deribit_basis_discount_contrarian_long_v12 · strategy

164

closed trades

52%

win rate

-177.47

total pnl ($)

0.626

weight

7d window — n=37 wr=46% pnl=-98.88 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 13:55	BTC	Buy	60185→60028	-1.77	timeout
06-28 09:56	BTC	Buy	60192→60214	-0.28	timeout
06-28 08:54	BTC	Buy	60252→60365	+0.49	timeout
06-28 07:53	BTC	Buy	60173→60176	-0.43	timeout
06-28 06:49	BTC	Buy	60506→59967	-4.90	timeout
06-27 13:12	BTC	Buy	59949→60386	+3.18	timeout
06-27 11:31	BTC	Buy	59924→60227	+2.06	timeout
06-27 09:56	BTC	Buy	59932→60382	+3.28	timeout
06-27 02:53	BTC	Buy	59635→60315	+5.25	timeout
06-26 18:00	BTC	Buy	59866→60012	+0.72	timeout
06-26 16:53	BTC	Buy	59828→59999	+0.93	timeout
06-26 15:51	BTC	Buy	59707→60196	+3.61	timeout
06-26 13:18	BTC	Buy	60211→58729.7	-12.76	stop_loss
06-26 13:18	BTC	Buy	60299→58815.6	-12.76	stop_loss
06-26 06:17	BTC	Buy	59469→59732	+1.76	timeout
06-26 05:06	BTC	Buy	59110→59837	+5.70	timeout
06-26 03:50	BTC	Buy	59253→59662	+3.02	timeout
06-26 02:47	BTC	Buy	59420→58739.1	-6.15	timeout
06-26 02:10	BTC	Buy	59679→59235	-4.15	timeout
06-25 13:44	BTC	Buy	61535.1→60021	-12.73	stop_loss
06-25 13:44	BTC	Buy	61671.1→60153.9	-12.74	stop_loss
06-25 13:43	BTC	Buy	61684.1→60166.9	-12.73	stop_loss
06-25 13:43	BTC	Buy	61691.1→60172.9	-12.74	stop_loss
06-25 13:41	BTC	Buy	61844.1→60321.8	-12.74	stop_loss
06-25 08:58	BTC	Buy	60925→61664.9	+5.62	timeout
06-25 07:53	BTC	Buy	59874→61828.9	+15.88	timeout
06-25 06:51	BTC	Buy	59421→61749.9	+19.16	timeout
06-25 05:49	BTC	Buy	59358→61556.9	+18.09	timeout
06-25 04:47	BTC	Buy	60071→60975	+7.08	timeout
06-24 17:48	BTC	Buy	60540→59050.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61130.1→59626.2	-12.73	stop_loss
06-24 16:47	BTC	Buy	61508.1→59995	-12.73	stop_loss
06-24 14:19	BTC	Buy	62407.1→60872.5	-12.74	stop_loss
06-24 14:13	BTC	Buy	62606.1→61066.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62630.1→61089.4	-12.75	stop_loss
06-24 13:45	BTC	Buy	62882.1→61335.2	-12.75	stop_loss
06-23 20:24	BTC	Buy	62203.1→62424.9	+1.33	timeout
06-16 19:23	BTC	Buy	66323.3→65679.7	-5.34	timeout
06-16 17:19	BTC	Buy	66043.3→65792.7	-2.40	timeout
06-16 14:16	BTC	Buy	66117.3→65907.7	-2.08	timeout
06-16 12:06	BTC	Buy	66304.3→66375.7	+0.04	timeout
06-16 09:00	BTC	Buy	66487.3→66803.7	+1.95	timeout
06-16 06:56	BTC	Buy	66806.3→66487.7	-2.79	timeout
06-16 04:51	BTC	Buy	67084.4→65835.7	-9.73	timeout
06-16 01:45	BTC	Buy	66503.3→66333.7	-1.72	timeout
06-15 23:35	BTC	Buy	66240.3→66160.7	-1.07	timeout
06-15 20:29	BTC	Buy	65659.3→66538.7	+6.21	timeout
06-15 18:19	BTC	Buy	65868.3→66804.7	+6.60	timeout
06-15 16:08	BTC	Buy	65744.3→67070.6	+9.64	timeout
06-15 12:49	BTC	Buy	65549.3→66474.7	+6.62	timeout
