deribit_basis_discount_contrarian_long_v10 · strategy

102

closed trades

44%

win rate

-253.89

total pnl ($)

0.518

weight

7d window — n=20 wr=30% pnl=-123.46 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:00	BTC	Buy	60092→59566	-4.84	timeout
06-28 20:52	BTC	Buy	60265→59620	-5.81	timeout
06-28 19:51	BTC	Buy	60163→59350	-7.18	timeout
06-28 18:47	BTC	Buy	60518→59569	-8.28	timeout
06-27 03:10	BTC	Buy	58703.9→60175	+12.07	timeout
06-26 18:39	BTC	Buy	59407→59730	+2.16	timeout
06-26 17:38	BTC	Buy	59695→59963	+1.70	timeout
06-26 16:38	BTC	Buy	59355→60173	+6.36	timeout
06-26 15:34	BTC	Buy	59241→60110	+6.84	timeout
06-26 02:13	BTC	Buy	60213→58731.7	-12.74	stop_loss
06-25 17:41	BTC	Buy	59409→59605	+1.25	timeout
06-25 13:59	BTC	Buy	59509→58039.1	-12.74	stop_loss
06-25 13:57	BTC	Buy	59755→58275.9	-12.77	stop_loss
06-25 13:53	BTC	Buy	60296→58775.7	-13.00	stop_loss
06-25 13:48	BTC	Buy	60949→59446.3	-12.74	stop_loss
06-24 17:47	BTC	Buy	60623→59131.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61132.1→59626.2	-12.75	stop_loss
06-24 15:47	BTC	Buy	61840.1→60318.8	-12.74	stop_loss
06-24 13:57	BTC	Buy	62742.1→61197.3	-12.76	stop_loss
06-24 13:46	BTC	Buy	62844.1→61297.3	-12.76	stop_loss
06-18 04:11	BTC	Buy	65420.3→63803.9	-12.81	stop_loss
06-16 14:25	BTC	Buy	66381.3→65625.7	-6.22	timeout
06-16 13:28	BTC	Buy	66825.3→66027.7	-6.50	timeout
06-16 12:22	BTC	Buy	66201.3→66603.7	+2.50	timeout
06-16 11:17	BTC	Buy	66002.3→66510.7	+3.34	timeout
06-16 10:12	BTC	Buy	65731.3→66502.7	+5.41	timeout
06-15 13:16	BTC	Buy	63941.2→66754.7	+21.57	take_profit
06-15 12:50	BTC	Buy	63756.2→66555.7	+21.52	take_profit
06-15 11:44	BTC	Buy	64592.2→66154.7	+11.65	timeout
06-15 10:43	BTC	Buy	64592.2→65735.7	+8.40	timeout
06-15 09:39	BTC	Buy	64474.2→65496.7	+7.50	timeout
06-14 18:52	BTC	Buy	64079.2→63785.8	-2.82	timeout
06-14 14:44	BTC	Buy	64186.2→63906.8	-2.63	timeout
06-14 11:35	BTC	Buy	63904.2→64600.8	+5.00	timeout
06-14 10:32	BTC	Buy	63789.2→64605.8	+5.92	timeout
06-14 09:28	BTC	Buy	63795.2→64318.8	+3.60	timeout
06-13 17:49	BTC	Buy	63829.2→64059.8	+1.34	timeout
06-13 14:13	BTC	Buy	63336.2→64150.8	+5.93	timeout
06-13 10:58	BTC	Buy	63690.2→63807.8	+0.37	timeout
06-13 09:50	BTC	Buy	63812.2→63736.8	-1.12	timeout
06-13 08:48	BTC	Buy	63407.2→63835.8	+2.85	timeout
06-12 17:20	BTC	Buy	62373.1→63824.8	+11.15	timeout
06-12 11:57	BTC	Buy	63104.2→63779.8	+4.83	timeout
06-12 10:45	BTC	Buy	62906.1→63636.8	+5.28	timeout
06-12 09:39	BTC	Buy	62905.1→63829.8	+6.81	timeout
06-12 08:38	BTC	Buy	62915.1→63418.8	+3.48	timeout
06-11 17:11	BTC	Buy	62021.1→62499.9	+3.35	timeout
06-11 11:23	BTC	Buy	61140.1→63131.8	+15.70	timeout
06-11 10:21	BTC	Buy	61191.1→62827.9	+12.78	timeout
06-11 09:18	BTC	Buy	61102.1→62804.9	+13.37	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 16:40	BTC	Buy	60861→62305.9	+11.33	timeout
