buy	62822.1→63738.8	+6.75	timeout
06-12 09:11	BTC	Buy	62831.1→63495.8	+4.77	timeout
06-11 20:11	BTC	Buy	61786.1→63485.8	+13.18	timeout
06-11 18:26	BTC	Buy	61875.1→63415.8	+11.88	timeout
06-11 17:21	BTC	Buy	62111.1→62349.9	+1.41	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.49	timeout
06-11 08:16	BTC	Buy	61647.1→62769.9	+8.53	timeout
06-10 18:51	BTC	Buy	61712.1→61692.9	-0.65	timeout
06-10 17:41	BTC	Buy	61765.1→61643.9	-1.47	timeout
06-10 16:41	BTC	Buy	60986→62284.9	+10.11	timeout
06-09 14:35	BTC	Buy	62930.1→61382.2	-12.75	stop_loss
06-09 14:17	BTC	Buy	63400.2→61841	-12.75	stop_loss
06-09 13:36	BTC	Buy	63741.2→62173.8	-12.73	stop_loss
06-09 13:29	BTC	Buy	63572.2→62310.9	-10.35	timeout
06-09 13:19	BTC	Buy	63845.2→62274.7	-12.72	stop_loss
06-09 07:07	BTC	Buy	62848.1→63375.8	+3.69	timeout
06-08 17:26	BTC	Buy	62212.1→63575.8	+10.42	timeout
06-08 16:20	BTC	Buy	62198.1→63899.8	+13.11	timeout
06-08 14:18	BTC	Buy	61936.1→63704.8	+13.79	timeout
06-08 13:16	BTC	Buy	61658.1→63778.8	+16.71	timeout
06-08 06:52	BTC	Buy	62130.1→62954.9	+6.17	timeout
06-07 17:13	BTC	Buy	60670→62251.9	+12.57	timeout
06-07 16:06	BTC	Buy	60755→61947.9	+9.27	timeout
06-07 13:58	BTC	Buy	60795→61712.9	+7.08	timeout
06-07 12:57	BTC	Buy	61011.1→61862.9	+6.51	timeout
06-07 06:06	BTC	Buy	61042.1→61618.9	+4.32	timeout
06-06 16:06	BTC	Buy	60164→60837	+5.17	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:34	BTC	Buy	60946→59447.3	-12.75	stop_loss
06-06 04:20	BTC	Buy	61439.1→59921	-12.81	stop_loss
06-05 21:04	BTC	Buy	59256→61857.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60837→59340.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 18:44	BTC	Buy	61197.1→59692.2	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 14:04	BTC	Buy	62122.1→60594.7	-12.74	stop_loss
06-05 13:52	BTC	Buy	62610.1→61068.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62897.1→61349.2	-12.76	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 11:51	BTC	Buy	62434.1→62130.9	-2.91	timeout
06-05 06:24	BTC	Buy	62704.1→61162.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62732.1→61176.3	-12.79	stop_loss
06-05 06:22	BTC	Buy	62865.1→61316.3	-12.76	stop_loss
06-05 06:21	BTC	Buy	63109.2→61555.1	-12.71	stop_loss
06-05 02:42	BTC	Buy	63361.2→62816.9	-4.71	timeout
06-05 01:21	BTC	Buy	62814.1→63289.8	+3.38	timeout
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.73	stop_loss

Paper vs Live

Paper (trades.jsonl)

113

closed

41%

win rate

-308.82

total pnl ($)

-54.3 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	113	41%	-54.3	-308.82

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…