06-15 10:43	BTC	Buy	65373.3→65732.7	+2.30	timeout
06-15 07:32	BTC	Buy	63777.2→65826.7	+15.61	timeout
06-15 05:25	BTC	Buy	63903.2→65809.7	+14.46	timeout
06-15 03:19	BTC	Buy	63994.2→65679.7	+12.70	timeout
06-15 00:09	BTC	Buy	64465.2→65687.7	+9.04	timeout
06-14 22:02	BTC	Buy	64577.2→65421.7	+6.06	timeout
06-14 18:55	BTC	Buy	64258.2→63783.8	-4.18	timeout
06-14 16:46	BTC	Buy	64326.2→64103.8	-2.20	timeout
06-14 14:37	BTC	Buy	64520.2→63928.8	-5.03	timeout
06-14 11:24	BTC	Buy	64497.2→64524.8	-0.24	timeout
06-14 09:17	BTC	Buy	64245.2→64369.8	+0.49	timeout
06-14 06:10	BTC	Buy	64056.2→64422.8	+2.42	timeout
06-14 04:05	BTC	Buy	64012.2→64497.8	+3.36	timeout
06-14 02:00	BTC	Buy	64073.2→64552.8	+3.30	timeout
06-13 22:49	BTC	Buy	63864.2→64471.8	+4.29	timeout
06-13 20:45	BTC	Buy	63865.2→64220.8	+2.33	timeout
06-13 17:34	BTC	Buy	63551.2→64075.8	+3.67	timeout
06-13 15:26	BTC	Buy	63542.2→64275.8	+5.31	timeout
06-13 13:25	BTC	Buy	63612.2→64175.8	+3.95	timeout
06-13 09:52	BTC	Buy	63453.2→63737.8	+1.75	timeout
06-13 08:36	BTC	Buy	63521.2→63874.8	+2.28	timeout
06-13 05:26	BTC	Buy	63782.2→63534.8	-2.38	timeout
06-13 03:13	BTC	Buy	64320.2→63663.8	-5.56	timeout
06-13 01:07	BTC	Buy	63402.2→63623.8	+1.25	timeout
06-12 20:48	BTC	Buy	63418.2→63426.8	-0.39	timeout
06-12 19:42	BTC	Buy	63053.2→63695.8	+4.64	timeout
06-12 16:38	BTC	Buy	63693.2→63941.8	+1.47	timeout
06-12 14:28	BTC	Buy	63542.2→63580.8	-0.18	timeout
06-12 12:26	BTC	Buy	63542.2→63494.8	-0.86	timeout
06-12 02:42	BTC	Buy	62853.1→63559.8	+5.12	timeout
06-12 01:39	BTC	Buy	62837.1→63316.8	+3.32	timeout
06-12 00:36	BTC	Buy	62802.1→63648.8	+6.22	timeout
06-11 23:17	BTC	Buy	63183.2→63362.8	+0.91	timeout
06-11 22:14	BTC	Buy	62907.1→63603.8	+5.02	timeout
06-11 13:37	BTC	Buy	62080.1→62803.9	+5.32	timeout
06-11 12:19	BTC	Buy	61894.1→63084.8	+9.11	timeout
06-11 11:19	BTC	Buy	61234.1→63110.8	+14.81	timeout
06-11 10:15	BTC	Buy	61171.1→62884.9	+13.49	timeout
06-11 09:12	BTC	Buy	61485.1→62818.9	+10.34	timeout
06-11 00:25	BTC	Buy	61043.1→61837.9	+6.06	timeout
06-10 23:23	BTC	Buy	61141.1→61480.9	+2.33	timeout
06-10 22:21	BTC	Buy	61146.1→61224.9	+0.20	timeout
06-10 21:18	BTC	Buy	61102.1→61527.9	+3.02	timeout
06-10 20:17	BTC	Buy	61659.1→61748.9	+0.25	timeout
06-10 04:41	BTC	Buy	60883→62016.9	+8.92	timeout
06-09 14:36	BTC	Buy	62919.1→61371.2	-12.75	stop_loss
06-09 14:20	BTC	Buy	63239.2→61684.1	-12.75	stop_loss
06-09 14:17	BTC	Buy	63361.2→61803	-12.75	stop_loss
06-09 14:16	BTC	Buy	63415.2→61856	-12.74	stop_loss
06-09 12:00	BTC	Buy	63059.2→62672.9	-3.49	timeout

Paper vs Live

Paper (trades.jsonl)

164

closed

52%

win rate

-177.47

total pnl ($)

-21.5 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	164	52%	-21.5	-177.47

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…