06-09 14:46	BTC	Buy	62786.1→61242.3	-12.76	stop_loss
06-09 14:39	BTC	Buy	62878.1→61332.3	-12.75	stop_loss
06-09 14:17	BTC	Buy	63390.2→61828	-12.79	stop_loss
06-09 14:16	BTC	Buy	63409.2→61849	-12.77	stop_loss
06-09 13:19	BTC	Buy	63909.2→62337.7	-12.74	stop_loss
06-09 07:52	BTC	Buy	63245.2→63113.8	-1.50	timeout
06-09 00:46	BTC	Buy	64040.2→62465.6	-12.74	stop_loss
06-08 17:41	BTC	Buy	62236.1→63358.8	+8.47	timeout
06-08 16:33	BTC	Buy	62253.1→63721.8	+11.25	timeout
06-08 15:31	BTC	Buy	61998.1→63847.8	+14.41	timeout
06-08 14:28	BTC	Buy	62033.1→63788.8	+13.66	timeout
06-08 06:53	BTC	Buy	62106.1→62949.9	+6.32	timeout
06-07 17:15	BTC	Buy	60681→62281.9	+12.74	timeout
06-07 15:52	BTC	Buy	60771→62109.9	+10.47	timeout
06-07 14:48	BTC	Buy	60912→61822.9	+7.01	timeout
06-07 13:33	BTC	Buy	60712→61828.9	+8.73	timeout
06-07 06:07	BTC	Buy	61018.1→61658.9	+4.85	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:21	BTC	Buy	61414.1→59901	-12.77	stop_loss
06-05 21:04	BTC	Buy	59284→61886.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60835→59339.3	-12.74	stop_loss
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 18:44	BTC	Buy	61215.1→59709.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62386.1→60851.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62418.1→60883.5	-12.74	stop_loss
06-05 13:49	BTC	Buy	62906.1→61358.2	-12.76	stop_loss
06-05 13:49	BTC	Buy	62920.1→61372.2	-12.75	stop_loss
06-05 10:28	BTC	Buy	62586.1→62528.9	-0.92	timeout
06-05 06:24	BTC	Buy	62651.1→61107.4	-12.76	stop_loss
06-05 06:23	BTC	Buy	62806.1→61261.3	-12.74	stop_loss
06-05 06:21	BTC	Buy	63116.2→61562.1	-12.76	stop_loss
06-05 06:18	BTC	Buy	63363.2→61804	-12.70	stop_loss
06-05 03:01	BTC	Buy	64005.2→62430.6	-12.72	stop_loss
06-05 02:44	BTC	Buy	63385.2→62712.9	-5.71	timeout
06-05 01:24	BTC	Buy	62762.1→63227.8	+3.30	timeout
06-04 11:10	BTC	Buy	63758.2→62189.8	-12.73	stop_loss
06-04 10:30	BTC	Buy	63985.2→62410.7	-12.73	stop_loss
06-04 09:22	BTC	Buy	64594.2→63004.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64235.2→62655.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64997.2→63399.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65040.3→63441.1	-12.74	stop_loss
06-03 20:45	BTC	Buy	66739.3→65096.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	66962.3→65315.1	-12.78	stop_loss
06-03 19:54	BTC	Buy	66993.3→65324.1	-12.93	stop_loss
06-03 19:53	BTC	Buy	67099.4→65440	-12.85	stop_loss
06-03 16:24	BTC	Buy	67273.4→65618.9	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

102

closed

44%

win rate

-253.89

total pnl ($)

-49.4 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	102	44%	-49.4	-253.89

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…